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Stutzer, Michael J. - 2010

The current market malaise may keep some investors on the sidelines. The benefits of diversification may not seem as … math, that diversification maintained by rebalancing can easily turn individual assets' negative cumulative returns into …

Persistent link: https://www.econbiz.de/10013147060

Operations Research : Grundlagen und praktische Anwendungen

Wessler, Markus - 2010

Persistent link: https://www.econbiz.de/10008780567

Optimization of Stochastic Discrete Systems and Control on Complex Networks : Computational Networks

Lozovanu, Dmitrii - 2015

valuable contribution to the important field of computational network theory …

Persistent link: https://www.econbiz.de/10012401978

Optimization of stochastic discrete systems and control on complex networks : computational networks

Lozovanu, Dmitrii; Pickl, Stefan - 2015

Persistent link: https://www.econbiz.de/10013437429

Simulation eines CO-2-Zertifikatenhandels und algorithmische Optimierung von Investitionen

Meyer-Nieberg, Silja; Pickl, Stefan - In: Operations research proceedings 2002 : selected papers …, (pp. 471-473). 2003

Persistent link: https://www.econbiz.de/10001752048

Strategic Rebalancing

Rattray, Sandy - 2019

A mechanical rebalancing strategy, such as a monthly or quarterly reallocation towards fixed portfolio weights, is an active strategy. Winning asset classes are sold and losers are bought. During crises, when markets are often trending, this can lead to substantially larger drawdowns than a...

Persistent link: https://www.econbiz.de/10012893403

Cooperative game theory of hierarchies : one approach to solving the low-risk puzzle?

Hiller, Tobias - In: Risks : open access journal 13 (2025) 5, pp. 1-20

In this article, we extend the application of cooperative game theory to the so-called low-risk puzzle. Specifically … previously been considered in portfolio risk allocation using cooperative game theory. We demonstrate our idea through a … advance further developments in portfolio theory. …

Persistent link: https://www.econbiz.de/10015409028

Shapley allocation, diversification and services in operational risk

Mitic, Peter; Hassani, Bertrand - In: The journal of operational risk 13 (2018) 1, pp. 1-14

Persistent link: https://www.econbiz.de/10011848894

Biform game : reflection as a stochastic programming problem

Summerfield, Nichalin S.; Dror, Moshe - In: International journal of production economics 142 (2013) 1, pp. 124-129

Persistent link: https://www.econbiz.de/10009732678

A two-price policy for a newsvendor product supply chain with time and price sensitive demand

Jadidi, Omid; Taghipour, Sharareh; Zolfaghari, Saeed - In: European journal of operational research : EJOR 253 (2016) 1, pp. 132-143

Persistent link: https://www.econbiz.de/10011477383