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subject:"Portfolio-Management"
subject:"United States"
~language:"afr"
~language:"eng"
~language:"nor"
~person:"Ang, Andrew"
~person:"Prigent, Jean-Luc"
~subject:"Volatilität"
~subject:"Wettbewerb"
~type:"article"
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Portfolio-Management
United States
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Wettbewerb
Theorie
49
Theory
49
Portfolio selection
30
Option pricing theory
6
Optionspreistheorie
6
Risikomanagement
6
Risk management
6
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5
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5
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5
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Entscheidung unter Unsicherheit
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Ang, Andrew
Prigent, Jean-Luc
Fabozzi, Frank J.
83
Gupta, Rangan
35
Heckman, James J.
31
Satchell, Stephen
31
Wong, Wing Keung
31
Bollerslev, Tim
30
Korn, Ralf
30
Jarrow, Robert A.
29
Lee, Cheng F.
29
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28
Schwartz, Eduardo S.
28
McAleer, Michael
27
Diebold, Francis X.
26
Račev, Svetlozar T.
26
Chavas, Jean-Paul
25
Li, Duan
25
Markowitz, Harry
25
Acemoglu, Daron
22
Caporale, Guglielmo Maria
22
Gil-Alaña, Luis A.
22
Gollier, Christian
22
Hall, Robert Ernest
22
Lo, Andrew W.
22
Madan, Dilip B.
22
Platen, Eckhard
22
Campbell, John Y.
21
Christiano, Lawrence J.
21
Engle, Robert F.
21
Ferson, Wayne E.
21
Glaeser, Edward L.
21
Härdle, Wolfgang
21
Lien, Da-hsiang Donald
21
Zagst, Rudi
21
Forsyth, Peter A.
20
Stein, Jeremy C.
20
Audretsch, David B.
19
Levy, Haim
19
Longstaff, Francis A.
19
Serletis, Apostolos
19
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Economic modelling
5
European journal of operational research : EJOR
3
Finance : revue de l'Association Française de Finance
3
International journal of business
3
The journal of finance : the journal of the American Finance Association
3
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2
Decision making and risk/return optimization in financial economics
1
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1
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1
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1
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Risk management decisions and wealth management in financial economics
1
The journal of asset management
1
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1
The journal of portfolio management : JPM
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ECONIS (ZBW)
34
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1
Net-zero investing for multi-asset portfolios seeking to satisfy Paris-aligned benchmark requirements with climate alpha signals
Hodges, Philip
;
Ren, He
;
Schwaiger, Katharina
;
Ang, Andrew
- In:
The journal of portfolio management : JPM
48
(
2022
)
4
,
pp. 33-58
Persistent link: https://www.econbiz.de/10013175500
Saved in:
2
Performance participation strategies : OBPP versus CPPP
Bertrand, Philippe
;
Prigent, Jean-Luc
- In:
Finance : revue de l'Association Française de Finance
43
(
2022
)
1
,
pp. 123-150
Persistent link: https://www.econbiz.de/10014252552
Saved in:
3
Portfolio performance attribution via Shapley value
Moehle, Nicholas
;
Boyd, Stephen P.
;
Ang, Andrew
- In:
Journal of investment management : JOIM
20
(
2022
)
3
,
pp. 33-52
Persistent link: https://www.econbiz.de/10013465394
Saved in:
4
Factors with style
Kimura, Keiko
;
Schwaiger, Katharina
;
Sharma, Deepika
; …
- In:
The journal of investing : JOI
30
(
2021
)
3
,
pp. 21-46
Persistent link: https://www.econbiz.de/10012503316
Saved in:
5
Factors and advisor portfolios
Lawler, Brian
;
Mossman, Brett
;
Nolan, Patrick
;
Ang, Andrew
- In:
The journal of wealth management
22
(
2020
)
4
,
pp. 37-61
Persistent link: https://www.econbiz.de/10012302826
Saved in:
6
Optimal portfolio positioning on multiple assets under ambiguity
Ben Ameur, Hachmi
;
Abbes, Mouna Boujelbène
;
Prigent, …
- In:
Computational economics
56
(
2020
)
1
,
pp. 21-57
Persistent link: https://www.econbiz.de/10012272015
Saved in:
7
Mixed-asset portfolio allocation under mean-reverting asset returns
Amédée-Manesme, Charles-Olivier
;
Barthélémy, Fabrice
; …
- In:
Decision making and risk/return optimization in …
,
(pp. 65-98)
.
2019
Persistent link: https://www.econbiz.de/10012127933
Saved in:
8
On the optimality of path-dependent structured funds : the cost of standardization
Bertrand, Philippe
;
Prigent, Jean-Luc
- In:
European journal of operational research : EJOR
277
(
2019
)
1
,
pp. 333-350
Persistent link: https://www.econbiz.de/10012015036
Saved in:
9
A diffusion model for long-term optimization in the presence of stochastic interest and inflation rates
Mkaouar, Farid
;
Prigent, Jean-Luc
;
Abid, Ilyes
- In:
Computational economics
54
(
2019
)
1
,
pp. 367-417
Persistent link: https://www.econbiz.de/10012134192
Saved in:
10
Factor risk premiums and invested capital : calculations with stochastic discount factors
Ang, Andrew
;
Hogan, Kedreth C.
;
Shores, Sara
- In:
The journal of asset management
19
(
2018
)
3
,
pp. 145-155
Persistent link: https://www.econbiz.de/10011847731
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