kw.\*:("Portfolio management")
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Project portfolio management applied to building energy projects management systemYUNNA WU; JIANGSHUAI LI; JIALI WANG et al.Renewable & sustainable energy review. 2012, Vol 16, Num 1, pp 718-724, issn 1364-0321, 7 p.Article
Pan-European management of electricity portfolios: Risks and opportunities of contract bundlingGAMPERT, Markus; MADLENER, Reinhard.Energy policy. 2011, Vol 39, Num 5, pp 2855-2865, issn 0301-4215, 11 p.Article
CO2 prices and portfolio management : CARBON MARKETS: AN INTERNATIONAL PERSPECTIVEMANSANET-BATALLER, Maria; PARDO, Angel.International journal of global energy issues. 2011, Vol 35, Num 2-4, pp 158-177, issn 0954-7118, 20 p.Article
Developing a framework for renewable technology portfolio selection: A case study at a R&D centerDAVOUDPOUR, Hamid; REZAEE, Sara; ASHRAFI, Maryam et al.Renewable & sustainable energy review. 2012, Vol 16, Num 6, pp 4291-4297, issn 1364-0321, 7 p.Article
Young engineers: start investing!CHRISTIAN, J. B.Chemical engineering progress. 1995, Vol 91, Num 7, pp 109-112, issn 0360-7275Article
Les fonds sectoriels en Europe : performance, sélection et market-timing = Sector funds in Europe : performance, selectivity and market timingBURLACU, R; FONTAINE, P.2003, 29 p.Book
A finite horizon portfolio selection problem with multi risky assets and transaction costs : the domestic asset allocation example = Problème de sélection de portefeuille sur un horizon de temps fini avec plusieurs comptes en actions et coûts de transaction : l'exemple de l'allocation d'actif domestiqueAKIAN, M; SEQUIER, P; SULEM, A et al.Journées Internationales de Finance. 1995, 14 p.Conference Paper
Bayesian analysis of stochastic volatility models = Analyse bayesienne des modèles de volatilité stochastiqueJACQUIER, E; POLSON, N. G; ROSSI, P. E et al.Journées Internationales de Finance. 1993, 20 p.Conference Paper
Gestion dynamique de portefeuille en contexte moyenne-variance avec contrainte de solvabilitéNGUYEN, P; PORTAIT, R.International Conference of the French Finance Association. 1996, 12 p.Conference Paper
Common global factors driving the returns on international stock and bond marketsOERTMANN, P.Journées Internationales de l'Association Française de Finance. 1999, 32 p.Conference Paper
Optimal consumption and investment when investment opportunities are better for the rich than for the poorZARIPHOPOULOU, T; KOO, H. K.International Conference of the French Finance Association. 1996, 7 p.Conference Paper
Portfolio diversification in Europe = Diversification de portefeuille en EuropeADJAOUTE, K; DANTHINE, J. P; ISAKOV, D et al.2003, 33 p.Book
A performance attribution model for fixed-income portfoliosKHOURY, N; VEILLEUX, M; VIAU, R et al.1997, 16 p.Book
International portfolio investment flows = Flux internationaux des portefeuilles d'investissementBRENNAN, M. J; CAO, H. H.International Conference of the French Finance Association. 1996, 33 p.Conference Paper
Three steps to global asset allocation = L'attribution internationale d'actifs en trois étapesKAHN, R. N; ROULET, J; TAJBAKHSH, S et al.International Conference of the French Finance Association. 1996, 12 p.Conference Paper
International portfolio management : the search for common factors = La gestion portefeuille international : à la recherche de facteurs communsPISTRE, N; RENAUD, S; CAPONERI, L et al.1996, 10 p.Book
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
Optimal Portfolio Liquidation with Distress RiskBROWN, David B; IAN CARLIN, Bruce; SOUSA LOBO, Miguel et al.Management science. 2010, Vol 56, Num 11, pp 1997-2014, issn 0025-1909, 18 p.Article
Structural Models that Manage IT Portfolio Affecting Business Value of Enterprise ArchitectureKAMOGAWA, Takaaki.IEICE transactions on information and systems. 2010, Vol 93, Num 9, pp 2566-2576, issn 0916-8532, 11 p.Article
Constructing Risk Measures from Uncertainty SetsNATARAJAN, Karthik; PACHAMANOVA, Dessislava; SIM, Melvvn et al.Operations research. 2009, Vol 57, Num 5, pp 1129-1141, issn 0030-364X, 13 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
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