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Research article

First published 2011-12

Risk-sensitive portfolio optimization problems for hidden Markov factors on infinite time horizon

Takashi Tamura, Yûsuke Watanabe

Asymptotic Analysis

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Research article

First published 2012-8

Optimal portfolio for a highly risk-averse investor: A differential game interpretation

Hidehiro Kaise, Jun Sekine

Risk and Decision Analysis

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Research article

First published 2006-12

A Risk-Sensitive Portfolio Optimisation Problem with Stochastic Interest Rate

Mayank Goel, Suresh Kumar K.

Journal of Emerging Market Finance

Open access

Research article

First published 2019-4

Symmetric and Asymmetric GARCH Estimations and Portfolio Optimization: Evidence From G7 Stock Markets

Shahid Ali, Junrui Zhang, Mazhar Abbas [...]

Sage Open

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Research article

First published 2014-1

Power Law with Exponential Cut‐off Utility

Afreen Arif H., T.P.M. Pakkala

Metamorphosis: A Journal of Management Research

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Research article

First published 2005-03

A Portfolio Approach to Procurement Contracts

Victor Martínez‐de‐Albéniz, David Simchi‐Levi

Production and Operations Management

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Research article

First published 2022-01

Comparing the Risk Spillover from Oil and Gas to Investment Grade and High-yield Bonds through Optimal Copulas

Md Lutfur Rahman, Syed Jawad Hussain Shahzad, Gazi Salah Uddin [...]

The Energy Journal

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Research article

First published 2026-2

Dynamic Portfolio Optimization: A Two-Stage Hybrid Approach Integrating Selection and Allocation

Mojtaba Safari, Nawapon Nakharutai, Phisanu Chiawkhun [...]

Risk and Decision Analysis

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Research article

First published 2023-12

Risk‐sensitive Markov decision processes with long‐run CVaR criterion

Li Xia, Luyao Zhang, Peter W. Glynn

Production and Operations Management

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Research article

First published 2021-03-02

Fuzzy portfolio selection with prospect consistency constraint based on possibility theory

Xue Deng, Chuangjie Chen

Journal of Intelligent & Fuzzy Systems: Applications in Engineering and Technology

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