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accessRights:"free"
subject:"Portfolio-Management"
~isPartOf:"DNB working papers"
~isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
~type_genre:"Working Paper"
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Portfolio-Management
Theorie
183
Theory
183
Portfolio selection
52
Stochastic process
30
Stochastischer Prozess
30
CAPM
26
Volatility
22
Volatilität
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52
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Platen, Eckhard
26
He, Xue-zhong
10
Chiarella, Carl
6
Rendek, Renata
4
Dieci, Roberto
3
Li, Kai
3
Shi, Lei
3
Baldeaux, Jan
2
Boermans, Martijn
2
Kardaras, Constantinos
2
Schlögl, Erik
2
Zheng, Min
2
Bauer, Rob
1
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1
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1
Bonneti, Matteo
1
Breymann, Wolfgang
1
Broeders, Dirk
1
Bruti-Liberati, Nicola
1
Chen, Damiaan H. J.
1
Cooper, Ian
1
Du, Ke
1
Feng, Yu
1
Fergusson, Kevin
1
Filipović, Damir
1
Guo, Zhi
1
Hinz, Juri
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1
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1
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DNB working papers
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
Research paper series / Swiss Finance Institute
95
Working paper / National Bureau of Economic Research, Inc.
70
Swiss Finance Institute Research Paper
62
Discussion paper / Tinbergen Institute
44
CESifo working papers
41
Working paper
37
Working papers
32
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25
SFB 649 discussion paper
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21
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20
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20
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ERIM report series research in management
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ECONIS (ZBW)
52
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1
Exclusive portfolio dealing and market inefficiency
Kessler, Natalie
;
Lelyveld, Iman van
;
Woerd, Ellen van der
-
2024
Persistent link: https://www.econbiz.de/10014468787
Saved in:
2
Long-term investors, demand shifts, and yields
Jansen, Kristy A. E.
-
2023
Persistent link: https://www.econbiz.de/10014228550
Saved in:
3
Foreign bias in equity portfolios: informational advantage or familiarity bias?
Boermans, Martijn
;
Cooper, Ian
;
Sercu, Piet
;
Vanpée, …
-
2022
Persistent link: https://www.econbiz.de/10013171067
Saved in:
4
Intergenerational sharing of unhedgeable inflation risk
Chen, Damiaan H. J.
;
Beetsma, Roel
;
Wijnbergen, Sweder van
-
2022
-
This version: November 16, 2022
Persistent link: https://www.econbiz.de/10013468772
Saved in:
5
Inflated credit ratings, regulatory arbitrage and capital requirements : do investorsstrategically allocate bond portfolios?
Boermans, Martijn
;
Kroft, Bram van der
-
2020
Persistent link: https://www.econbiz.de/10012168545
Saved in:
6
Optimal quantitative easing in a monetary union
Kabaca, Serdar
;
Maas, Renske
;
Mavromatis, Kostas
; …
-
2020
Persistent link: https://www.econbiz.de/10012318199
Saved in:
7
Optimal risk-sharing in pension funds when stock and labor markets are co-integrated
Boelaars, Ilja
;
Mehlkopf, Roel
-
2018
Persistent link: https://www.econbiz.de/10011856197
Saved in:
8
Pension funds interconnections and herd behavior
Bauer, Rob
;
Bonneti, Matteo
;
Broeders, Dirk
-
2018
Persistent link: https://www.econbiz.de/10011920830
Saved in:
9
Model risk measurement under Wasserstein distance
Feng, Yu
;
Schlögl, Erik
-
2018
Persistent link: https://www.econbiz.de/10013255753
Saved in:
10
Investing for the long run
Leisen, Dietmar
;
Platen, Eckhard
-
2017
Persistent link: https://www.econbiz.de/10011778143
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