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isPartOf:"Journal of financial and quantitative analysis : JFQA"
subject:"Portfolio selection"
~isPartOf:"Applied mathematical finance"
~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"Journal of risk and financial management : JRFM"
~person:"Baptista, Alexandre M."
~subject:"Hedging"
~type_genre:"Article in journal"
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Baptista, Alexandre M.
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Journal of financial and quantitative analysis : JFQA
Applied mathematical finance
Journal of economic dynamics & control
Journal of risk and financial management : JRFM
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1
Journal of monetary economics
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Active portfolio management with benchmarking : adding a value-at-risk constraint
Alexander, Gordon J.
;
Baptista, Alexandre M.
- In:
Journal of economic dynamics & control
32
(
2008
)
3
,
pp. 779-820
Persistent link: https://www.econbiz.de/10003687449
Saved in:
2
Economic implications of using a mean-VaR model for portfolio selection : a comparison with mean-variance analysis
Alexander, Gordon J.
;
Baptista, Alexandre M.
- In:
Journal of economic dynamics & control
26
(
2002
)
7/8
,
pp. 1159-1193
Persistent link: https://www.econbiz.de/10001656074
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