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type:"article"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Pacific-Basin finance journal"
~person:"Kang, Sang Hoon"
~person:"Korn, Ralf"
~person:"Post, Thierry"
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Search: subject_exact:"Portfolio performance"
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Portfolio selection
5
Portfolio-Management
5
Capital income
3
Kapitaleinkommen
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Theorie
3
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3
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2
Islam
2
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Kang, Sang Hoon
Korn, Ralf
Post, Thierry
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Narayan, Paresh Kumar
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Journal of banking & finance
Pacific-Basin finance journal
The North American journal of economics and finance : a journal of financial economics studies
8
International journal of theoretical and applied finance
7
Mathematical methods of operations research
5
Management science : journal of the Institute for Operations Research and the Management Sciences
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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International journal of theoretical and applied finance : IJTAF
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International review of economics & finance : IREF
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International review of financial analysis
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Journal of economics and finance
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Journal of international financial markets, institutions & money
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OR-Spektrum : quantitative approaches in management
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Operations research letters
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Review of finance : journal of the European Finance Association
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ECONIS (ZBW)
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1
Optimal portfolio choice for higher-order risk averters
Fang, Yi
;
Post, Thierry
- In:
Journal of banking & finance
137
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013460225
Saved in:
2
Do Islamic stocks outperform conventional stock sectors during normal and crisis periods? : extreme co-movements and portfolio management analysis
Al-Yahyaee, Khamis Hamed
;
Mensi, Walid
;
Ur Rehman, Mobeen
; …
- In:
Pacific-Basin finance journal
62
(
2020
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012491782
Saved in:
3
Do Islamic indices provide diversification to bitcoin? : a time-varying copulas and value at risk application
Ur Rehman, Mobeen
;
Asghar, Nadia
;
Kang, Sang Hoon
- In:
Pacific-Basin finance journal
61
(
2020
),
pp. 1-26
Persistent link: https://www.econbiz.de/10012494418
Saved in:
4
A concave security market line
De Giorgi, Enrico
;
Post, Thierry
;
Yalçın, Atakan
- In:
Journal of banking & finance
106
(
2019
),
pp. 65-81
Persistent link: https://www.econbiz.de/10012223950
Saved in:
5
Downside risk aversion, fixed-income exposure, and the value premium puzzle
Baltussen, Guido
;
Post, Thierry
;
Vliet, Willem Nicolaas van
- In:
Journal of banking & finance
36
(
2012
)
12
,
pp. 3382-3398
Persistent link: https://www.econbiz.de/10009660448
Saved in:
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