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subject:"Wirtschaftswissenschaft"
type_genre:"Collection of articles written by one author"
~isPartOf:"Handbook of recent advances in commodity and financial modeling : quantitative methods in banking, finance, insurance, energy and commodity markets"
~isPartOf:"Multi-moment asset allocation and pricing models"
~subject:"Portfolio selection"
~type_genre:"Biografie"
~type_genre:"Book section"
~type_genre:"Sammelwerk"
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Wirtschaftswissenschaft
Portfolio selection
Theorie
14
Theory
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Portfolio-Management
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CAPM
5
Stochastic process
4
Stochastischer Prozess
4
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Collection of articles written by one author
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English
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Jurczenko, Emmanuel
3
Maillet, Bertrand
3
Athayde, Gustavo M. de
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Benazzoli, Chiara
1
Benincasa, Elena
1
Consigli, Giorgio
1
Desmoulins-Lebeault, François
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Di Persio, Luca
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Flôres Jr., Renato G.
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Hitaj, Asmerilda
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Kallio, Markku
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Koivu, Matti
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Landoni, Giacomo
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Malevergne, Yannick
1
Merlin, Paul
1
Moriggia, Vittorio
1
Petronio, Filomena
1
Sbuelz, Alessandro
1
Skoric, Mario
1
Sornette, Didier
1
Tria, Massimo di
1
Uristani, Angelo
1
Vitali, Sebastiano
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Wang, Rudan
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Zambruno, Giovanni
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Handbook of recent advances in commodity and financial modeling : quantitative methods in banking, finance, insurance, energy and commodity markets
Multi-moment asset allocation and pricing models
The Cambridge handbook of psychology and economic behaviour
20
Investment management and financial management
13
Is economics becoming a hard science? : [the book collects the contrib. to a conference "Is economics becoming a hard science?", which was held at the former Ecole Polytechnique in Paris on 29 - 30 Oct., 1992]
13
L'économie devient-elle une science dure?
13
Advances in economics and econometrics ; Vol. 1
12
Handbooks in economics
11
Valuation, financial modeling, and quantitative tools
11
Applied quantitative finance
10
Interest rate models, asset allocation and quantitative techniques for central banks and sovereign wealth funds
10
Optimizing optimization : the next generation of optimization applications and theory
10
The handbook of fixed income securities
9
An Elgar reference collection
8
Quantitative fund management
8
Recent economic thought series
8
The Sortino framework for constructing portfolios : focusing on desired target return to optimize upside potential relative to downside risk
8
Advanced bond portfolio management : best practices in modeling and strategies
7
Deductive irrationality : a commonsense critique of economic rationalism
7
Risk management for central bank foreign reserves
7
Advances in risk management
6
Financial modelling : recent research ; [selection of papers presented and discussed during the two Meetings held in 1992 of the EURO Working Group on Financial Modelling]
6
Financial modelling : with 74 tables : [a selection of the papers presented at the 24th Meeting of the Euro Working Group on Financial Modelling held in Valencia, Spain, on April 8 - 10, 1999]
6
Handbook of heavy tailed distributions in finance
6
Hedge funds : insights in performance measurement, risk analysis, and portfolio allocation
6
Journal of economic dynamics & control
6
Managerial multiple objective optimization
6
Multiple criteria decision making in finance, insurance and investment
6
Operations research proceedings 2005 : selected papers of the Annual International Conference of the German Operations Research Society (GOR), Bremen, September 7 - 9, 2005
6
Prace naukowe Akademii Ekonomicznej Imienia Oskara Langego we Wrocławiu
6
Projektportfolio-Management : strategisches und operatives Multi-Projektmanagement in der Praxis
6
Studia ekonomiczne : zeszyty naukowe Uniwersytetu Ekonomicznego w Katowicach
6
Advances of OR in commodities and financial modeling
5
Application of operations research to financial markets
5
Decision making and risk/return optimization in financial economics
5
Finance
5
Financial modelling : proceedings of the 23rd Meeting of the EURO Working Group
5
Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 2
5
Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 3
5
International series in operations research & management science
5
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1
Portfolio optimization using modified herfindahl constraint
Hitaj, Asmerilda
;
Zambruno, Giovanni
- In:
Handbook of recent advances in commodity and financial …
,
(pp. 211-239)
.
2018
Persistent link: https://www.econbiz.de/10011898640
Saved in:
2
Dynamic asset allocation with default and systemic risks
Sbuelz, Alessandro
- In:
Handbook of recent advances in commodity and financial …
,
(pp. 241-250)
.
2018
Persistent link: https://www.econbiz.de/10011898643
Saved in:
3
Optimal execution strategy in liquidity framework under exponential temporary market impact
Benazzoli, Chiara
;
Di Persio, Luca
- In:
Handbook of recent advances in commodity and financial …
,
(pp. 251-265)
.
2018
Persistent link: https://www.econbiz.de/10011898647
Saved in:
4
Optimal multistage defined-benefit pension fund management
Consigli, Giorgio
;
Moriggia, Vittorio
;
Benincasa, Elena
; …
- In:
Handbook of recent advances in commodity and financial …
,
(pp. 267-296)
.
2018
Persistent link: https://www.econbiz.de/10011898658
Saved in:
5
Currency hedging for a multi-national firm
Kallio, Markku
;
Koivu, Matti
;
Wang, Rudan
- In:
Handbook of recent advances in commodity and financial …
,
(pp. 297-320)
.
2018
Persistent link: https://www.econbiz.de/10011898659
Saved in:
6
Theoretical foundations of asset allocation and pricing models with higher-order moments
Jurczenko, Emmanuel
;
Maillet, Bertrand
- In:
Multi-moment asset allocation and pricing models
,
(pp. 1-36)
.
2006
Persistent link: https://www.econbiz.de/10003477390
Saved in:
7
On certain geometric aspects of portfolio otimisation with higher moments
Athayde, Gustavo M. de
;
Flôres Jr., Renato G.
- In:
Multi-moment asset allocation and pricing models
,
(pp. 37-50)
.
2006
Persistent link: https://www.econbiz.de/10003477391
Saved in:
8
Hedge fund portfolio selection with higher-order moments : a nonparametric mean-variance-skewness-kurtosis efficient frontier
Jurczenko, Emmanuel
;
Maillet, Bertrand
;
Merlin, Paul
- In:
Multi-moment asset allocation and pricing models
,
(pp. 51-66)
.
2006
Persistent link: https://www.econbiz.de/10003477397
Saved in:
9
Gram-Charlier expansions and portfolio selection in non-Gaussian universes
Desmoulins-Lebeault, François
- In:
Multi-moment asset allocation and pricing models
,
(pp. 79-112)
.
2006
Persistent link: https://www.econbiz.de/10003477402
Saved in:
10
The four-moment capital asset pricing model : between asset pricing and asset allocation
Jurczenko, Emmanuel
;
Maillet, Bertrand
- In:
Multi-moment asset allocation and pricing models
,
(pp. 113-163)
.
2006
Persistent link: https://www.econbiz.de/10003477404
Saved in:
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