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~isPartOf:"Journal of banking & finance"
~person:"Alexander, Gordon J."
~person:"Bierwag, Gerald O."
~person:"Nogales, Francisco J."
~subject:"Portfolio selection"
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Portfolio selection
Portfolio-Management
12
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2
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2
Mathematische Optimierung
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Alexander, Gordon J.
Bierwag, Gerald O.
Nogales, Francisco J.
Baptista, Alexandre M.
7
Branger, Nicole
5
Munk, Claus
5
Zenios, Stauros Andrea
5
Fabozzi, Frank J.
4
Koedijk, Kees
4
Kraft, Holger
4
Levy, Haim
4
Levy, Moshe
4
An, Yunbi
3
Balbás de la Corte, Alejandro
3
Brunetti, Marianna
3
Chou, Pin-huang
3
Drew, Michael E.
3
Fedenia, Mark
3
Gouriéroux, Christian
3
Kwan, Clarence C. Y.
3
Malliaris, Anastasios G.
3
Phillips, Blake
3
Post, Thierry
3
Prisman, Eliezer Zeev
3
Rockafellar, Ralph Tyrrell
3
Rösch, Daniel
3
Skiadopoulos, George
3
Tessaromatis, Nikolaos P.
3
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Tzeng, Larry Y.
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Uryasev, Stan
3
Verbeek, Marno
3
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3
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2
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2
Armstrong, John
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Atella, Vincenzo
2
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2
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Journal of banking & finance
Journal of economic dynamics & control
2
The review of financial studies
2
AFA 2011 Denver Meetings Paper
1
Barcelona GSE working paper series : working paper
1
Discussion paper / Centre for Economic Policy Research
1
Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 2
1
IFA working paper
1
Journal of empirical finance
1
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1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Managerial and decision economics : MDE ; the international journal of research and progress in management economics
1
Prentice Hall finance series
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Prentice-Hall foundations of finance series
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Proceedings of Paris December 2021 Finance Meeting EUROFIDAI - ESSEC
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The European journal of finance
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The financial review : the official publication of the Eastern Finance Association
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ECONIS (ZBW)
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1
Portfolio selection with mental accounts : an equilibrium model with endogenous risk aversion
Alexander, Gordon J.
;
Baptista, Alexandre M.
;
Yan, Shu
- In:
Journal of banking & finance
110
(
2020
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012225005
Saved in:
2
Portfolio selection with proportional transaction costs and predictability
Mei, Xiaoling
;
Nogales, Francisco J.
- In:
Journal of banking & finance
94
(
2018
),
pp. 131-151
Persistent link: https://www.econbiz.de/10011966487
Saved in:
3
Multiperiod portfolio optimization with multiple risky assets and general transaction costs
Mei, Xiaoling
;
DeMiguel, Victor
;
Nogales, Francisco J.
- In:
Journal of banking & finance
69
(
2016
),
pp. 108-120
Persistent link: https://www.econbiz.de/10011635053
Saved in:
4
Optimal portfolios with minimum capital requirements
Santos, André A. P.
;
Nogales, Francisco J.
;
Ruiz, Esther
; …
- In:
Journal of banking & finance
36
(
2012
)
7
,
pp. 1928-1942
Persistent link: https://www.econbiz.de/10009629778
Saved in:
5
Active portfolio management with benchmarking : a frontier based on alpha
Alexander, Gordon J.
;
Baptista, Alexandre M.
- In:
Journal of banking & finance
34
(
2010
)
9
,
pp. 2185-2197
Persistent link: https://www.econbiz.de/10008737950
Saved in:
6
Size matters : optimal calibration of shrinkage estimators for portfolio selection
DeMiguel, Victor
;
Martin-Utrera, Alberto
;
Nogales, …
- In:
Journal of banking & finance
37
(
2013
)
8
,
pp. 3018-3034
Persistent link: https://www.econbiz.de/10009777150
Saved in:
7
Portfolio selection with mental accounts and delegation
Alexander, Gordon J.
;
Baptista, Alexandre M.
- In:
Journal of banking & finance
35
(
2011
)
10
,
pp. 2637-2656
Persistent link: https://www.econbiz.de/10009273273
Saved in:
8
Mean-variance portfolio selection wit "at-risk" constraints and discrete distributions
Alexander, Gordon J.
;
Baptista, Alexandre M.
;
Yan, Shu
- In:
Journal of banking & finance
31
(
2007
)
12
,
pp. 3761-3781
Persistent link: https://www.econbiz.de/10003604663
Saved in:
9
Portfolio selection with a drawdown constraint
Alexander, Gordon J.
;
Baptista, Alexandre M.
- In:
Journal of banking & finance
30
(
2006
)
11
,
pp. 3171-3189
Persistent link: https://www.econbiz.de/10003386441
Saved in:
10
Designing an immunized portfolio : is M-squared the key?
Bierwag, Gerald O.
- In:
Journal of banking & finance
17
(
1993
)
6
,
pp. 1147-1170
Persistent link: https://www.econbiz.de/10001156858
Saved in:
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