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subject:"Portfolio selection"
subject:"Risiko"
~person:"Kraft, Holger"
~person:"Maurer, Raimond"
~person:"Satchell, Stephen"
~person:"Viceira, Luis M."
~type:"article"
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Portfolio selection
Risiko
Theorie
147
Theory
147
Portfolio-Management
63
Forecasting model
17
Prognoseverfahren
17
Risk
17
Capital income
16
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16
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13
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62
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Kraft, Holger
Maurer, Raimond
Satchell, Stephen
Viceira, Luis M.
Fabozzi, Frank J.
71
Gollier, Christian
45
Eeckhoudt, Louis R.
39
Korn, Ralf
30
Markowitz, Harry
29
Wong, Wing Keung
29
Escobar, Marcos
28
Li, Duan
25
Viscusi, W. Kip
25
Wang, Ruodu
25
Prigent, Jean-Luc
23
Račev, Svetlozar T.
22
Zagst, Rudi
22
Levy, Haim
21
Gupta, Rangan
20
Jarrow, Robert A.
20
Siu, Tak Kuen
20
Denuit, Michel
18
Forsyth, Peter A.
18
Wong, Hoi Ying
18
Chavas, Jean-Paul
17
Chen, Zhiping
17
Epstein, Larry G.
17
Kit, Pong Wong
17
Post, Thierry
17
Rosazza Gianin, Emanuela
17
Zariphopoulou-Souganidis, Thaleia
17
Alghalith, Moawia
16
Cvitanić, Jakša
16
Lien, Da-hsiang Donald
16
Madan, Dilip B.
16
Rüschendorf, Ludger
16
Sass, Jörn
16
Vanduffel, Steven
16
Li, Zhongfei
15
Lioui, Abraham
15
Platen, Eckhard
15
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Journal of economic dynamics & control
5
Journal of banking & finance
4
Advances in portfolio construction and implementation
3
Essays on empirical asset pricing, dynamic asset allocation, and contagion effects
3
European journal of operational research : EJOR
3
Investmentmodelle für das Asset-liability-Modelling von Versicherungsunternehmen : Abschlussbericht der Themenfeldgruppe Investmentmodelle
3
Finanzmarkt und Portfolio-Management
2
International journal of theoretical and applied finance
2
Mathematical methods of operations research
2
Quantitative finance
2
Schmalenbachs Zeitschrift für betriebswirtschaftliche Forschung : ZfbF
2
The American economic review
2
The analytics of risk model validation
2
The journal of portfolio management : JPM
2
Applied mathematical finance
1
Asset and liability management tools
1
Asymmetric dependence in finance : diversification, correlation and portfolio management in market downturns
1
Bulletin of economic research
1
Die Bank
1
European finance review : the official journal of the European Finance Association
1
Finance and stochastics
1
Financial analysts journal : FAJ
1
Finanz-Betrieb : FB ; Zeitschrift für Unternehmensfinanzierung und Finanzmanagement
1
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1
Forecasting expected returns in the financial markets
1
Handbuch Institutionelles Asset Management
1
Insurance / Mathematics & economics
1
Journal of financial economics
1
Journal of pension economics and finance
1
Journal of population economics
1
Journal of time series econometrics
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
OR spectrum : quantitative approaches in management
1
Optimizing optimization : the next generation of optimization applications and theory
1
Performance measurement in finance
1
Reshaping retirement security : lessons from the global financial crisis
1
The European journal of finance
1
The Geneva papers on risk and insurance theory
1
The Oxford handbook of pensions and retirement income
1
The economic journal : the journal of the Royal Economic Society
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1
Quantifying the non-Gaussian gain
Allen, David
;
Satchell, Stephen
;
Lizieri, Colin
- In:
The journal of asset management : a major new, …
25
(
2024
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10014511571
Saved in:
2
Fixed and variable longevity income annuities in defined contribution plans : optimal retirement portfolios taking social security into account
Horneff, Vanya
;
Maurer, Raimond
;
Mitchell, Olivia S.
- In:
The journal of risk & insurance
90
(
2023
)
4
,
pp. 831-860
Persistent link: https://www.econbiz.de/10014443608
Saved in:
3
Pandemic portfolio choice
Kraft, Holger
;
Weiss, Farina
- In:
European journal of operational research : EJOR
305
(
2023
)
1
,
pp. 451-462
Persistent link: https://www.econbiz.de/10013479223
Saved in:
4
Risk in risk aversion
Wilcox, Jarrod
;
Satchell, Stephen
- In:
The journal of portfolio management : JPM
49
(
2022
)
1
,
pp. 10-21
Persistent link: https://www.econbiz.de/10014232166
Saved in:
5
Bequest motives in consumption-portfolio decisions with recursive utility
Kraft, Holger
;
Munk, Claus
;
Weiss, Farina
- In:
Journal of banking & finance
138
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013461758
Saved in:
6
Partial moment momentum
Gao, Yang
;
Leung, Henry
;
Satchell, Stephen
- In:
Journal of banking & finance
135
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013401726
Saved in:
7
Expected surplus growth compared with mean-variance optimization
Wilcox, Jarrod
;
Satchell, Stephen
- In:
The journal of portfolio management : JPM
47
(
2021
)
4
,
pp. 145-159
Persistent link: https://www.econbiz.de/10012486057
Saved in:
8
"In defense of portfolio optimization: what if we can forecast?": a comment
Michaud, Richard O.
;
Esch, David N.
;
Michaud, Robert O.
- In:
Financial analysts journal : FAJ
76
(
2020
)
2
,
pp. 104-105
Persistent link: https://www.econbiz.de/10012261138
Saved in:
9
Dynamic asset allocation with relative wealth concerns in incomplete markets
Kraft, Holger
;
Meyer-Wehmann, André
;
Seifried, Frank Thomas
- In:
Journal of economic dynamics & control
113
(
2020
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012502492
Saved in:
10
Investment decisions when utility depends on wealth and other attributes
Grant, Andrew
;
Satchell, Stephen
- In:
Quantitative finance
20
(
2020
)
3
,
pp. 499-513
Persistent link: https://www.econbiz.de/10012194904
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