Research graph
References from Effective Algorithms for Optimal Portfolio Selection with Relative Marginal Risk Constraints. Local targets link to admitted publications; unresolved targets remain external evidence.
10.1007/s101079900106
10.1007/s101079900106 · 2000 · External reference
10.1007/s10107-006-0080-6
10.1007/s10107-006-0080-6 · 2008 · External reference
10.1007/s10589-007-9137-6
10.1007/s10589-007-9137-6 · 2009 · External reference
10.1007/s12532-011-0033-9
10.1007/s12532-011-0033-9 · 2012 · External reference
10.1080/10556788.2016.1181758
10.1080/10556788.2016.1181758 · 2016 · External reference
10.1007/s10589-021-00289-0
10.1007/s10589-021-00289-0 · 2021 · External reference
Unresolved reference
1999 · External reference
Unresolved reference
External reference
Unresolved reference
External reference
10.1007/978-1-4939-0808-0_15
10.1007/978-1-4939-0808-0_15 · 2014 · External reference
10.1080/10556788.2017.1350178
10.1080/10556788.2017.1350178 · 2018 · External reference
10.1287/mnsc.37.5.519
10.1287/mnsc.37.5.519 · 1991 · External reference
Unresolved reference
2003 · External reference
10.1111/1467-9965.00100
10.1111/1467-9965.00100 · 2004 · External reference
10.1080/10556788.2015.1041946
10.1080/10556788.2015.1041946 · 2016 · External reference
10.1080/10556788.2017.1414815
10.1080/10556788.2017.1414815 · 2019 · External reference
10.1016/j.ejor.2013.02.016
10.1016/j.ejor.2013.02.016 · 2013 · External reference
10.1007/s10107-005-0582-7
10.1007/s10107-005-0582-7 · 2005 · External reference
10.1007/bfb0120986
10.1007/bfb0120986 · 1982 · External reference
10.1007/s12532-018-0142-9
10.1007/s12532-018-0142-9 · 2019 · External reference
10.1007/s11075-020-01065-7
10.1007/s11075-020-01065-7 · 2021 · External reference
10.1287/ijoc.2019.0941
10.1287/ijoc.2019.0941 · 2021 · External reference
10.1007/s10589-023-00485-0
10.1007/s10589-023-00485-0 · 2023 · External reference
10.1111/mafi.12383
10.1111/mafi.12383 · 2024 · External reference
Unresolved reference
1952 · External reference
Unresolved reference
1997 · External reference
Unresolved reference
External reference
Unresolved reference
1996 · External reference
Unresolved reference
2006 · External reference
10.21314/jor.2000.038
10.21314/jor.2000.038 · 2000 · External reference
10.1007/bf00138693
10.1007/bf00138693 · 1996 · External reference
10.2469/faj.v58.n5.2470
10.2469/faj.v58.n5.2470 · 2002 · External reference
10.1007/s10107-004-0559-y
10.1007/s10107-004-0559-y · 2006 · External reference
10.1007/s10898-023-01286-9
10.1007/s10898-023-01286-9 · 2023 · External reference
10.1007/s10898-022-01218-z
10.1007/s10898-022-01218-z · 2023 · External reference
10.1287/mnsc.44.5.673
10.1287/mnsc.44.5.673 · 1998 · External reference
10.1109/tac.2004.824474
10.1109/tac.2004.824474 · 2004 · External reference
10.21314/jor.2012.240
10.21314/jor.2012.240 · 2011 · External reference
10.21314/jcf.2010.213
10.21314/jcf.2010.213 · 2010 · External reference
10.1007/978-1-4939-0808-0_15
10.1007/978-1-4939-0808-0_15 · ExternalCitation · doi-reference
10.1007/bf00138693
10.1007/bf00138693 · ExternalCitation · doi-reference
10.1007/bfb0120986
10.1007/bfb0120986 · ExternalCitation · doi-reference
10.1007/s10107-004-0559-y
10.1007/s10107-004-0559-y · ExternalCitation · doi-reference
10.1007/s10107-005-0582-7
10.1007/s10107-005-0582-7 · ExternalCitation · doi-reference
10.1007/s10107-006-0080-6
10.1007/s10107-006-0080-6 · ExternalCitation · doi-reference
10.1007/s101079900106
10.1007/s101079900106 · ExternalCitation · doi-reference
10.1007/s10589-007-9137-6
10.1007/s10589-007-9137-6 · ExternalCitation · doi-reference
10.1007/s10589-021-00289-0
10.1007/s10589-021-00289-0 · ExternalCitation · doi-reference
10.1007/s10589-023-00485-0
10.1007/s10589-023-00485-0 · ExternalCitation · doi-reference
10.1007/s10898-022-01218-z
10.1007/s10898-022-01218-z · ExternalCitation · doi-reference
10.1007/s10898-023-01286-9
10.1007/s10898-023-01286-9 · ExternalCitation · doi-reference
10.1007/s11075-020-01065-7
10.1007/s11075-020-01065-7 · ExternalCitation · doi-reference
10.1007/s12532-011-0033-9
10.1007/s12532-011-0033-9 · ExternalCitation · doi-reference
10.1007/s12532-018-0142-9
10.1007/s12532-018-0142-9 · ExternalCitation · doi-reference
10.1016/j.ejor.2013.02.016
10.1016/j.ejor.2013.02.016 · ExternalCitation · doi-reference
10.1080/10556788.2015.1041946
10.1080/10556788.2015.1041946 · ExternalCitation · doi-reference
10.1080/10556788.2016.1181758
10.1080/10556788.2016.1181758 · ExternalCitation · doi-reference
10.1080/10556788.2017.1350178
10.1080/10556788.2017.1350178 · ExternalCitation · doi-reference
10.1080/10556788.2017.1414815
10.1080/10556788.2017.1414815 · ExternalCitation · doi-reference
10.1109/tac.2004.824474
10.1109/tac.2004.824474 · ExternalCitation · doi-reference
10.1111/1467-9965.00100
10.1111/1467-9965.00100 · ExternalCitation · doi-reference
10.1111/mafi.12383
10.1111/mafi.12383 · ExternalCitation · doi-reference
10.1287/ijoc.2019.0941
10.1287/ijoc.2019.0941 · ExternalCitation · doi-reference
10.1287/mnsc.37.5.519
10.1287/mnsc.37.5.519 · ExternalCitation · doi-reference
10.1287/mnsc.44.5.673
10.1287/mnsc.44.5.673 · ExternalCitation · doi-reference
10.21314/jcf.2010.213
10.21314/jcf.2010.213 · ExternalCitation · doi-reference
10.21314/jor.2000.038
10.21314/jor.2000.038 · ExternalCitation · doi-reference
10.21314/jor.2012.240
10.21314/jor.2012.240 · ExternalCitation · doi-reference
10.2469/faj.v58.n5.2470
10.2469/faj.v58.n5.2470 · ExternalCitation · doi-reference
