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Search: subject:"Modern portfolio theory"
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Mitchell, Olivia S.
84
Guidolin, Massimo
64
Platen, Eckhard
61
Maurer, Raimond
51
McAleer, Michael
51
Ang, Andrew
42
Campbell, John Y.
41
Lo, Andrew W.
36
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33
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32
Kelly, Bryan T.
31
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31
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30
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30
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27
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27
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27
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27
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27
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25
Utkus, Stephen P.
25
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24
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24
Takahashi, Akihiko
24
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23
Jondeau, Eric
23
Poterba, James M.
23
Evstigneev, Igor V.
22
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22
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Wermers, Russ
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21
Harvey, Campbell R.
21
Nicodano, Giovanna
21
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21
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2
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Keizai-Shakai-Kenkyūsho <Tokio>
2
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2
Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes
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Risks : open access journal
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156
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82
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71
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65
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58
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56
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49
Financial innovation : FIN
44
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34
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33
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32
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31
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29
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ECONIS (ZBW)
14,317
RePEc
17
EconStor
10
BASE
3
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date (oldest first)
1
Portfolio optimization and risk management through Hierarchical Risk Parity and Logic Learning Machine : a case study applied to the Turkish stock market
Gaggero, Giacomo
;
Giribone, Pier Giuseppe
;
Muselli, Marco
; …
- In:
Risk management magazine
19
(
2024
)
1
,
pp. 26-49
This study explores an innovative approach to portfolio optimization, bridging traditional
Modern
Portfolio
Theory
(MPT …
Persistent link: https://www.econbiz.de/10014555705
Saved in:
2
The performance of shrinkage estimator for stock portfolio selection in case of high dimensionality
Nhat Minh Nguyen
;
Nguyen Trung Duc
;
Thalassinos, Eleftherios
- In:
Journal of risk and financial management : JRFM
15
(
2022
)
6
,
pp. 1-12
Harry Markowitz introduced the
Modern
Portfolio
Theory
(MPT) for the first time in 1952 which has been applied widely …
Persistent link: https://www.econbiz.de/10013273605
Saved in:
3
Strategic approach to investment portfolios through the prism of precious metals
Marinac, Martina
;
Vukoja, Marija
- In:
UTMS journal of economics / University of Tourism and …
13
(
2022
)
1
,
pp. 98-128
investment options, which is diversify of the investment portfolio; what is also what
modern
portfolio
theory
, or Markowitz …
Persistent link: https://www.econbiz.de/10013326410
Saved in:
4
Robo-advising : optimal investment with mismeasured and unstable risk preferences
Keffert, Henk
- In:
European journal of operational research : EJOR
315
(
2024
)
1
,
pp. 378-392
Persistent link: https://www.econbiz.de/10014562841
Saved in:
5
Optimal investment in ambiguous financial markets with learning
Bäuerle, Nicole
;
Mahayni, Antje
- In:
European journal of operational research : EJOR
315
(
2024
)
1
,
pp. 393-410
Persistent link: https://www.econbiz.de/10014562844
Saved in:
6
Skewness-seeking behavior and financial investments
Benuzzi, Matteo
;
Ploner, Matteo
- In:
Annals of finance
20
(
2024
)
1
,
pp. 129-165
Persistent link: https://www.econbiz.de/10014566400
Saved in:
7
A robust ordered weighted averaging loss model for portfolio optimization
Benati, Stefano
;
Sánchez Conde, Eduardo
- In:
Computers & operations research : an international journal
167
(
2024
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014566418
Saved in:
8
Asset pricing and hedging in financial markets with fixed and proportional transaction costs
Babaei, Esmaeil
- In:
Annals of finance
20
(
2024
)
2
,
pp. 259-275
Persistent link: https://www.econbiz.de/10014566422
Saved in:
9
On the separation of estimation and control in risk-sensitive investment problems under incomplete observation
Lleo, Sébastien
;
Runggaldier, Wolfgang J.
- In:
European journal of operational research : EJOR
316
(
2024
)
1
,
pp. 200-214
Persistent link: https://www.econbiz.de/10014573970
Saved in:
10
Selection of multi-criteria energy efficiency and emission abatement portfolios in container terminals
Pohl, Erik
;
Geldermann, Jutta
- In:
European journal of operational research : EJOR
316
(
2024
)
1
,
pp. 386-395
Persistent link: https://www.econbiz.de/10014574046
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