| Publication | Date of Publication | Type |
|---|
A further analysis of robust regression modeling and data mining corrections testing in global stocks
Annals of Operations Research | 2021-11-08 | Paper |
Global portfolio construction with emphasis on conflicting corporate strategies to maximize stockholder wealth
Annals of Operations Research | 2018-10-31 | Paper |
Reply to Professor Loistl
European Journal of Operational Research | 2016-10-06 | Paper |
| Risk-return analysis. Vol. I. The theory and practice of rational investing. With contributions by Kenneth A. Blay, Anthony Tessitore, Ansel Tessitore and Nilfur Usmen. With a foreword by Stephen A. Batman | 2016-02-26 | Paper |
Mean-variance approximations to expected utility
European Journal of Operational Research | 2015-02-03 | Paper |
Single-Period Mean–Variance Analysis in a Changing World
International Series in Operations Research & Management Science | 2011-05-31 | Paper |
Employee stock ownership and diversification
Annals of Operations Research | 2010-09-20 | Paper |
Portfolio Optimization with Factors, Scenarios, and Realistic Short Positions
Operations Research | 2009-07-18 | Paper |
Efficient Portfolios, Sparse Matrices, and Entities: A Retrospective
Operations Research | 2009-07-03 | Paper |
| scientific article; zbMATH DE number 5309424 (Why is no real title available?) | 2008-08-11 | Paper |
A NOTE ON SEMIVARIANCE
Mathematical Finance | 2006-06-12 | Paper |
The elimination form of the inverse and its application to linear programming
Management Science | 2002-10-22 | Paper |
The likelihood of various stock market return distributions. I: Principles of inference
Journal of Risk and Uncertainty | 1997-12-04 | Paper |
The likelihood of various stock market return distributions. II: Empirical results
Journal of Risk and Uncertainty | 1997-12-01 | Paper |
| scientific article; zbMATH DE number 912567 (Why is no real title available?) | 1996-08-01 | Paper |
The general mean-variance portfolio selection problem
Philosophical Transactions of the Royal Society of London. Series A: Physical and Engineering Sciences | 1995-05-14 | Paper |
Computation of mean-semivariance efficient sets by the critical line algorithm
Annals of Operations Research | 1994-01-26 | Paper |
| scientific article; zbMATH DE number 51121 (Why is no real title available?) | 1992-09-18 | Paper |
| scientific article; zbMATH DE number 3740690 (Why is no real title available?) | 1981-01-01 | Paper |
| scientific article; zbMATH DE number 3240074 (Why is no real title available?) | 1966-01-01 | Paper |
| scientific article; zbMATH DE number 3206603 (Why is no real title available?) | 1965-01-01 | Paper |
A note on shortest path, assignment, and transportation problems
Naval Research Logistics Quarterly | 1963-01-01 | Paper |
On the Solution of Discrete Programming Problems
Econometrica | 1957-01-01 | Paper |
