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isPartOf:"Annals of finance"
subject:"Portfolio-Management"
~person:"Escobar, Marcos"
~person:"Fernholz, Ricardo T."
~subject:"Multidimensional affine models"
~subject:"Nutzen"
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Portfolio-Management
Multidimensional affine models
Nutzen
Portfolio selection
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2
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2
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Behavioural finance
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Multivariate portfolio choice
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Escobar, Marcos
Fernholz, Ricardo T.
Fernholz, Robert
3
Karatzas, Ioannis
3
Leung, Tim
2
Rásonyi, Miklós
2
Aase Nielsen, Jørgen
1
Agosto, Arianna
1
Alekseev, Aleksandr G.
1
Andruszkiewicz, Grzegorz
1
Angoshtari, Bahman
1
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1
Barbachan, José Santiago Fajardo
1
Barucci, Emilio
1
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1
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1
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1
Buckley, Winston
1
Cao, Ji
1
Carassus, Laurence
1
Chen, Junhe
1
Chen, Xiaodong
1
Chery, Achis
1
Coqueret, Guillaume
1
Correira-da-Silva, João
1
Cvitanić, Jakša
1
DanÃelsson, Jón
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Davis, Mark H. A.
1
Davison, Matt
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Drokin, Yaroslav
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Faria, Gonçalo
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Fernholz, Daniel
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1
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Goodhart, Charles A. E.
1
Haier, Andreas
1
Hainaut, Donatien
1
Haley, M. Ryan
1
Heunis, Andrew J.
1
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Annals of finance
Quantitative finance
5
International journal of theoretical and applied finance
2
Journal of banking & finance
2
Risks : open access journal
2
Applied mathematical finance
1
Computational economics
1
Decision making and risk/return optimization in financial economics
1
Decisions in economics and finance : a journal of applied mathematics
1
Finance research letters
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Financial markets and portfolio management
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IMA journal of management mathematics
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Insurance / Mathematics & economics
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International review of economics & finance : IREF
1
Journal of economic dynamics & control
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Journal of risk and financial management : JRFM
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Operations research perspectives
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Scandinavian actuarial journal
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1
Permutation-weighted portfolios and the efficiency of commodity futures markets
Fernholz, Ricardo T.
;
Fernholz, Robert
- In:
Annals of finance
18
(
2022
)
1
,
pp. 81-108
Persistent link: https://www.econbiz.de/10013194634
Saved in:
2
Derivatives-based portfolio decisions : an expected utility insight
Escobar, Marcos
;
Davison, Matt
;
Zhu, Yichen
- In:
Annals of finance
18
(
2022
)
2
,
pp. 217-246
Persistent link: https://www.econbiz.de/10013278982
Saved in:
3
Model uncertainty on commodity portfolios, the role of convenience yield
Chen, Junhe
;
Escobar, Marcos
- In:
Annals of finance
17
(
2021
)
4
,
pp. 501-528
Persistent link: https://www.econbiz.de/10012664148
Saved in:
4
Optimal investment in multidimensional Markov-modulated affine models
Neykova, Daniela
;
Escobar, Marcos
;
Zagst, Rudi
- In:
Annals of finance
11
(
2015
)
3/4
,
pp. 503-530
Persistent link: https://www.econbiz.de/10011459789
Saved in:
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