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~accessRights:"restricted"
~language:"eng"
~person:"Escobar, Marcos"
~subject:"India"
~subject:"Risikomaß"
~subject:"Theory"
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Portfolio selection
26
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23
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12
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12
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10
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10
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Escobar, Marcos
Vanhoucke, Mario
39
Cheng, T. C. E.
27
Dolgui, Alexandre
25
Fabozzi, Frank J.
24
Gendreau, Michel
22
Wang, Leonard F. S.
22
Kumar, Vikas
21
Minner, Stefan
21
Pereira, Vijay
21
Budhwar, Pawan S.
19
Malik, Ashish
19
Wang, Ruodu
19
Acharya, Viral V.
18
Glock, Christoph H.
18
Mathiyazhagan, Maathai K.
18
Wong, Wing Keung
18
Babai, M. Zied
17
Bertsimas, Dimitris
17
Chu, Chengbin
16
Chu, Feng
16
Hammoudeh, Shawkat
16
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
Delage, Erick
15
Kouvelis, Panos
15
Li, Kai
15
Tang, Christopher S.
15
Tsionas, Efthymios G.
15
Wang, Shouyang
15
Wu, Desheng Dash
15
Yang, Jinqiang
15
Yu, Yugang
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Quantitative finance
5
Annals of finance
3
Journal of banking & finance
2
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1
Computational economics
1
Decision making and risk/return optimization in financial economics
1
Decisions in economics and finance : a journal of applied mathematics
1
Finance research letters
1
Financial markets and portfolio management
1
IMA journal of management mathematics
1
Insurance / Mathematics & economics
1
International journal of theoretical and applied finance
1
International review of economics & finance : IREF
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Journal of economic dynamics & control
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ECONIS (ZBW)
23
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23
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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
Saved in:
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