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type_genre:"Aufsatz im Buch"
type_genre:"Congress report"
~person:"Riese, Hajo"
~person:"Samuelson, Paul Anthony"
~subject:"Portfolio selection"
~type_genre:"Konferenzschrift"
~type_genre:"Non-commercial literature"
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Portfolio selection
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Riese, Hajo
Samuelson, Paul Anthony
Platen, Eckhard
30
Uppal, Raman
26
Maurer, Raimond
24
Fabozzi, Frank J.
22
Gollier, Christian
21
Campbell, John Y.
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Lucas, André
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Gomes, Francisco J.
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Menoncin, Francesco
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Wolf, Michael
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Albrecht, Peter
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Babus, Ana
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Evstigneev, Igor V.
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Ledoit, Olivier
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Locarek-Junge, Hermann
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Malamud, Semyon
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Račev, Svetlozar T.
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Ślepaczuk, Robert
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Allen, Franklin
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Engle, Robert F.
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Mitchell, Olivia S.
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Schmid, Wolfgang
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The collected scientific papers of Paul A. Samuelson ; Vol. 3
3
The collected scientific papers of Paul A. Samuelson ; Vol. 4
2
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ECONIS (ZBW)
5
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1
Generalized mean variance tradeoffs for best perturbation corrections to approximate portfolio decisions
Samuelson, Paul Anthony
-
1979
Persistent link: https://www.econbiz.de/10001260184
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2
Fallacy of the log normal approximation to optimal portfolio decision making over many periods
Merton, Robert C.
-
1979
Persistent link: https://www.econbiz.de/10001260185
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3
The "fallacy" of maximizing the geometric mean in long sequences of investing or gambling : (maximum geometric mean strategy - uniform strategies - asymptotically sufficient parame...
Samuelson, Paul Anthony
-
1972
Persistent link: https://www.econbiz.de/10001260018
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4
Lifetime portfolio selection by dynamic stochastic programming
Samuelson, Paul Anthony
-
1972
Persistent link: https://www.econbiz.de/10001260022
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5
The fundamental approximation theorem of portfolio analysis in terms of means, variances and higher moments
Samuelson, Paul Anthony
-
1972
Persistent link: https://www.econbiz.de/10001260024
Saved in:
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