| nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
| 1 |
A cardinality constrained stochastic goal programming model with satisfaction functions for venture capital investment decision making
|
Aouni, Belaïd
|
|
2012
|
205 |
1 |
p. 77-88
|
artikel
|
| 2 |
A dynamic theory of the credit union
|
Rubin, Geoffrey M.
|
|
2012
|
205 |
1 |
p. 29-53
|
artikel
|
| 3 |
A new method for mean-variance portfolio optimization with cardinality constraints
|
Cesarone, Francesco
|
|
2012
|
205 |
1 |
p. 213-234
|
artikel
|
| 4 |
CDS volatility: the key signal of credit quality
|
Castellano, Rosella
|
|
2012
|
205 |
1 |
p. 89-107
|
artikel
|
| 5 |
Editorial
|
Zopounidis, Constantin
|
|
2013
|
205 |
1 |
p. 1-3
|
artikel
|
| 6 |
Exact and heuristic approaches for the index tracking problem with UCITS constraints
|
Scozzari, Andrea
|
|
2012
|
205 |
1 |
p. 235-250
|
artikel
|
| 7 |
Fast gradient descent method for Mean-CVaR optimization
|
Iyengar, Garud
|
|
2013
|
205 |
1 |
p. 203-212
|
artikel
|
| 8 |
Financial planning for young households
|
Pedersen, Anne Marie B.
|
|
2012
|
205 |
1 |
p. 55-76
|
artikel
|
| 9 |
Linking customer satisfaction, employee appraisal, and business performance: an evaluation methodology in the banking sector
|
Grigoroudis, E.
|
|
2012
|
205 |
1 |
p. 5-27
|
artikel
|
| 10 |
Optimal and coherent economic-capital structures: evidence from long and short-sales trading positions under illiquid market perspectives
|
Al Janabi, Mazin A. M.
|
|
2012
|
205 |
1 |
p. 109-139
|
artikel
|
| 11 |
Portfolio optimization based on downside risk: a mean-semivariance efficient frontier from Dow Jones blue chips
|
Pla-Santamaria, D.
|
|
2012
|
205 |
1 |
p. 189-201
|
artikel
|
| 12 |
Sensitivity of portfolio VaR and CVaR to portfolio return characteristics
|
Stoyanov, Stoyan V.
|
|
2012
|
205 |
1 |
p. 169-187
|
artikel
|
| 13 |
What do robust equity portfolio models really do?
|
Kim, Woo Chang
|
|
2012
|
205 |
1 |
p. 141-168
|
artikel
|
Tijdschrift beschrijving