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Efficient skewness/semivariance portfolios
Brito, Rui Pedro; Sebastião, Hélder; Godinho, Pedro … - In: The journal of asset management 17 (2016) 5, pp. 331-346
Persistent link: https://www.econbiz.de/10011634675
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Sector-specific optimum asset allocation : an example for non-life insurers
Curtillet, Jean-Christophe; Dieudonné, Mathieu - In: The journal of asset management 7 (2007) 6, pp. 404-411
Persistent link: https://www.econbiz.de/10003439382
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Performance expectations of basic options strategies may be different than you think
Clark, Steven P.; Dickson, Mike - In: The journal of asset management 20 (2019) 2, pp. 91-102
Persistent link: https://www.econbiz.de/10012059761
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Pricing options of security portfolio in cyclical economic environment
Mao, Hong; Wen, Zhongkai - In: The journal of asset management 20 (2019) 5, pp. 384-394
Persistent link: https://www.econbiz.de/10012117594
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Inverse portfolio optimisation under constraints
Zagst, Rudi; Pöschik, Michaela - In: The journal of asset management 9 (2008/09) 3, pp. 239-253
Persistent link: https://www.econbiz.de/10003764556
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Alpha insurance : a computational framework to measure hedging demands for active investors
El-Ansary, Ashraf - In: The journal of asset management 9 (2008/09) 5, pp. 310-320
Persistent link: https://www.econbiz.de/10003794320
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Can robust portfolio optimisation help to build better portfolios?
Scherer, Bernd - In: The journal of asset management 7 (2007) 6, pp. 373-387
Persistent link: https://www.econbiz.de/10003439376
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Alternative decision models for liability-driven investment
Schwaiger, Katharina; Lucas, Cormac; Mitra, Gautam - In: The journal of asset management 11 (2010/11) 2/3, pp. 178-193
Persistent link: https://www.econbiz.de/10008663607
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Quadratic programming for portfolio planning : insights into algorithmic and computational issues part II ; processing of portfolio planning models with discrete constraints
Mitra, Gautam; Ellison, Frank; Scowcroft, Alan - In: The journal of asset management 8 (2007/08) 4, pp. 249-258
Persistent link: https://www.econbiz.de/10003579954
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Quadratic programming for portfolio planning : insights into algorithmic and computational issues ; solving a family of QP models. Part I
Mitra, Gautam; Ellison, Frank; Scowcroft, Alan - In: The journal of asset management 8 (2007/08) 3, pp. 200-214
Persistent link: https://www.econbiz.de/10003543593