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person:"Hinterhuber, Hans H."
type_genre:"Aufsatzsammlung"
~accessRights:"restricted"
~person:"Bellalah, Mondher"
~person:"Kim, Woo Chang"
~person:"Perali, Federico"
~person:"Prigent, Jean-Luc"
~subject:"Allgemeines Gleichgewicht"
~subject:"Portfolio-Management"
~type_genre:"Aufsatz im Buch"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Handbook"
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Allgemeines Gleichgewicht
Portfolio-Management
Theorie
43
Theory
43
Portfolio selection
26
Mathematical programming
5
Mathematische Optimierung
5
Portfolio optimization
5
Risikomanagement
5
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5
CAPM
4
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Aufsatzsammlung
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20
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9
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29
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Hinterhuber, Hans H.
Bellalah, Mondher
Kim, Woo Chang
Perali, Federico
Prigent, Jean-Luc
Escobar, Marcos
22
Fabozzi, Frank J.
19
Wang, Ruodu
16
Pi, Jiancai
15
Wong, Wing Keung
15
Forsyth, Peter A.
13
Vanduffel, Steven
12
Zagst, Rudi
12
Bernard, Carole
11
Cui, Xiangyu
11
Kwon, Roy H.
11
Li, Duan
11
Tan, Ken Seng
11
Capponi, Agostino
10
Chaudhuri, Sarbajit
10
Chen, An
10
Liang, Zongxia
10
Righi, Marcelo Brutti
10
Wong, Hoi Ying
10
Zhang, Pengqing
10
Chen, Zhiping
9
Dai, Min
9
Jang, Bong-Gyu
9
Li, Bin
9
Li, Zhongfei
9
Yao, Haixiang
9
Dai, Zhifeng
8
Kim, Jang Ho
8
Li, Danping
8
Li, Xun
8
Post, Thierry
8
Rüschendorf, Ludger
8
Guan, Guohui
7
Guo, Xu
7
Müller, Fernanda Maria
7
Park, Seyoung
7
Pun, Chi Seng
7
Rausch, Sebastian
7
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Economic modelling
4
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3
Risk management decisions and value under uncertainty
3
Decision making and risk/return optimization in financial economics
2
European journal of operational research : EJOR
2
The new generation of computable general equilibrium models : modeling the economy
2
Analytical models for financial modeling and risk management
1
Applied economics
1
Finance : revue de l'Association Française de Finance
1
Finance research letters
1
International journal of entrepreneurship and small business : IJESB
1
Journal of mathematical finance
1
Journal of the Operational Research Society
1
Mathematics and financial economics
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Operations research letters
1
Quantitative finance
1
Risk management decisions and wealth management in financial economics
1
The European journal of finance
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The journal of portfolio management : JPM
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ECONIS (ZBW)
29
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1
Optimal intertemporal liquidation of institutional investors with cash requirements and viable loans
Lee, Dongyeol
;
Kim, Woo Chang
- In:
The European journal of finance
30
(
2024
)
6
,
pp. 618-641
Persistent link: https://www.econbiz.de/10014547977
Saved in:
2
Large-scale financial planning via a partially observable stochastic dual dynamic programming framework
Lee, Jinkyu
;
Kwon, Do-Gyun
;
Lee, Yongjae
;
Kim, Jang Ho
; …
- In:
Quantitative finance
23
(
2023
)
9
,
pp. 1341-1360
Persistent link: https://www.econbiz.de/10014339931
Saved in:
3
An optimal portfolio and consumption problem with a benchmark and partial information
Bellalah, Mondher
;
Zhang, Detao
;
Zhang, Panpan
- In:
Mathematics and financial economics
17
(
2023
)
1
,
pp. 127-152
Persistent link: https://www.econbiz.de/10014226256
Saved in:
4
Performance participation strategies : OBPP versus CPPP
Bertrand, Philippe
;
Prigent, Jean-Luc
- In:
Finance : revue de l'Association Française de Finance
43
(
2022
)
1
,
pp. 123-150
Persistent link: https://www.econbiz.de/10014252552
Saved in:
5
General equilibrium with heterogeneous participants and continuous consumption with information costs and short selling constraints
Bellalah, Mondher
;
Guo, Xu
;
Wu, Shuo
;
Zhang, Detao
- In:
Risk management decisions and value under uncertainty
,
(pp. 713-732)
.
2022
Persistent link: https://www.econbiz.de/10013341977
Saved in:
6
Goal-based investing based on multi-stage robust portfolio optimization
Kim, Jang Ho
;
Lee, Yongjae
;
Kim, Woo Chang
;
Fabozzi, …
- In:
Risk management decisions and value under uncertainty
,
(pp. 1141-1158)
.
2022
Persistent link: https://www.econbiz.de/10013342094
Saved in:
7
Long term optimal investment with regime switching : inflation, information and short sales
Bellalah, Mondher
;
Hakim, Akeb
;
Si, Kehan
;
Zhang, Detao
- In:
Risk management decisions and value under uncertainty
,
(pp. 1373-1386)
.
2022
Persistent link: https://www.econbiz.de/10013342122
Saved in:
8
Mean-variance optimization for asset allocation
Kim, Jang Ho
;
Lee, Yongjae
;
Kim, Woo Chang
;
Fabozzi, …
- In:
The journal of portfolio management : JPM
47
(
2021
)
5
,
pp. 24-40
Persistent link: https://www.econbiz.de/10012503361
Saved in:
9
Sparse and robust portfolio selection via semi-definite relaxation
Lee, Yongjae
;
Kim, Min Jeong
;
Kim, Jang Ho
;
Jang, Ju Ri
; …
- In:
Journal of the Operational Research Society
71
(
2020
)
5
,
pp. 687-699
Persistent link: https://www.econbiz.de/10012216744
Saved in:
10
Optimal portfolio choice under shadow costs with fixed assets when time-horizon is uncertain
Bellalah, Mondher
;
Zhang, Detao
;
Zhang, Panpan
- In:
Computational economics
56
(
2020
)
1
,
pp. 5-20
Persistent link: https://www.econbiz.de/10012272014
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