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Publication search results
found 46 matches
- 2023
- Xiaolei He, Weiguo Zhang:
Two-stage international portfolio models with higher moment risk measures. Comput. Oper. Res. 154: 106200 (2023) - 2022
- Fei Luan, Weiguo Zhang, Yongjun Liu:
Robust international portfolio optimization with worst-case mean-CVaR. Eur. J. Oper. Res. 303(2): 877-890 (2022) - Maria Luce Lupetti, Cristina Zaga, Nazli Cila, Michal Luria, Marius Hoggenmüller, Malte F. Jung:
2nd International Workshop on Designerly HRI Knowledge. Reflecting on HRI practices through Annotated Portfolios of Robotic Artefacts. HRI 2022: 1269-1271 - 2020
- Nikolas Topaloglou, Hercules Vladimirou, Stavros A. Zenios:
Integrated dynamic models for hedging international portfolio risks. Eur. J. Oper. Res. 285(1): 48-65 (2020) - Jun Iio, Shigenori Wakabayashi:
Dialogbook: a proposal for simple e-portfolio system for international communication learning. Int. J. Web Inf. Syst. 16(5): 611-622 (2020) - Xing Yu, Wei Guo Zhang, Yong-Jun Liu, Xinxin Wang, Chao Wang:
Hedging the exchange rate risk for international portfolios. Math. Comput. Simul. 173: 85-104 (2020) - Jun Iio, Shigenori Wakabayashi:
Dialogbook: Simple e-Portfolio System for International Communication Learning. NBiS 2020: 538-548 - 2018
- Bijan Beheshti:
Effective Stock Selection and Portfolio Construction Within US, International, and Emerging Markets. Frontiers Appl. Math. Stat. 4: 17 (2018) - Wei-Guo Zhang, Guo-Li Mo, Fang Liu, Yong-Jun Liu:
Value-at-risk forecasts by dynamic spatial panel GJR-GARCH model for international stock indices portfolio. Soft Comput. 22(16): 5279-5297 (2018) - Xiaoxia Huang, Xuting Wang, Xiaoguang Zhou:
An Uncertain Mean-Chance Model for International Portfolio Selection. FSDM 2018: 24-29 - 2017
- Nonthachote Chatsanga:
International portfolio optimisation under uncertainty. University of Nottingham, UK, 2017 - Nonthachote Chatsanga, Andrew J. Parkes:
International portfolio optimisation with integrated currency overlay costs and constraints. Expert Syst. Appl. 83: 333-349 (2017) - Suxiao Li, Haizhen Yang:
Interactions of International Portfolio Flows: an Empirical Study Based on Network Analysis. ITQM 2017: 826-833 - Nonthachote Chatsanga, Andrew J. Parkes:
Two-Stage Stochastic International Portfolio Optimisation under Regular-Vine-Copula-Based Scenarios. CoRR abs/1704.01174 (2017) - 2016
- Ting Li, Yue Zhang, Fang Du:
International portfolio selection model with exchange rate risk. J. Intell. Fuzzy Syst. 31(6): 2759-2765 (2016) - Nonthachote Chatsanga, Andrew J. Parkes:
International Portfolio Optimisation with Integrated Currency Overlay Costs and Constraints. CoRR abs/1611.01463 (2016) - 2015
- Libo Yin, Liyan Han:
Risk management for international portfolios with basket options: A multi-stage stochastic programming approach. J. Syst. Sci. Complex. 28(6): 1279-1306 (2015) - Apiwat Ayusuk, Songsak Sriboonchitta:
Risk, Return and International Portfolio Analysis: Entropy and Linear Belief Functions. Econometrics of Risk 2015: 319-328 - 2014
- Kamal Smimou:
International portfolio choice and political instability risk: A multi-objective approach. Eur. J. Oper. Res. 234(2): 546-560 (2014) - Athanasios Geromichalos, Ina Simonovska:
Asset liquidity and international portfolio choice. J. Econ. Theory 151: 342-380 (2014) - 2013
- María Bermúdez-Edo, Manuel Noguera, Nuria Hurtado-Torres, María Visitación Hurtado, José Luis Garrido:
Analyzing a firm's international portfolio of technological knowledge: A declarative ontology-based OWL approach for patent documents. Adv. Eng. Informatics 27(3): 358-365 (2013) - Libo Yin, Liyan Han:
Options strategies for international portfolios with overall risk management via multi-stage stochastic programming. Ann. Oper. Res. 206(1): 557-576 (2013) - Mehrdad Tamiz, Rania A. Azmi, Dylan F. Jones:
On selecting portfolio of international mutual funds using goal programming with extended factors. Eur. J. Oper. Res. 226(3): 560-576 (2013) - Fathi Abid, Mourad Mroua, Wing-Keung Wong:
Should Americans invest internationally? Mean-variance portfolios optimization and stochastic dominance approaches. Risk Decis. Anal. 4(2): 89-102 (2013) - 2012
- Ralf Östermark:
Incorporating asset growth potential and bear market safety switches in international portfolio decisions. Appl. Soft Comput. 12(8): 2538-2549 (2012) - Raquel J. Fonseca, Wolfram Wiesemann, Berç Rustem:
Robust international portfolio management. Comput. Manag. Sci. 9(1): 31-62 (2012) - Raquel J. Fonseca, Berç Rustem:
International portfolio management with affine policies. Eur. J. Oper. Res. 223(1): 177-187 (2012) - 2011
- Raquel J. Fonseca:
International portfolio management under uncertainty. Imperial College London, UK, 2011 - Fen-Ying Chen:
Analytical VaR for international portfolios with common jumps. Comput. Math. Appl. 62(8): 3066-3076 (2011) - Torben Schubert:
Assessing the value of patent portfolios: an international country comparison. Scientometrics 88(3): 787-804 (2011)
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