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subject:"Portfolio-Management"
subject:"USA"
~person:"Hildreth, William Bartley"
~person:"Morgan, Mary S."
~person:"Satchell, Stephen"
~person:"Ziemba, William T."
~subject:"Expected utility"
~subject:"Portfolio selection"
~subject:"Volatility"
~subject:"Volatilität"
~subject:"Welt"
~subject:"Wirtschaftspolitik"
~type_genre:"Aufsatzsammlung"
~type_genre:"Graue Literatur"
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Portfolio-Management
USA
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6
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Hildreth, William Bartley
Morgan, Mary S.
Satchell, Stephen
Ziemba, William T.
Acemoglu, Daron
49
Diebold, Francis X.
48
Heckman, James J.
44
Härdle, Wolfgang
41
Caporale, Guglielmo Maria
39
Lucas, André
39
Artus, Patrick
37
Pesaran, M. Hashem
37
Platen, Eckhard
37
Koopman, Siem Jan
36
Timmermann, Allan
33
Bollerslev, Tim
32
Caballero, Ricardo J.
32
Kilian, Lutz
32
Pástor, Ľuboš
32
Gil-Alaña, Luis A.
31
Hautsch, Nikolaus
31
Uppal, Raman
31
Stambaugh, Robert F.
30
Campbell, John Y.
29
Glaeser, Edward L.
28
Lux, Thomas
28
Fernández-Villaverde, Jesús
27
Greenwood, Jeremy
27
McAleer, Michael
27
Chiarella, Carl
26
Christiano, Lawrence J.
26
Kehoe, Patrick J.
26
Krueger, Dirk
26
Veldkamp, Laura
26
Engle, Robert F.
25
Gollier, Christian
25
Grant, Simon
25
Eichberger, Jürgen
24
Keuschnigg, Christian
24
Marcellino, Massimiliano
24
Vries, Casper G. de
24
Andersen, Torben
23
Maurer, Raimond
23
Perri, Fabrizio
23
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ECONIS (ZBW)
20
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1
Modelling demand for ESG
Ahmed, Muhammad Farid
;
Gao, Yang
;
Satchell, Stephen
-
2020
-
This version: 05/10/2020
Persistent link: https://www.econbiz.de/10013206103
Saved in:
2
Using a mean changing stochastic processes exit-entry model for stock market long-short prediction
Lleo, Sébastien
;
Zhitlukhin, M. V.
;
Ziemba, William T.
-
2021
Persistent link: https://www.econbiz.de/10012520206
Saved in:
3
Estimating consumption plans for recursive utility by maximum entropy methods
Satchell, Stephen
;
Thorp, Susan
;
Williams, Oliver
-
2012
Persistent link: https://www.econbiz.de/10009564475
Saved in:
4
Asset management with price impact and fair treatment of clients
Jezek, Michal
;
Satchell, Stephen
-
2010
Persistent link: https://www.econbiz.de/10003981040
Saved in:
5
Exact properties of measures of optimal investment for institutional investors
Knight, John L.
(
contributor
);
Satchell, Stephen
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003154239
Saved in:
6
Generalised mean-variance analysis and robust portfolio diversification
Wright, Stephen M.
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001644792
Saved in:
7
Bernstein approximations to the copula function and portfolio optimization
Sancetta, Alessio
;
Satchell, Stephen
-
2001
Persistent link: https://www.econbiz.de/10001592277
Saved in:
8
The analytics of risk model validation
Christodoulakis, George A.
(
ed.
); …
-
2008
-
1. ed.
Persistent link: https://www.econbiz.de/10003587442
Saved in:
9
Testing for infinite order stochastic dominance with applications to finance, risk and income inequality
Knight, John B.
;
Satchell, Stephen
-
1999
Persistent link: https://www.econbiz.de/10001407264
Saved in:
10
Forecasting volatility in the financial markets
Knight, John L.
(
contributor
);
Satchell, Stephen
(
contributor
)
-
2007
-
3. ed.
Persistent link: https://www.econbiz.de/10003556404
Saved in:
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