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A minimax rule for portfolio selection in frictional marketsWANG, Shou-Yang; YAMAMOTO, Y; MEI YU et al.Mathematical methods of operations research (Heidelberg). 2003, Vol 57, Num 1, pp 141-155, issn 1432-2994, 15 p.Article

Multiperiod mean-variance optimization with intertemporal restrictionsCOSTA, O. L. V; NABHOLZ, R. B.Journal of optimization theory and applications. 2007, Vol 134, Num 2, pp 257-274, issn 0022-3239, 18 p.Article

Gains from diversification on convex combinations: A majorization and stochastic dominance approachEGOZCUE, Martin; WONG, Wing-Keung.European journal of operational research. 2010, Vol 200, Num 3, pp 893-900, issn 0377-2217, 8 p.Article

Do investors like to diversify? A study of Markowitz preferencesEGOZCUE, Martín; FUENTES GARCIA, Luis; WONG, Wing-Keung et al.European journal of operational research. 2011, Vol 215, Num 1, pp 188-193, issn 0377-2217, 6 p.Article

An analytic derivation of admissible efficient frontier with borrowingZHANG, Wei-Guo; WANG, Ying-Luo.European journal of operational research. 2007, Vol 184, Num 1, pp 229-243, issn 0377-2217, 15 p.Article

A novel algorithm for uncertain portfolio selectionHUANG, Jih-Jeng; TZENG, Gwo-Hshiung; ONG, Chorng-Shyong et al.Applied mathematics and computation. 2006, Vol 173, Num 1, pp 350-359, issn 0096-3003, 10 p.Article

Portfolio selection : A linear approach with dual expected utilityCENCI, M; FILIPPINI, F.Applied mathematics and computation. 2006, Vol 179, Num 2, pp 523-534, issn 0096-3003, 12 p.Article

Indeterminacy in portfolio selectionSIMONELLI, Maria Rosaria.European journal of operational research. 2005, Vol 163, Num 1, pp 170-176, issn 0377-2217, 7 p.Conference Paper

Large-scale MV efficient frontier computation via a procedure of parametric quadratic programmingHIRSCHBERGER, Markus; YUE QI; STEUER, Ralph E et al.European journal of operational research. 2010, Vol 204, Num 3, pp 581-588, issn 0377-2217, 8 p.Article

Portfolio selection with a new definition of riskXIAOXIA HUANG.European journal of operational research. 2008, Vol 186, Num 1, pp 351-357, issn 0377-2217, 7 p.Article

On admissible efficient portfolio selection policyZHANG, Wei-Guo; NIE, Zan-Kan.Applied mathematics and computation. 2005, Vol 169, Num 1, pp 608-623, issn 0096-3003, 16 p.Article

Markowitz's model with Euclidean vector spacesCRUZ RAMBAUD, Salvador; GARCIA PEREZ, José; SANCHEZ GRANERO, Miguel Angel et al.European journal of operational research. 2009, Vol 196, Num 3, pp 1245-1248, issn 0377-2217, 4 p.Article

Two new models for portfolio selection with stochastic returns taking fuzzy informationXIAOXIA HUANG.European journal of operational research. 2007, Vol 180, Num 1, pp 396-405, issn 0377-2217, 10 p.Article

Fuzzy compromise programming for portfolio selectionBILBAO-TEROL, Amelia; PEREZ-GLADISH, Blanca; ARENAS-PARRA, Mar et al.Applied mathematics and computation. 2006, Vol 173, Num 1, pp 251-264, issn 0096-3003, 14 p.Article

On admissible efficient portfolio selection : Models and algorithmsZHANG, Wei-Guo; LIU, Wen-An; WANG, Ying-Luo et al.Applied mathematics and computation. 2006, Vol 176, Num 1, pp 208-218, issn 0096-3003, 11 p.Article

Sample Average Approximation Method for Chance Constrained Programming: Theory and ApplicationsPAGNONCELLI, B. K; AHMED, S; SHAPIRO, A et al.Journal of optimization theory and applications. 2009, Vol 142, Num 2, pp 399-416, issn 0022-3239, 18 p.Article

Robust optimization and portfolio selection: The cost of robustnessGREGORY, Christine; DARBY-DOWMAN, Ken; MITRA, Gautam et al.European journal of operational research. 2011, Vol 212, Num 2, pp 417-428, issn 0377-2217, 12 p.Article

Comparative issues in large-scale mean―variance efficient frontier computationSTEUER, Ralph E; YUE QI; HIRSCHBERGER, Markus et al.Decision support systems. 2011, Vol 51, Num 2, pp 250-255, issn 0167-9236, 6 p.Article

An algorithm for portfolio selection in a frictional marketMINGMING LIU; YAN GAO.Applied mathematics and computation. 2006, Vol 182, Num 2, pp 1629-1638, issn 0096-3003, 10 p.Article

A minimax portfolio selection strategy with equilibriumDENG, Xiao-Tie; LI, Zhong-Fei; WANG, Shou-Yang et al.European journal of operational research. 2005, Vol 166, Num 1, pp 278-292, issn 0377-2217, 15 p.Article

Fuzzy stock selection using a new fuzzy ranking and weighting algorithmTIRYAKI, Fatma; AHLATCIOGLU, Mehmet.Applied mathematics and computation. 2005, Vol 170, Num 1, pp 144-157, issn 0096-3003, 14 p.Article

Optimal portfolio selection and dynamic benchmark trackingGAIVORONSKI, Alexei A; KRYLOV, Sergiy; VAN DER WIJST, Nico et al.European journal of operational research. 2005, Vol 163, Num 1, pp 115-131, issn 0377-2217, 17 p.Conference Paper

Portfolio selection in downside risk optimization approach: application to the Hong Kong stock marketFEIRING, B. R; WUILAM WONG; POON, M et al.International journal of systems science. 1994, Vol 25, Num 11, pp 1921-1929, issn 0020-7721Article

Experimental evidence on the irreversibility effectRAUCHS, A; WILLINGER, M.Theory and decision. 1996, Vol 40, Num 1, pp 51-78, issn 0040-5833Article

Portfolio selection : A compromise programming solutionBALLESTERO, E; ROMERO, C.The Journal of the Operational Research Society. 1996, Vol 47, Num 11, pp 1377-1386, issn 0160-5682Article

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