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subject:"Portfolio selection"
type_genre:"Sammelwerk"
~person:"Altig, David"
~person:"Satchell, Stephen"
~subject:"Econometric model"
~subject:"Financial economics"
~subject:"Monetary policy"
~type_genre:"Article in journal"
~type_genre:"Aufsatzsammlung"
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Portfolio selection
Econometric model
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Monetary policy
Theorie
76
Theory
76
Portfolio-Management
15
Forecasting model
14
Prognoseverfahren
14
CAPM
10
Capital income
9
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9
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9
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USA
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5
Expected utility
5
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Share price
5
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Mathematische Optimierung
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3
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Aufsatzsammlung
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8
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English
22
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1
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Altig, David
Satchell, Stephen
Fabozzi, Frank J.
61
Woodford, Michael
40
Svensson, Lars E. O.
30
Korn, Ralf
29
Devereux, Michael B.
27
Escobar, Marcos
26
Di Bartolomeo, Giovanni
25
Li, Duan
25
Wong, Wing Keung
25
McCallum, Bennett T.
24
Waller, Christopher
23
Hughes Hallett, Andrew
22
Jarrow, Robert A.
22
Markowitz, Harry
21
Zagst, Rudi
21
Goodhart, Charles A. E.
20
Prigent, Jean-Luc
20
Tirelli, Patrizio
20
Uribe, Martín
20
VanHoose, David D.
20
Walsh, Carl E.
20
Belke, Ansgar
19
Bullard, James Brian
19
Taylor, John B.
19
Hefeker, Carsten
18
Ireland, Peter N.
18
Lai, Ching-chong
18
Leeper, Eric M.
18
Forsyth, Peter A.
17
Lawler, Phillip
17
Levine, Paul
17
Levy, Haim
17
Platen, Eckhard
17
Schmitt-Grohé, Stephanie
17
Sutherland, Alan
17
Wang, Ruodu
17
Wong, Hoi Ying
17
Arestis, Philip
16
Christiano, Lawrence J.
16
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Quantitative finance series
4
Quantitative finance
2
Applied mathematical finance
1
Business economics : the journal of the National Association for Business Economists
1
Butterworth-Heinemann finance
1
Economic review
1
Elsevier finance
1
European journal of operational research : EJOR
1
Financial analysts journal : FAJ
1
Journal of banking & finance
1
Journal of money, credit and banking : JMCB
1
Journal of time series econometrics
1
Price stability : a conference sponsored by the Federal Reserve Bank of Cleveland, November 8 - 10, 1990
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)
23
Showing
1
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10
of
23
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date (oldest first)
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
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:
3
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:
4
"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:
5
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:
6
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:
7
A new twist on an old framework: bounded price-level targeting
Altig, David
- In:
Business economics : the journal of the National …
53
(
2018
)
3
,
pp. 156-162
Persistent link: https://www.econbiz.de/10012253274
Saved in:
8
Modeling style rotation : switching and re-switching
Golosov, Edward
;
Satchell, Stephen
- In:
Journal of time series econometrics
6
(
2014
)
2
,
pp. 103-128
Persistent link: https://www.econbiz.de/10010401130
Saved in:
9
The anatomy of portfolio skewness and kurtosis
Hall, Anthony D.
;
Satchell, Stephen
- In:
The journal of asset management
14
(
2013
)
4
,
pp. 228-235
Persistent link: https://www.econbiz.de/10010237899
Saved in:
10
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:
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