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The heisenberg picture in the analysis of stock markets and in other sociological contextsBAGARELLO, Fabio.Quality & quantity. 2007, Vol 41, Num 4, pp 533-544, issn 0033-5177, 12 p.Conference Paper

Young engineers: start investing!CHRISTIAN, J. B.Chemical engineering progress. 1995, Vol 91, Num 7, pp 109-112, issn 0360-7275Article

On log-optimal and Sharpe-Markowitz investment portfoliosKUDRNA, M; VAJDA, I.Prague conference on information theory, statistical decision functions and random processesPrague symposium on asymptotic statistics. 1998, isbn 80-7015-636-8, 2Vol, vol 2, 331-336Conference Paper

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

Fast universalization of investment strategies with provably good relative returnsAKCOGLU, Karhan; DRINEAS, Petros; KAO, Ming-Yang et al.Lecture notes in computer science. 2002, pp 888-900, issn 0302-9743, isbn 3-540-43864-5, 13 p.Conference Paper

Modeling skewness and kurtosis in the London Stock Exchange FT-SE index return distributionsMILLS, T. C.Statistician (London. Print). 1995, Vol 44, Num 3, pp 323-332, issn 0039-0526Article

Portfolio insurance and synthetic securitiesGEMAN, H.Applied stochastic models and data analysis. 1992, Vol 8, Num 3, pp 179-188, issn 8755-0024Article

Admissible investment strategies in continuous tradingAASE, K. K; OKSENDAL, B.Stochastic processes and their applications. 1988, Vol 30, Num 2, pp 291-301, issn 0304-4149Article

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

EINIGE WEITERE ANMERKUNGEN ZU DER AUFGABE, DIE FINANZIERBARKEIT VON UEBERSCHUSSANTEILEN ZU BERECHNEN = QUELQUES REMARQUES COMPLEMENTAIRES SUR LE PROBLEME DU CALCUL DES POSSIBILITES DE FINANCEMENT DE LA DISTRIBUTION DU BONUSKAKIES P.1980; BL. DTSCH. GESELLSCH. VERSICHER.-MATH.; DEU; DA. 1980; VOL. 14; NO 3; PP. 555-567; ABS. ENG; BIBL. 8 REF.Article

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

On the TEAM approach to investingAGNEW, Robert A.The American mathematical monthly. 2002, Vol 109, Num 2, pp 188-192, issn 0002-9890Article

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

Credit scoring and data miningCROOK, J. N; EDELMAN, D. B; THOMAS, L. C et al.The Journal of the Operational Research Society. 2001, Vol 52, Num 9, issn 0160-5682, 87 p.Serial Issue

Worldwide security market anomaliesZIEMBA, W. T; HENSEL, C. R.Philosophical transactions-Royal Society of London. Physical sciences and engineering. 1994, Vol 347, Num 1684, pp 495-509, issn 0962-8428Article

Linéarisation du problème de l'adossement financier sur des bases d'ondelettes = Linearization of the portfolio hedging problem on wavelet basisCOURTY, P; EKELAND, I; MOREL, J.-M et al.Comptes rendus de l'Académie des sciences. Série 1, Mathématique. 1993, Vol 316, Num 12, pp 1341-1344, issn 0764-4442Article

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

L'APT et la question du nombre de facteurs = The APT or the question of number of factorsMALECOT, J.-F.Journal de la Société de statistique de Paris. 1992, Vol 133, Num 4, pp 161-165, issn 0037-914XConference Paper

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

PORTFOLIO PERFOMANCE AND THE INVESTMENT HORIZONLEVY H.1972; MANAG. SCI.; U.S.A.; DA. 1972; VOL. 18; NO 12; PP. B-645-B-653; BIBL. 24 REF.Serial Issue

THE MODELLING OF BUSINESS PROFITABILITY: A NEW APPROACHBURGESS AR.1982; STRATEG. MANAGE. J.; ISSN 0143-2095; GBR; DA. 1982; VOL. 3; NO 1; PP. 53-65; BIBL. 6 REF.Article

Libraries and their service portfolios: Getting the right mixBURWELL, Bonnie; JONES, Rebecca.Searcher (Medford, N.J). 2005, Vol 13, Num 6, pp 32-37, issn 1070-4795, 6 p.Article

Empirical properties of the variety of a financial portfolio and the single-index modelLILLO, F; MANTEGNA, R. N.The European physical journal. B, Condensed matter physics. 2001, Vol 20, Num 4, pp 503-509, issn 1434-6028Article

Management attitudes, learning and scale in successful diversification : a dynamic and behavioural resource system viewMORECROFT, J. D. W.The Journal of the Operational Research Society. 1999, Vol 50, Num 4, pp 315-336, issn 0160-5682Article

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