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~isPartOf:"The journal of portfolio management : a publication of Institutional Investor"
~subject:"Mathematical programming"
~subject:"Portfolio-Management"
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Mathematical programming
Portfolio-Management
Theorie
175
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175
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Grinold, Richard
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The journal of portfolio management : a publication of Institutional Investor
European journal of operational research : EJOR
2,013
Computers & operations research : and their applications to problems of world concern ; an international journal
1,076
Operations research letters
562
International journal of production research
492
Operations research
351
Mathematics of operations research
339
INFORMS journal on computing : JOC
316
Insurance / Mathematics & economics
289
NBER working paper series
256
Mathematical methods of operations research
254
Journal of banking & finance
250
Journal of economic dynamics & control
244
Management science : journal of the Institute for Operations Research and the Management Sciences
243
Working paper / National Bureau of Economic Research, Inc.
210
NBER Working Paper
203
International journal of production economics
195
Finance research letters
192
Omega : the international journal of management science
186
Finance and stochastics
165
Mathematical finance : an international journal of mathematics, statistics and financial theory
159
Transportation research / E : an international journal
155
International journal of theoretical and applied finance
153
Journal of the Operational Research Society : OR
153
Discussion paper / Tinbergen Institute
150
INFORMS journal on computing : JOC ; charting new directions in operations research and computer science ; a journal of the Institute for Operations Research and the Management Sciences
149
Discussion paper / Center for Economic Research, Tilburg University
148
Journal of the Operational Research Society
142
Quantitative finance
137
SpringerLink / Bücher
137
OR spectrum : quantitative approaches in management
134
Research paper series / Swiss Finance Institute
131
Opsearch : journal of the Operational Research Society of India
129
Operational research : an international journal
128
RAIRO / Operations research
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Computational economics
118
Journal of global optimization : an international journal dealing with theoretical and computational aspects of seeking global optima and their applications in science, management and engineering
118
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
116
Annals of operations research
114
Top : transactions in operations research
113
International transactions in operational research : ITOR ; a journal of the International Federation of Operational Research Societies (IFORS)
110
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ECONIS (ZBW)
101
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1
Risk parity optimality
Fisher, Gregg S.
;
Maymin, Philip Z.
;
Maymin, Zakhar G.
- In:
The journal of portfolio management : a publication of …
41
(
2015
)
2
,
pp. 42-56
Persistent link: https://www.econbiz.de/10011294200
Saved in:
2
On the consistent use of VaR in portfolio performance evaluation : a cautionary note
Zakamouline, Valeri
- In:
The journal of portfolio management : a publication of …
37
(
2010/11
)
1
,
pp. 92-104
Persistent link: https://www.econbiz.de/10008737992
Saved in:
3
A scenarios approach to asset allocation
Gosling, Susan
- In:
The journal of portfolio management : a publication of …
37
(
2010/11
)
1
,
pp. 53-66
Persistent link: https://www.econbiz.de/10008738004
Saved in:
4
The properties of equally weighted risk contribution portfolios
Maillard, Sébastien
;
Roncalli, Thierry
;
Teïletche, …
- In:
The journal of portfolio management : a publication of …
36
(
2009/10
)
4
,
pp. 60-70
Persistent link: https://www.econbiz.de/10008652158
Saved in:
5
Signal weighting
Grinold, Richard
- In:
The journal of portfolio management : a publication of …
36
(
2009/10
)
4
,
pp. 24-34
Persistent link: https://www.econbiz.de/10008652181
Saved in:
6
Efficient replication of factor retturns :
theory
and applications
Melas, Dimitris
;
Suryanarayanan, Raghu
;
Cavaglia, Stefano
- In:
The journal of portfolio management : a publication of …
36
(
2009/10
)
2
,
pp. 39-51
Persistent link: https://www.econbiz.de/10003966450
Saved in:
7
Global tactical sector allocation : a quantitative approach
Doeswijk, Ronald
;
Vliet, Willem Nicolaas van
- In:
The journal of portfolio management : a publication of …
38
(
2011/12
)
1
,
pp. 29-47
Persistent link: https://www.econbiz.de/10009381271
Saved in:
8
Implied expected returns and the choice of a mean-variance efficient portfolio proxy
Ardia, David
;
Boudt, Kris
- In:
The journal of portfolio management : a publication of …
41
(
2015
)
4
,
pp. 68-81
Persistent link: https://www.econbiz.de/10011432240
Saved in:
9
The stable ROE portfolio : an alternative equity index strategy based on common sense security analysis
Fuller, Russell J.
;
Giovinazzo, Raife
;
Tung, Yining
- In:
The journal of portfolio management : a publication of …
40
(
2014
),
pp. 135-145
Persistent link: https://www.econbiz.de/10011433478
Saved in:
10
Liquidity-driven dynamic asset allocation
Xiong, James X.
;
Sullivan, Rodney N.
;
Wang, Peng
- In:
The journal of portfolio management : a publication of …
39
(
2013
)
3
,
pp. 102-111
Persistent link: https://www.econbiz.de/10009750747
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