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subject:"Portfolio selection"
subject:"Risiko"
~person:"Maurer, Raimond"
~person:"Rüschendorf, Ludger"
~person:"Satchell, Stephen"
~person:"Viceira, Luis M."
~type:"article"
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Portfolio selection
Risiko
Theorie
142
Theory
142
Portfolio-Management
64
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26
Forecasting model
18
Prognoseverfahren
18
Capital income
17
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63
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Maurer, Raimond
Rüschendorf, Ludger
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
Sass, Jörn
16
Vanduffel, Steven
16
Kraft, Holger
15
Li, Zhongfei
15
Lioui, Abraham
15
Platen, Eckhard
15
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Insurance / Mathematics & economics
5
Finance and stochastics
4
Journal of banking & finance
4
Advances in portfolio construction and implementation
3
Investmentmodelle für das Asset-liability-Modelling von Versicherungsunternehmen : Abschlussbericht der Themenfeldgruppe Investmentmodelle
3
Applied mathematical finance
2
Finanzmarkt und Portfolio-Management
2
Journal of economic dynamics & control
2
Quantitative finance
2
Schmalenbachs Zeitschrift für betriebswirtschaftliche Forschung : ZfbF
2
The American economic review
2
The European journal of finance
2
The analytics of risk model validation
2
The journal of portfolio management : JPM
2
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
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1
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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
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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 methods of operations research
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
Risk assessment : decisions in banking and finance
1
Scandinavian actuarial journal
1
The Geneva papers on risk and insurance theory
1
The Oxford handbook of pensions and retirement income
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ECONIS (ZBW)
73
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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
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:
4
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:
5
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:
6
"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:
7
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
Saved in:
8
Endogenous divorce risk and investment
Grant, Andrew
;
Satchell, Stephen
- In:
Journal of population economics
32
(
2019
)
3
,
pp. 845-876
Persistent link: https://www.econbiz.de/10012052399
Saved in:
9
Risk discriminating portfolio optimization
Deshpande, Amit
;
Ertley, Brian
;
Lundin, Mark
;
Satchell, …
- In:
Quantitative finance
19
(
2019
)
2
,
pp. 177-185
Persistent link: https://www.econbiz.de/10012194647
Saved in:
10
Analysis of risk bounds in partially specified additive factor models
Rüschendorf, Ludger
- In:
Insurance / Mathematics & economics
86
(
2019
),
pp. 115-121
Persistent link: https://www.econbiz.de/10012058839
Saved in:
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