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~isPartOf:"Berichte zur Stochastik und verwandten Gebieten"
~person:"Ang, Andrew"
~person:"Bodie, Zvi"
~person:"Hlouskova, Jaroslava"
~person:"Korn, Ralf"
~person:"Markowitz, Harry"
~person:"Wermers, Russ"
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Portfolio selection
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Theorie
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Aktienindex
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Analysis of variance
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Betriebliche Finanzwirtschaft
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Financial economics
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Ang, Andrew
Bodie, Zvi
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Korn, Ralf
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Berichte zur Stochastik und verwandten Gebieten
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14
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IHS economics series : working paper
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The McGraw-Hill/Irwin series in finance, insurance, and real estate
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Reihe Ökonomie
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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The journal of portfolio management : JPM
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The journal of portfolio management : a publication of Institutional Investor
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Netspar Discussion Paper
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The McGraw-Hill/Irwin series in finance, insurance and real estate
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The journal of finance : the journal of the American Finance Association
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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Management science : journal of the Institute for Operations Research and the Management Sciences
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The Frank J. Fabozzi series
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The theory and practice of investment management
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Annual review of financial economics
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Boston U. School of Management Research Paper
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Computational economics
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European journal of operational research : EJOR
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Journal de la Société de Statistique de Paris
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Journal of economic dynamics & control
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Journal of financial and quantitative analysis : JFQA
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Journal of mathematical economics
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Monograph / Cowles Foundation for Research in Economics, Yale University
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Portfolio construction, measurement, and efficiency : essays in honor of Jack Treynor
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Research paper series / Swiss Finance Institute
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Risks : open access journal
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Optimal portfolios with bounded value-at-risk
Klüppelberg, Claudia
;
Korn, Ralf
-
1998
Persistent link: https://www.econbiz.de/10000682685
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2
Optimal cash management for equity index tracking in the presence of fixed and proportional transaction costs
Buckley, I. R. C.
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1997
Persistent link: https://www.econbiz.de/10000960546
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3
Value preserving portfolio strategies and the minimal martingale measure
Korn, Ralf
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1996
Persistent link: https://www.econbiz.de/10000954695
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4
Portfolio optimization with strictly positive transaction costs and impulse control
Korn, Ralf
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1994
Persistent link: https://www.econbiz.de/10000903142
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