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~accessRights:"restricted"
~isPartOf:"Journal of economic behavior & organization : JEBO"
~isPartOf:"Quantitative finance"
~subject:"CAPM"
~type_genre:"Article in journal"
~type_genre:"Conference paper"
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Search: subject:"Portfolio-Management"
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CAPM
Portfolio selection
206
Portfolio-Management
206
Theorie
125
Theory
125
Capital income
37
Kapitaleinkommen
37
Anlageverhalten
34
Behavioural finance
34
Risiko
34
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34
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31
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31
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Risk management
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Mathematische Optimierung
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16
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16
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26
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26
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Curatola, Giuliano Antonio
2
Akhtaruzzaman, Md.
1
Alexander, Carol
1
Bianchi, Michele Leonardo
1
Chen, Xi
1
Chiah, Mardy
1
Chung, Munki
1
Dentcheva, Darinka
1
Dergunov, Ilya
1
Ding, Rui
1
Docherty, Paul
1
Dong, Juan
1
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1
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1
Fieberg, Christian
1
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1
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1
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1
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1
Hodoshima, Jiro
1
Huang, Rong
1
Kaplanski, Guy
1
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1
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1
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1
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1
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1
Law, Keith K. F.
1
Lee, John B.
1
Lee, Yongjae
1
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1
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1
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1
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1
Lozano-Banda, Martín
1
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1
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1
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1
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1
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Journal of economic behavior & organization : JEBO
Quantitative finance
Finance research letters
47
Journal of banking & finance
37
Journal of empirical finance
37
Journal of financial economics
37
International review of financial analysis
30
International review of economics & finance : IREF
29
Management science : journal of the Institute for Operations Research and the Management Sciences
24
The North American journal of economics and finance : a journal of financial economics studies
19
Applied economics
17
Journal of international financial markets, institutions & money
16
The journal of asset management
16
Economic modelling
15
Pacific-Basin finance journal
15
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
14
International journal of theoretical and applied finance
13
Journal of economic dynamics & control
13
European journal of operational research : EJOR
12
Applied economics letters
11
Journal of financial markets
11
Mathematics and financial economics
11
Annals of finance
10
Research in international business and finance
10
International journal of finance & economics : IJFE
9
Journal of econometrics
9
The European journal of finance
9
The journal of portfolio management : JPM
9
Economics letters
8
Financial markets and portfolio management
8
Insurance / Mathematics & economics
8
International journal of financial engineering
8
Journal of financial and quantitative analysis : JFQA
8
The journal of asset management : a major new, international quarterly journal for the financial community
8
The journal of investing : JOI
8
European financial management : the journal of the European Financial Management Association
7
Investment management and financial innovations
7
Journal of financial econometrics
7
Review of quantitative finance and accounting
7
Financial analysts journal : FAJ
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ECONIS (ZBW)
26
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1
Mind the cap!-constrained portfolio optimisation in Heston's stochastic volatility model
Escobar, Marcos
;
Kschonnek, M.
;
Zagst, Rudi
- In:
Quantitative finance
23
(
2023
)
12
,
pp. 1793-1813
Persistent link: https://www.econbiz.de/10014452471
Saved in:
2
Cryptocurrency factor momentum
Fieberg, Christian
;
Liedtke, Gerrit
;
Metko, Daniel
; …
- In:
Quantitative finance
23
(
2023
)
12
,
pp. 1853-1869
Persistent link: https://www.econbiz.de/10014452477
Saved in:
3
International capital markets with interdependent preferences : theory and empirical evidence
Curatola, Giuliano Antonio
;
Dergunov, Ilya
- In:
Journal of economic behavior & organization : JEBO
212
(
2023
),
pp. 403-421
Persistent link: https://www.econbiz.de/10014472240
Saved in:
4
Drawdown beta and portfolio optimization
Ding, Rui
;
Uryasev, Stan
- In:
Quantitative finance
22
(
2022
)
7
,
pp. 1265-1276
Persistent link: https://www.econbiz.de/10013367906
Saved in:
5
The effects of errors in means, variances, and correlations on the mean-variance framework
Chung, Munki
;
Lee, Yongjae
;
Kim, Jang Ho
;
Kim, Woo Chang
; …
- In:
Quantitative finance
22
(
2022
)
10
,
pp. 1893-1903
Persistent link: https://www.econbiz.de/10013367960
Saved in:
6
Impact of different investment horizons in heterogeneous agent models : do long-term traders bring market stability?
Nishiwaki, Takashi
- In:
Journal of economic behavior & organization : JEBO
196
(
2022
),
pp. 393-401
Persistent link: https://www.econbiz.de/10013382333
Saved in:
7
Do actively managed US mutual funds produce positive alpha?
Huang, Rong
;
Pilbeam, Keith
;
Pouliot, William
- In:
Journal of economic behavior & organization : JEBO
182
(
2021
),
pp. 472-492
Persistent link: https://www.econbiz.de/10012598403
Saved in:
8
Comovement and return predictability in asset markets : an experiment with two Lucas trees
Noussair, Charles
;
Popescu, Andreea Victoria
- In:
Journal of economic behavior & organization : JEBO
185
(
2021
),
pp. 671-687
Persistent link: https://www.econbiz.de/10012601339
Saved in:
9
Geometry of unconditionally efficient portfolios formed with conditioning information : the efficient semicircle
Siegel, Andrew F.
- In:
Quantitative finance
21
(
2021
)
6
,
pp. 881-889
Persistent link: https://www.econbiz.de/10012515623
Saved in:
10
Mean-variance portfolio selection with non-negative state-dependent risk aversion
Wang, Tianxiao
;
Zhuo, Jin
;
Wei, Jiaqin
- In:
Quantitative finance
21
(
2021
)
4
,
pp. 657-671
Persistent link: https://www.econbiz.de/10012483844
Saved in:
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