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Multivariate risks and depth-trimmed regions
Cascos, Ignacio; Molchanov, Ilya - In: Finance and stochastics 11 (2007) 3, pp. 373-397
Persistent link: https://www.econbiz.de/10003485812
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Robust scenario optimization based on downside-risk measure for multi-period portfolio selection
Pınar, Mustafa C.̧ - In: OR spectrum : quantitative approaches in management 29 (2007) 2, pp. 295-309
Persistent link: https://www.econbiz.de/10003464177
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Optimal portfolio construction and active portfolio management including alternative investments
Keel, Simon Theodor (contributor) - 2006
Persistent link: https://www.econbiz.de/10003512326
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Financial modelling and asset valuation with Excel
Helbæk, Morten; McLellan, Brock; Mjølhus, Jon - 2013
Persistent link: https://www.econbiz.de/10009762168
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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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Constrained mean-variance portfolio optimization with alternative return estimation
Georgiev, Boris - In: Atlantic economic journal : AEJ 42 (2014) 1, pp. 91-107
Persistent link: https://www.econbiz.de/10010364842
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Metody wielokryterialne na polskim rynku finansowym
Trzaskalik, Tadeusz (contributor) - 2006
Persistent link: https://www.econbiz.de/10003404422
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Special issue: High-performance computing for financial planning
Zenios, Stauros Andrea (contributor) - 2003
Persistent link: https://www.econbiz.de/10001734597
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Special issue: Symposium on computational finance
Jensen, Bjarne Astrup (contributor) - 2000
Persistent link: https://www.econbiz.de/10001653140