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~isPartOf:"Journal of economic dynamics & control"
~person:"Fabozzi, Frank J."
~person:"Munk, Claus"
~person:"Pepels, Werner"
~subject:"Aufsatzsammlung"
~subject:"Finanzanalyse"
~subject:"Portfolio selection"
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Aufsatzsammlung
Finanzanalyse
Portfolio selection
Portfolio-Management
7
Theorie
5
Theory
5
Hedging
3
Lebenszyklus
2
Life cycle
2
Anlageverhalten
1
Arbeitslosigkeit
1
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1
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1
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7
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Fabozzi, Frank J.
Munk, Claus
Pepels, Werner
Kraft, Holger
6
Branger, Nicole
5
Li, Duan
5
Lioui, Abraham
5
Zenios, Stauros Andrea
4
Cvitanić, Jakša
3
Huang, Chi-fu
3
Leippold, Markus
3
Li, Kai
3
Lillo, Fabrizio
3
Mahayni, Antje
3
Rustem, Berç
3
Seifried, Frank Thomas
3
Trojani, Fabio
3
Vanini, Paolo
3
Alexander, Gordon J.
2
Baptista, Alexandre M.
2
Blake, David
2
Bodie, Zvi
2
Caccioli, Fabio
2
Chacko, George
2
Cong, F.
2
Cox, John Carrington
2
Cui, Xiangyu
2
Damgaard, Anders
2
De Giorgi, Enrico
2
Duffie, Darrell
2
Farmer, J. Doyne
2
Forsyth, Peter A.
2
He, Xue-zhong
2
Hindy, Ayman
2
Kwon, Oh Kang
2
Larsen, Linda Sandris
2
Li, Bin
2
Li, Danping
2
Li, Lingfei
2
Li, Youwei
2
Liao, Yin
2
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Journal of economic dynamics & control
The Frank J. Fabozzi series
27
The theory and practice of investment management
11
Journal of banking & finance
9
The journal of portfolio management : JPM
9
Applied economics
7
Investment management and financial management
7
The journal of portfolio management : a publication of Institutional Investor
7
Valuation, financial modeling, and quantitative tools
7
Frank J. Fabozzi series
6
The handbook of fixed income securities
6
Frank J. Fabozzi Ser
5
International journal of theoretical and applied finance
5
European journal of operational research : EJOR
4
Financial markets and instruments
4
Wiley finance
4
Publications from Department of Management
3
SAFE working paper
3
The journal of asset management
3
The journal of fixed income
3
The journal of fixed income : JFI
3
Always learning
2
Analytical models for financial modeling and risk management
2
Annals of operations research
2
Applied financial economics letters
2
Finance research letters
2
Frank J. Fabozzi Series
2
Journal / The Capco Institute : journal of financial transformation
2
Journal of international money and finance
2
Operations research models in banking management
2
Quantitative fund management
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
The journal of asset management : a major new, international quarterly journal for the financial community
2
A Probus guide to world markets
1
Advanced bond portfolio management : best practices in modeling and strategies
1
Annals of finance
1
Applied economics letters
1
Applied financial economics
1
Applied mathematical finance
1
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ECONIS (ZBW)
7
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7
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date (oldest first)
1
Market complete option valuation using a Jarrow-Rudd pricing tree with skewness and kurtosis
Hu, Yuan
;
Lindquist, W. Brent
;
Račev, Svetlozar T.
; …
- In:
Journal of economic dynamics & control
137
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013464578
Saved in:
2
Hedging recessions
Branger, Nicole
;
Larsen, Linda Sandris
;
Munk, Claus
- In:
Journal of economic dynamics & control
107
(
2019
),
pp. 1-24
Persistent link: https://www.econbiz.de/10012312632
Saved in:
3
Asset allocation over the life cycle : how much do taxes matter?
Fischer, Marcel
;
Kraft, Holger
;
Munk, Claus
- In:
Journal of economic dynamics & control
37
(
2013
)
11
,
pp. 2217-2240
Persistent link: https://www.econbiz.de/10010196889
Saved in:
4
The costs of suboptimal dynamic asset allocation : general results and applications to interest rate risk, stock volatility risk, and growth/value tilts
Larsen, Linda Sandris
;
Munk, Claus
- In:
Journal of economic dynamics & control
36
(
2012
)
2
,
pp. 266-293
Persistent link: https://www.econbiz.de/10009489609
Saved in:
5
Portfolio selection with uncertain exit time : a robust CVaR approach
Huang, Dashan
;
Zhu, Shu-shang
;
Fabozzi, Frank J.
; …
- In:
Journal of economic dynamics & control
32
(
2008
)
2
,
pp. 594-623
Persistent link: https://www.econbiz.de/10003642783
Saved in:
6
Portfolio and consumption choice with stochastic investment opportunities and habit formation in preferences
Munk, Claus
- In:
Journal of economic dynamics & control
32
(
2008
)
11
,
pp. 3560-3589
Persistent link: https://www.econbiz.de/10003780974
Saved in:
7
Optimal consumption/investment policies with undiversifiable income risk and liquidity constraints
Munk, Claus
- In:
Journal of economic dynamics & control
24
(
2000
)
9
,
pp. 1315-1343
Persistent link: https://www.econbiz.de/10001483870
Saved in:
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