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type_genre:"Aufsatz im Buch"
type_genre:"Congress report"
~person:"Post, Thierry"
~subject:"EU countries"
~subject:"Portfolio-Management"
~subject:"Share price"
~type_genre:"Article in journal"
~type_genre:"Glossary included"
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Portfolio-Management
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27
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16
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10
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7
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Post, Thierry
Fabozzi, Frank J.
66
Wong, Wing Keung
31
Korn, Ralf
30
De Grauwe, Paul
29
Jarrow, Robert A.
29
Escobar, Marcos
27
Markowitz, Harry
26
Li, Duan
25
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22
He, Xue-zhong
22
Levy, Haim
22
Prigent, Jean-Luc
22
Satchell, Stephen
22
Zagst, Rudi
22
Gupta, Rangan
21
Račev, Svetlozar T.
21
Hughes Hallett, Andrew
19
Timmermann, Allan
18
Cvitanić, Jakša
17
Forsyth, Peter A.
17
Maurer, Raimond
17
Platen, Eckhard
17
Wang, Ruodu
17
Wong, Hoi Ying
17
Zhou, Guofu
17
Campbell, John Y.
16
Kraft, Holger
16
Lioui, Abraham
16
Lo, Andrew W.
16
Sass, Jörn
16
Siu, Tak Kuen
16
Chen, Zhiping
15
Chiarella, Carl
15
Guidolin, Massimo
15
Li, Zhongfei
15
Rüschendorf, Ludger
15
Schenk-Hoppé, Klaus Reiner
15
Yao, Haixiang
15
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15
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4
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3
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1
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1
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1
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OR spectrum : quantitative approaches in management
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ECONIS (ZBW)
16
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1
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16
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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
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:
4
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:
5
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:
6
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:
7
Portfolio analysis using stochastic dominance, relative entropy, and empirical likelihood
Post, Thierry
;
Potì, Valerio
- In:
Management science : journal of the Institute for …
63
(
2017
)
1
,
pp. 153-165
Persistent link: https://www.econbiz.de/10011646360
Saved in:
8
Portfolio choice based on third-degree stochastic dominance
Post, Thierry
;
Kopa, Miloš
- In:
Management science : journal of the Institute for …
63
(
2017
)
10
,
pp. 3381-3392
Persistent link: https://www.econbiz.de/10011760503
Saved in:
9
Linear tests for decreasing absolute risk aversion stochastic dominance
Post, Thierry
;
Fang, Yi
;
Kopa, Miloš
- In:
Management science : journal of the Institute for …
61
(
2015
)
7
,
pp. 1615-1629
Persistent link: https://www.econbiz.de/10011304114
Saved in:
10
A general test for SSD portfolio efficiency
Kopa, Milos̆
;
Post, Thierry
- In:
OR spectrum : quantitative approaches in management
37
(
2015
)
3
,
pp. 703-734
Persistent link: https://www.econbiz.de/10011296708
Saved in:
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