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Robust growth-optimal portfolios
Rujeerapaiboon, Napat; Kuhn, Daniel; Wiesemann, Wolfram - In: Management science : journal of the Institute for … 62 (2016) 7, pp. 2090-2109
Persistent link: https://www.econbiz.de/10011520389
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Optimal credit swap portfolios
Giesecke, Kay; Kim, Baeho; Kim, Jack; Tsoukalas, Gerry - In: Management science : journal of the Institute for … 60 (2014) 9, pp. 2291-2307
Persistent link: https://www.econbiz.de/10010461900
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Machine learning and portfolio optimization
Ban, Gah-Yi; El Karoui, Noureddine; Lim, Andrew E. B. - In: Management science : journal of the Institute for … 64 (2018) 3, pp. 1136-1154
Persistent link: https://www.econbiz.de/10011847178
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Optimal and naive diversification in currency markets
Ackermann, Fabian; Pohl, Walter; Schmedders, Karl - In: Management science : journal of the Institute for … 63 (2017) 10, pp. 3347-3360
Persistent link: https://www.econbiz.de/10011760492
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How to play fantasy sports strategically (and win)
Haugh, Martin B.; Signal, Raghav - In: Management science : journal of the Institute for … 67 (2021) 1, pp. 72-92
Persistent link: https://www.econbiz.de/10012435254
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Revisiting Ellsberg's and Machina's paradoxes : a two-stage evaluation model under ambiguity
He, Ying - In: Management science : journal of the Institute for … 67 (2021) 11, pp. 6897-6914
Persistent link: https://www.econbiz.de/10012703736
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Tail risk and robust portfolio decisions
Jin, Xing; Luo, Dan; Zeng, Xudong - In: Management science : journal of the Institute for … 67 (2021) 5, pp. 3254-3275
Persistent link: https://www.econbiz.de/10012581376
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Portfolio selection with capital gains tax, recursive utility, and regime switching
Cai, Jiatu; Chen, Xinfu; Dai, Min - In: Management science : journal of the Institute for … 64 (2018) 5, pp. 2308-2324
Persistent link: https://www.econbiz.de/10011874111
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The distribution of the sample minimum-variance frontier
Kan, Raymond; Smith, Daniel R. - In: Management science : journal of the Institute for … 54 (2008) 7, pp. 1364-1380
Persistent link: https://www.econbiz.de/10003755064
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Composition of electricity generation portfolios, pivotal dynamics, and market prices
Banal-Estañol, Albert; Rupérez Micola, Augusto - In: Management science : journal of the Institute for … 55 (2009) 11, pp. 1813-1831
Persistent link: https://www.econbiz.de/10003909206