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Results 1 to 25 of 6271

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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

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

A DYNAMIC MODEL FOR BOND PORTFOLIO MANAGEMENTBRADLEY SP; CRANE DB.1972; MANAG. SCI.; U.S.A.; DA. 1972; VOL. 19; NO 2; PP. 139-151; BIBL. 14 REF.Serial Issue

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

PORTFOLIOS WITH RESERVE COEFFICIENTLEBLANC G; VAN MOESEKE P.1979; METROECONOMICA; ISSN 0026-1386; ITA; DA. 1979; VOL. 31; NO 1; PP. 103-118; BIBL. 23 REF.Article

COMPUTERS, QUANTITATIVE TECHNIQUES, AND THE STRUGGLE FOR THE CORRECT INVESTMENT DECISION. = ORDINATEURS ET TECHNIQUES QUANTITATIVES; LA BATAILLE POUR DES DECISIONS D'INVESTISSEMENT CORRECTESFEUERSTEIN AE.1974; COMPUTERS OPER. RES.; G.B.; DA. 1974; VOL. 1; NO 2; PP. 181-189; BIBL. 14 REF.Article

ZUR ENTWICKLUNG SICH ERNEUERNDER BESTAENDE. = SUR LE DEVELOPPEMENT DES PORTEFEUILLES AUTORENOUVELESNEUBURGER E.1974; BL. DTSCH. GESELLSCH. VERSICHER.-MATH.; DTSCH.; DA. 1974; VOL. 11; NO 4; PP. 533-552; BIBL. 5 REF.Article

EQUIVALENT FORMULATIONS OF THE STOCHASTIC CASH BALANCE PROBLEMPORTEUS EL.1972; MANAG. SCI.; U.S.A.; DA. 1972; VOL. 19; NO 3; PP. 250-253; BIBL. 5 REF.Serial Issue

ON DIAGONAL MODELS FOR BANK ASSETS MANAGEMENT.SZEGO GP.1974; CONTROL AND CYBERN.; POLAND; DA. 1974; VOL. 3; NO 1-2; PP. 5-12; ABS. RES POL. RUSSE; BIBL. 5 REF.Article

MATHEMATICS OF SPECULATIVE PRICESAMUELSON PA.1973; S.I.A.M. REV.; U.S.A.; DA. 1973; VOL. 15; NO 1; PP. 1-42; BIBL. 4 P.Serial Issue

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

DETERMINATION OF THE PRODUCT MIX AND THE BUSINESS POLICY OF AN INSURANCE COMPANY. A PORTFOLIO APPROACH.KAHANE Y.1977; MANAG. SCI.; U.S.A.; DA. 1977; VOL. 23; NO 10; PP. 1060-1069; BIBL. 13 REF.Article

Beta instability and stochastic market weightsGOLDENBERG, D. H.Management science. 1985, Vol 31, Num 4, pp 415-421, issn 0025-1909Article

Portfolio theory for independent assetsMCENTIRE, P. L.Management science. 1984, Vol 30, Num 8, pp 952-963, issn 0025-1909Article

IL-22 : A critical mediator in mucosal host defenseAUJLA, S. J; KOLLS, J. K.Journal of molecular medicine (Berlin. Print). 2009, Vol 87, Num 5, pp 451-454, issn 0946-2716, 4 p.Article

Temporal associations between interleukin 22 and the extracellular domains of IL-22R and Il-10R2JING LI; TOMKINSON, Kathy N; DE ZUTTER, Gerard et al.International immunopharmacology. 2004, Vol 4, Num 5, pp 693-708, issn 1567-5769, 16 p.Article

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

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

OPTIMAL STRATEGIES IN A GAME OF ECONOMIC SURVIVAL = STRATEGIES OPTIMALES DANS UN JEU DE SURVIE ECONOMIQUEBORCH K.1982; NAV. RES. LOGIST. Q.; ISSN 0028-1441; USA; DA. 1982; VOL. 29; NO 1; PP. 19-27; BIBL. 11 REF.Article

PORTFOLIO DIVERSIFICATION OF FOREIGN EXCHANGE RISK: AN EMPIRICAL STUDYSTANLEY MT; BLOCK SB.1980; MANAG. INTERNATION. REV.; DEU; DA. 1980; VOL. 20; NO 1; PP. 83-92; BIBL. 14 REF.Article

RISQUE, RENDEMENT ET EVALUATION DES ACTIFS FINANCIERSPEYRARD J.1973; J. SOC. STATIST. PARIS; FR.; DA. 1973; VOL. 114; NO 2; PP. 113-129; ABS. ANGL. ALLEM. ESP.; BIBL. DISSEM.Serial Issue

DEFENSE DE LA THEORIE DES MARCHES EFFICIENTSALBOUY M.1980; REV. FR. GESTION; FRA; DA. 1980; NO 25; PP. 82-85; BIBL. 13 REF.Article

LES COMPOSANTES DES PERFORMANCES, LES PROCESSUS DE GENERATION DES RENDEMENTS ET LA COMPOSITION DES PORTEFEUILLES.FERRY C.1977; J. SOC. STATIST. PARIS; FR.; DA. 1977; VOL. 118; NO 2; PP. 116-137; ABS. ANGL. ALLEM.; BIBL. 23 REF.Article

DESIGNING INVESTMENT STRATEGIES FOR FIXED-INCOME PORTFOLIOSLANE M; KREUSER J.1980; LECTURE NOTES ECON. MATH. SYST.; DEU; DA. 1980; NO 174; PP. 98-134; BIBL. 9 REF.Conference Paper

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

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