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~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Portfolio optimization"
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Portfolio selection
449
Portfolio-Management
449
Theorie
237
Theory
237
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96
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96
Stochastic process
54
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54
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447
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449
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Korn, Ralf
7
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6
Fabozzi, Frank J.
5
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5
Green, Richard C.
4
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4
Uppal, Raman
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3
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3
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3
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3
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3
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3
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3
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2
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2
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2
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2
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2
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2
Chan, Ngai Hang
2
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2
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International journal of theoretical and applied finance
The journal of finance : the journal of the American Finance Association
Journal of banking & finance
567
Finance research letters
413
European journal of operational research : EJOR
390
Insurance / Mathematics & economics
385
International review of financial analysis
287
Journal of financial economics
262
The journal of asset management
255
The journal of portfolio management : a publication of Institutional Investor
252
Journal of economic dynamics & control
250
Applied economics
203
Journal of empirical finance
200
Management science : journal of the Institute for Operations Research and the Management Sciences
199
Finance and stochastics
196
Quantitative finance
195
The review of financial studies
194
International review of economics & finance : IREF
177
Mathematical finance : an international journal of mathematics, statistics and financial theory
177
Journal of financial and quantitative analysis : JFQA
175
Economic modelling
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
Journal of investment management : JOIM
146
The journal of investing
140
Economics letters
137
Pacific-Basin finance journal
134
The journal of wealth management
131
Applied economics letters
130
Research in international business and finance
126
Journal of international financial markets, institutions & money
124
The journal of portfolio management : JPM
117
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
115
Computational economics
113
Journal of international money and finance
113
Applied financial economics
111
Financial markets and portfolio management
111
Journal of risk
110
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ECONIS (ZBW)
449
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449
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1
Principal portfolios
Kelly, Bryan T.
;
Malamud, Semyon
;
Pedersen, Lasse Heje
- In:
The journal of finance : the journal of the American …
78
(
2023
)
1
,
pp. 347-387
Persistent link: https://www.econbiz.de/10014311360
Saved in:
2
Naïve buying diversification and narrow framing by individual investors
Gathergood, John
;
Hirshleifer, David
;
Leake, David
; …
- In:
The journal of finance : the journal of the American …
78
(
2023
)
3
,
pp. 1705-1741
Persistent link: https://www.econbiz.de/10014312053
Saved in:
3
Countercyclical income risk and portfolio choices : evidence from Sweden
Catherine, Sylvain
;
Sodini, Paolo
;
Zhang, Yapei
- In:
The journal of finance : the journal of the American …
79
(
2024
)
3
,
pp. 1755-1788
Persistent link: https://www.econbiz.de/10014535619
Saved in:
4
A portfolio approach to global imbalances
Jiang, Zhengyang
;
Richmond, Robert J.
;
Zhang, Tony
- In:
The journal of finance : the journal of the American …
79
(
2024
)
3
,
pp. 2025-2076
Persistent link: https://www.econbiz.de/10014535643
Saved in:
5
Optimal dynamic futures portfolio under a multifactor Gaussian framework
Leung, Tim
;
Yan, Raphael
;
Zhou, Yang
- In:
International journal of theoretical and applied finance
24
(
2021
)
5
,
pp. 1-27
Persistent link: https://www.econbiz.de/10012662043
Saved in:
6
Mixture of consistent stochastic utilities, and a priori randomness
Mrad, Mohamed
- In:
International journal of theoretical and applied finance
24
(
2021
)
1
,
pp. 1-34
Persistent link: https://www.econbiz.de/10012650235
Saved in:
7
Coherent risk measures and normal mixture distributions with applications in portfolio optimization
Shi, Xiang
;
Kim, Young Shin
- In:
International journal of theoretical and applied finance
24
(
2021
)
4
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012652709
Saved in:
8
Option momentum
Heston, Steven L.
;
Jones, Christopher S.
;
Khorram, Mehdi
; …
- In:
The journal of finance : the journal of the American …
78
(
2023
)
6
,
pp. 3141-3192
Persistent link: https://www.econbiz.de/10014437686
Saved in:
9
Anomalies and the expected market return
Xi, Dong
;
Li, Yan
;
Rapach, David E.
;
Zhou, Guofu
- In:
The journal of finance : the journal of the American …
77
(
2022
)
1
,
pp. 639-681
Persistent link: https://www.econbiz.de/10012796524
Saved in:
10
Belief disagreement and portfolio choice
Meeuwis, Maarten
;
Parker, Jonathan A.
;
Schoar, Antoinette
; …
- In:
The journal of finance : the journal of the American …
77
(
2022
)
6
,
pp. 3191-3247
Persistent link: https://www.econbiz.de/10013464251
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