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Portfolio optimization
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Gollier, Christian
67
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43
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42
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40
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39
Castelnuovo, Efrem
37
Epstein, Larry G.
36
Broll, Udo
35
Weber, Martin
34
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31
Chichilnisky, Graciela
31
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30
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27
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27
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27
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26
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26
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25
Hansen, Lars Peter
25
Kanniainen, Vesa
25
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25
Rosazza Gianin, Emanuela
25
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24
Gupta, Rangan
23
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23
Shavell, Steven
23
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22
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21
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21
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21
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21
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21
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21
Kelsey, David
21
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21
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9
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Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
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Chambre de commerce et d'industrie de Paris
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Australian National University / Faculty of Economics and Commerce
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European University Institute / Department of Economics
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Federal Reserve System / Board of Governors
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Georgetown University / Economics Department
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Umeå universitet
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Center for Economic Research <Tilburg>
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Foerder Institute for Economic Research <Tēl-Āvîv>
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Internationaler Währungsfonds
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Bank für Internationalen Zahlungsausgleich
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California Agricultural Experiment Station / Department of Agricultural and Resource Economics
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Conference on Risk and the Rate of Return <1973, Vail, Colo.>
2
European University Institute / Department of Law
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Federal Reserve Bank of Atlanta
2
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Forschungsinstitut zur Zukunft der Arbeit
2
IGI Global
2
Institutt for Samfunnsøkonomi <Bergen, Norwegen>
2
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2
Leibniz-Institut für Wirtschaftsforschung Halle
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Insurance / Mathematics & economics
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European journal of operational research : EJOR
262
NBER working paper series
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193
NBER Working Paper
191
Economics letters
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Journal of economic theory
144
Finance research letters
140
CESifo working papers
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Journal of banking & finance
134
Journal of risk and uncertainty : JRU
129
Journal of economic dynamics & control
123
Discussion paper / Centre for Economic Policy Research
115
Risks : open access journal
111
Management science : journal of the Institute for Operations Research and the Management Sciences
105
Journal of economic behavior & organization : JEBO
83
Journal of financial economics
82
Working paper
81
Economic modelling
79
Discussion papers / CEPR
75
American journal of agricultural economics
74
Theory and decision : an international journal for multidisciplinary advances in decision science
73
Journal of monetary economics
72
Energy economics
70
International review of financial analysis
70
Discussion paper / Tinbergen Institute
69
International review of economics & finance : IREF
69
Applied economics
62
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Finance and stochastics
59
The review of financial studies
58
European economic review : EER
57
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57
Discussion paper series / IZA
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
55
Applied economics letters
54
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
53
International journal of production research
52
Research paper series / Swiss Finance Institute
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ECONIS (ZBW)
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EconStor
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ArchiDok
3
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RePEc
1
Showing
1
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10
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19,377
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1
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
Saved in:
2
Uncertain portfolio optimization
Qin, Zhongfeng
-
2016
Persistent link: https://www.econbiz.de/10011516353
Saved in:
3
Uncertain Portfolio Optimization
Qin, Zhongfeng
-
2016
of credibility
theory
, uncertainty
theory
and chance
theory
, respectively. As such, it offers readers a comprehensive and …
Persistent link: https://www.econbiz.de/10012398156
Saved in:
4
Scenario generation for single-period portfolio selection problems with tail risk measures : coping with high dimensions and integer variables
Fairbrother, Jamie
;
Turner, Amanda
;
Wallace, Stein W.
- In:
INFORMS journal on computing : JOC
30
(
2018
)
3
,
pp. 472-491
Persistent link: https://www.econbiz.de/10011948065
Saved in:
5
The cost of delay as risk measure in target-based multi-period portfolio selection models
Liu, Jia
;
Chen, Zhiping
;
Consigli, Giorgio
- In:
IMA journal of management mathematics
35
(
2024
)
3
,
pp. 345-377
Persistent link: https://www.econbiz.de/10014634191
Saved in:
6
Financial optimization : [in November 1989 a conference took place at The Wharton School, University of Pennsylvania on the topic of financial optimization]
Zenios, Stavros Andrea
(
contributor
);
Zenios, Stavros A.
(
ed.
)
-
1995
-
Reprinted
Persistent link: https://www.econbiz.de/10013493619
Saved in:
7
Minimising operational risk in portfolio allocation decisions
Fernandes, José Luiz Barros
;
Ornelas, José Renato Haas
- In:
Journal of risk management in financial institutions
2
(
2008/09
)
4
,
pp. 438-450
Persistent link: https://www.econbiz.de/10003907294
Saved in:
8
Robust scenario optimization based on downside-risk measure for multi-period portfolio selection
Pınar, Mustafa C.̧
- In:
OR spectrum : quantitative approaches in management
29
(
2007
)
2
,
pp. 295-309
Persistent link: https://www.econbiz.de/10003464177
Saved in:
9
Portefeuillebildung bei exogenen Überschüssen und deren Bewertung
Laux, Helmut
;
Schabel, Matthias M.
- In:
Unternehmenssteuerung : Ökonomie, Controlling, …
,
(pp. 255-277)
.
2006
Persistent link: https://www.econbiz.de/10003375010
Saved in:
10
Tractable robust expected utility and risk models for portfolio optimization
Natarajan, Karthik
;
Sim, Melvyn
;
Uichanco, Joline
- In:
Mathematical finance : an international journal of …
20
(
2010
)
4
,
pp. 695-731
Persistent link: https://www.econbiz.de/10008667625
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