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RES and risk: Renewable energy's contribution to energy security. A portfolio-based approachESCRIBANO FRANCES, Gonzalo; MARIN-QUEMADA, José María; GONZALEZ, Enrique San Martin et al.Renewable & sustainable energy review. 2013, Vol 26, pp 549-559, issn 1364-0321, 11 p.Article

Determinants of portfolio efficiency losses in US self-directed pension accounts = Les déterminants des pertes d'efficacité de portefeuille des comptes autonomes de pension aux USALAI, Christine W.Journal of family and economic issues. 2006, Vol 27, Num 4, pp 601-625, issn 1058-0476, 25 p.Article

Utility based option pricing with proportional transaction costs and diversification problems : an interior-point optimization approachANDERSEN, E. D; DAMGAARD, A.Applied numerical mathematics. 1999, Vol 29, Num 3, pp 395-422, issn 0168-9274Conference Paper

Financial Giffen goods : Examples and counterexamplesPOULSEN, Rolf; RASMUSSEN, Kourosh Marjani.European journal of operational research. 2008, Vol 191, Num 2, pp 571-575, issn 0377-2217, 5 p.Article

Keynes Meets Markowitz: The Trade-Off Between Familiarity and DiversificationBOYLE, Phelim; GARLAPPI, Lorenzo; UPPAL, Raman et al.Management science. 2012, Vol 58, Num 2, pp 253-272, issn 0025-1909, 20 p.Article

Portfolio risk reduction in oil pricing : the case for SDRsESSAYYAD, Musa; ALGAHTANI, Ibrahim.International journal of global energy issues. 2007, Vol 27, Num 4, pp 395-403, issn 0954-7118, 9 p.Article

Simultaneous searchCHADE, Hector; SMITH, Lones.Econometrica. 2006, Vol 74, Num 5, pp 1293-1307, issn 0012-9682, 15 p.Article

Semivariance as real project portfolio optimisation criteria : an oil and gas industry applicationSIRA, Enrique.International journal of global energy issues. 2006, Vol 26, Num 1-2, pp 43-61, issn 0954-7118, 19 p.Article

Policy issues related to substitution of the US dollar in oil pricingESSAYYAD, Musa; ALGAHTANI, Ibrahim.International journal of global energy issues. 2005, Vol 23, Num 1, pp 71-92, issn 0954-7118, 22 p.Article

Robust utility maximization with limited downside risk in incomplete marketsGUNDEL, Anne; WEBER, Stefan.Stochastic processes and their applications. 2007, Vol 117, Num 11, pp 1663-1688, issn 0304-4149, 26 p.Conference Paper

Optimal Housing, Consumption, and Investment Decisions over the Life CycleKRAFT, Holger; MUNK, Claus.Management science. 2011, Vol 57, Num 6, pp 1025-1041, issn 0025-1909, 17 p.Article

Subjective measures of risk aversion, fixed costs, and portfolio choiceKAPTEYN, Arie; TEPPA, Federica.Journal of economic psychology. 2011, Vol 32, Num 4, pp 564-580, issn 0167-4870, 17 p.Article

A Generalized Approach to Portfolio Optimization: Improving Performance by Constraining Portfolio NormsDEMIGUEL, Victor; GARLAPPI, Lorenzo; NOGALES, Francisco J et al.Management science. 2009, Vol 55, Num 5, pp 798-812, issn 0025-1909, 15 p.Article

Momentum and Mean Reversion in Strategic Asset AllocationKOIJEN, Ralph S. J; RODRIGUEZ, Juan Carlos; SBUELZ, Alessandro et al.Management science. 2009, Vol 55, Num 7, pp 1199-1213, issn 0025-1909, 15 p.Article

Portfolio Selection with Robust EstimationDEMIGUEL, Victor; NOGALES, Francisco J.Operations research. 2009, Vol 57, Num 3, pp 560-577, issn 0030-364X, 18 p.Article

Market Timing with Option-Implied Distributions: A Forward-Looking ApproachKOSTAKIS, Alexandros; PANIGIRTZOGLOU, Nikolaos; SKIADOPOULOS, George et al.Management science. 2011, Vol 57, Num 7, pp 1231-1249, issn 0025-1909, 19 p.Article

Portfolio Choice Under Cumulative Prospect Theory: An Analytical TreatmentXUE DONG HE; XUN YU ZHOU.Management science. 2011, Vol 57, Num 2, pp 315-331, issn 0025-1909, 17 p.Article

A Pontryagin's Maximum Principle for Non-Zero Sum Differential Games of BSDEs with ApplicationsGUANGCHEN WANG; ZHIYONG YU.IEEE transactions on automatic control. 2010, Vol 55, Num 7, pp 1742-1747, issn 0018-9286, 6 p.Article

A Recursive Formula for Computing Central Moments of a Multivariate Lognormal DistributionSKOULAKIS, Georgios.The American statistician. 2008, Vol 62, Num 2, pp 147-150, issn 0003-1305, 4 p.Article

Role of index bonds in an optimal dynamic asset allocation model with real subsistence consumptionNING GONG; TAO LI.Applied mathematics and computation. 2006, Vol 174, Num 1, pp 710-731, issn 0096-3003, 22 p.Article

A load factor based mean-variance analysis for fuel diversificationGOTHAM, Douglas; MUTHURAMAN, Kumar; PRECKEL, Paul et al.Energy economics. 2009, Vol 31, Num 2, pp 249-256, issn 0140-9883, 8 p.Article

General Maximum Principles for Partially Observed Risk-Sensitive Optimal Control Problems and Applications to FinanceWANG, G. C; WU, Z.Journal of optimization theory and applications. 2009, Vol 141, Num 3, pp 677-700, issn 0022-3239, 24 p.Article

A partial information non-zero sum differential game of backward stochastic differential equations with applicationsGUANGCHEN WANG; ZHIYONG YU.Automatica (Oxford). 2012, Vol 48, Num 2, pp 342-352, issn 0005-1098, 11 p.Article

A comparison of mean-variance efficiency testsAMENGUAL, Dante; SENTANA, Enrique.Journal of econometrics. 2010, Vol 154, Num 1, pp 16-34, issn 0304-4076, 19 p.Article

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