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subject:"Portfolio-Management"
subject:"United States"
~language:"afr"
~language:"eng"
~language:"nor"
~person:"Ang, Andrew"
~person:"Satchell, Stephen"
~subject:"Volatilität"
~subject:"Wettbewerb"
~type:"article"
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Portfolio-Management
United States
Volatilität
Wettbewerb
Theorie
98
Theory
98
Portfolio selection
32
Forecasting model
17
Prognoseverfahren
17
CAPM
13
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Ang, Andrew
Satchell, Stephen
Fabozzi, Frank J.
83
Gupta, Rangan
35
Heckman, James J.
31
Wong, Wing Keung
31
Bollerslev, Tim
30
Korn, Ralf
30
Jarrow, Robert A.
29
Lee, Cheng F.
29
Escobar, Marcos
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
Prigent, Jean-Luc
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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Advances in portfolio construction and implementation
3
The journal of finance : the journal of the American Finance Association
3
Forecasting volatility in the financial markets
2
Journal of banking & finance
2
Quantitative finance
2
The analytics of risk model validation
2
The journal of asset management
2
The journal of portfolio management : JPM
2
Applied mathematical finance
1
Asset and liability management tools
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Asymmetric dependence in finance : diversification, correlation and portfolio management in market downturns
1
Econometric reviews
1
European journal of operational research : EJOR
1
Financial analysts journal : FAJ
1
Forecasting expected returns in the financial markets
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of derivatives & hedge funds
1
Journal of economics and finance
1
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1
Journal of financial economics
1
Journal of investment management : JOIM
1
Journal of time series econometrics
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Optimizing optimization : the next generation of optimization applications and theory
1
Performance measurement in finance
1
Studies in economics and finance
1
The European journal of finance
1
The journal of asset management : a major new, international quarterly journal for the financial community
1
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1
The journal of investing : JOI
1
The journal of portfolio management : a publication of Institutional Investor
1
The journal of wealth management
1
The review of financial studies
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Value creation in multinational enterprise
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ECONIS (ZBW)
44
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44
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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
Conviction, diversification or something else : constructing optimal portfolios with additional attributes
Ahmed, Muhammad Farid
;
Satchell, Stephen
- In:
Studies in economics and finance
41
(
2024
)
4
,
pp. 923-938
Persistent link: https://www.econbiz.de/10015050109
Saved in:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
"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:
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