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type:"article"
~person:"Lioui, Abraham"
~person:"Post, Thierry"
~person:"Zariphopoulou-Souganidis, Thaleia"
~subject:"Kapitaleinkommen"
~subject:"Theory"
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Kapitaleinkommen
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Portfolio selection
57
Portfolio-Management
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Theorie
46
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13
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13
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Lioui, Abraham
Post, Thierry
Zariphopoulou-Souganidis, Thaleia
Fabozzi, Frank J.
72
Wong, Wing Keung
34
Zaremba, Adam
32
Satchell, Stephen
31
Korn, Ralf
30
Markowitz, Harry
28
Escobar, Marcos
27
Li, Duan
26
Zagst, Rudi
24
Prigent, Jean-Luc
22
Račev, Svetlozar T.
21
Gollier, Christian
20
Guidolin, Massimo
20
Maurer, Raimond
20
Levy, Haim
19
Zhou, Guofu
19
Auer, Benjamin R.
18
Forsyth, Peter A.
17
Lo, Andrew W.
17
Van Vuuren, Gary
17
Wang, Ruodu
17
Wong, Hoi Ying
17
Ang, Andrew
16
Cvitanić, Jakša
16
Jarrow, Robert A.
16
Kraft, Holger
16
Sass, Jörn
16
Yao, Haixiang
16
Chen, Zhiping
15
Cui, Xiangyu
15
Guerard, John Baynard
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Kritzman, Mark
15
Li, Zhongfei
15
Lien, Da-hsiang Donald
15
Platen, Eckhard
15
Rüschendorf, Ludger
15
Schenk-Hoppé, Klaus Reiner
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Journal of economic dynamics & control
5
European journal of operational research : EJOR
4
Management science : journal of the Institute for Operations Research and the Management Sciences
4
Finance and stochastics
3
Journal of banking & finance
3
Mathematical finance : an international journal of mathematics, statistics and financial theory
3
The journal of futures markets
3
Advances in financial risk management : corporates, intermediaries and portfolios
1
Annals of economics and finance
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Australian economic papers
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Contemporary quantitative finance : essays in honour of Eckhard Platen
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1
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ECONIS (ZBW)
47
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1
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47
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1
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:
2
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:
3
Sustainable investing with ESG rating uncertainty
Avramov, Doron
;
Cheng, Si
;
Lioui, Abraham
;
Tarelli, Andrea
- In:
Journal of financial economics
145
(
2022
)
2,2
,
pp. 642-664
Persistent link: https://www.econbiz.de/10013474428
Saved in:
4
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:
5
Factor investing for the long run
Lioui, Abraham
;
Tarelli, Andrea
- In:
Journal of economic dynamics & control
117
(
2020
),
pp. 1-31
Persistent link: https://www.econbiz.de/10012503351
Saved in:
6
Long horizon predictability : an asset allocation perspective
Lioui, Abraham
;
Poncet, Patrice
- In:
European journal of operational research : EJOR
278
(
2019
)
3
,
pp. 961-975
Persistent link: https://www.econbiz.de/10012102524
Saved in:
7
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:
8
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:
9
Macroeconomic environment, money demand and portfolio choice
Lioui, Abraham
;
Tarelli, Andrea
- In:
European journal of operational research : EJOR
274
(
2019
)
1
,
pp. 357-374
Persistent link: https://www.econbiz.de/10011990075
Saved in:
10
Portfolio optimization based on stochastic dominance and empirical likelihood
Post, Thierry
;
Karabati, Selcuk
;
Arvanitis, Stelios
- In:
Journal of econometrics
206
(
2018
)
1
,
pp. 167-186
Persistent link: https://www.econbiz.de/10012110374
Saved in:
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