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~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"Operations research"
~person:"Consiglio, Andrea"
~person:"Strub, Moris S."
~subject:"Portfolio-Management"
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Portfolio-Management
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portfolio optimization
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Consiglio, Andrea
Strub, Moris S.
Li, Duan
7
Kraft, Holger
6
Branger, Nicole
5
Li, Kai
5
Lioui, Abraham
5
Munk, Claus
5
Zenios, Stauros Andrea
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Journal of economic dynamics & control
Operations research
Journal of globalization and development
2
Advances in artificial economics : the economy as a complex dynamic system; with 30 tables
1
Analytical models for financial modeling and risk management
1
European journal of operational research : EJOR
1
Finance and stochastics
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Journal of banking & finance
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ECONIS (ZBW)
5
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1
How endogenization of the reference point affects loss aversion : a study of portfolio selection
He, Xue Dong
;
Strub, Moris S.
- In:
Operations research
70
(
2022
)
6
,
pp. 3035-3053
Persistent link: https://www.econbiz.de/10014307626
Saved in:
2
Risk management for sustainable sovereign debt financing
Zenios, Stauros Andrea
;
Consiglio, Andrea
; …
- In:
Operations research
69
(
2021
)
3
,
pp. 755-773
Persistent link: https://www.econbiz.de/10012546866
Saved in:
3
Failing to foresee the updating of the reference point leads to time-inconsistent investment
Strub, Moris S.
;
Li, Duan
- In:
Operations research
68
(
2020
)
1
,
pp. 199-213
Persistent link: https://www.econbiz.de/10012172306
Saved in:
4
Discrete-time mean-CVaR portfolio selection and time-consistency induced term structure of the CVaR
Strub, Moris S.
;
Li, Duan
;
Cui, Xiangyu
;
Gao, Jianjun
- In:
Journal of economic dynamics & control
108
(
2019
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012313656
Saved in:
5
How does learning affect market liquidity? : a simulation analysis of a double-auction financial market with portfolio traders
Consiglio, Andrea
;
Russino, Annalisa
- In:
Journal of economic dynamics & control
31
(
2007
)
6
,
pp. 1910-1937
Persistent link: https://www.econbiz.de/10003487858
Saved in:
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