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subject:"Portfolio selection"
type_genre:"Sammelwerk"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~person:"Cai, Yongyang"
~person:"Wang, Jiang"
~subject:"Wirkungsanalyse"
~type_genre:"Graue Literatur"
~type_genre:"Handbook"
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Portfolio selection
Wirkungsanalyse
Theorie
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Theory
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Portfolio-Management
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Dynamic programming
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Dynamische Optimierung
4
USA
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United States
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CAPM
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Handelsvolumen der Börse
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Liquidity
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Trading volume
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Transaction costs
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Allgemeines Gleichgewicht
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Asymmetric information
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Unvollkommener Markt
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Analysis
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Cai, Yongyang
Wang, Jiang
Campbell, John Y.
7
Viceira, Luis M.
7
Heckman, James J.
6
Aizenman, Joshua
5
Ang, Andrew
5
Brandt, Michael W.
5
Cochrane, John H.
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Cooper, Russell W.
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Mitchell, Olivia S.
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Nieuwerburgh, Stijn van
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4
Maurer, Raimond
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Pástor, Ľuboš
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Santa-Clara, Pedro
4
Aït-Sahalia, Yacine
3
Barberis, Nicholas
3
Berk, Jonathan B.
3
Fullerton, Don
3
Goulder, Lawrence H.
3
Kehoe, Patrick J.
3
Kotlikoff, Laurence J.
3
Leeper, Eric M.
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Lo, Andrew W.
3
Lustig, Hanno
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Mulligan, Casey B.
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Poterba, James M.
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Shleifer, Andrei
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Smetters, Kent A.
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Stambaugh, Robert F.
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Velasco, Andrés
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Veldkamp, Laura
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Williams, Roberton C.
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Abel, Andrew B.
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Allcott, Hunt
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Bacchetta, Philippe
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Bekaert, Geert
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Numerical solution of dynamic portfolio optimization with transaction costs
Cai, Yongyang
;
Judd, Kenneth L.
;
Xu, Rong
-
2013
Persistent link: https://www.econbiz.de/10009711772
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2
Continuous-time methods for integrated assessment models
Cai, Yongyang
;
Judd, Kenneth L.
;
Lontzek, Thomas
-
2012
Persistent link: https://www.econbiz.de/10009628119
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3
Evaluating portfolio policies : a duality approach
Haugh, Martin B.
;
Kogan, Leonid
;
Wang, Jiang
-
2003
Persistent link: https://www.econbiz.de/10001775740
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4
How to tell if a money manager knows more?
Iskoz, Sergey
;
Wang, Jiang
-
2003
Persistent link: https://www.econbiz.de/10001768139
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5
Trading volume : implications of an intertemporal capital asset pricing model
Lo, Andrew W.
;
Wang, Jiang
-
2001
Persistent link: https://www.econbiz.de/10001627285
Saved in:
6
Trading volume : definitions, data analysis, and implications of portfolio theory
Lo, Andrew W.
;
Wang, Jiang
-
2000
Persistent link: https://www.econbiz.de/10001468727
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