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Triple-objective models for portfolio optimisation with symmetric and percentile risk measures
Sawik, Bartosz - In: International journal of logistics systems and management 25 (2016) 1, pp. 96-107
Persistent link: https://www.econbiz.de/10011647331
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A stochastic programming model for asset liability management for pension funds
Kouwenberg, Roy - 1998
Persistent link: https://www.econbiz.de/10000988088
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Dynamic asset allocation and fixed income management
Sørensen, Carsten - 1998
Persistent link: https://www.econbiz.de/10000988700
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A downside risk approach to asset allocation
Murtagh, Bruce A. - 1995
Persistent link: https://www.econbiz.de/10000934115
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Application of linear programming to portfolio formulation
Wood, Robert A. - In: Advances in mathematical programming and financial … 2 (1990), pp. 233-242
Persistent link: https://www.econbiz.de/10001103778
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Mean-absolute deviation portfolio optimization model and its applications to Tokyo stock market
Konno, Hiroshi - In: Management science : journal of the Institute for … 37 (1991) 5, pp. 519-531
Persistent link: https://www.econbiz.de/10001106902
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Portfolio insurance in complete markets : a note
Grossman, Sanford J. - In: The journal of business : B 62 (1989) 4, pp. 473-476
Persistent link: https://www.econbiz.de/10001079387
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A new linear programming approach to bond portfolio management
Ronn, Ehud I. - In: Journal of financial and quantitative analysis : JFQA 22 (1987) 4, pp. 439-466
Persistent link: https://www.econbiz.de/10001043902
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Optimal consumption and portfolio choice with borrowing constraints
Vila, Jean-Luc; Zariphopoulou-Souganidis, Thaleia - 1994
Persistent link: https://www.econbiz.de/10000960307
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On some portfolio selection criteria of Elton, Gruber and Padberg : a compact reformulation
Jensen, Bjarne Astrup - 1997
Persistent link: https://www.econbiz.de/10000977546