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Standardisation in the retail banking sector : designing functions for an individualised asset allocation advisory
Kaiser, Marcus; Buhl, Hans Ulrich; Volkert, Stefan; … - In: Credit and capital markets : Kredit und Kapital 47 (2014) 1, pp. 103-161
Persistent link: https://www.econbiz.de/10010339074
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Bilanzielle Zuordnung von Passivpositionen zu einzelnen Aktivpositionen
Grauer, Thomas - 2005
Persistent link: https://www.econbiz.de/10002776819
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Distributionally robust portfolio optimization with linearized STARR performance measure
Ji, Ran; Lejeune, Miguel A.; Fan, Zhengyang - In: Quantitative finance 22 (2022) 1, pp. 113-127
Persistent link: https://www.econbiz.de/10012872526
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Bilanzielle Zuordnung von Passivpositionen zu einzelnen Aktivpositionen
Grauer, Thomas - 2005
Persistent link: https://www.econbiz.de/10012699218
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Optimal strategies under Omega ratio
Bernard, Carole; Vanduffel, Steven; Ye, Jiang - In: European journal of operational research : EJOR 275 (2019) 2, pp. 755-767
Persistent link: https://www.econbiz.de/10011993573
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Dynamic Versus Static Optimization of Hedge Fund Portfolios : The Relevance of Performance Measures
Hentati Kaffel, Rania - 2010
This paper analyzes the relevance of a set of some performance measures for optimal portfolios including hedge funds. Four criteria are considered: the Sharpe Ratio, the Returns on VaR and on CVaR, and the Omega performance measure. The results are illustrated by an allocation on several...
Persistent link: https://www.econbiz.de/10013143021
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A fuzzy mathematical programming approach for cross-sell optimization in retail banking
Bhaskar, Tarun; Sundararajan, R.; Krishnan, P. G. - In: Journal of the Operational Research Society : OR 60 (2009) 5, pp. 717-727
Persistent link: https://www.econbiz.de/10003872416
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Using interactive multiobjective methods to solve DEA problems with value judgements
Wong, Brandon Y. H.; Luque, Mariano; Yang, Jian-bo - In: Computers & operations research : and their … 36 (2009) 2, pp. 623-636
Persistent link: https://www.econbiz.de/10003828146
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An intelligent multi-level optimisation model for retail loan portfolio
Kappagantula, Srilatha; Srivastava, Vikas - In: International journal of Indian culture and business … 32 (2024) 2, pp. 164-186
Persistent link: https://www.econbiz.de/10015064686
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Gearing investments with uncertainty
Thompson, Colin J.; Burgman, Mark A. - In: Journal of risk finance : the convergence of financial … 11 (2010) 1, pp. 107-110
Persistent link: https://www.econbiz.de/10003937707