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Submodular risk allocation
Ghamami, Samim; Glasserman, Paul - In: Management science : journal of the Institute for … 65 (2019) 10, pp. 4656-4675
Persistent link: https://www.econbiz.de/10012118107
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Market crashes, correlated illiquidity, and portfolio choice
Liu, Hong; Loewenstein, Mark A. - In: Management science : journal of the Institute for … 59 (2013) 3, pp. 715-732
Persistent link: https://www.econbiz.de/10009731240
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Growth versus security in dynamic investment analysis
MacLean, Leonard C. - In: Management science : journal of the Institute for … 38 (1992) 11, pp. 1562-1585
Persistent link: https://www.econbiz.de/10001135944
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Predicting risk : some new generalizations
Karolyi, G. Andrew - In: Management science : journal of the Institute for … 38 (1992) 1, pp. 57-74
Persistent link: https://www.econbiz.de/10001121830
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Characterizations of optimal portfolios by univariate and multivariate risk aversion
Li, Yuming - In: Management science : journal of the Institute for … 35 (1989) 3, pp. 259-269
Persistent link: https://www.econbiz.de/10001063801
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On optimal production and the market to book ratio given limited shareholder diversification
Conine, Thomas E. - In: Management science : journal of the Institute for … 35 (1989) 8, pp. 1004-1013
Persistent link: https://www.econbiz.de/10001068903
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A minimum variance result in continuous trading portfolio optimization
Richardson, Henry R. - In: Management science : journal of the Institute for … 35 (1989) 9, pp. 1045-1055
Persistent link: https://www.econbiz.de/10001074239
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Portfolio choices in the presence of other risks
Finkelshtain, Israel - In: Management science : journal of the Institute for … 39 (1993) 8, pp. 925-936
Persistent link: https://www.econbiz.de/10001147674
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On the independence of irrelevant assets : McEntire's conjecture
Deb, Rajat - In: Management science : journal of the Institute for … 37 (1991) 3, pp. 301-306
Persistent link: https://www.econbiz.de/10001103310
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Mean-absolute deviation portfolio optimization model and its applications to Tokyo stock market
Konno, Hiroshi - In: Management science : journal of the Institute for … 37 (1991) 5, pp. 519-531
Persistent link: https://www.econbiz.de/10001106902