A risk-return analysis of dynamic portfolio strategies with a solvency constraint = Une analyse des stratégies dynamiques de portefeuille avec contrainte de solvabilitéPORTAIT, R; NGUYEN, P.1996, 24 p.Book

OPTIMAL CURRENCY DIVERSIFICATION FOR A CLASS OF RISK-AVERSE INTERNATIONAL INVESTORSDE MACEDO JB.1983; JOURNAL OF ECONOMIC DYNAMICS & CONTROL; ISSN 0165-1889; NLD; DA. 1983; VOL. 5; NO 2-3; PP. 173-185; BIBL. 15 REF.Article

AN ANALYTIC APPROACH TO BALANCE SHEET OPTIMIZATION AND LEVERAGE PROBLEMS OF A PROBLEMS OF A PROPERTY-LIABILITY INSURANCE COMPANYEISENBERG S; KAHANE Y.1978; SCAND. ACTU. J.; SWE; DA. 1978; NO 4; PP. 205-223; BIBL. 9 REF.Article

A NOTE ON THE INTERPRETATION AND ESTIMATION OF PARKIN'S DISCOUNT HOUSE PORTFOLIO MODELCLEMENTS KW.1981; REV. ECON. STUD.; ISSN 0034-6527; GBR; DA. 1981; VOL. 48; NO 153; PP. 533-535; BIBL. 9 REF.Article

A SIMPLIFIED EXPRESSION FOR THE EFFICIENT FRONTIER IN MEAN-VARIANCE PORTFOLIO ANALYSIS.BUSER SA.1977; MANAG. SCI.; U.S.A.; DA. 1977; VOL. 23; NO 8; PP. 901-904; BIBL. 10 REF.Article

A NEW AND EFFICIENT ALGORITHM FOR A CLASS OF PORTFOLIO SELECTION PROBLEMSPANG JS.1980; OPER. RES.; USA; DA. 1980; VOL. 28; NO 3 PART. 2; PP. 754-767; BIBL. 33 REF.Article

DEFAULT RISK IN A MODEL OF COPORATE AND GOVERNMENT FINANCEWEBB DC.1982; J. PUBLIC ECON.; ISSN 0047-2727; NLD; DA. 1982; VOL. 17; NO 3; PP. 287-306; BIBL. 16 REF.Article

STOCHASTIC DOMINANCE AND THE INVESTMENT HORIZON WITH RISKLESS ASSETSLEVY H; LEVY A.1982; REV. ECON. STUD.; ISSN 0034-6527; GBR; DA. 1982; VOL. 49; NO 157; PP. 427-438; BIBL. 13 REF.Article

TESTING A STANDARD THEORY OF PORTFOLIO SELECTIONHONOHAN P.1980; OXFORD BULL. ECON. STATIST.; GBR; DA. 1980; VOL. 42; NO 1; PP. 17-35; BIBL. DISSEM.Article

INVESTMENT DECISION RULES, DIVERSIFICATION, AND THE INVESTOR'S INITIAL WEALTHLEVY H; KROLL Y.1978; ECONOMETRICA; USA; DA. 1978; VOL. 46; NO 5; PP. 1231-1237; BIBL. 15 REF.Article

OPTIMAL PORTFOLIOS WHERE PROCEEDS ARE A FUNCTION OF THE CURRENT ASSET PRICE.MILLER BL.1978; LECTURE NOTES CONTROL INFORM. SCI.; GERM.; DA. 1978; VOL. 7; PP. 434-442; BIBL. 13 REF.; (OPTIMIZATION TECH. IFIP CONF. 8. PROC. II; WUERZBURG; 1977)Conference Paper

MATHEMATICAL PROGRAMMING OF ADMISSIBLE PORTFOLIOS.BAWA VS.1977; MANAG. SCI.; U.S.A.; DA. 1977; VOL. 23; NO 7; PP. 779-785; BIBL. 18 REF.Article

THE USE OF THE GROWTH-SHARE MATRIX IN STRATEGIC PLANNINGHAX AC; MAJLUF NS.1983; INTERFACES (BALTIMORE, MD.); ISSN 0092-2102; USA; DA. 1983; VOL. 13; NO 1; PP. 46-60; BIBL. 14 REF.Article

