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type:"article"
~isPartOf:"Journal of banking & finance"
~person:"An, Yunbi"
~person:"Bertrand, Philippe"
~person:"Post, Thierry"
~subject:"Derivative"
~subject:"Theory"
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Search: subject_exact:"Portfolio performance"
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Portfolio selection
8
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3
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2
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An, Yunbi
Bertrand, Philippe
Post, Thierry
Branger, Nicole
5
Alexander, Gordon J.
3
Baptista, Alexandre M.
3
Fabozzi, Frank J.
3
Gouriéroux, Christian
3
Kwan, Clarence C. Y.
3
Munk, Claus
3
Nogales, Francisco J.
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2
Balbás de la Corte, Alejandro
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Cui, Xueting
2
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2
Dias, Alexandra
2
Elton, Edwin J.
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Escobar, Marcos
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Faff, Robert W.
2
Fooladi, Iraj J.
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Garcia, René
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Huang, Rachel J.
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Huisman, Ronald
2
Ibáñez, Alfredo
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Journal of banking & finance
Finance : revue de l'Association Française de Finance
4
Management science : journal of the Institute for Operations Research and the Management Sciences
4
International journal of business
3
Economic modelling
2
Decision making and risk/return optimization in financial economics
1
European journal of operational research : EJOR
1
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International review of financial analysis
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of management science and engineering
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Journal of mathematical finance
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OR spectrum : quantitative approaches in management
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The North American journal of economics and finance : a journal of financial economics studies
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The econometrics journal
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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
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:
3
Option-Based performance participation
Zagst, Rudi
;
Kraus, Julia
;
Bertrand, Philippe
- In:
Journal of banking & finance
105
(
2019
),
pp. 44-61
Persistent link: https://www.econbiz.de/10012163804
Saved in:
4
Dynamic portfolio optimization with ambiguity aversion
Zhang, Jinqing
;
Jin, Zeyu
;
An, Yunbi
- In:
Journal of banking & finance
79
(
2017
),
pp. 95-109
Persistent link: https://www.econbiz.de/10011815139
Saved in:
5
International portfolio selection with exchange rate risk : a behavioural portfolio theory perspective
Jiang, Chonghui
;
Ma, Yongkai
;
An, Yunbi
- In:
Journal of banking & finance
37
(
2013
)
2
,
pp. 648-659
Persistent link: https://www.econbiz.de/10009705608
Saved in:
6
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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