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~accessRights:"restricted"
~person:"Consigli, Giorgio"
~person:"Gouriéroux, Christian"
~person:"Scherer, Bernd"
~subject:"Financial sector"
~subject:"Financial services"
~subject:"Hedge fund"
~subject:"Theorie"
~subject:"World"
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Financial sector
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Portfolio selection
26
Portfolio-Management
26
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14
Stochastic process
9
Stochastischer Prozess
9
Risiko
5
Risikomaß
5
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5
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5
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17
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Consigli, Giorgio
Gouriéroux, Christian
Scherer, Bernd
Fabozzi, Frank J.
26
Escobar, Marcos
22
Zaremba, Adam
17
Wang, Ruodu
16
Forsyth, Peter A.
14
Uppal, Raman
14
Wong, Wing Keung
14
Prigent, Jean-Luc
13
Liang, Zongxia
12
Vanduffel, Steven
12
Zagst, Rudi
12
Bernard, Carole
11
Cui, Xiangyu
11
Kwon, Roy H.
11
Lee, Cheng F.
11
Li, Duan
11
Soner, Halil Mete
11
Tan, Ken Seng
11
Capponi, Agostino
10
Chen, An
10
Chen, Zhiping
10
Muhle-Karbe, Johannes
10
Righi, Marcelo Brutti
10
Tiwari, Aviral Kumar
10
Wong, Hoi Ying
10
Bouri, Elie
9
Dai, Min
9
Dai, Zhifeng
9
Guan, Guohui
9
Guasoni, Paolo
9
Guerard, John Baynard
9
Jang, Bong-Gyu
9
Kang, Sang Hoon
9
Kim, Woo Chang
9
Ledoit, Olivier
9
Li, Zhongfei
9
Pedersen, Lasse Heje
9
Post, Thierry
9
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9
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9
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Computational Management Science : CMS
2
International Series in Operations Research & Management Science
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
IMA journal of management mathematics
1
Journal of financial econometrics
1
Oxford handbooks in finance
1
Princeton series in finance
1
Research paper series / Swiss Finance Institute
1
SpringerLink / Bücher
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Swiss Finance Institute Research Paper
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ECONIS (ZBW)
17
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1
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17
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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
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:
4
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:
5
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:
6
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:
7
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:
8
Volatility versus downside risk : performance protection in dynamic portfolio strategies
Barro, Diana
;
Canestrelli, Elio
;
Consigli, Giorgio
- In:
Computational Management Science : CMS
16
(
2019
)
3
,
pp. 433-479
Persistent link: https://www.econbiz.de/10012053148
Saved in:
9
Frictional diversification costs: Evidence from a panel of fund of hedge fund holdings
Joenväärä, Juha
;
Scherer, Bernd
- In:
Journal of empirical finance
52
(
2019
),
pp. 92-111
Persistent link: https://www.econbiz.de/10012170643
Saved in:
10
Portfolio choice under cumulative prospect theory : sensitivity analysis and an empirical study
Consigli, Giorgio
;
Hitaj, Asmerilda
;
Mastrogiacomo, Elisa
- In:
Computational Management Science : CMS
16
(
2019
)
1/2
,
pp. 129-154
Persistent link: https://www.econbiz.de/10011993439
Saved in:
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