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Linearly constrained estimation by mathematical programming
Klafszky, Emil - In: European journal of operational research : EJOR 42 (1989) 3, pp. 254-267
Persistent link: https://www.econbiz.de/10001082970
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Decision theory matters for financial advice
Hens, Thorsten; Mayer, János - In: Computational economics 52 (2018) 1, pp. 195-226
Persistent link: https://www.econbiz.de/10012052929
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A note on reward-risk portfolio selection and two-fund separation
De Giorgi, Enrico; Hens, Thorsten; Mayer, János - In: Finance research letters 8 (2011) 2, pp. 52-58
Persistent link: https://www.econbiz.de/10009301311
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Computational aspects of prospect theory with asset pricing applications
De Giorgi, Enrico; Hens, Thorsten; Mayer, János - In: Computational economics 29 (2007) 3/4, pp. 267-281
Persistent link: https://www.econbiz.de/10003493801
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A large-scale optimization model for replicating portfolios in the life insurance industry
Adelmann, Maximilian; Fernandez-Arjona, Lucio; Mayer, János - In: Operations research 69 (2021) 4, pp. 1134-1157
Persistent link: https://www.econbiz.de/10012625163
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Cumulative prospect theory and mean-variance analysis : a rigorous comparison
Hens, Thorsten; Mayer, János - In: The journal of computational finance 21 (2017/2018) 3, pp. 47-73
Persistent link: https://www.econbiz.de/10011848338