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subject:"United States"
~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~person:"Campbell, John Y."
~person:"Huang, Chi-fu"
~person:"Post, Thierry"
~subject:"Portfolio-Management"
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United States
Portfolio-Management
Theorie
9
Theory
9
Portfolio selection
8
stochastic dominance
4
Consumption theory
3
Konsumtheorie
3
Mathematical programming
3
Mathematische Optimierung
3
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asset pricing
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English
8
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Campbell, John Y.
Huang, Chi-fu
Post, Thierry
Dai, Min
6
Lioui, Abraham
5
Munk, Claus
5
Giesecke, Kay
4
Lillo, Fabrizio
4
Branger, Nicole
3
Cvitanić, Jakša
3
Ireland, Peter N.
3
Kraft, Holger
3
Levy, Haim
3
Li, Duan
3
Li, Kai
3
Rustem, Berç
3
Sethi, Suresh P.
3
Tsoukalas, Gerry
3
Zenios, Stauros Andrea
3
Ziemba, William T.
3
Alexander, Gordon J.
2
Asparouhova, Elena
2
Baptista, Alexandre M.
2
Barber, Brad M.
2
Canova, Fabio
2
Chacko, George
2
Cong, F.
2
Cox, John Carrington
2
Dimmock, Stephen G.
2
Duffie, Darrell
2
Farmer, J. Doyne
2
Gallegati, Mauro
2
He, Xue-zhong
2
Heer, Burkhard
2
Hindy, Ayman
2
Honda, Toshiki
2
Huang, Rachel J.
2
Jin, Xing
2
Kim, Baeho
2
Konno, Hiroshi
2
Kopa, Miloš
2
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Journal of economic dynamics & control
Management science : journal of the Institute for Operations Research and the Management Sciences
Working paper / National Bureau of Economic Research, Inc.
11
Discussion paper series / Harvard Institute of Economic Research
6
ERIM report series research in management
4
Journal of political economy
4
NBER working paper series
4
The review of financial studies
4
Discussion paper / Centre for Economic Policy Research
3
Journal of banking & finance
3
NBER Working Paper
3
Discussion paper / Tinbergen Institute
2
IFA working paper
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of economic theory
2
Journal of financial economics
2
Discussion paper / Department of Business and Management Science
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
European finance review : the official journal of the European Finance Association
1
Finance and stochastics
1
Financial markets and asset pricing
1
Journal of econometrics
1
Journal of empirical finance
1
Journal of financial and quantitative analysis : JFQA
1
Journal of money, credit and banking : JMCB
1
Koç University - TÜSİAD Economic Research Forum working paper series
1
NBER reporter online
1
OR spectrum : quantitative approaches in management
1
Report / Erasmus Center for Financial Research, Erasmus University
1
Research paper / Federal Reserve Bank of New York
1
Research paper / International Center for Financial Asset Management and Engineering
1
Risk aspects of investment-based social security reform
1
Swedish economic policy review
1
The American economic review
1
The Oxford handbook of pensions and retirement income
1
The econometrics journal
1
The economic journal : the journal of the Royal Economic Society
1
The journal of economic perspectives : EP ; a journal of the American Economic Association
1
The journal of finance : the journal of the American Finance Association
1
The quarterly journal of economics
1
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ECONIS (ZBW)
8
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1
Stochastic bounds for reference sets in portfolio analysis
Arvanitis, Stelios
;
Post, Thierry
;
Topaloglou, Nikolas
- In:
Management science : journal of the Institute for …
67
(
2021
)
12
,
pp. 7737-7754
Persistent link: https://www.econbiz.de/10012815733
Saved in:
2
Portfolio analysis using stochastic dominance, relative entropy, and empirical likelihood
Post, Thierry
;
Potì, Valerio
- In:
Management science : journal of the Institute for …
63
(
2017
)
1
,
pp. 153-165
Persistent link: https://www.econbiz.de/10011646360
Saved in:
3
Portfolio choice based on third-degree stochastic dominance
Post, Thierry
;
Kopa, Miloš
- In:
Management science : journal of the Institute for …
63
(
2017
)
10
,
pp. 3381-3392
Persistent link: https://www.econbiz.de/10011760503
Saved in:
4
Linear tests for decreasing absolute risk aversion stochastic dominance
Post, Thierry
;
Fang, Yi
;
Kopa, Miloš
- In:
Management science : journal of the Institute for …
61
(
2015
)
7
,
pp. 1615-1629
Persistent link: https://www.econbiz.de/10011304114
Saved in:
5
Strategic asset allocation in a continuous-time VAR model
Campbell, John Y.
;
Chacko, George
;
Rodriguez, Jorge
; …
- In:
Journal of economic dynamics & control
28
(
2004
)
11
,
pp. 2195-2214
Persistent link: https://www.econbiz.de/10002171788
Saved in:
6
Optimal consumption and portfolio rules with durability and habit formation
Hindy, Ayman
- In:
Journal of economic dynamics & control
21
(
1997
)
2
,
pp. 525-550
Persistent link: https://www.econbiz.de/10001215799
Saved in:
7
Numerical analysis of a free-boundary singular control problem in financial economics
Hindy, Ayman
- In:
Journal of economic dynamics & control
21
(
1997
)
2
,
pp. 297-327
Persistent link: https://www.econbiz.de/10001215827
Saved in:
8
A continuous-time portfolio turnpike theorem
Cox, John Carrington
- In:
Journal of economic dynamics & control
16
(
1992
)
3
,
pp. 491-507
Persistent link: https://www.econbiz.de/10001130455
Saved in:
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