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~person:"Auer, Benjamin R."
~person:"Clare, Andrew D."
~person:"Martellini, Lionel"
~type_genre:"Article in journal"
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Search: subject_exact:"Portfolio-Insurance"
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Portfolio selection
81
Portfolio-Management
81
Capital income
30
Kapitaleinkommen
30
Theorie
22
Theory
22
Investment Fund
15
Investmentfonds
15
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78
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Auer, Benjamin R.
Clare, Andrew D.
Martellini, Lionel
Fabozzi, Frank J.
78
Wong, Wing Keung
47
Satchell, Stephen
37
Zaremba, Adam
34
Hammoudeh, Shawkat
33
Korn, Ralf
33
Escobar, Marcos
31
Zagst, Rudi
31
Kang, Sang Hoon
30
Li, Duan
30
Platen, Eckhard
30
Prigent, Jean-Luc
30
Guidolin, Massimo
29
Levy, Haim
27
Tiwari, Aviral Kumar
27
Lo, Andrew W.
26
Zhou, Guofu
26
Maurer, Raimond
25
Mensi, Walid
25
Young, Virginia R.
25
Faff, Robert W.
23
Forsyth, Peter A.
23
Gallagher, David R.
23
Hens, Thorsten
23
Jarrow, Robert A.
23
Kraft, Holger
23
Post, Thierry
23
Scherer, Bernd
23
Vanduffel, Steven
23
Markowitz, Harry
22
McAleer, Michael
22
Wong, Hoi Ying
22
Nguyen, Duc Khuong
21
Van Vuuren, Gary
21
Yao, Haixiang
21
Ang, Andrew
20
Gollier, Christian
20
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The journal of portfolio management : a publication of Institutional Investor
8
International review of financial analysis
7
The journal of alternative investments
4
The journal of asset management
4
The journal of portfolio management : JPM
4
Finance research letters
3
The journal of fixed income
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Das Wirtschaftsstudium : wisu ; Zeitschrift für Ausbildung, Prüfung, Berufseinstieg und Fortbildung
2
European journal of operational research : EJOR
2
Financial markets and portfolio management
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Journal of pension economics and finance
2
Management science : journal of the Institute for Operations Research and the Management Sciences
2
Quantitative finance
2
Research in international business and finance
2
The journal of asset management : a major new, international quarterly journal for the financial community
2
The journal of fixed income : JFI
2
The journal of investing
2
The review of financial studies
2
Die Betriebswirtschaft : DBW
1
Economics letters
1
Financial analysts journal : FAJ
1
Financial analysts' journal : FAJ
1
International journal of theoretical and applied finance
1
Journal of banking & finance
1
Journal of banking and finance
1
Journal of business ethics : JOBE
1
Journal of international financial markets, institutions & money
1
Journal of investment management : JOIM
1
Journal of mathematical economics
1
Journal of pension economics and finance : JPEF
1
Journal of risk
1
Pensions : an international journal
1
Review of managerial science
1
Review of managerial science : RMS
1
Risk management : an international journal
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The European journal of finance
1
The North American journal of economics and finance : a journal of financial economics studies
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The international journal of finance
1
The journal of retirement : JOR
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ECONIS (ZBW)
81
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1
Liability-driven investment for pension funds : stochastic optimization with real assets
Jang, Chul
;
Clare, Andrew D.
;
Owadally, Iqbal
- In:
Risk management : an international journal
26
(
2024
)
3
,
pp. 1-32
Persistent link: https://www.econbiz.de/10014536668
Saved in:
2
Lifetime consumption and investment with housing, deferred annuities and home equity release
Jang, Chul
;
Owadally, Iqbal
;
Clare, Andrew D.
;
Kashif, …
- In:
Quantitative finance
22
(
2022
)
1
,
pp. 129-145
Persistent link: https://www.econbiz.de/10012872527
Saved in:
3
Improving interest rate risk hedging strategies through regularization
Mantilla-Garcia, Daniel
;
Martellini, Lionel
;
Milhau, Vincent
- In:
Financial analysts journal : FAJ
78
(
2022
)
4
,
pp. 18-36
Persistent link: https://www.econbiz.de/10013417613
Saved in:
4
Back to the funding ratio! : addressing the duration puzzle and retirement income risk of defined contribution pension plans
Mantilla-Garcia, Daniel
;
Martellini, Lionel
; …
- In:
Journal of banking and finance
159
(
2024
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014452072
Saved in:
5
Memory-enhanced momentum in commodity futures markets
Mehlitz, Julia S.
;
Auer, Benjamin R.
- In:
The European journal of finance
30
(
2024
)
8
,
pp. 773-802
Persistent link: https://www.econbiz.de/10014547998
Saved in:
6
A note on Steuer and Utz's (2023) multi-objective optimization approach for generating sustainability-efficient fronts
Marohn, Marcel
;
Auer, Benjamin R.
- In:
European journal of operational research : EJOR
316
(
2024
)
2
,
pp. 792-797
Persistent link: https://www.econbiz.de/10014575842
Saved in:
7
Core-satellite investing with commodity futures momentum
Stadtmüller, Immo
;
Auer, Benjamin R.
;
Schuhmacher, Frank
- In:
The journal of asset management : a major new, …
25
(
2024
)
3
,
pp. 261-287
Persistent link: https://www.econbiz.de/10014583404
Saved in:
8
Cloning mutual fund returns
Auer, Benjamin R.
;
Schuhmacher, Frank
;
Niemann, Sebastian
- In:
The quarterly review of economics and finance : journal …
90
(
2023
),
pp. 31-37
Persistent link: https://www.econbiz.de/10014431851
Saved in:
9
Rehabilitating mean-variance portfolio selection : theory and evidence
Auer, Benjamin R.
;
Schuhmacher, Frank
;
Kohrs, Hendrik
- In:
The journal of portfolio management : JPM
49
(
2023
)
7
,
pp. 159-178
Persistent link: https://www.econbiz.de/10014308106
Saved in:
10
Cross-sectional and time-series momentum in the US sovereign bond market
Martellini, Lionel
;
Rebonato, Riccardo
;
Maeso, Jean-Michel
- In:
The journal of fixed income : JFI
31
(
2022
)
3
,
pp. 20-40
Persistent link: https://www.econbiz.de/10012802444
Saved in:
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