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type_genre:"Aufsatz im Buch"
type_genre:"Congress report"
~isPartOf:"Multi-moment asset allocation and pricing models"
~language:"eng"
~language:"ita"
~subject:"Institutionenökonomik"
~subject:"Portfolio-Management"
~subject:"Schätzung"
~type_genre:"Book section"
~type_genre:"Handbuch"
~type_genre:"Lehrbuch"
~type_genre:"Rezension"
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Institutionenökonomik
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Theorie
8
Theory
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6
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4
Capital income
2
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Aufsatz im Buch
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Jurczenko, Emmanuel
3
Maillet, Bertrand
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Athayde, Gustavo M. de
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Desmoulins-Lebeault, François
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Flôres Jr., Renato G.
1
Malevergne, Yannick
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Multi-moment asset allocation and pricing models
The SAGE handbook of organizational institutionalism
27
Journal of economic literature
21
Applied quantitative finance
19
Institutional analysis and economic policy
14
Investment management and financial management
14
The McGraw-Hill/Irwin series in finance, insurance, and real estate
12
New institutional economics : a guidebook
11
Valuation, financial modeling, and quantitative tools
11
Interest rate models, asset allocation and quantitative techniques for central banks and sovereign wealth funds
10
Optimizing optimization : the next generation of optimization applications and theory
10
Risk measurement, econometrics and neural networks : selected articles of the 6th Econometric-Workshop in Karlsruhe, Germany
10
Financial modelling : with 74 tables : [a selection of the papers presented at the 24th Meeting of the Euro Working Group on Financial Modelling held in Valencia, Spain, on April 8 - 10, 1999]
9
The economic journal : the journal of the Royal Economic Society
9
The handbook of fixed income securities
9
Nonlinear dynamics and economics : proceedings of the Tenth Internat. Symposium in Economic Theory and Econometrics
8
Quantitative fund management
8
The Sortino framework for constructing portfolios : focusing on desired target return to optimize upside potential relative to downside risk
8
Advanced bond portfolio management : best practices in modeling and strategies
7
Advances in risk management
7
Handbook of heavy tailed distributions in finance
7
Journal of economic issues : jei
7
Multiple criteria decision making in finance, insurance and investment
7
Operations research proceedings 2005 : selected papers of the Annual International Conference of the German Operations Research Society (GOR), Bremen, September 7 - 9, 2005
7
Risk management for central bank foreign reserves
7
The Oxford handbook of the economics of peace and conflict
7
Decision making and risk/return optimization in financial economics
6
Economy and society : money, capitalism and transition
6
Financial markets : imperfect information and risk management
6
Financial modelling : proceedings of the 23rd Meeting of the EURO Working Group
6
Financial modelling : recent research ; [selection of papers presented and discussed during the two Meetings held in 1992 of the EURO Working Group on Financial Modelling]
6
Hedge funds : insights in performance measurement, risk analysis, and portfolio allocation
6
Institutionalist theory and application
6
Institutions, development, and economic growth
6
Managerial multiple objective optimization
6
Modelling techniques for financial markets and bank management
6
Natural computing in computational finance ; [the inspiration for this book stemmed from the success of EvoFin 2007, the first European Workshop on Evolutionary Computation in Finance and Economics, which was held as part of the EvoWorkshops at Evo* in Valencia, Spain in April 2007]
6
New operational approaches for financial modelling
6
Technology and international trade : [Conference ... Oslo, in October 1995]
6
Wiley finance series
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1
Theoretical foundations of asset allocation and pricing models with higher-order moments
Jurczenko, Emmanuel
;
Maillet, Bertrand
- In:
Multi-moment asset allocation and pricing models
,
(pp. 1-36)
.
2006
Persistent link: https://www.econbiz.de/10003477390
Saved in:
2
On certain geometric aspects of portfolio otimisation with higher moments
Athayde, Gustavo M. de
;
Flôres Jr., Renato G.
- In:
Multi-moment asset allocation and pricing models
,
(pp. 37-50)
.
2006
Persistent link: https://www.econbiz.de/10003477391
Saved in:
3
Hedge fund portfolio selection with higher-order moments : a nonparametric mean-variance-skewness-kurtosis efficient frontier
Jurczenko, Emmanuel
;
Maillet, Bertrand
;
Merlin, Paul
- In:
Multi-moment asset allocation and pricing models
,
(pp. 51-66)
.
2006
Persistent link: https://www.econbiz.de/10003477397
Saved in:
4
Gram-Charlier expansions and portfolio selection in non-Gaussian universes
Desmoulins-Lebeault, François
- In:
Multi-moment asset allocation and pricing models
,
(pp. 79-112)
.
2006
Persistent link: https://www.econbiz.de/10003477402
Saved in:
5
The four-moment capital asset pricing model : between asset pricing and asset allocation
Jurczenko, Emmanuel
;
Maillet, Bertrand
- In:
Multi-moment asset allocation and pricing models
,
(pp. 113-163)
.
2006
Persistent link: https://www.econbiz.de/10003477404
Saved in:
6
Muli-moment method for portfolio management : generalised capital asset pricing model in homogeneous and heterogeneous markets
Malevergne, Yannick
;
Sornette, Didier
- In:
Multi-moment asset allocation and pricing models
,
(pp. 165-193)
.
2006
Persistent link: https://www.econbiz.de/10003477406
Saved in:
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