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isPartOf:"Journal of banking & finance"
subject:"Prinzipal-Agent-Theorie"
~isPartOf:"The journal of corporate finance : contracting, governance and organization"
~person:"Cui, Xueting"
~person:"Grauer, Robert R."
~subject:"Portfolio-Management"
~subject:"Risikomanagement"
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Cui, Xueting
Grauer, Robert R.
Branger, Nicole
5
Alexander, Gordon J.
3
Baptista, Alexandre M.
3
Breuer, Thomas
3
Dias, Alexandra
3
Fabozzi, Frank J.
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Kwan, Clarence C. Y.
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Post, Thierry
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An, Yunbi
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2
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2
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Ebrahim, Muhammed Shahid
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Journal of banking & finance
The journal of corporate finance : contracting, governance and organization
INFORMS journal on computing : JOC
1
International review of financial analysis
1
Journal of financial and quantitative analysis : JFQA
1
Management science : journal of the Institute for Operations Research and the Management Sciences
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The review of financial studies
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ECONIS (ZBW)
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Hedging crash risk in optimal portfolio selection
Zhu, Shushang
;
Zhu, Wei
;
Pei, Xi
;
Cui, Xueting
- In:
Journal of banking & finance
119
(
2020
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012521210
Saved in:
2
Limiting losses may be injurious to your wealth
Grauer, Robert R.
- In:
Journal of banking & finance
37
(
2013
)
12
,
pp. 5088-5100
Persistent link: https://www.econbiz.de/10010342790
Saved in:
3
Nonlinear portfolio selection using approximate parametric Value-at-RiskOriginal
Cui, Xueting
;
Zhu, Shushang
;
Sun, Xiaoling
;
Li, Duan
- In:
Journal of banking & finance
37
(
2013
)
6
,
pp. 2124-2139
Persistent link: https://www.econbiz.de/10009742471
Saved in:
4
Do constraints improve portfolio performance?
Grauer, Robert R.
;
Shen, Frederick C.
- In:
Journal of banking & finance
24
(
2000
)
8
,
pp. 1253-1274
Persistent link: https://www.econbiz.de/10001491416
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