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Results 1 to 25 of 371

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Naive diversification and portfolio risk: a noteBIRD, R; TIPPETT, M.Management science. 1986, Vol 32, Num 2, pp 244-251, issn 0025-1909Article

Optimal portfolio-theory-based allocation of wind power: Taking into account cross-border transmission-capacity constraintsROMBAUTS, Yannick; DELARUE, Erik; D'HAESELEER, William et al.Renewable energy. 2011, Vol 36, Num 9, pp 2374-2387, issn 0960-1481, 14 p.Article

Quantifying the risk to crude oil imports in China: An improved portfolio approachFENGLONG GE; YING FAN.Energy economics. 2013, Vol 40, pp 72-80, issn 0140-9883, 9 p.Article

Optimal wind power deployment in Europe—A portfolio approach : Large-scale wind power in electricity marketsROQUES, Fabien; HIROUX, Céline; SAGUAN, Marcelo et al.Energy policy. 2010, Vol 38, Num 7, pp 3245-3256, issn 0301-4215, 12 p.Article

A risk-return analysis of dynamic portfolio strategies with a solvency constraint = Une analyse des stratégies dynamiques de portefeuille avec contrainte de solvabilitéPORTAIT, R; NGUYEN, P.1996, 24 p.Book

Optimization of China's energy structure based on portfolio theoryCUIXIA GAO; MEI SUN; BO SHEN et al.Energy (Oxford). 2014, Vol 77, pp 890-897, issn 0360-5442, 8 p.Article

Econometrics of portfolio risk analysisSENGUPTA, J. K.International journal of systems science. 1984, Vol 15, Num 10, pp 1023-1037, issn 0020-7721Article

Introducing limited short sales in the portfolio theoryCHARPIN, F; LACAZE, D.Journées Internationales de l'Association Française de Finance. 1999, 17 p.Conference Paper

Valuing fuel diversification in power generation capacity planningSUNDERKÖTTER, Malte; WEBER, Christoph.Energy economics. 2012, Vol 34, Num 5, pp 1664-1674, issn 0140-9883, 11 p.Article

The general mean-variance portfolio selection problem. DiscussionMARKOWITZ, H. M; MARKOWITZ, H. M et al.LACEY, R; MARKOWITZ, H. M; MARKOWITZ, H. M et al.Philosophical transactions-Royal Society of London. Physical sciences and engineering. 1994, Vol 347, Num 1684, pp 543-549, issn 0962-8428Article

Portfolio analysis with partial information: the case of grouped dataELTON, E. J; GRUBER, M. J.Management science. 1987, Vol 33, Num 10, pp 1238-1246, issn 0025-1909Article

An algorithm for maximizing expected log investment returnCOVER, T. M.IEEE transactions on information theory. 1984, Vol 30, Num 2, pp 369-373, issn 0018-9448Article

Selecting a portfolio of environmental programs for a synthetic fuels facilityPEERENBOOM, J. P; BUEHRING, W. A; JOSEPH, T. W et al.Operations research. 1989, Vol 37, Num 5, pp 689-699, issn 0030-364X, 11 p.Article

Comparison of alternative utility functions in portfolio selection problemsKALLBERG, J. G; ZIEMBA, W. T.Management science. 1983, Vol 29, Num 11, pp 1257-1276, issn 0025-1909Article

Survol de la théorie des options = Survey of the theory of optionsABIKHALIL, F; APOSTOLOIU, O.Cahiers du Centre d'études de recherche opérationnelle. 1987, Vol 29, Num 1-2, pp 5-17, issn 0008-9737Article

Beta instability and stochastic market weightsGOLDENBERG, D. H.Management science. 1985, Vol 31, Num 4, pp 415-421, issn 0025-1909Article

Portfolio theory for independent assetsMCENTIRE, P. L.Management science. 1984, Vol 30, Num 8, pp 952-963, issn 0025-1909Article

Behavioral and prescriptive explanations of a reverse sunk cost effectJOHNSTONE, David.Theory and decision. 2002, Vol 53, Num 3, pp 209-242, issn 0040-5833, 34 p.Article

Optimale Portefeuilles für Institutionnelle Anleger = Portefeuilles optimaux pour des investisseurs institutionnels = Optimal Portfolios for institutional investorsMULLER, H. H; CAPITELLI, R; GRANZIOL, M. J et al.Zeitschrift für Operations Research. 1984, Vol 28, Num 6, pp B163-B176, issn 0373-790XArticle

Optimum portfolio diversification in a general continuous-time modelAASE, K. K.Stochastic processes and their applications. 1984, Vol 18, Num 1, pp 81-98, issn 0304-4149Article

Portfolio performance of mutual funds: efficiency and robustnessSENGUPTA, J. K; SFEIR, R. E.International journal of systems science. 1986, Vol 17, Num 7, pp 1073-1081, issn 0020-7721Article

Sensitivity analysis and robust regression in investment performance evaluationBERMAN, O; MODIANO, E; SCHNABEL, J. A et al.International journal of systems science. 1984, Vol 15, Num 5, pp 475-480, issn 0020-7721Article

New concepts and algorithms for portfolio choiceDUECK, G; WINKER, P.Applied stochastic models and data analysis. 1992, Vol 8, Num 3, pp 159-178, issn 8755-0024Article

On the independence of irrelevant assets: McEntire's conjectureDEB, R; HADAR, J; TAE KUN SEO et al.Management science. 1991, Vol 37, Num 3, pp 301-306, issn 0025-1909Article

The capital asset pricing model and strategic planning: response to WernerfeltNAYLOR, T. H; TAPON, F.Management science. 1985, Vol 31, Num 4, pp 510-511, issn 0025-1909Article

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