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subject:"Portfolio-Management"
type_genre:"Sammlung"
~isPartOf:"European journal of operational research : EJOR"
~person:"Kraft, Holger"
~person:"Levy, Haim"
~person:"Lioui, Abraham"
~type_genre:"Aufsatz in Zeitschrift"
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Portfolio-Management
Portfolio selection
7
Theorie
7
Theory
7
Dynamic programming
2
Dynamische Optimierung
2
Finance
2
Hedging
2
Mathematical programming
2
Mathematische Optimierung
2
Benchmarking
1
CAPM
1
Capital income
1
Dynamic asset allocation
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Dynamic portfolio decision
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Existence and uniqueness
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Financial market
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Finanzmarkt
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Forecasting model
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Inter-temporal hedging
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Intertemporal hedging
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Kapitaleinkommen
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Long horizon predictability
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Mean variance
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Mean-variance analysis
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Money demand
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Portfolio choice
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Portfolio constraints
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Portfolio optimization
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Portfolio theory
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Predictive regression
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Prognoseverfahren
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Recursive utility
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Risikoaversion
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Term structure of interest rates
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Kraft, Holger
Levy, Haim
Lioui, Abraham
Liesiö, Juuso
9
Li, Duan
6
Salo, Ahti A.
6
Steuer, Ralph E.
5
Grechuk, Bogdan
4
Utz, Sebastian
4
Gao, Jianjun
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Kerstens, Kristiaan
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Prigent, Jean-Luc
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Rustem, Berç
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3
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Van de Woestyne, Ignace
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Zabarankin, Michael
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Zopounidis, Constantin
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Balbás de la Corte, Alejandro
2
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2
Fabozzi, Frank J.
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Fliege, Jörg
2
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2
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2
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European journal of operational research : EJOR
Journal of economic dynamics & control
8
Journal of banking & finance
3
Management science : journal of the Institute for Operations Research and the Management Sciences
3
The journal of futures markets
3
International journal of theoretical and applied finance
2
Mathematical methods of operations research
2
The review of financial studies
2
Advances in futures and options research : a research annual
1
Applied mathematical finance
1
Finance and stochastics
1
Financial analysts' journal : FAJ
1
Journal of energy finance & development
1
Journal of financial and quantitative analysis : JFQA
1
Journal of financial economics
1
Journal of risk and financial management : JRFM
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Special issue on insurance and financial risk management
1
The European journal of finance
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The Geneva papers on risk and insurance theory
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ECONIS (ZBW)
7
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1
Pandemic portfolio choice
Kraft, Holger
;
Weiss, Farina
- In:
European journal of operational research : EJOR
305
(
2023
)
1
,
pp. 451-462
Persistent link: https://www.econbiz.de/10013479223
Saved in:
2
Long horizon predictability : an asset allocation perspective
Lioui, Abraham
;
Poncet, Patrice
- In:
European journal of operational research : EJOR
278
(
2019
)
3
,
pp. 961-975
Persistent link: https://www.econbiz.de/10012102524
Saved in:
3
Macroeconomic environment, money demand and portfolio choice
Lioui, Abraham
;
Tarelli, Andrea
- In:
European journal of operational research : EJOR
274
(
2019
)
1
,
pp. 357-374
Persistent link: https://www.econbiz.de/10011990075
Saved in:
4
Understanding dynamic mean variance asset allocation
Lioui, Abraham
;
Poncet, Patrice
- In:
European journal of operational research : EJOR
254
(
2016
)
1
,
pp. 320-337
Persistent link: https://www.econbiz.de/10011503312
Saved in:
5
The benefits of differential variance-based constraints in portfolio optimization
Levy, Haim
;
Levy, Moshe
- In:
European journal of operational research : EJOR
234
(
2014
)
2
,
pp. 372-381
Persistent link: https://www.econbiz.de/10010356754
Saved in:
6
A dynamic programming approach to constrained portfolios
Kraft, Holger
;
Steffensen, Mogens
- In:
European journal of operational research : EJOR
229
(
2013
)
2
,
pp. 453-461
Persistent link: https://www.econbiz.de/10009757976
Saved in:
7
Optimal benchmarking for active portfolio managers
Lioui, Abraham
;
Poncet, Patrice
- In:
European journal of operational research : EJOR
226
(
2013
)
2
,
pp. 268-276
Persistent link: https://www.econbiz.de/10009718922
Saved in:
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