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Asset Allocation, Risiko-Overlay und Manager-Selektion : Das Diversifikationsbuch
Söhnholz, Dirk - 2010
Persistent link: https://www.econbiz.de/10013515936
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Asset Allocation, Risiko-Overlay und Manager-Selektion : das Diversifikationsbuch
Söhnholz, Dirk; Rieken, Sascha; Kaiser, Dieter G. - 2010 - 1. Aufl.
Persistent link: https://www.econbiz.de/10008666594
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Solving ALM problems via sequential stochastic programming
Herzog, Florian; Dondi, Gabriel; Keel, Simon; Schumann, … - In: Quantitative fund management, (pp. 197-221). 2009
Persistent link: https://www.econbiz.de/10003796953
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Return and risk in mutual fund portfolios : the impact of real estate mutual funds
Redman, Arnold L.; Gullett, Nell S.; Tracy, Daniel L. - In: Journal of business and economic perspectives 36 (2010) 1, pp. 106-121
Persistent link: https://www.econbiz.de/10008650490
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Mutual fund competition in the presence of dynamic flows
Breton, Michèle; Hugonnier, Julien; Masmoudi, Tarek - 2008
This paper analyzes competition between mutual funds in a multiple funds version of the model of Hugonnier and Kaniel. We characterize the set of equilibria for this delegated portfolio management game and show that there exists a unique Pareto optimal equilibrium. The main result of this paper...
Persistent link: https://www.econbiz.de/10003962143
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A varying domain fuzzy goal programming approach to mutual fund portfolio selection
Sharma, Hari P.; Sharma, Dinesh K.; Jana, R. K. - In: The international journal of finance 22 (2010) 2, pp. 6394-6412
Persistent link: https://www.econbiz.de/10009378854
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Tri-criterion modeling for constructing more-sustainable mutual funds
Utz, Sebastian; Wimmer, Maximilian; Steuer, Ralph E. - In: European journal of operational research : EJOR 246 (2015) 1, pp. 331-338
Persistent link: https://www.econbiz.de/10011341641
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Tri-criterion inverse portfolio optimization with application to socially responsible mutual funds
Utz, Sebastian; Wimmer, Maximilian; Hirschberger, Markus; … - In: European journal of operational research : EJOR 234 (2014) 2, pp. 491-498
Persistent link: https://www.econbiz.de/10010356715
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An empirical analysis of funds' alternative measures in the mean absolute deviation (MAD) framework
Tavakoli Baghdadabad, Mohammad Reza - In: International journal of emerging markets 10 (2015) 4, pp. 726-746
Persistent link: https://www.econbiz.de/10011489432
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Assessing the performance of exchange traded funds in the energy sector : a hybrid DEA multiobjective linear programming approach
Henriques, Carla Oliveira; Neves, Elisabete Duarte; … - In: Financial modeling and risk management of energy and …, (pp. 341-366). 2022
Persistent link: https://www.econbiz.de/10013350016