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subject:"Portfolio-Management"
subject:"United States"
~isPartOf:"International journal of production economics"
~isPartOf:"Journal of economic theory"
~isPartOf:"NBER Working Paper"
~isPartOf:"Operations research"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~person:"Liu, Jun"
~person:"Pedersen, Lasse Heje"
~subject:"Mathematische Optimierung"
~subject:"Risiko"
~type_genre:"Article in journal"
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Portfolio-Management
United States
Mathematische Optimierung
Risiko
Theorie
8
Theory
8
Portfolio selection
5
Capital income
4
Kapitaleinkommen
4
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2
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2
Cash Flow
2
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Securities trading
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Diskontierung
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Dynamic programming
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Dynamische Optimierung
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Liu, Jun
Pedersen, Lasse Heje
Bertsimas, Dimitris
11
Wiesemann, Wolfram
9
Grubbström, Robert W.
7
Brown, David B.
6
Chen, Xin
6
Dolgui, Alexandre
6
Ferson, Wayne E.
6
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5
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5
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5
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5
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5
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5
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4
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4
Atamtürk, Alper
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4
Brennan, Michael J.
4
Chew, Soo-Hong
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Delage, Erick
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Dey, Santanu S.
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Garleanu, Nicolae
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Haijema, René
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Huh, Woonghee Tim
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Natarajan, Karthik
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O'Hara, Maureen
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Pástor, Ľuboš
4
Rusmevichientong, Paat
4
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International journal of production economics
Journal of economic theory
NBER Working Paper
Operations research
The journal of finance : the journal of the American Finance Association
Journal of financial economics
6
The review of financial studies
4
Financial analysts' journal : FAJ
2
Financial analysts journal : FAJ
1
Information technology and management
1
Review of asset pricing studies : RAPS
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The American economic review
1
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ECONIS (ZBW)
6
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1
Extrapolative asset pricing
Li, Kai
;
Liu, Jun
- In:
Journal of economic theory
210
(
2023
),
pp. 1-47
Persistent link: https://www.econbiz.de/10014422547
Saved in:
2
Optimal dynamic momentum strategies
Li, Kai
;
Liu, Jun
- In:
Operations research
70
(
2022
)
4
,
pp. 2054-2068
Persistent link: https://www.econbiz.de/10013366412
Saved in:
3
Portfolio concentration, portfolio inertia, and ambiguous correlation
Jiang, Julia
;
Liu, Jun
;
Tian, Weidong
;
Zeng, Xudong
- In:
Journal of economic theory
203
(
2022
),
pp. 1-34
Persistent link: https://www.econbiz.de/10013374964
Saved in:
4
Dynamic portfolio choice with frictions
Garleanu, Nicolae
;
Pedersen, Lasse Heje
- In:
Journal of economic theory
165
(
2016
),
pp. 487-516
Persistent link: https://www.econbiz.de/10011650142
Saved in:
5
Dynamic trading with predictable returns and transaction costs
Garleanu, Nicolae
;
Pedersen, Lasse Heje
- In:
The journal of finance : the journal of the American …
68
(
2013
)
6
,
pp. 2309-2340
Persistent link: https://www.econbiz.de/10010237385
Saved in:
6
How to discount cashflows with time-varying expected returns
Ang, Andrew
;
Liu, Jun
- In:
The journal of finance : the journal of the American …
59
(
2004
)
6
,
pp. 2745-2784
Persistent link: https://www.econbiz.de/10002503562
Saved in:
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