Narrow search
Showing 1 - 10 of 18,939
Cover Image
Capital requirements and optimal investment with solvency probability constraints
Asimit, Alexandru V.; Badescu, Alexandru M.; Siu, Tak Kuen - In: IMA journal of management mathematics 26 (2015) 4, pp. 345-375
Persistent link: https://www.econbiz.de/10011515664
Cover Image
Application of net cash flow at risk in project portfolio selection
Sharifi, Masoud Mohammad; Safari, Mojtaba - In: Project management journal : PMJ 47 (2016) 4, pp. 68-78
Persistent link: https://www.econbiz.de/10011593973
Cover Image
Keyword portfolio optimization in paid search advertising
Symitsi, Efthymia; Markellos, Raphaēl N.; Mantrala, … - In: European journal of operational research : EJOR 303 (2022) 2, pp. 767-778
Persistent link: https://www.econbiz.de/10013364031
Cover Image
Robust portfolio optimization with copulas
Kakouris, Iakovos; Rustem, Berç - In: European journal of operational research : EJOR 235 (2014) 1, pp. 28-37
Persistent link: https://www.econbiz.de/10010361414
Cover Image
Expected shortfall : heuristics and certificates
Ramponi, Federico Alessandro; Campi, Marco C. - In: European journal of operational research : EJOR 267 (2018) 3, pp. 1003-1013
Persistent link: https://www.econbiz.de/10011812858
Cover Image
Optimal portfolio execution under time-varying liquidity constraints
Lin, Hua-Yi; Fahim, Arash - In: Applied mathematical finance 24 (2017) 5/6, pp. 387-416
Persistent link: https://www.econbiz.de/10011815279
Cover Image
A general framework for portfolio theory : part I: theory and various models
Maier-Paape, Stanislaus; Zhu, Qiji Jim - In: Risks : open access journal 6 (2018) 2, pp. 1-35
of utility and risk. This is a rather general pattern. The modern portfolio theory of Markowitz (1959) and the capital … utility. As a result, the growth optimal portfolio theory Lintner (1965) and the leverage space portfolio theory Vince (2009 …
Persistent link: https://www.econbiz.de/10011867378
Cover Image
Learning Optimal Online Advertising Portfolios with Periodic Budgets
Baardman, Lennart - 2019
Online advertising enables advertisers to reach customers with personalized ads. Advertisers need to determine the … portfolios while taking into account some limitations inherent to online advertising. We study this problem as a Multi … total cost of auction payments within the advertising budget. In this paper, we formulate the problem and develop an …
Persistent link: https://www.econbiz.de/10012891264
Cover Image
Superreplication of financial derivatives via convex programming
Kahalé, Nabil - In: Management science : journal of the Institute for … 63 (2017) 7, pp. 2323-2339
Persistent link: https://www.econbiz.de/10011729383
Cover Image
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