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~accessRights:"restricted"
~person:"Bernard, Carole"
~person:"Cui, Xiangyu"
~person:"Hammoudeh, Shawkat"
~subject:"Theorie"
~subject:"Time consistency"
~subject:"World"
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Search: subject:"Portfolio-Management"
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Time consistency
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Portfolio selection
50
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19
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Bernard, Carole
Cui, Xiangyu
Hammoudeh, Shawkat
Fabozzi, Frank J.
25
Escobar, Marcos
22
Zaremba, Adam
17
Forsyth, Peter A.
16
Wang, Ruodu
16
Uppal, Raman
14
Wong, Wing Keung
14
Prigent, Jean-Luc
13
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12
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12
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12
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12
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11
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11
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11
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11
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10
Chen, An
10
Chen, Zhiping
10
Guan, Guohui
10
Muhle-Karbe, Johannes
10
Righi, Marcelo Brutti
10
Tiwari, Aviral Kumar
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
Li, Bin
9
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9
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9
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9
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Journal of the Operational Research Society
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2
European journal of operational research : EJOR
2
Journal of the Operational Research Society : OR
2
The North American journal of economics and finance : a journal of financial economics studies
2
Asia-Pacific journal of risk and insurance : APJRI
1
Economics letters
1
Emerging markets review
1
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1
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1
Robust distortion risk measures
Bernard, Carole
;
Pesenti, Silvana M.
;
Vanduffel, Steven
- In:
Mathematical finance : an international journal of …
34
(
2024
)
3
,
pp. 774-818
Persistent link: https://www.econbiz.de/10014565274
Saved in:
2
The safe haven, hedging, and diversification properties of oil, gold, and cryptocurrency for the G7 equity markets : evidence from the pre- and post-COVID-19 periods
Tarchella, Salma
;
Khalfaoui, Rabeh
;
Hammoudeh, Shawkat
- In:
Research in international business and finance
67
(
2024
)
2
,
pp. 1-17
Persistent link: https://www.econbiz.de/10014451553
Saved in:
3
Time consistent in efficiency dynamic mean-variance policy
Shi, Yun
;
Li, Duan
;
Cui, Xiangyu
- In:
Journal of the Operational Research Society
74
(
2023
)
1
,
pp. 195-208
Persistent link: https://www.econbiz.de/10014231704
Saved in:
4
Beta and coskewness pricing : perspective from probability weighting
Shi, Yun
;
Cui, Xiangyu
;
Zhou, Xun Yu
- In:
Operations research
71
(
2023
)
2
,
pp. 776-790
Persistent link: https://www.econbiz.de/10014308639
Saved in:
5
Time-varying dependence dynamics between international commodity prices and Australian industry stock returns : a perspective for portfolio diversification
Tiwari, Aviral Kumar
;
Abakah, Emmanuel Joel Aikins
; …
- In:
Energy economics
108
(
2022
),
pp. 1-30
Persistent link: https://www.econbiz.de/10013203257
Saved in:
6
Spillovers and directional predictability between international energy commodities and their implications for optimal portfolio and hedging
Trabelsi, Nader
;
Tiwari, Aviral Kumar
;
Hammoudeh, Shawkat
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-35
Persistent link: https://www.econbiz.de/10013534076
Saved in:
7
Multi-period mean-variance portfolio optimization with management fees
Cui, Xiangyu
;
Gao, Jianjun
;
Shi, Yun
- In:
Operational research : an international journal
21
(
2021
)
2
,
pp. 1333-1354
Persistent link: https://www.econbiz.de/10012584207
Saved in:
8
Dynamic risk spillovers and portfolio risk management between precious metals and global foreign exchange markets
Mensi, Walid
;
Hammoudeh, Shawkat
;
Ur Rehman, Mobeen
; …
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012659807
Saved in:
9
Range value-at-risk bounds for unimodal distributions under partial information
Bernard, Carole
;
Kazzi, Rodrigue
;
Vanduffel, Steven
- In:
Insurance / Mathematics & economics
94
(
2020
),
pp. 9-24
Persistent link: https://www.econbiz.de/10012419085
Saved in:
10
Better than optimal mean-variance portfolio policy in multi-period asset-liability management problem
Cui, Xiangyu
;
Li, Xun
;
Yang, Lanzhi
- In:
Operations research letters
48
(
2020
)
6
,
pp. 693-696
Persistent link: https://www.econbiz.de/10012430065
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