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~person:"Ang, Andrew"
~person:"Li, Duan"
~source:"econis"
~subject:"Portfolio selection"
~subject:"Welt"
~type:"article"
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Portfolio selection
Welt
Portfolio-Management
52
Theorie
51
Theory
51
Mathematical programming
15
Mathematische Optimierung
15
Capital income
12
Kapitaleinkommen
12
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7
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52
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Ang, Andrew
Li, Duan
Fabozzi, Frank J.
121
Satchell, Stephen
53
Wong, Wing Keung
47
Maurer, Raimond
36
Hammoudeh, Shawkat
35
Korn, Ralf
35
Zagst, Rudi
35
Zaremba, Adam
35
Escobar, Marcos
32
Martellini, Lionel
32
Prigent, Jean-Luc
32
Auer, Benjamin R.
31
Kraft, Holger
31
Markowitz, Harry
31
Račev, Svetlozar T.
31
Guidolin, Massimo
30
Kang, Sang Hoon
30
Platen, Eckhard
30
Tiwari, Aviral Kumar
30
Gollier, Christian
28
Jarrow, Robert A.
28
Lo, Andrew W.
28
Levy, Haim
27
Voigt, Stefan
27
Zhou, Guofu
27
Faff, Robert W.
25
Hens, Thorsten
25
Mensi, Walid
25
Nguyen, Duc Khuong
25
Scherer, Bernd
25
Young, Virginia R.
25
Frankel, Jeffrey A.
24
Guerard, John Baynard
24
Bouri, Elie
23
Forsyth, Peter A.
23
Gallagher, David R.
23
Kim, Woo Chang
23
Lien, Da-hsiang Donald
23
Post, Thierry
23
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European journal of operational research : EJOR
6
Journal of economic dynamics & control
5
Mathematical finance : an international journal of mathematics, statistics and financial theory
5
Journal of financial economics
3
The journal of portfolio management : JPM
3
The journal of portfolio management : a publication of Institutional Investor
3
Journal of investment management : JOIM
2
Journal of the Operational Research Society : OR
2
Operations research
2
The journal of computational finance
2
The review of financial studies
2
Asset management at central banks and monetary authorities : new practices in managing international foreign exchange reserves
1
Climate investing : new strategies and implementation challenges
1
Financial analysts journal : FAJ
1
Financial analysts' journal : FAJ
1
Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty
1
INFORMS journal on computing : JOC
1
Journal of banking & finance
1
Journal of risk
1
Journal of the Operational Research Society
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
Operations research letters
1
The journal of asset management
1
The journal of investing : JOI
1
The journal of wealth management
1
The quarterly journal of finance
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
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ECONIS (ZBW)
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52
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1
Effective algorithms for optimal portfolio deleveraging problem with cross impact
Luo, Hezhi
;
Chen, Yuanyuan
;
Zhang, Xianye
;
Li, Duan
; …
- In:
Mathematical finance : an international journal of …
34
(
2024
)
1
,
pp. 36-89
Persistent link: https://www.econbiz.de/10014471144
Saved in:
2
Counter-cyclical margins for option portfolios
Chen, Yuanyuan
;
Wu, Qi
;
Li, Duan
- In:
Journal of economic dynamics & control
146
(
2023
),
pp. 1-33
Persistent link: https://www.econbiz.de/10014478163
Saved in:
3
Time consistent in efficiency dynamic mean-variance policy
Shi, Yun
;
Li, Duan
;
Cui, Xiangyu
- In:
Journal of the Operational Research Society
74
(
2023
)
1
,
pp. 195-208
Persistent link: https://www.econbiz.de/10014231704
Saved in:
4
Net-zero investing for multi-asset portfolios seeking to satisfy Paris-aligned benchmark requirements with climate alpha signals
Hodges, Philip
;
Ren, He
;
Schwaiger, Katharina
;
Ang, Andrew
- In:
The journal of portfolio management : JPM
48
(
2022
)
4
,
pp. 33-58
Persistent link: https://www.econbiz.de/10013175500
Saved in:
5
Portfolio performance attribution via Shapley value
Moehle, Nicholas
;
Boyd, Stephen P.
;
Ang, Andrew
- In:
Journal of investment management : JOIM
20
(
2022
)
3
,
pp. 33-52
Persistent link: https://www.econbiz.de/10013465394
Saved in:
6
Factor investing webinar
Ang, Andrew
;
Bender, Jennifer
;
DeSilva, Harindra
; …
- In:
The journal of portfolio management : JPM
49
(
2023
)
7
,
pp. 264-275
Persistent link: https://www.econbiz.de/10014308135
Saved in:
7
Factors with style
Kimura, Keiko
;
Schwaiger, Katharina
;
Sharma, Deepika
; …
- In:
The journal of investing : JOI
30
(
2021
)
3
,
pp. 21-46
Persistent link: https://www.econbiz.de/10012503316
Saved in:
8
Active Paris-aligned equity investing
Schwaiger, Katharina
;
Snow, Jim
;
Wendt, Viktoria-Sophie
; …
- In:
Climate investing : new strategies and implementation …
,
(pp. 123-140)
.
2022
Persistent link: https://www.econbiz.de/10014249468
Saved in:
9
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:
10
Factors and advisor portfolios
Lawler, Brian
;
Mossman, Brett
;
Nolan, Patrick
;
Ang, Andrew
- In:
The journal of wealth management
22
(
2020
)
4
,
pp. 37-61
Persistent link: https://www.econbiz.de/10012302826
Saved in:
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