Otto Loistl

Publication Activity (10 Years)

Years Active: 1980-2015
Publications (10 Years): 0

Top Topics

Portfolio Selection

Knapsack Problem

Prospect Theory

Top Venues

Eur. J. Oper. Res.

Publications

Otto Loistl
Does mean-variance portfoliomanagement deserve expected utility's approximative affirmation? Eur. J. Oper. Res. 247 (2) (2015)
Michael Huetl, Otto Loistl, Johannes Prix
A Quantitative-Behavioural Approach to Modelling Stock Market's Microstructure. JCIS (2006)
Otto Loistl, Bernd Schossmann, Alexander Veverka
Tick size and spreads: The case of Nasdaq's decimalization. Eur. J. Oper. Res. 155 (2) (2004)
Otto Loistl, Nico van der Wijst
Financial modelling and the theory of finance. Eur. J. Oper. Res. 135 (2) (2001)
Otto Loistl, Bernd Schossmann, Olaf Vetter
Xetra efficiency evaluation and NASDAQ modelling by KapSyn. Eur. J. Oper. Res. 135 (2) (2001)
Otto Loistl, Harald Rosenthal
Risikominimierung bei der Portfolioplanung unter besonderer Berücksichtigung singulärer Kovarianzmatrizen. Z. Oper. Research 24 (3) (1980)