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Publication search results
found 25 matches
- 1993
- Richard S. Barr
, Lawrence M. Seiford, Thomas F. Siems:
An envelopment-analysis approach to measuring the managerial efficiency of banks. Ann. Oper. Res. 45(1): 1-19 (1993) - Mark Broadie:
Computing efficient frontiers using estimated parameters. Ann. Oper. Res. 45(1): 21-58 (1993) - George B. Dantzig, Gerd Infanger:
Multi-stage stochastic linear programs for portfolio optimization. Ann. Oper. Res. 45(1): 59-76 (1993) - Tadashi Dohi, Shunji Osaki:
A note on portfolio optimization with path-dependent utility. Ann. Oper. Res. 45(1): 77-90 (1993) - John B. Guerard Jr., Makoto Takano, Yuji Yamane:
The development of efficient portfolios in Japan with particular emphasis on sales and earnings forecasting. Ann. Oper. Res. 45(1): 91-108 (1993) - James E. Hodder, Alexander J. Triantis:
Valuing flexibility: an impulse control framework. Ann. Oper. Res. 45(1): 109-130 (1993) - Hideki Iwaki, Masaaki Kijima, Toshihiro Yoshida:
Approximate valuation of average options. Ann. Oper. Res. 45(1): 131-145 (1993) - Masaaki Kijima, Masamitsu Ohnishi:
Mean-risk analysis of risk aversion and wealth effects on optimal portfolios with multiple investment opportunities. Ann. Oper. Res. 45(1): 147-163 (1993) - Alan J. King:
Asymmetric risk measures and tracking models for portfolio optimization under uncertainty. Ann. Oper. Res. 45(1): 165-177 (1993) - Kazuo Kishimoto:
Another explanation for the bias observed in the filter rule test. Ann. Oper. Res. 45(1): 179-186 (1993) - Hiroshi Konno, David G. Luenberger, John M. Mulvey:
Preface. Ann. Oper. Res. 45(1): i-ii (1993) - Hiroshi Konno, Stanley R. Pliska, Ken-Ichi Suzuki:
Optimal portfolios with asymptotic criteria. Ann. Oper. Res. 45(1): 187-204 (1993) - Hiroshi Konno, Hiroshi Shirakawa, Hiroaki Yamazaki:
A mean-absolute deviation-skewness portfolio optimization model. Ann. Oper. Res. 45(1): 205-220 (1993) - Patrick S. Lee, Gautam Vora:
A two-stage approach to multi-period allocation of savings among investment plans. Ann. Oper. Res. 45(1): 221-242 (1993) - Anlong Li:
Optimal bank portfolio choice under fixed-rate deposit insurance. Ann. Oper. Res. 45(1): 243-264 (1993) - Yuming Li, William T. Ziemba:
Univariate and multivariate measures of risk aversion and risk premiums. Ann. Oper. Res. 45(1): 265-296 (1993) - Martti Luoma, Teppo Martikainen, Jukka Perttunen:
Thin trading and estimation of systematic risk: An application of an error-correction model. Ann. Oper. Res. 45(1): 297-305 (1993) - Harry M. Markowitz, Peter Todd, Ganlin Xu, Yuji Yamane:
Computation of mean-semivariance efficient sets by the Critical Line Algorithm. Ann. Oper. Res. 45(1): 307-317 (1993) - Teppo Martikainen, Vesa Puttonen:
Dynamic linkages between stock prices, accrual earnings and cash flows: a cointegration analysis. Ann. Oper. Res. 45(1): 319-332 (1993) - Munenori Nakasato, Koichi Furukawa:
On the number of securities which constitute an efficient portfolio. Ann. Oper. Res. 45(1): 333-347 (1993) - Hiroshi Shirakawa, Hiromichi Kassai:
Optimal consumption and arbitrage in incomplete, finite state security markets. Ann. Oper. Res. 45(1): 349-372 (1993) - Hitoshi Takehara:
An interior point algorithm for large scale portfolio optimization. Ann. Oper. Res. 45(1): 373-386 (1993) - Erik M. Vermeulen, Jaap Spronk, Nico van der Wijst:
A new approach to firm evaluation. Ann. Oper. Res. 45(1): 387-403 (1993) - David Weeks, Suleiman K. Kassicieh:
Using Kalman filter and finite difference techniques in default free bond pricing models. Ann. Oper. Res. 45(1): 405-431 (1993) - Stavros A. Zenios, Pan Kang:
Mean-absolute deviation portfolio optimization for mortgage-backed securities. Ann. Oper. Res. 45(1): 433-450 (1993)
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