Results 191 to 200 of about 61,557 (211)

Distributionally Robust Mean-Variance Portfolio Selection with Wasserstein Distances

Management Science, 2022
JOSÉ Blanchet, Xun Yu Zhou
exaly  

Use of DEA cross-efficiency evaluation in portfolio selection: An application to Korean stock market

European Journal of Operational Research, 2014
Sungmook Lim, Joe Zhu
exaly  

Portfolio Selection and Investment Performance

The Journal of Finance, 1965
Irwin Friend, Douglas Vickers
openaire   +1 more source

Optimal portfolio selection and dynamic benchmark tracking

European Journal of Operational Research, 2005
Alexei A Gaivoronski
exaly  

Confidence Weighted Mean Reversion Strategy for Online Portfolio Selection

ACM Transactions on Knowledge Discovery From Data, 2013
Bin Li, Steven C H Hoi, Peilin Zhao
exaly  

Optimal Dynamic Portfolio Selection: Multiperiod Mean-Variance Formulation

Mathematical Finance, 2000
Duan Li
exaly  

Portfolio Selection

2015
David Ruppert, David S. Matteson
openaire   +1 more source

A fuzzy goal programming approach to portfolio selection

European Journal of Operational Research, 2001
Amelia Bilbao-Terol
exaly  

Portfolio selection and risk investment under the hesitant fuzzy environment

Knowledge-Based Systems, 2018
Zeshui Xu
exaly  

Multi-objective stochastic programming for portfolio selection

European Journal of Operational Research, 2007
Fouad Ben Abdelaziz, Belaid Aouni
exaly