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Portfolio optimization under CV@R constraint with stochastic mirror descent
Gadat, Sébastien; Costa, Manon; Huang, Lorick - 2022
Persistent link: https://www.econbiz.de/10013263291
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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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On some portfolio selection criteria of Elton, Gruber and Padberg : a compact reformulation
Jensen, Bjarne Astrup - 1997
Persistent link: https://www.econbiz.de/10000977546
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Ranking joint stock companies : an analysis of different multi criteria methods
Tamm, Sabrina - 1997
Persistent link: https://www.econbiz.de/10000980431
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A stochastic programming model for asset liability management for pension funds
Kouwenberg, Roy - 1998
Persistent link: https://www.econbiz.de/10000988088
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Dynamic asset allocation and fixed income management
Sørensen, Carsten - 1998
Persistent link: https://www.econbiz.de/10000988700
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Optimal guaranteed return portfolios and the casino effect
Dert, Cees; Oldenkamp, Bart - 1997
Persistent link: https://www.econbiz.de/10000969031
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Minimum-cost portfolio insurance
Aliprantis, Charalambos D.; Brown, D. J.; Werner, Jan - 1999
Persistent link: https://www.econbiz.de/10001392965
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Optimal power generation portfolios with renewables : an application to the UK
Adams, Rowan; Jamasb, Tooraj - 2016
Persistent link: https://www.econbiz.de/10011538946