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Publication search results
found 100 matches
- 2023
- Emilio Barucci, Enrico Biffis, Daniele Marazzina:
Health insurance, portfolio choice, and retirement incentives. Eur. J. Oper. Res. 307(2): 910-921 (2023) - Holger Kraft, Farina Weiss:
Pandemic portfolio choice. Eur. J. Oper. Res. 305(1): 451-462 (2023) - Pengyu Wei, Charles C. Yang, Yi Zhuang:
Robust consumption and portfolio choice with derivatives trading. Eur. J. Oper. Res. 304(2): 832-850 (2023) - Hyunmyung Kim, Kyuil Lee, Chang-Hyeon Joh, Jinhee Kim, Sangmi Moon, Changseok Lee, Seungwoon Lee, Jun Lee, HyungJoo Lim:
Spatial experience on tourism through MaaS (Mobility as a Service): Applying for a conjoint model of portfolio choice. Inf. Process. Manag. 60(3): 103263 (2023) - Di Luo, Weiheng Liao, Rui Yan:
Lower Risks, Better Choices: Stock Correlation Based Portfolio Selection in Stock Markets. WWW (Companion Volume) 2023: 1-4 - 2022
- Sidhartha S. Padhi, Soumyatanu Mukherjee:
Optimal portfolio choices to split orders during supply disruptions: An application of sport's principle for routine sourcing. Decis. Sci. 53(6): 1068-1087 (2022) - Rouhollah Mehralizade, Akbar Mehralizade:
LR Mixed Fuzzy Random Portfolio Choice Based on the Risk Curve. Int. J. Uncertain. Fuzziness Knowl. Based Syst. 30(2): 231-261 (2022) - Evan Anderson, Ai-Ru (Meg) Cheng:
Portfolio Choices with Many Big Models. Manag. Sci. 68(1): 690-715 (2022) - Raymond Kan, Xiaolu Wang, Guofu Zhou:
Optimal Portfolio Choice with Estimation Risk: No Risk-Free Asset Case. Manag. Sci. 68(3): 2047-2068 (2022) - Sara Biagini, Fausto Gozzi, Margherita Zanella:
Robust Portfolio Choice with Sticky Wages. SIAM J. Financial Math. 13(3): 1004-1039 (2022) - Taiga Saito, Akihiko Takahashi:
Portfolio optimization with choice of a probability measure. CIFEr 2022: 1-10 - Sebastian Benthall, Christopher D. Carroll, Zachary David, John Liechty, Alan Lujan, Christopher McComb, Nicholas Skar-Gislinge:
Simulating Heterogeneous Portfolio Choices and Financial Market Outcomes. AMPM@JURIX 2022 - 2021
- Jia Liu, Zhiping Chen, Giorgio Consigli:
Interval-based stochastic dominance: theoretical framework and application to portfolio choices. Ann. Oper. Res. 307(1): 329-361 (2021) - Andrea Galeotti, Christian Ghiglino:
Cross-ownership and portfolio choice. J. Econ. Theory 192: 105194 (2021) - 2020
- Guillaume Coqueret, Tony Guida:
Training trees on tails with applications to portfolio choice. Ann. Oper. Res. 288(1): 181-221 (2020) - Mario Brandtner, Wolfgang Kürsten, Robert Rischau:
Beyond expected utility: Subjective risk aversion and optimal portfolio choice under convex shortfall risk measures. Eur. J. Oper. Res. 285(3): 1114-1126 (2020) - Jonas Ekblom, Jörgen Blomvall:
Importance sampling in stochastic optimization: An application to intertemporal portfolio choice. Eur. J. Oper. Res. 285(1): 106-119 (2020) - Adler Haymans Manurung, Christina Natasha, Widodo Budiharto:
Modelling shares choice to enter in a portfolio using artificial neural networks (ANN). J. Big Data 7(1): 17 (2020) - Adam L. Aiken, Jesse Ellis, Minjeong Kang:
Do Politicians "Put Their Money Where Their Mouth Is?" Ideology and Portfolio Choice. Manag. Sci. 66(1): 376-396 (2020) - Servaas van Bilsen, Roger J. A. Laeven, Theo E. Nijman:
Consumption and Portfolio Choice Under Loss Aversion and Endogenous Updating of the Reference Level. Manag. Sci. 66(9): 3927-3955 (2020) - Youcheng Lou:
Some properties of the optimal investment strategy in a behavioral portfolio choice model. Optim. Lett. 14(7): 1731-1746 (2020) - Enrico Biffis, Fausto Gozzi, Cecilia Prosdocimi:
Optimal Portfolio Choice with Path Dependent Labor Income: the Infinite Horizon Case. SIAM J. Control. Optim. 58(4): 1906-1938 (2020) - 2019
- Mondher Bellalah, Yaosheng Xu, Detao Zhang:
Intertemporal optimal portfolio choice based on labor income within shadow costs of incomplete information and short sales. Ann. Oper. Res. 281(1-2): 397-422 (2019) - Giorgio Consigli, Asmerilda Hitaj, Elisa Mastrogiacomo:
Portfolio choice under cumulative prospect theory: sensitivity analysis and an empirical study. Comput. Manag. Sci. 16(1-2): 129-154 (2019) - Abraham Lioui, Andrea Tarelli:
Macroeconomic environment, money demand and portfolio choice. Eur. J. Oper. Res. 274(1): 357-374 (2019) - Guiyuan Ma, Chi Chung Siu, Song-Ping Zhu:
Dynamic portfolio choice with return predictability and transaction costs. Eur. J. Oper. Res. 278(3): 976-988 (2019) - Carole Bernard, Rob H. De Staelen, Steven Vanduffel:
Optimal portfolio choice with benchmarks. J. Oper. Res. Soc. 70(10): 1600-1621 (2019) - Milo Bianchi, Jean-Marc Tallon:
Ambiguity Preferences and Portfolio Choices: Evidence from the Field. Manag. Sci. 65(4): 1486-1501 (2019) - Jakub Trybula, Dariusz Zawisza:
Continuous-Time Portfolio Choice Under Monotone Mean-Variance Preferences - Stochastic Factor Case. Math. Oper. Res. 44(3): 966-987 (2019) - Youcheng Lou:
On the investment direction of a behavioral portfolio choice model. Oper. Res. Lett. 47(4): 270-273 (2019)
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