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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:"Mathematik"
~subject:"Theory"
~subject:"Wirtschaftspolitik"
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Portfolio-Management
USA
Mathematik
Theory
Wirtschaftspolitik
Theorie
193
Portfolio selection
56
Forecasting model
32
Prognoseverfahren
32
Estimation
21
Schätzung
21
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20
Share price
20
CAPM
19
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19
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Hildreth, William Bartley
Morgan, Mary S.
Satchell, Stephen
Ziemba, William T.
Acemoglu, Daron
513
Nijkamp, Peter
486
Güth, Werner
478
Stiglitz, Joseph E.
446
Pestieau, Pierre
425
Gersbach, Hans
397
Creedy, John
392
Pesaran, M. Hashem
387
Aizenman, Joshua
372
Helpman, Elhanan
354
Stark, Oded
351
Heckman, James J.
349
Snower, Dennis J.
341
Koskela, Erkki
338
Phillips, Peter C. B.
338
Svensson, Lars E. O.
328
Cremer, Helmuth
323
Kaplow, Louis
321
Woodford, Michael
318
Zenou, Yves
318
Thisse, Jacques-François
313
Frey, Bruno S.
308
Shavell, Steven
308
Batabyal, Amitrajeet A.
305
Konrad, Kai A.
300
Tirole, Jean
300
Broll, Udo
295
Artus, Patrick
293
Härdle, Wolfgang
289
Franses, Philip Hans
285
Buiter, Willem H.
282
Grossman, Gene M.
282
Lambertini, Luca
282
Devereux, Michael B.
267
Shleifer, Andrei
267
Aghion, Philippe
266
Glaeser, Edward L.
262
Brady, Michael Emmett
261
Marjit, Sugata
259
Ploeg, Frederick van der
258
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Linear factor models in finance
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Optimizing optimization : the next generation of optimization applications and theory
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Added value in financial institutions : risk or return?
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ECONIS (ZBW)
193
Showing
51
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60
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193
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51
Introduction: behavioral and evolutionary finance
Evstigneev, Igor V.
;
Schenk-Hoppé, Klaus Reiner
; …
- In:
Annals of finance
9
(
2013
)
2
,
pp. 115-119
Persistent link: https://www.econbiz.de/10009741201
Saved in:
52
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:
53
The impact of consumer confidence on expected utility maximization : a contribution to the equity premium puzzle literature
Merella, Vincenzo
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003266300
Saved in:
54
Editorial: A general theory of smoothing and anti-smoothing, converting true returns to reported returns
Satchell, Stephen
- In:
Journal of derivatives & hedge funds
18
(
2012
)
2
,
pp. 111-112
Persistent link: https://www.econbiz.de/10009541905
Saved in:
55
Finance managers' propensity to save
Hildreth, William Bartley
;
Yeager, Samuel J.
;
Miller, Gerald
- In:
Journal of public budgeting, accounting & financial …
24
(
2012
)
2
,
pp. 313-349
Persistent link: https://www.econbiz.de/10009675013
Saved in:
56
Defining single asset price momentum in terms of a stochastic process
Hong, KiHoon Jimmy
;
Satchell, Stephen
- In:
Theoretical economics letters
2
(
2012
)
3
,
pp. 274-277
Persistent link: https://www.econbiz.de/10009703166
Saved in:
57
The Kelly capital growth investment criterion : theory and practice
MacLean, Leonard C.
(
ed.
);
Thorp, Edward O.
(
ed.
); …
-
2012
Persistent link: https://www.econbiz.de/10012875498
Saved in:
58
Empirical bayes estimation with dynamic portfolio models
MacLean, Leonard C.
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002179116
Saved in:
59
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:
60
Mean-variance versus expected utility in dynamic investment analysis
MacLean, Leonard C.
;
Zhao, Yonggan
;
Ziemba, William T.
- In:
Computational Management Science : CMS
8
(
2011
)
1/2
,
pp. 3-22
Persistent link: https://www.econbiz.de/10008992080
Saved in:
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