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isPartOf:"Journal of economic theory"
subject:"Portfolio selection"
~isPartOf:"Quantitative finance"
~person:"Aliprantis, Charalambos D."
~person:"Bai, Yang"
~person:"Garleanu, Nicolae"
~person:"He, Hua"
~person:"Kwon, Roy H."
~subject:"Konsumentenverhalten"
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Portfolio selection
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Aliprantis, Charalambos D.
Bai, Yang
Garleanu, Nicolae
He, Hua
Kwon, Roy H.
Escobar, Marcos
5
Madan, Dilip B.
3
Stübinger, Johannes
3
Birge, John R.
2
Cheng, Yuyang
2
Costa, Giorgio
2
Dindo, Pietro
2
Ding, Rui
2
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2
Forsyth, Peter A.
2
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Gu, Jia-Wen
2
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2
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2
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2
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2
Lee, Yongjae
2
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2
Liu, Jun
2
Loeper, Grégoire
2
Ni, Chendi
2
Paterlini, Sandra
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Pun, Chi Seng
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Roche, Hervé
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Satchell, Stephen
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Al-Aradi, Ali
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Journal of economic theory
Quantitative finance
Computers & operations research : and their applications to problems of world concern ; an international journal
2
Journal of economic dynamics & control
2
Journal of mathematical economics
2
NBER Working Paper
2
Research paper / University of Melbourne, Department of Economics
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Risks : open access journal
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ECONIS (ZBW)
10
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1
Integrating prediction in mean-variance portfolio optimization
Butler, Andrew
;
Kwon, Roy H.
- In:
Quantitative finance
23
(
2023
)
3
,
pp. 429-452
Persistent link: https://www.econbiz.de/10014232664
Saved in:
2
Risk parity portfolio optimization under a Markov regime-switching framework
Costa, Giorgio
;
Kwon, Roy H.
- In:
Quantitative finance
19
(
2019
)
3
,
pp. 453-471
Persistent link: https://www.econbiz.de/10012194664
Saved in:
3
Analytic value function for optimal regime-switching pairs trading rules
Bai, Yang
;
Wu, Lan
- In:
Quantitative finance
18
(
2018
)
4
,
pp. 637-654
Persistent link: https://www.econbiz.de/10011906451
Saved in:
4
Dynamic portfolio choice with frictions
Garleanu, Nicolae
;
Pedersen, Lasse Heje
- In:
Journal of economic theory
165
(
2016
),
pp. 487-516
Persistent link: https://www.econbiz.de/10011650142
Saved in:
5
Portfolio choice and pricing in illiquid markets
Garleanu, Nicolae
- In:
Journal of economic theory
144
(
2009
)
2
,
pp. 532-564
Persistent link: https://www.econbiz.de/10003840890
Saved in:
6
Linear and non-linear price decentralization
Aliprantis, Charalambos D.
;
Florenzano, Monique
; …
- In:
Journal of economic theory
121
(
2005
)
1
,
pp. 51-74
Persistent link: https://www.econbiz.de/10002707368
Saved in:
7
Non-marketed options, non-existence of equilibria, and non-linear prices
Aliprantis, Charalambos D.
;
Monteiro, Paulo Klinger
; …
- In:
Journal of economic theory
114
(
2004
)
2
,
pp. 345-357
Persistent link: https://www.econbiz.de/10001931530
Saved in:
8
Consumption-portfolio policies : an inverse optimal problem
He, Hua
- In:
Journal of economic theory
62
(
1994
)
2
,
pp. 257-293
Persistent link: https://www.econbiz.de/10001164068
Saved in:
9
Consumption and portfolio policies with incomplete markets and short-sale constraints : the infinite dimensional case
He, Hua
- In:
Journal of economic theory
54
(
1991
)
2
,
pp. 259-304
Persistent link: https://www.econbiz.de/10001108808
Saved in:
10
Optimal consumption-portfolio policies : a convergence from discrete to continuous time models
He, Hua
- In:
Journal of economic theory
55
(
1991
)
2
,
pp. 340-363
Persistent link: https://www.econbiz.de/10001116383
Saved in:
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