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person:"Kane, Alex"
~person:"Consigli, Giorgio"
~person:"Fabozzi, Frank J."
~person:"Mensi, Walid"
~person:"Račev, Svetlozar T."
~type:"article"
~type_genre:"Book section"
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Portfolio selection
46
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Kane, Alex
Consigli, Giorgio
Fabozzi, Frank J.
Mensi, Walid
Račev, Svetlozar T.
Maurer, Raimond
10
Hirzel, Matthias
9
Kühn, Frank
9
Wollmann, Peter
9
Locarek-Junge, Hermann
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Overbeck, Ludger
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7
Poterba, James M.
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Rudolph, Bernd
7
Samuelson, Paul Anthony
7
Satchell, Stephen
7
Dynkin, Lev
6
Gollier, Christian
6
Hyman, Jay
6
Markowitz, Harry
6
Merton, Robert C.
6
Ortobelli, Sergio
6
Spremann, Klaus
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Spronk, Jaap
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Straßberger, Mario
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Albrecht, Peter
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Breuer, Wolfgang
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Gilli, Manfred
5
Gürtler, Marc
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Herbertsson, Alexander
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Kim, Woo Chang
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Kraft, Holger
5
Moriggia, Vittorio
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Prinzler, Ralf
5
Schröder, Michael
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Songsak Sriboonchitta
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Thomas, Matthias
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Zenios, Stauros Andrea
5
Ascheberg, Marius
4
Beltratti, Andrea
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Investment management and financial management
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The handbook of fixed income securities
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Financial markets and instruments
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Handbook of heavy tailed distributions in finance
4
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Operations research models in banking management
2
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Stochastic optimization: theory and applications
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Advanced bond portfolio management : best practices in modeling and strategies
1
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Contributions to modern econometrics : from data analysis to economic policy ; [dedicated to Gerd Hansen on the occasion of his 65th Birthday]
1
Handbook of recent advances in commodity and financial modeling : quantitative methods in banking, finance, insurance, energy and commodity markets
1
Optimal financial decision making under uncertainty
1
Optimizing optimization : the next generation of optimization applications and theory
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The handbook of commodity investing
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1
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:
2
A copula-based scenario tree generation algorithm for multiperiod portfolio selection problems
Yan, Zhe
;
Chen, Zhiping
;
Consigli, Giorgio
;
Liu, Jia
; …
- In:
Stochastic optimization: theory and applications
,
(pp. 849-881)
.
2020
Persistent link: https://www.econbiz.de/10012290846
Saved in:
3
Long-term individual financial planning under stochastic dominance constraints
Consigli, Giorgio
;
Moriggia, Vittorio
;
Vitali, Sebastiano
- In:
Stochastic optimization: theory and applications
,
(pp. 973-1000)
.
2020
Persistent link: https://www.econbiz.de/10012290861
Saved in:
4
Recent advancements in robust optimization for investment management
Kim, Jang Ho
;
Kim, Woo Chang
;
Fabozzi, Frank J.
- In:
Analytical models for financial modeling and risk management
,
(pp. 183-198)
.
2018
Persistent link: https://www.econbiz.de/10011897168
Saved in:
5
Robust equity portfolio performance
Kim, Jang Ho
;
Kim, Woo Chang
;
Kwon, Do-Gyun
;
Fabozzi, …
- In:
Analytical models for financial modeling and risk management
,
(pp. 293-312)
.
2018
Persistent link: https://www.econbiz.de/10011897181
Saved in:
6
Optimal multistage defined-benefit pension fund management
Consigli, Giorgio
;
Moriggia, Vittorio
;
Benincasa, Elena
; …
- In:
Handbook of recent advances in commodity and financial …
,
(pp. 267-296)
.
2018
Persistent link: https://www.econbiz.de/10011898658
Saved in:
7
Multi-period risk measures and optimal investment policies
Chen, Zhiping
;
Consigli, Giorgio
;
Liu, Jia
;
Li, Gang
; …
- In:
Optimal financial decision making under uncertainty
,
(pp. 1-34)
.
2017
Persistent link: https://www.econbiz.de/10011558439
Saved in:
8
Sensitivity of portfolio VaR and CVaR to portfolio return characteristics
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
;
Fabozzi, Frank J.
- In:
Operations research models in banking management
,
(pp. 169-187)
.
2013
Persistent link: https://www.econbiz.de/10009739300
Saved in:
9
What do robust equity portfolio models really do?
Kim, Woo Chang
;
Kim, Jang Ho
;
Ahn, So Hyoung
;
Fabozzi, …
- In:
Operations research models in banking management
,
(pp. 141-168)
.
2013
Persistent link: https://www.econbiz.de/10009739301
Saved in:
10
Active portfolio management : the power of the Treynor-Black model
Kane, Alex
;
Kim, Tae-hwan
;
White, Halbert
- In:
Progress in financial markets research
,
(pp. 311-332)
.
2012
Persistent link: https://www.econbiz.de/10009678540
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