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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

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

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

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

The capital asset pricing model and strategic planningWERNERFELT, B.Management science. 1985, Vol 31, Num 4, issn 0025-1909, 510Article

Employing financial futures to increase the return on near cash (Treasury bill) investmentsELTON, E. J; GRUBER, M. J; RENTZLER, J. C et al.Management science. 1985, Vol 31, Num 3, pp 293-300, issn 0025-1909Article

Large-scale Portfolio optimizationPEROLD, A. F.Management science. 1984, Vol 30, Num 10, pp 1143-1160, issn 0025-1909Article

Generalized concavity of a function in portfolio theorySCHAIBLE, S; ZIEMBA, W. T.Zeitschrift für Operations Research. 1985, Vol 29, Num 5, pp 161-186, issn 0373-790XArticle

Specifying the systematic risk of portfolios: A closed form solutionKARNEY, D. F; MORSE, J. N; BEN-ISRAEL, A et al.RAIRO. Recherche opérationnelle. 1985, Vol 19, Num 3, pp 243-246, issn 0399-0559Article

Ruin problems and myopic protfolio optimization in continuous tradingAASE, K. K.Stochastic processes and their applications. 1986, Vol 21, Num 2, pp 213-227, issn 0304-4149Article

Transactions costs, extent of inefficiencies, entries and multiple wagers in a racetrack betting modelHAUSCH, D. B; ZIEMBA, W. T.Management science. 1985, Vol 31, Num 4, pp 381-394, issn 0025-1909Article

A parametric approach to stochastic dominance: the log normal caseKROLL, Y; LEVY, H.Management science. 1986, Vol 32, Num 3, pp 283-288, issn 0025-1909Article

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