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~accessRights:"restricted"
~person:"Althof, Michael"
~person:"Consigli, Giorgio"
~person:"Gouriéroux, Christian"
~person:"Scherer, Bernd"
~subject:"Financial services"
~subject:"Hedge fund"
~subject:"Messung"
~subject:"Risiko"
~subject:"Theorie"
~subject:"World"
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Portfolio selection
29
Portfolio-Management
29
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17
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9
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9
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8
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7
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Althof, Michael
Consigli, Giorgio
Gouriéroux, Christian
Scherer, Bernd
Fabozzi, Frank J.
30
Escobar, Marcos
23
Zaremba, Adam
21
Wang, Ruodu
16
Forsyth, Peter A.
14
Uppal, Raman
14
Wong, Wing Keung
14
Prigent, Jean-Luc
13
Tiwari, Aviral Kumar
13
Vanduffel, Steven
13
Bernard, Carole
12
Liang, Zongxia
12
Muhle-Karbe, Johannes
12
Righi, Marcelo Brutti
12
Tan, Ken Seng
12
Zagst, Rudi
12
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11
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11
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11
Lee, Cheng F.
11
Li, Duan
11
Soner, Halil Mete
11
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10
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10
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10
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10
Kang, Sang Hoon
10
Satchell, Stephen
10
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10
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10
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9
Dai, Min
9
Dai, Zhifeng
9
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9
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9
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9
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9
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9
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9
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Computational Management Science : CMS
2
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2
Journal of empirical finance
2
Stochastic optimization: theory and applications
2
The journal of asset management : a major new, international quarterly journal for the financial community
2
Handbook of recent advances in commodity and financial modeling : quantitative methods in banking, finance, insurance, energy and commodity markets
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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ECONIS (ZBW)
21
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1
Optimal design of investment committees
Scherer, Bernd
- In:
The journal of asset management : a major new, …
25
(
2024
)
2
,
pp. 129-135
Persistent link: https://www.econbiz.de/10014511616
Saved in:
2
The cost of delay as risk measure in target-based multi-period portfolio selection models
Liu, Jia
;
Chen, Zhiping
;
Consigli, Giorgio
- In:
IMA journal of management mathematics
35
(
2024
)
3
,
pp. 345-377
Persistent link: https://www.econbiz.de/10014634191
Saved in:
3
FRM Financial Risk Meter
Althof, Michael
-
2022
Persistent link: https://www.econbiz.de/10013390868
Saved in:
4
Positional
portfolio
management
Gagliardini, Patrick
;
Gouriéroux, Christian
;
Rubin, Mirco
- In:
Journal of financial econometrics
19
(
2021
)
4
,
pp. 650-706
Persistent link: https://www.econbiz.de/10012654983
Saved in:
5
Financial Risk Meter for emerging markets
Ben Amor, Souhir
;
Althof, Michael
;
Härdle, Wolfgang
- In:
Research in international business and finance
60
(
2022
),
pp. 1-26
Persistent link: https://www.econbiz.de/10013411139
Saved in:
6
Adding alternative assets : return enhancement, diversification or hedging?
Scherer, Bernd
- In:
The journal of asset management : a major new, …
22
(
2021
)
6
,
pp. 437-442
Persistent link: https://www.econbiz.de/10012659815
Saved in:
7
A copula-based scenario tree generation algorithm for multiperiod portfolio selection problems
Yan, Zhe
;
Chen, Zhiping
;
Consigli, Giorgio
;
Liu, Jia
; …
- In:
Stochastic optimization: theory and applications
,
(pp. 849-881)
.
2020
Persistent link: https://www.econbiz.de/10012290846
Saved in:
8
Long-term individual financial planning under stochastic dominance constraints
Consigli, Giorgio
;
Moriggia, Vittorio
;
Vitali, Sebastiano
- In:
Stochastic optimization: theory and applications
,
(pp. 973-1000)
.
2020
Persistent link: https://www.econbiz.de/10012290861
Saved in:
9
Alternative risk premia : contagion and portfolio choice
Scherer, Bernd
- In:
The journal of asset management
21
(
2020
)
3
,
pp. 178-191
Persistent link: https://www.econbiz.de/10012292762
Saved in:
10
FRM financial risk meter
Mihoci, Andrija
;
Althof, Michael
;
Chen, Yi-Hsuan
; …
- In:
The econometrics of networks
,
(pp. 335-368)
.
2020
Persistent link: https://www.econbiz.de/10012318933
Saved in:
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