Otto Loistl

According to our database, Otto Loistl authored at least 6 papers between 1980 and 2015.

Collaborative distances:

• Dijkstra number of seven.
• Erdős number of six.

2015

Does mean-variance portfoliomanagement deserve expected utility's approximative affirmation?

Otto Loistl

Eur. J. Oper. Res., 2015

2006

A Quantitative-Behavioural Approach to Modelling Stock Market's Microstructure.

Michael Huetl, Otto Loistl, Johannes Prix

Proceedings of the 2006 Joint Conference on Information Sciences, 2006

2004

Tick size and spreads: The case of Nasdaq's decimalization.

Otto Loistl, Bernd Schossmann, Alexander Veverka

Eur. J. Oper. Res., 2004

2001

Financial modelling and the theory of finance.

Otto Loistl, Nico van der Wijst

Eur. J. Oper. Res., 2001

Xetra efficiency evaluation and NASDAQ modelling by KapSyn.

Otto Loistl, Bernd Schossmann, Olaf Vetter

Eur. J. Oper. Res., 2001

1980

Risikominimierung bei der Portfolioplanung unter besonderer Berücksichtigung singulärer Kovarianzmatrizen.

Otto Loistl, Harald Rosenthal

Z. Oper. Research, 1980