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Omega ratio optimization with actuarial and financial applications
Balbás de la Corte, Alejandro; Balbás, Beatriz; … - In: European journal of operational research : EJOR 292 (2021) 1, pp. 376-387
Persistent link: https://www.econbiz.de/10012495444
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A bi-level programming approach for global investment strategies with financial intermediation
Benita, Francisco; López-Ramos, Francisco; Nasini, Stefano - In: European journal of operational research : EJOR 274 (2019) 1, pp. 375-390
Persistent link: https://www.econbiz.de/10011990077
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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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Optimal investment planning : a reappraisal of Mahalonobis-Fel'dman strategy
Das, R. K. - 1974
Persistent link: https://www.econbiz.de/10000042261
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Portfolio theory with application to bank asset management
Szegö, Giorgio P. - 1980
Persistent link: https://www.econbiz.de/10000048808
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Portfolio optimization with strictly positive transaction costs and impulse control
Korn, Ralf - 1994
Persistent link: https://www.econbiz.de/10000903142
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A fuzzy control model (FCM) for dynamic portfolio management
Östermark, Ralf - 1994
Persistent link: https://www.econbiz.de/10000879611
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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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A portfolio approach to endogenous growth : Eaton's model revisited
Corsetti, Giancarlo - 1992
Persistent link: https://www.econbiz.de/10000853640