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~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"Finance and stochastics"
~isPartOf:"Research paper series / Swiss Finance Institute"
~source:"econis"
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Search: subject_exact:"Portfoliomanagement"
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Portfolio selection
807
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807
Theorie
542
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542
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172
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Hens, Thorsten
17
Malamud, Semyon
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Muhle-Karbe, Johannes
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Jondeau, Eric
14
Evstigneev, Igor V.
13
Schenk-Hoppé, Klaus Reiner
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9
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7
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7
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7
Steuer, Ralph E.
7
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6
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Li, Duan
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6
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5
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5
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5
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5
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5
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5
Schumann, Enrico
5
Seifried, Frank Thomas
5
Utz, Sebastian
5
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5
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5
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4
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European journal of operational research : EJOR
Finance and stochastics
Research paper series / Swiss Finance Institute
Journal of banking & finance
570
NBER working paper series
533
Working paper / National Bureau of Economic Research, Inc.
460
Finance research letters
412
Insurance / Mathematics & economics
385
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379
International review of financial analysis
287
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264
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255
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253
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252
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232
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220
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209
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204
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199
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199
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The review of financial studies
194
SpringerLink / Bücher
187
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179
International review of economics & finance : IREF
177
Mathematical finance : an international journal of mathematics, statistics and financial theory
177
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174
The European journal of finance
170
Risks : open access journal
167
The North American journal of economics and finance : a journal of financial economics studies
159
Journal of risk and financial management : JRFM
158
Swiss Finance Institute Research Paper
151
Journal of investment management : JOIM
146
The journal of investing
140
Economics letters
137
Pacific-Basin finance journal
133
The journal of wealth management
131
Applied economics letters
130
Research in international business and finance
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ECONIS (ZBW)
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807
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1
Long-term dynamic asset allocation under asymmetric risk preferences
Kontosakos, Vasileios E.
;
Hwang, Soosung
; …
- In:
European journal of operational research : EJOR
312
(
2024
)
2
,
pp. 765-782
Persistent link: https://www.econbiz.de/10014456327
Saved in:
2
First passage times in portfolio optimization : a novel nonparametric approach
Zsurkis, Gabriel
;
Nicolau, João
;
Rodrigues, Paulo M. M.
- In:
European journal of operational research : EJOR
312
(
2024
)
3
,
pp. 1074-1085
Persistent link: https://www.econbiz.de/10014456467
Saved in:
3
The impact of ambiguity on dynamic portfolio selection in the epsilon-contaminated binomial market model
Petturiti, Davide
;
Vantaggi, Barbara
- In:
European journal of operational research : EJOR
314
(
2024
)
3
,
pp. 1029-1039
Persistent link: https://www.econbiz.de/10014456933
Saved in:
4
Pension liquidity risk
Jansen, Kristy A. E.
;
Klingler, Sven
;
Ranaldo, Angelo
; …
-
2024
Persistent link: https://www.econbiz.de/10014486912
Saved in:
5
Investments and asset pricing in a world of satisficing agents
Berrada, Tony
;
Bossaerts, Peter L.
;
Ugazio, Giuseppe
-
2024
Persistent link: https://www.econbiz.de/10014484612
Saved in:
6
Sparse portfolio selection via topological data analysis based clustering
Goel, Anubha
;
Filipović, Damir
;
Pasricha, Puneet
-
2024
Persistent link: https://www.econbiz.de/10014485759
Saved in:
7
Sparse spanning portfolios and under-diversification with second-order stochastic dominance
Arvanitis, Stelios
;
Scaillet, Olivier
;
Topaloglou, Nikolas
-
2024
Persistent link: https://www.econbiz.de/10014485760
Saved in:
8
A càdlàg rough path foundation for robust finance
Allan, Andrew L.
;
Liu, Chong
;
Prömel, David Johannes
- In:
Finance and stochastics
28
(
2024
)
1
,
pp. 215-257
Persistent link: https://www.econbiz.de/10014447739
Saved in:
9
Large (and deep) factor models
Kelly, Bryan T.
;
Kuznetsov, Boris
;
Malamud, Semyon
;
Xu, …
-
2024
Persistent link: https://www.econbiz.de/10014483267
Saved in:
10
Robo-advising : optimal investment with mismeasured and unstable risk preferences
Keffert, Henk
- In:
European journal of operational research : EJOR
315
(
2024
)
1
,
pp. 378-392
Persistent link: https://www.econbiz.de/10014562841
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