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Optimization of bank portfolios
Beazer, William Frank - 1975
Persistent link: https://www.econbiz.de/10000557931
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An approach to multiple objective quadratic-linear programming, with an application to portfolio selection
Yu, GuangYuan - 1998
Persistent link: https://www.econbiz.de/10000659193
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The journal of computational finance
London : Infopro Digital Risk; früher: London : Risk …; … - 1.1998 -
Persistent link: https://www.econbiz.de/10000662860
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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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A stochastic programming model with decision dependent uncertainty realizations for technology portfolio management
Solak, Senay; Clarke, John-Paul; Johnson, Ellis; … - In: Operations research proceedings 2007 : selected papers …, (pp. 75-80). 2008
Persistent link: https://www.econbiz.de/10003716095
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On the semimartingale property via bounded logarithmic utility
Larsen, Kasper; Žitković, Gordan - In: Annals of finance 4 (2008) 2, pp. 255-268
Persistent link: https://www.econbiz.de/10003645478
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Along but beyond mean-variance : utility maximization in a semimartingale model
Huhtala, Heli (contributor) - 2008
Persistent link: https://www.econbiz.de/10003651107
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Portfolio selection
Fabozzi, Frank J.; Markowitz, Harry; Gupta, Francis - 2008
Persistent link: https://www.econbiz.de/10003764397
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Principles of optimization for portfolio selection
Stoyanov, Stoyan V.; Račev, Svetlozar T.; Fabozzi, Frank J. - 2008
Persistent link: https://www.econbiz.de/10003765845