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subject:"Portfolio selection"
type_genre:"Sammelwerk"
~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"Journal of banking & finance"
~person:"Altig, David"
~person:"Okunev, John"
~person:"Palczewski, Jan"
~person:"Satchell, Stephen"
~source:"econis"
~subject:"Derivat"
~subject:"Dynamic portfolio decision"
~subject:"Econometric model"
~subject:"Financial economics"
~subject:"Monetary policy"
~subject:"Risikoprämie"
~subject:"Schätzung"
~type:"article"
~type_genre:"Article in journal"
~type_genre:"Aufsatzsammlung"
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Portfolio selection
Derivat
Dynamic portfolio decision
Econometric model
Financial economics
Monetary policy
Risikoprämie
Schätzung
Theorie
11
Theory
11
Portfolio-Management
6
CAPM
3
Estimation
3
Börsenkurs
2
Capital income
2
Dividend
2
Dividende
2
Führungskräfte
2
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2
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1871-1986
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Derivative
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Deviation measures
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Dynamic programming
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Dynamische Optimierung
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Estimation theory
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1
Financial investment
1
Gewinn
1
Hedge fund
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Hedge funds
1
Hedgefonds
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9
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Altig, David
Okunev, John
Palczewski, Jan
Satchell, Stephen
Liesiö, Juuso
9
Lioui, Abraham
8
Li, Duan
7
Branger, Nicole
6
Fabozzi, Frank J.
6
Poncet, Patrice
6
Salo, Ahti A.
6
Levy, Moshe
5
Steuer, Ralph E.
5
Balbás de la Corte, Alejandro
4
Brandtner, Mario
4
Grechuk, Bogdan
4
Kumbhakar, Subal
4
Levy, Haim
4
Uhrig-Homburg, Marliese
4
Utz, Sebastian
4
Wimmer, Maximilian
4
Zhu, Shushang
4
Baptista, Alexandre M.
3
Clare, Andrew D.
3
Elton, Edwin J.
3
Faff, Robert W.
3
Gao, Jianjun
3
Gouriéroux, Christian
3
Gruber, Martin Jay
3
Guidolin, Massimo
3
Kerstens, Kristiaan
3
Kim, Woo Chang
3
Klein, Peter
3
Kraft, Holger
3
Kwan, Clarence C. Y.
3
Mahayni, Antje
3
Mavrotas, George
3
Monfort, Alain
3
Moreno, Manuel
3
Mulvey, John M.
3
Munk, Claus
3
Nogales, Francisco J.
3
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European journal of operational research : EJOR
Journal of banking & finance
Journal of economic dynamics & control
2
Quantitative finance
2
The European journal of finance
2
The journal of futures markets
2
Advances in futures and options research : a research annual
1
Applied financial economics
1
Applied mathematical finance
1
Business economics : the journal of the National Association for Business Economists
1
Economic review
1
Financial analysts journal : FAJ
1
International journal of finance & economics : IJFE
1
Journal of economics and finance
1
Journal of international money and finance
1
Journal of mathematical economics
1
Journal of money, credit and banking : JMCB
1
Journal of time series econometrics
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Price stability : a conference sponsored by the Federal Reserve Bank of Cleveland, November 8 - 10, 1990
1
Real estate economics : journal of the American Real Estate and Urban Economics Association
1
The economic journal : the journal of the Royal Economic Society
1
The journal of asset management
1
The journal of asset management : a major new, international quarterly journal for the financial community
1
The journal of business : B
1
The journal of portfolio management : JPM
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ECONIS (ZBW)
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1
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:
2
Black-Litterman model for continuous distributions
Palczewski, Andrzej
;
Palczewski, Jan
- In:
European journal of operational research : EJOR
273
(
2019
)
2
,
pp. 708-720
Persistent link: https://www.econbiz.de/10011987580
Saved in:
3
Dynamic portfolio optimization with transaction costs and state-dependent drift
Palczewski, Jan
;
Poulsen, Rolf
;
Schenk-Hoppé, Klaus Reiner
- In:
European journal of operational research : EJOR
243
(
2015
)
3
,
pp. 921-931
Persistent link: https://www.econbiz.de/10010513816
Saved in:
4
Investment strategies and compensation of mean-variance optimizing fund manager
Aivaliotis, Georgios
;
Palczewski, Jan
- In:
European journal of operational research : EJOR
234
(
2014
)
2
,
pp. 561-570
Persistent link: https://www.econbiz.de/10010358401
Saved in:
5
Large deviations theorems for optimal investment problems with large portfolios
Chu, Ba
;
Knight, John L.
;
Satchell, Stephen
- In:
European journal of operational research : EJOR
211
(
2011
)
3
,
pp. 533-555
Persistent link: https://www.econbiz.de/10008933377
Saved in:
6
Market risk and the concepts of fundamental volatility : measuring volatility across asset and derivative markets and testing for the impact of derivatives markets on financial mar...
Hwang, Soosung
;
Satchell, Stephen
- In:
Journal of banking & finance
24
(
2000
)
5
,
pp. 759-785
Persistent link: https://www.econbiz.de/10001467848
Saved in:
7
Some further theoretical and empirical implications regarding the relationship between earnings, dividends and stock prices
Chiang, Raymond
- In:
Journal of banking & finance
21
(
1997
)
1
,
pp. 17-35
Persistent link: https://www.econbiz.de/10001213058
Saved in:
8
Modelling mean reversion of asset prices towards their fundamental value
Chiang, Raymond
- In:
Journal of banking & finance
19
(
1995
)
8
,
pp. 1327-1340
Persistent link: https://www.econbiz.de/10001191467
Saved in:
9
A note on an interest rate immunization strategy
Okunev, John
- In:
Journal of banking & finance
16
(
1992
)
4
,
pp. 791-797
Persistent link: https://www.econbiz.de/10001126190
Saved in:
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