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type:"article"
~person:"Bertrand, Philippe"
~person:"Maurer, Raimond"
~person:"Post, Thierry"
~subject:"Derivative"
~subject:"Theory"
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Search: subject_exact:"Portfolio performance"
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76
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Bertrand, Philippe
Maurer, Raimond
Post, Thierry
Fabozzi, Frank J.
71
Korn, Ralf
30
Escobar, Marcos
27
Markowitz, Harry
27
Li, Duan
25
Wong, Wing Keung
25
Zagst, Rudi
24
Platen, Eckhard
22
Prigent, Jean-Luc
22
Račev, Svetlozar T.
22
Satchell, Stephen
22
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20
Wong, Hoi Ying
19
Wang, Ruodu
18
Forsyth, Peter A.
17
Sass, Jörn
16
Branger, Nicole
15
Chen, Zhiping
15
Cvitanić, Jakša
15
Jarrow, Robert A.
15
Levy, Haim
15
Li, Zhongfei
15
Lioui, Abraham
15
Rüschendorf, Ludger
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Yao, Haixiang
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15
Zeng, Yan
15
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14
Kim, Woo Chang
14
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14
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14
Schenk-Hoppé, Klaus Reiner
14
Zhou, Guofu
14
Guerard, John Baynard
13
Kwon, Roy H.
13
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13
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Journal of banking & finance
6
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4
Management science : journal of the Institute for Operations Research and the Management Sciences
4
International journal of business
3
Investmentmodelle für das Asset-liability-Modelling von Versicherungsunternehmen : Abschlussbericht der Themenfeldgruppe Investmentmodelle
3
OR spectrum : quantitative approaches in management
2
Decision making and risk/return optimization in financial economics
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1
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Reshaping retirement security : lessons from the global financial crisis
1
Schmalenbachs Zeitschrift für betriebswirtschaftliche Forschung : ZfbF
1
The econometrics journal
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ECONIS (ZBW)
46
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1
Fixed and variable longevity income annuities in defined contribution plans : optimal retirement portfolios taking social security into account
Horneff, Vanya
;
Maurer, Raimond
;
Mitchell, Olivia S.
- In:
The journal of risk & insurance
90
(
2023
)
4
,
pp. 831-860
Persistent link: https://www.econbiz.de/10014443608
Saved in:
2
A financial modeling approach to industry exchange-traded funds selection
Conlon, Thomas
;
Cotter, John
;
Kovalenko, Illia
;
Post, …
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014477136
Saved in:
3
Performance participation strategies : OBPP versus CPPP
Bertrand, Philippe
;
Prigent, Jean-Luc
- In:
Finance : revue de l'Association Française de Finance
43
(
2022
)
1
,
pp. 123-150
Persistent link: https://www.econbiz.de/10014252552
Saved in:
4
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:
5
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:
6
On the optimality of path-dependent structured funds : the cost of standardization
Bertrand, Philippe
;
Prigent, Jean-Luc
- In:
European journal of operational research : EJOR
277
(
2019
)
1
,
pp. 333-350
Persistent link: https://www.econbiz.de/10012015036
Saved in:
7
Mixed-asset portfolio allocation under mean-reverting asset returns
Amédée-Manesme, Charles-Olivier
;
Barthélémy, Fabrice
; …
- In:
Decision making and risk/return optimization in …
,
(pp. 65-98)
.
2019
Persistent link: https://www.econbiz.de/10012127933
Saved in:
8
Stochastic spanning
Arvanitis, Stelios
;
Hallam, Mark
;
Post, Thierry
; …
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
4
,
pp. 573-585
Persistent link: https://www.econbiz.de/10012178998
Saved in:
9
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:
10
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
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