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~subject:"Portfolio selection"
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Portfolio selection
Theorie
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Theory
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Fabozzi, Frank J.
143
Maurer, Raimond
75
Platen, Eckhard
57
Gollier, Christian
55
Korn, Ralf
51
Mitchell, Olivia S.
46
Uppal, Raman
44
Ang, Andrew
43
Campbell, John Y.
43
Guidolin, Massimo
42
Satchell, Stephen
42
Markowitz, Harry
41
Post, Thierry
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Lo, Andrew W.
38
Prigent, Jean-Luc
38
Vanduffel, Steven
36
Zagst, Rudi
36
Escobar, Marcos
35
Li, Duan
35
Viceira, Luis M.
34
Levy, Haim
33
Wong, Wing Keung
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Bodie, Zvi
32
Wong, Hoi Ying
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Schenk-Hoppé, Klaus Reiner
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Bayraktar, Erhan
30
Hens, Thorsten
30
Kane, Alex
30
Kraft, Holger
30
Başak, Suleyman
29
Račev, Svetlozar T.
29
Wang, Ruodu
29
Guasoni, Paolo
28
Lee, Cheng F.
28
Paterlini, Sandra
28
Blake, David
27
Bonaparte, Yosef
27
Lucas, André
27
Madan, Dilip B.
27
Stambaugh, Robert F.
27
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National Bureau of Economic Research
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Institute of Finance and Accounting <London>
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Frank J. Fabozzi Associates <New Hope, Pa.>
12
Center for Economic Research <Tilburg>
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
8
Springer Fachmedien Wiesbaden
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Universität Zürich / Institut für Schweizerisches Bankwesen
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European University Institute / Department of Law
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International Center for Financial Asset Management and Engineering
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Rodney L. White Center for Financial Research
6
Association of European Operational Research Societies / Working Group on Financial Modelling
5
Fachverlag für Wirtschafts- und Steuerrecht Schäffer <Stuttgart>
5
Universität Mannheim
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Friedrich-Schiller-Universität Jena
4
Goethe-Universität Frankfurt am Main
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Nationalekonomiska Institutionen <Lund>
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Pensions Institute
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Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
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World Bank
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Association for Investment Management and Research
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Bonn Graduate School of Economics
3
Centre for Economic Policy Research
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Chambre de commerce et d'industrie de Paris
3
Ekonomiska forskningsinstitutet <Stockholm>
3
Erasmus Research Institute of Management
3
Gottfried Wilhelm Leibniz Universität Hannover
3
International Association for the Study of Insurance Economics
3
Johannes Gutenberg-Universität Mainz
3
Judge Institute of Management Studies
3
Københavns Universitet / Økonomisk Institut
3
Martin-Luther-Universität Halle-Wittenberg / Wirtschaftswissenschaftliche Fakultät
3
OECD
3
Springer-Verlag GmbH
3
The Wharton Financial Institutions Center
3
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
3
Banco Central do Brasil
2
Bank für Internationalen Zahlungsausgleich
2
Basel Committee on Banking Supervision
2
Bauhaus-Universität Weimar
2
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European journal of operational research : EJOR
359
Insurance / Mathematics & economics
314
Journal of banking & finance
292
NBER working paper series
270
NBER Working Paper
221
Finance research letters
218
Working paper / National Bureau of Economic Research, Inc.
