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type:"article"
~isPartOf:"Journal of banking & finance"
~person:"Bertrand, Philippe"
~person:"Gruber, Martin Jay"
~person:"Post, Thierry"
~subject:"Derivative"
~subject:"Theory"
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Portfolio selection
7
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Bertrand, Philippe
Gruber, Martin Jay
Post, Thierry
Branger, Nicole
5
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3
Baptista, Alexandre M.
3
Fabozzi, Frank J.
3
Gouriéroux, Christian
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Kwan, Clarence C. Y.
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Journal of banking & finance
Management science : journal of the Institute for Operations Research and the Management Sciences
5
Finance : revue de l'Association Française de Finance
4
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3
Journal of financial and quantitative analysis : JFQA
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Decision making and risk/return optimization in financial economics
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ECONIS (ZBW)
6
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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
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:
5
Modern portfolio theory, 1950 to date
Elton, Edwin J.
- In:
Journal of banking & finance
21
(
1997
)
11
,
pp. 1743-1759
Persistent link: https://www.econbiz.de/10001236720
Saved in:
6
Optimal investment strategies with investor liabilities
Elton, Edwin J.
- In:
Journal of banking & finance
16
(
1992
)
5
,
pp. 869-890
Persistent link: https://www.econbiz.de/10001130590
Saved in:
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