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~isPartOf:"European journal of operational research : EJOR"
~subject:"CAPM"
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CAPM
Portfolio selection
384
Portfolio-Management
384
Theorie
308
Theory
308
Mathematical programming
129
Mathematische Optimierung
129
Risiko
77
Risk
77
Data envelopment analysis
72
Data-Envelopment-Analyse
68
Finance
66
Performance measurement
62
Stochastic process
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Stochastischer Prozess
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Performance-Messung
61
Risikomaß
60
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55
Risk management
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Multi-criteria analysis
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Portfolio optimization
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Lieferkette
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Entscheidung unter Unsicherheit
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Investment analysis
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Lieferantenbewertung
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Robust statistics
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Robustes Verfahren
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Measurement
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Messung
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Capital income
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Levy, Moshe
2
Markowitz, Harry
2
Palczewski, Jan
2
Balbás de la Corte, Alejandro
1
Balbás, Beatriz
1
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1
Benati, Stefano
1
Buckley, Winston S.
1
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1
Cerqueti, Roy
1
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1
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1
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1
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1
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1
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1
Lassance, Nathan
1
Lioui, Abraham
1
Loistl, Otto
1
Long, Hongwei
1
Malavasi, Matteo
1
Ortobelli Lozza, Sergio
1
Palczewski, Andrej
1
Palczewski, Andrzej
1
Pavlikov, Konstantin
1
Platanakis, Emmanouil
1
Poncet, Patrice
1
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1
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Stoja, Evarist
1
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1
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1
Tong, Zhiwei
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Trück, Stefan
1
Uryasev, Stan
1
Wang, Jin
1
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1
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European journal of operational research : EJOR
NBER working paper series
65
Journal of banking & finance
64
Journal of financial economics
59
Finance research letters
56
Journal of empirical finance
54
Working paper / National Bureau of Economic Research, Inc.
50
NBER Working Paper
40
International review of financial analysis
37
The review of financial studies
37
The journal of asset management
36
Management science : journal of the Institute for Operations Research and the Management Sciences
35
The journal of portfolio management : a publication of Institutional Investor
35
International review of economics & finance : IREF
34
Journal of economic dynamics & control
33
The journal of finance : the journal of the American Finance Association
31
Journal of investment management : JOIM
29
Research paper series / Swiss Finance Institute
29
Applied economics
28
Economic modelling
25
The European journal of finance
25
Journal of international financial markets, institutions & money
22
International journal of theoretical and applied finance
21
Journal of financial and quantitative analysis : JFQA
21
The North American journal of economics and finance : a journal of financial economics studies
21
Quantitative finance
20
Annals of finance
19
Discussion papers / CEPR
19
Finance and stochastics
19
Mathematical finance : an international journal of mathematics, statistics and financial theory
19
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
19
Journal of risk and financial management : JRFM
18
Swiss Finance Institute Research Paper
18
Financial markets and portfolio management
17
Pacific-Basin finance journal
16
Risks : open access journal
16
Journal of economic theory
15
Review of quantitative finance and accounting
15
Applied economics letters
14
Investment management and financial innovations
14
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ECONIS (ZBW)
22
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1
Robust consumption and portfolio choice with derivatives trading
Wei, Pengyu
;
Yang, Charles
;
Zhuang, Yi
- In:
European journal of operational research : EJOR
304
(
2023
)
2
,
pp. 832-850
Persistent link: https://www.econbiz.de/10013534570
Saved in:
2
A relative robust approach on expected returns with bounded CVaR for portfolio selection
Benati, Stefano
;
Sánchez Conde, Eduardo
- In:
European journal of operational research : EJOR
296
(
2022
)
1
,
pp. 332-352
Persistent link: https://www.econbiz.de/10012820171
Saved in:
3
An inter-temporal CAPM based on first order stochastic dominance
Levy, Moshe
- In:
European journal of operational research : EJOR
298
(
2022
)
2
,
pp. 734-739
Persistent link: https://www.econbiz.de/10013206894
Saved in:
4
Reconciling mean-variance portfolio theory with non-Gaussian returns
Lassance, Nathan
- In:
European journal of operational research : EJOR
297
(
2022
)
2
,
pp. 729-740
Persistent link: https://www.econbiz.de/10013259928
Saved in:
5
Second order of stochastic dominance efficiency vs mean variance efficiency
Malavasi, Matteo
;
Ortobelli Lozza, Sergio
;
Trück, Stefan
- In:
European journal of operational research : EJOR
290
(
2021
)
3
,
pp. 1192-1206
Persistent link: https://www.econbiz.de/10012495268
Saved in:
6
Large portfolio losses in a turbulent market
Tang, Qihe
;
Tong, Zhiwei
;
Yang, Yang
- In:
European journal of operational research : EJOR
292
(
2021
)
2
,
pp. 755-769
Persistent link: https://www.econbiz.de/10012502397
Saved in:
7
Horses for courses : mean-variance for asset allocation and 1/N for stock selection
Platanakis, Emmanouil
;
Sutcliffe, Charles M. S.
;
Ye, Xiaoxia
- In:
European journal of operational research : EJOR
288
(
2021
)
1
,
pp. 302-317
Persistent link: https://www.econbiz.de/10012496562
Saved in:
8
Stocks for the log-run and constant relative risk aversion preferences
Levy, Moshe
- In:
European journal of operational research : EJOR
277
(
2019
)
3
,
pp. 1163-1168
Persistent link: https://www.econbiz.de/10012102249
Saved in:
9
Black-Litterman model for continuous distributions
Palczewski, Andrzej
;
Palczewski, Jan
- In:
European journal of operational research : EJOR
273
(
2019
)
2
,
pp. 708-720
Persistent link: https://www.econbiz.de/10011987580
Saved in:
10
The dynamic Black-Litterman approach to asset allocation
Harris, Richard D. F.
;
Stoja, Evarist
;
Tan, Linzhi
- In:
European journal of operational research : EJOR
259
(
2017
)
3
,
pp. 1085-1096
Persistent link: https://www.econbiz.de/10011695536
Saved in:
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