212
Journal of economic dynamics & control
186
Finance and stochastics
172
Mathematical finance : an international journal of mathematics, statistics and financial theory
162
International journal of theoretical and applied finance
161
Quantitative finance
150
Journal of financial economics
141
The journal of portfolio management : a publication of Institutional Investor
133
Research paper series / Swiss Finance Institute
126
Management science : journal of the Institute for Operations Research and the Management Sciences
124
Journal of empirical finance
117
Risks : open access journal
117
The journal of finance : the journal of the American Finance Association
102
Economics letters
101
The review of financial studies
101
International review of financial analysis
100
The European journal of finance
99
Economic modelling
91
International review of economics & finance : IREF
91
Computational economics
89
Discussion paper / Centre for Economic Policy Research
88
Swiss Finance Institute Research Paper
87
Mathematics and financial economics
86
The journal of portfolio management : JPM
84
The North American journal of economics and finance : a journal of financial economics studies
83
Applied economics
82
The journal of asset management
82
Journal of risk and financial management : JRFM
77
Discussion paper / Tinbergen Institute
74
Discussion papers / CEPR
73
SpringerLink / Bücher
73
Mathematical methods of operations research
71
Journal of mathematical finance
69
Working paper
64
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ECONIS (ZBW)
22,430
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1
A consensus facilitation model based on experts' weights for investment strategy selection
Wu, Wenshuai
;
Kuo, Gang
;
Peng, Yi
- In:
Journal of the Operational Research Society
69
(
2018
)
9
,
pp. 1435-1444
Persistent link: https://www.econbiz.de/10012227882
Saved in:
2
Analytical hierarchy process and goal programming approach for asset allocation
Sedzro, Komlan
;
Marouane, Arif
;
Assogbavi, Tov
- In:
Journal of mathematical finance
2
(
2012
)
1
,
pp. 96-104
Persistent link: https://www.econbiz.de/10009668269
Saved in:
3
Solving group multi-objective optimization problems by optimizing consensus through multi-criteria ordinal classification
Balderas, Fausto
;
Fernandez, Eduardo
;
Cruz Reyes, Laura
; …
- In:
European journal of operational research : EJOR
297
(
2022
)
3
,
pp. 1014-1029
Persistent link: https://www.econbiz.de/10013261896
Saved in:
4
Proper efficiency and tradeoffs in multiple criteria and stochastic optimization
Engau, Alexander
- In:
Mathematics of operations research
42
(
2017
)
1
,
pp. 119-134
Persistent link: https://www.econbiz.de/10011654582
Saved in:
5
An integrated DEA-MODM methodology for portfolio optimization
Huang, Chun-ying
;
Chiou, Chuang-chun
;
Wu, Tai-hsi
; …
- In:
Operational research : an international journal
15
(
2015
)
1
,
pp. 115-136
Persistent link: https://www.econbiz.de/10011388363
Saved in:
6
Parallel and comparative use of three multicriteria
decision
support methods in an environmental portfolio problem
Marttunen, Mika
;
Haara, Arto
;
Hjerppe, Turo
;
Kurttila, Mikko
- In:
European journal of operational research : EJOR
307
(
2023
)
2
,
pp. 842-859
Persistent link: https://www.econbiz.de/10014335282
Saved in:
7
Portfolio selection : a fuzzy-ANP approach
Masoud Rahiminezhad Galankashi
;
Rafiei, Farimah Mokhatab
; …
- In:
Financial innovation : FIN
6
(
2020
)
17
,
pp. 1-34
focused on income and risk as the main
decision
-making criteria. However, there are many other important criteria that have …
Persistent link: https://www.econbiz.de/10012268748
Saved in:
8
Prioritization of project proposals in portfolio management using fuzzy AHP
Chatterjee, Kajal
;
Hossain, Sheikh Ahmed
;
Kar, Samarjit
- In:
Opsearch : journal of the Operational Research Society …
55
(
2018
)
2
,
pp. 478-501
Persistent link: https://www.econbiz.de/10011882123
Saved in:
9
A multi-criteria
decision
-making approach for portfolio selection by using an automatic spherical fuzzy AHP algorithm
Jawad, Muhammad
;
Naz, Munazza
;
Muqaddus, Haseena
- In:
Journal of the Operational Research Society
75
(
2024
)
1
,
pp. 85-98
Persistent link: https://www.econbiz.de/10014555613
Saved in:
10
Optimum portfolio selection using a hybrid genetic algorithm and analytic hierarchy process
Solimanpur, Maghsoud
;
Mansourfar, Gholamreza
;
Ghayour, …
- In:
Studies in economics and finance
32
(
2015
)
3
,
pp. 379-394
Persistent link: https://www.econbiz.de/10011380927
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