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Portfolio management of wild fish stocks
Edwards, Steven F.; Link, Jason S.; Rountree, Barbara P. - In: Ecological economics : the transdisciplinary journal of … 49 (2004) 3, pp. 317-329
Persistent link: https://www.econbiz.de/10002227745
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Portfolio fishing
Friðrik Már Baldursson - In: The Scandinavian journal of economics 99 (1997) 3, pp. 389-403
Persistent link: https://www.econbiz.de/10001228840
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Measuring the value of ecosystem-based fishery management using financial portfolio theory
Carmona, Itsaso; Ansuategi, Alberto; Chamorro Gómez, … - In: Ecological economics : the transdisciplinary journal of … 169 (2020), pp. 1-12
Persistent link: https://www.econbiz.de/10012196518
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Portfolio optimization : application of the Markowitz model using lagrange and profitability forecast
Brătian, Vasile - In: Expert journal of economics 6 (2018) 1, pp. 26-34
This paper presents the theoretical and applicative model elaborated by Harry Markowitz on the determination of the structure of the efficient securities portfolio. In this sense, in order to determine the structure of the efficient Markowitz portfolio (PE), a Lagrange function is built and...
Persistent link: https://www.econbiz.de/10012062904
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The possibilities and consequences of investment decisions by stepwise optimization
Okunevičiūtė Neverauskienė, Laima; … - In: Economic research 35 (2022) 1,1, pp. 1061-1087
Persistent link: https://www.econbiz.de/10014374968
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The effects of stochastic inflation on asset prices
Labadie, Pamela - 1988
Persistent link: https://www.econbiz.de/10000765366
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Stochastic dominance : investment decision making under uncertainity
Levy, Haim - 1998
Persistent link: https://www.econbiz.de/10000666592
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Stochastische mehrstufige lineare Programmierung im Asset & Liability Management
Marohn, Christina A.; Marohn, Christina - 1998
Persistent link: https://www.econbiz.de/10000673233
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A stochastic programming model with decision dependent uncertainty realizations for technology portfolio management
Solak, Senay; Clarke, John-Paul; Johnson, Ellis; … - In: Operations research proceedings 2007 : selected papers …, (pp. 75-80). 2008
Persistent link: https://www.econbiz.de/10003716095
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Asymptotic arbitrage and numéraire portfolios in large financial markets
Rochlin, Dmitri B. - In: Finance and stochastics 12 (2008) 2, pp. 173-194
Persistent link: https://www.econbiz.de/10003716254