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subject:"Portfolio selection"
subject:"Risiko"
~person:"Maurer, Raimond"
~person:"Satchell, Stephen"
~person:"Viceira, Luis M."
~type:"article"
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Portfolio selection
Risiko
Theorie
122
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122
Portfolio-Management
49
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17
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17
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Maurer, Raimond
Satchell, Stephen
Viceira, Luis M.
Fabozzi, Frank J.
71
Gollier, Christian
44
Eeckhoudt, Louis R.
39
Korn, Ralf
30
Markowitz, Harry
29
Wong, Wing Keung
29
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28
Li, Duan
25
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23
Račev, Svetlozar T.
22
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21
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20
Siu, Tak Kuen
20
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19
Denuit, Michel
18
Forsyth, Peter A.
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Wong, Hoi Ying
18
Chavas, Jean-Paul
17
Chen, Zhiping
17
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Kit, Pong Wong
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Post, Thierry
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Sass, Jörn
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15
Li, Zhongfei
15
Lioui, Abraham
15
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Advances in portfolio construction and implementation
3
Investmentmodelle für das Asset-liability-Modelling von Versicherungsunternehmen : Abschlussbericht der Themenfeldgruppe Investmentmodelle
3
Journal of banking & finance
3
Finanzmarkt und Portfolio-Management
2
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2
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2
Schmalenbachs Zeitschrift für betriebswirtschaftliche Forschung : ZfbF
2
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2
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Asymmetric dependence in finance : diversification, correlation and portfolio management in market downturns
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OR spectrum : quantitative approaches in management
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Optimizing optimization : the next generation of optimization applications and theory
1
Performance measurement in finance
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Reshaping retirement security : lessons from the global financial crisis
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The European journal of finance
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The journal of asset management : a major new, international quarterly journal for the financial community
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ECONIS (ZBW)
57
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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
The most entropic canonical copula with an application to "style" investment
Chu, Ba
;
Satchell, Stephen
- In:
Asymmetric dependence in finance : diversification, …
,
(pp. 221-262)
.
2018
Persistent link: https://www.econbiz.de/10011978516
Saved in:
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