Book Chapter
Profitability Measures for Loan Portfolios
Lecture Notes in Economics and Mathematical Systems, 1, Volume 578, Optimal Risk-Return Trade-Offs of Commercial Banks, Pages 105-116
Book Chapter
Basic Investment Models and Their Statistical Analysis
Springer Texts in Statistics, 2008, Statistical Models and Methods for Financial Markets, I, Pages 63-91
Journal Article
Comparison of different estimation techniques for portfolio selection
Yarema Okhrin and Wolfgang Schmid
AStA Advances in Statistical Analysis, 2007, Volume 91, Number 2, Pages 109-127
Book Chapter
Conclusion
Lecture Notes in Economics and Mathematical Systems, 1, Volume 578, Optimal Risk-Return Trade-Offs of Commercial Banks, Pages 117-121
Book Chapter
Liquidity as a Decision Criterion
2009, Investment Decisions on Illiquid Assets, Pages 233-306
Book Chapter
Risk Measures
Lecture Notes in Economics and Mathematical Systems, 1, Volume 578, Optimal Risk-Return Trade-Offs of Commercial Banks, Pages 7-22
Book Chapter
Application of Copula and Copula-CVaR in the Multivariate Portfolio Optimization
Manying Bai and Lujie Sun
Lecture Notes in Computer Science, 2007, Volume 4614, Combinatorics, Algorithms, Probabilistic and Experimental Methodologies, Pages 231-242
Journal Article
Optimal algorithms and intuitive explanations for Markowitz’s portfolio selection model and Sharpe’s ratio with no short-selling
NingZhong Shi, Min Lai, ShuRong Zheng and BaoXue Zhang
Science in China Series A: Mathematics, 2008, Volume 51, Number 11, Pages 2033-2042
Book Chapter
Single-Period Problems
Nicolas Chapados
SpringerBriefs in Electrical and Computer Engineering, 1, Volume 3, Portfolio Choice Problems, Pages 7-36
Book Chapter
Quadratic Programming Model with Interval Coefficients
Lecture Notes in Economics and Mathematical Systems, 1, Volume 609, Fuzzy Portfolio Optimization, III, Pages 107-114