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~accessRights:"restricted"
~language:"eng"
~person:"Escobar, Marcos"
~person:"Muhle-Karbe, Johannes"
~subject:"India"
~subject:"Theory"
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India
Theory
Portfolio selection
42
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42
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37
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13
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13
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13
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13
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Escobar, Marcos
Muhle-Karbe, Johannes
Vanhoucke, Mario
34
Cheng, T. C. E.
27
Dolgui, Alexandre
23
Fabozzi, Frank J.
22
Gendreau, Michel
21
Kumar, Vikas
21
Pereira, Vijay
21
Minner, Stefan
20
Wang, Leonard F. S.
20
Budhwar, Pawan S.
19
Malik, Ashish
19
Acharya, Viral V.
18
Mathiyazhagan, Maathai K.
18
Wang, Ruodu
18
Babai, M. Zied
17
Bertsimas, Dimitris
17
Glock, Christoph H.
17
Wong, Wing Keung
17
Laporte, Gilbert
16
Persson, Lars
16
Prigent, Jean-Luc
16
Shankar, Ravi
16
Simchi-Levi, David
16
Boysen, Nils
15
Chen, Xin
15
Coelho, Leandro C.
15
Dauzère-Péres, Stéphane
15
Tang, Christopher S.
15
Wang, Shouyang
15
Yang, Jinqiang
15
Yu, Yugang
15
Chu, Feng
14
Govindan, Kannan
14
Jans, Raf
14
Kerr, William R.
14
Lee, Sang-Ho
14
Tan, Ken Seng
14
Tsionas, Efthymios G.
14
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Quantitative finance
5
Research paper series / Swiss Finance Institute
5
Swiss Finance Institute Research Paper
5
Annals of finance
3
Mathematical finance : an international journal of mathematics, statistics and financial theory
3
Journal of banking & finance
2
Market microstructure and liquidity
2
Annual review of financial economics
1
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1
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1
Decision making and risk/return optimization in financial economics
1
Decisions in economics and finance : a journal of applied mathematics
1
Finance and stochastics
1
Finance research letters
1
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1
IMA journal of management mathematics
1
Insurance / Mathematics & economics
1
International journal of theoretical and applied finance
1
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ECONIS (ZBW)
37
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1
Decrease of capital guarantees in life insurance products : can reinsurance stop it?
Escobar, Marcos
;
Havrylenko, Yevhen
;
Kschonnek, Michel
; …
- In:
Insurance / Mathematics & economics
105
(
2022
),
pp. 14-40
Persistent link: https://www.econbiz.de/10013348899
Saved in:
2
Robust portfolio choice under the 4/2 stochastic volatility model
Cheng, Yuyang
;
Escobar, Marcos
- In:
IMA journal of management mathematics
34
(
2023
)
1
,
pp. 221-256
Persistent link: https://www.econbiz.de/10013541857
Saved in:
3
Mean-variance optimization under affine GARCH : a utility-based solution
Escobar, Marcos
;
Spies, Ben
;
Zagst, Rudi
- In:
Finance research letters
59
(
2024
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014445236
Saved in:
4
Portfolio optimization with wealth-dependent risk constraints
Escobar, Marcos
;
Wahl, Markus
;
Zagst, Rudi
- In:
Scandinavian actuarial journal
2022
(
2022
)
3
,
pp. 244-268
Persistent link: https://www.econbiz.de/10013370501
Saved in:
5
Revisiting the 1/N-strategy : a neural network framework for optimal strategies
Escobar, Marcos
;
Theilacker, Lorenz
;
Zagst, Rudi
- In:
Decisions in economics and finance : a journal of …
46
(
2023
)
2
,
pp. 505-542
Persistent link: https://www.econbiz.de/10014443753
Saved in:
6
A polynomial-affine approximation for dynamic portfolio choice
Zhu, Yichen
;
Escobar, Marcos
;
Davison, Matt
- In:
Computational economics
62
(
2023
)
3
,
pp. 1177-1213
Persistent link: https://www.econbiz.de/10014382894
Saved in:
7
A multivariate 4/2 stochastic covariance model : properties and applications to portfolio decisions
Cheng, Yuyang
;
Escobar, Marcos
- In:
Quantitative finance
23
(
2023
)
3
,
pp. 497-519
Persistent link: https://www.econbiz.de/10014232681
Saved in:
8
Behavioral portfolio insurance strategies
Escobar, Marcos
;
Lichtenstern, Andreas
;
Zagst, Rudi
- In:
Financial markets and portfolio management
34
(
2020
)
4
,
pp. 353-399
Persistent link: https://www.econbiz.de/10012309906
Saved in:
9
Derivatives-based portfolio decisions : an expected utility insight
Escobar, Marcos
;
Davison, Matt
;
Zhu, Yichen
- In:
Annals of finance
18
(
2022
)
2
,
pp. 217-246
Persistent link: https://www.econbiz.de/10013278982
Saved in:
10
International portfolio choice under multi-factor stochastic volatility
Escobar, Marcos
;
Ferrando, Sebastian
;
Gschnaidtner, …
- In:
Quantitative finance
22
(
2022
)
6
,
pp. 1193-1216
Persistent link: https://www.econbiz.de/10013367893
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