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source:"econis"
subject:"Estimation"
~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"International journal of theoretical and applied finance"
~person:"Li, Xun"
~person:"Lioui, Abraham"
~subject:"Portfolio-Management"
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Estimation
Portfolio-Management
Portfolio selection
7
Theorie
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Theory
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2
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2
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1
CAPM
1
Capital income
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Li, Xun
Lioui, Abraham
Liesiö, Juuso
9
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6
Korn, Ralf
6
Li, Duan
6
Salo, Ahti A.
6
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5
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5
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3
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European journal of operational research : EJOR
International journal of theoretical and applied finance
Journal of economic dynamics & control
5
Discussion paper
3
Discussion paper / Bar-Ilan University, Department of Economics, Economics Research Institute / Bar-Ilan University, Department of Economics and Business Administration, Economic Research Institute
3
The journal of futures markets
3
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2
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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ECONIS (ZBW)
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1
Long horizon predictability : an asset allocation perspective
Lioui, Abraham
;
Poncet, Patrice
- In:
European journal of operational research : EJOR
278
(
2019
)
3
,
pp. 961-975
Persistent link: https://www.econbiz.de/10012102524
Saved in:
2
Macroeconomic environment, money demand and portfolio choice
Lioui, Abraham
;
Tarelli, Andrea
- In:
European journal of operational research : EJOR
274
(
2019
)
1
,
pp. 357-374
Persistent link: https://www.econbiz.de/10011990075
Saved in:
3
Understanding dynamic mean variance asset allocation
Lioui, Abraham
;
Poncet, Patrice
- In:
European journal of operational research : EJOR
254
(
2016
)
1
,
pp. 320-337
Persistent link: https://www.econbiz.de/10011503312
Saved in:
4
Optimal muli-period mean-variance policy under no-shorting constraint
Cui, Xiangyu
;
Gao, Jianjun
;
Li, Xun
;
Li, Duan
- In:
European journal of operational research : EJOR
234
(
2014
)
2
,
pp. 459-468
Persistent link: https://www.econbiz.de/10010356724
Saved in:
5
Optimal benchmarking for active portfolio managers
Lioui, Abraham
;
Poncet, Patrice
- In:
European journal of operational research : EJOR
226
(
2013
)
2
,
pp. 268-276
Persistent link: https://www.econbiz.de/10009718922
Saved in:
6
Dynamic portfolio selection under capital-at-risk with no short-selling constraints
Dmitrašinović-Vidović, Gordana
;
Lari-Lavassani, Ali
; …
- In:
International journal of theoretical and applied finance
14
(
2011
)
6
,
pp. 957-977
Persistent link: https://www.econbiz.de/10009380979
Saved in:
7
Dynamic mean-variance portfolio selection with borrowing constraint
Fu, Chenpeng
;
Lari-Lavassani, Ali
;
Li, Xun
- In:
European journal of operational research : EJOR
200
(
2009/10
)
1
,
pp. 312-319
Persistent link: https://www.econbiz.de/10003895181
Saved in:
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