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~isPartOf:"Mathematics and financial economics"
~person:"Satchell, Stephen"
~person:"Zagst, Rudi"
~subject:"Portfolio selection"
~subject:"Risk measure"
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Portfolio selection
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Satchell, Stephen
Zagst, Rudi
Rosazza Gianin, Emanuela
4
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3
Jarrow, Robert A.
3
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3
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2
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2
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Mathematics and financial economics
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Journal of banking & finance
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Advances in portfolio construction and implementation
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Alternative investments and strategies : credit, derivatives, CPPI, investments, risk
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International journal of theoretical and applied finance
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Decision making and risk/return optimization in financial economics
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Decisions in economics and finance : a journal of applied mathematics
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Diskussionspapiere der Europa-Universität Viadrina Frankfurt (Oder), Fakultät Wirtschaftswissenschaften
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Finanzmarkt und Portfolio-Management
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Optimal life-cycle consumption and investment decisions under age-dependent risk preferences
Lichtenstern, Andreas
;
Shevchenko, Pavel V.
;
Zagst, Rudi
- In:
Mathematics and financial economics
15
(
2021
)
2
,
pp. 275-313
Persistent link: https://www.econbiz.de/10012500025
Saved in:
2
Optimal investment with transaction costs under cumulative prospect theory in discrete time
Zou, Bin
;
Zagst, Rudi
- In:
Mathematics and financial economics
11
(
2017
)
4
,
pp. 393-421
Persistent link: https://www.econbiz.de/10011900575
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