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person:"Van Wincoop, Eric"
subject:"Portfolio selection"
~accessRights:"restricted"
~person:"Kim, Jang Ho"
~person:"Pedersen, Lasse Heje"
~subject:"Außenhandelspreis"
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Portfolio selection
Außenhandelspreis
Theorie
43
Theory
43
Portfolio-Management
19
Capital income
8
Kapitaleinkommen
8
Börsenkurs
6
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6
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6
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1985-2015
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English
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Van Wincoop, Eric
Kim, Jang Ho
Pedersen, Lasse Heje
Escobar, Marcos
22
Fabozzi, Frank J.
21
Wang, Ruodu
16
Wong, Wing Keung
14
Forsyth, Peter A.
13
Prigent, Jean-Luc
13
Uppal, Raman
13
Vanduffel, Steven
12
Zagst, Rudi
12
Cui, Xiangyu
11
Kwon, Roy H.
11
Li, Duan
11
Soner, Halil Mete
11
Tan, Ken Seng
11
Bernard, Carole
10
Capponi, Agostino
10
Chen, An
10
Liang, Zongxia
10
Muhle-Karbe, Johannes
10
Righi, Marcelo Brutti
10
Wong, Hoi Ying
10
Chen, Zhiping
9
Dai, Min
9
Jang, Bong-Gyu
9
Kim, Woo Chang
9
Ledoit, Olivier
9
Li, Zhongfei
9
Wolf, Michael
9
Yao, Haixiang
9
Dai, Zhifeng
8
Li, Bin
8
Li, Danping
8
Li, Xun
8
Post, Thierry
8
Rüschendorf, Ludger
8
Bacchetta, Philippe
7
Guan, Guohui
7
Guasoni, Paolo
7
Levy, Haim
7
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Discussion paper / Centre for Economic Policy Research
4
The journal of portfolio management : JPM
2
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2
Analytical models for financial modeling and risk management
1
Discussion papers / CEPR
1
Finance research letters
1
Financial analysts journal : FAJ
1
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1
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1
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1
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1
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1
Review of asset pricing studies : RAPS
1
Risk management decisions and value under uncertainty
1
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ECONIS (ZBW)
21
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1
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:
2
Infrequent random portfolio decisions in an open economy model
Bacchetta, Philippe
;
Van Wincoop, Eric
;
Young, Eric R.
- In:
The review of economic studies : RES
90
(
2023
)
3
,
pp. 1125-1154
Persistent link: https://www.econbiz.de/10014320205
Saved in:
3
Embedded leverage
Frazzini, Andrea
;
Pedersen, Lasse Heje
- In:
Review of asset pricing studies : RAPS
12
(
2022
)
1
,
pp. 1-52
Persistent link: https://www.econbiz.de/10012878804
Saved in:
4
Can sticky portfolios explain international capital flows and asset prices?
Bacchetta, Philippe
;
Davenport, Margaret
;
Van Wincoop, Eric
- In:
Journal of international economics
136
(
2022
),
pp. 1-27
Persistent link: https://www.econbiz.de/10013431522
Saved in:
5
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:
6
Can sticky portfolios explain international capital flows and asset prices?
Bacchetta, Philippe
;
Davenport, Margaret
;
Van Wincoop, Eric
-
2021
Persistent link: https://www.econbiz.de/10013041015
Saved in:
7
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:
8
Deep value
Asness, Cliff
;
Liew, John
;
Pedersen, Lasse Heje
; …
- In:
The journal of portfolio management : JPM
47
(
2021
)
4
,
pp. 11-40
Persistent link: https://www.econbiz.de/10012486041
Saved in:
9
Enhanced portfolio optimization
Pedersen, Lasse Heje
;
Babu, Abhilash
;
Levine, Ari
- In:
Financial analysts journal : FAJ
77
(
2021
)
2
,
pp. 124-151
Persistent link: https://www.econbiz.de/10012515354
Saved in:
10
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
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