AN ALGORITHM TO CALCULATE THE RETURN DISTRIBUTION OF PORTFOLIOS WITH OPTION POSITIONSBOOKSTABER R; CLARKE R.1983; MANAGEMENT SCIENCE; ISSN 0025-1909; USA; DA. 1983; VOL. 29; NO 4; PP. 419-429; BIBL. 16 REF.Article

TOWARD A BIPOLAR THEORY OF RISKCOLSOW G.1981; EUROP. J. OPER. RES.; ISSN 0377-2217; NLD; DA. 1981; VOL. 6; NO 4; PP. 352-359; BIBL. 19 REF.Article

CHOIX RATIONNEL EN INCERTITUDE: UN MODELE DYNAMIQUE DE SELECTION DU PORTEFEUILLE D'ACTIFS DES SOCIETES DE CREDIT POPULAIRECHATEAU JP.1979; J. SOC. STATIST. PARIS; FRA; DA. 1979; VOL. 120; NO 3; PP. 159-177; ABS. ENG/GER; BIBL. 14 REF.Article

Optimal portfolio-theory-based allocation of wind power: Taking into account cross-border transmission-capacity constraintsROMBAUTS, Yannick; DELARUE, Erik; D'HAESELEER, William et al.Renewable energy. 2011, Vol 36, Num 9, pp 2374-2387, issn 0960-1481, 14 p.Article

PORTFOLIO OPTIMIZATION MODELS FOR PROPERTY-LIABILITY INSURANCE COMPANIES: AN ANALYSIS AND SOME EXTENSIONSCUMMINS JD; NYE DJ.1981; MANAGE. SCI.; ISSN 0025-1909; USA; DA. 1981; VOL. 27; NO 4; PP. 414-430; BIBL. 15 REF.Article

GAINS FROM DIVERSIFICATION.HADAR J; RUSSELL WR; TAE KUN SEO et al.1977; REV. ECON. STUDIES; G.B.; DA. 1977; VOL. 44; NO 137; PP. 363-368; BIBL. 6 REF.Article

A DUAL CONCEPT AND ASSOCIATED ALGORITHM IN MEAN-VARIANCE PORTFOLIO ANALYSIS.BOWDEN RJ.1976; MANAG. SCI.; U.S.A.; DA. 1976; VOL. 23; NO 4; PP. 423-432; BIBL. 9 REF.Article

Behavioral and prescriptive explanations of a reverse sunk cost effectJOHNSTONE, David.Theory and decision. 2002, Vol 53, Num 3, pp 209-242, issn 0040-5833, 34 p.Article

ON THE EQUIVALENCE BETWEEN THE SAFETY FIRST AND MIN-VARIANCE CRITERION FOR PORTFOLIO SELECTION = SUR L'EQUIVALENCE ENTRE LE CRITERE BASE SUR LA SECURITE D'ABORD ET LA VARIANCE MINIMALE POUR LA SELECTION DE PORTEFEUILLEMARQUEZ DIEZ CANEDO J.1982; EUR. J. OPER. RES.; ISSN 0377-2217; NLD; DA. 1982; VOL. 10; NO 2; PP. 144-150; BIBL. 16 REF.Article

AN INTEGER PROGRAMMING ALGORITHM FOR PORTFOLIO SELECTION WITH FIXED CHARGES = UN ALGORITHME DE PROGRAMMATION ENTIERE POUR LA SELECTION DE PORTEFEUILLES AVEC DES CHARGES FIXESCOOPER MW; FARHANGIAN K.1982; NAV. RES. LOGIST. Q.; ISSN 0028-1441; USA; DA. 1982; VOL. 29; NO 1; PP. 147-150; BIBL. 8 REF.Article

SOME STRONGER MEASURES OF RISK AVERSION IN THE SMALL AND THE LARGE WITH APPLICATIONSROSS SA.1981; ECONOMETRICA; ISSN 0012-9682; NLD; DA. 1981; VOL. 49; NO 3; PP. 621-638; BIBL. 4 REF.Article

TIMING OF BOND INVESTMENTS: SUCCESS WITH THE EXPECTATIONAL BAND APPROACHSCHIELKE HJH.1981; EUROP. J. OPER. RES.; ISSN 0377-2217; NLD; DA. 1981; VOL. 6; NO 3; PP. 258-268Article