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Quantitative fund management
NBER working paper series
6,840
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6,486
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6,245
Economics letters
5,241
European journal of operational research : EJOR
4,990
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The American economic review
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Computers & operations research : and their applications to problems of world concern ; an international journal
2,336
Journal of economic behavior & organization : JEBO
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2,194
Europäische Hochschulschriften / 5
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SpringerLink / Bücher
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1,655
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1,608
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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ECONIS (ZBW)
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1
Portfolio optimization under the value-at-risk constraint
Pirvu, Traian A.
- In:
Quantitative fund management
,
(pp. 17-41)
.
2009
Persistent link: https://www.econbiz.de/10003796936
Saved in:
2
Dynamic consumption and asset allocation with derivative securities
Hsuku, Yuan-Hung
- In:
Quantitative fund management
,
(pp. 43-66)
.
2009
Persistent link: https://www.econbiz.de/10003796940
Saved in:
3
Volatility-induced financial growth
Dempster, Michael A. H.
;
Evstigneev, Igor V.
; …
- In:
Quantitative fund management
,
(pp. 67-84)
.
2009
Persistent link: https://www.econbiz.de/10003796944
Saved in:
4
Constant rebalanced portfolios and side-information
Fagiuoli, E.
;
Stella, F.
;
Ventura, A.
- In:
Quantitative fund management
,
(pp. 85-106)
.
2009
Persistent link: https://www.econbiz.de/10003796947
Saved in:
5
Stochastic programming for funding mortgage pools
Infanger, Gerd
- In:
Quantitative fund management
,
(pp. 129-173)
.
2009
Persistent link: https://www.econbiz.de/10003796950
Saved in:
6
DC pension fund benchmarking with fixed-mix portfolio optimization
Dempster, Michael A. H.
;
Germano, M.
;
Medova, E. A.
; …
- In:
Quantitative fund management
,
(pp. 247-258)
.
2009
Persistent link: https://www.econbiz.de/10003796960
Saved in:
7
Higher moment coherent risk measures
Krokhmal, Pavlo A.
- In:
Quantitative fund management
,
(pp. 271-298)
.
2009
Persistent link: https://www.econbiz.de/10003796963
Saved in:
8
On the feasibility of portfolio optimization under expected shortfall
Ciliberti, Stefano
;
Kondor, Imre
;
Mézard, Marc
- In:
Quantitative fund management
,
(pp. 299-313)
.
2009
Persistent link: https://www.econbiz.de/10003796964
Saved in:
9
Ambiguity in portfolio selection
Pflug, Georg
;
Wozabal, David
- In:
Quantitative fund management
,
(pp. 377-391)
.
2009
Persistent link: https://www.econbiz.de/10003797018
Saved in:
10
Mean-risk models using two risk measures : a multi-objective approach
Roman, Diana
;
Darby-Dowman, Kenneth
;
Mitra, Gautam
- In:
Quantitative fund management
,
(pp. 393-423)
.
2009
Persistent link: https://www.econbiz.de/10003797023
Saved in:
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