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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

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

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

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

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

Comparative efficiency of investment portfolios: linear and non-linear frontiersSENGUPTA, J. K; SFEIR, R. E.International journal of systems science. 1987, Vol 18, Num 12, pp 2305-2319, issn 0020-7721Article

Optimality criteria for comparing efficient portfoliosSENGUPTA, J. K.International journal of systems science. 1987, Vol 18, Num 12, pp 2337-2347, issn 0020-7721Article

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

Identification and control in the partially known Merton portfolio selection modelBIELECKI, T. R; FREI, M.Journal of optimization theory and applications. 1993, Vol 77, Num 2, pp 399-420, issn 0022-3239Article

Portfolio selection and asset pricing. Three-parameter frameworkSIMAAN, Y.Management science. 1993, Vol 39, Num 5, pp 568-577, issn 0025-1909Article

Asymptotic optimality and asymptotic equipartition properties of log-optimum investmentALGOET, P. H; COVER, T. M.Annals of probability. 1988, Vol 16, Num 2, pp 876-898, issn 0091-1798Article

Minimizing or maximizing the expected time to reach zeroHEATH, D; OREY, S; PESTIEN, V et al.SIAM journal on control and optimization. 1987, Vol 25, Num 1, pp 195-205, issn 0363-0129Article

Multiperiod financial planningBROWN, D. P.Management science. 1987, Vol 33, Num 7, pp 848-875, issn 0025-1909Article

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

Tracking models and the optimal regret distribution in asset allocationDEMBO, R. S; KING, A. J.Applied stochastic models and data analysis. 1992, Vol 8, Num 3, pp 151-157, issn 8755-0024Article

A test of the efficiency of a given portfolioGIBBONS, M. R; ROSS, S. A; SHANKEN, J et al.Econometrica. 1989, Vol 57, Num 5, pp 1121-1152, issn 0012-9682Article

Continuous time portfolio theory and the Schwartz/Sobolev theory of distributionsRUSSEL, T.Operations research letters. 1988, Vol 7, Num 3, pp 159-162, issn 0167-6377Article

Optimality and robustness of a minimax portfolioSENGUPTA, J. K.International journal of systems science. 1987, Vol 18, Num 12, pp 2321-2335, issn 0020-7721Article

A simple approximation for semivarianceCHOOBINEH, F; BRANTING, D.European journal of operational research. 1986, Vol 27, Num 3, pp 364-370, issn 0377-2217Article

Estimation of portfolio efficiency frontiersSENGUPTA, J. K; SFEIR, R. E.International journal of systems science. 1986, Vol 17, Num 11, pp 1589-1599, issn 0020-7721Article

Variance vs downside risk : Is there really that much difference?GROOTVELD, H; HALLERBACH, W.European journal of operational research. 1999, Vol 114, Num 2, pp 304-319, issn 0377-2217Article

Mean lower partial moment valuation and lognormally distributed returnsLEE, W. Y; RAO, R. K. S.Management science. 1988, Vol 34, Num 4, pp 446-453, issn 0025-1909Article

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