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1
Robust optimization of the 0-1 knapsack problem : balancing risk and return in assortment optimization
Rooderkerk, Robert P.
;
Heerde, Harald J. van
- In:
European journal of operational research : EJOR
250
(
2016
)
3
,
pp. 842-854
Persistent link: https://www.econbiz.de/10011445338
Saved in:
2
Margin requirements and portfolio optimization : a geometric appoach
Sheng, Guo
- In:
The journal of asset management
15
(
2014
)
3
,
pp. 191-204
Persistent link: https://www.econbiz.de/10010416134
Saved in:
3
Portfolio optimization with quasiconvex risk measures
Mastrogiacomo, Elisabetta
;
Rosazza Gianin, Emanuela
- In:
Mathematics of operations research
40
(
2015
)
4
,
pp. 1042-1059
Persistent link: https://www.econbiz.de/10011409050
Saved in:
4
Optimal investment-reinsurance strategy for mean-variance insurers with square-root factor process
Shen, Yang
;
Zeng, Yan
- In:
Insurance / Mathematics & economics
62
(
2015
),
pp. 118-137
Persistent link: https://www.econbiz.de/10011312080
Saved in:
5
Mean-variance portfolio optimization problem with fixed salary and inflation protection for a defined contribution pension scheme
Nkeki, Charles I.
;
Nwozo, Chukwuma R.
- In:
Journal of statistical and econometric methods
2
(
2013
)
2
,
pp. 157-173
Persistent link: https://www.econbiz.de/10009769892
Saved in:
6
Interest rate risk management and dynamic portfolio selections
Sun, Hang
;
Sun, Wan Gui
- In:
Modern economy
2
(
2011
)
4
,
pp. 674-679
Persistent link: https://www.econbiz.de/10009620650
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7
Multi-period mean-variance asset-liability management with uncontrolled cash flow and uncertain time-horizon
Yao, Haixiang
;
Zeng, Yan
;
Chen, Shumin
- In:
Economic modelling
30
(
2013
),
pp. 492-500
Persistent link: https://www.econbiz.de/10009708888
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8
Portfolio diversification with life settlements : an empirical analysis applied to mutual funds
Bajo Davó, Nuria
;
Mendoza Resco, Carmen
;
Monjas …
- In:
The Geneva papers on risk and insurance - issues and …
38
(
2013
)
1
,
pp. 22-42
Persistent link: https://www.econbiz.de/10009721819
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9
Optimal proportional reinsurance and investment with regime-switching for mean-variance insurers
Chen, Ping
;
Yam, Sheung Chi Phillip
- In:
Insurance / Mathematics & economics
53
(
2013
)
3
,
pp. 871-883
Persistent link: https://www.econbiz.de/10010227791
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10
An analysis of the LPCs' returns in the middle east markets : the search for the efficient frontier
Al Bakri, Anas
- In:
International journal of economics and finance
5
(
2013
)
12
,
pp. 183-193
Persistent link: https://www.econbiz.de/10010229660
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