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~person:"Calvet, Laurent E."
~person:"Capponi, Agostino"
~subject:"Portfolio-Management"
~type_genre:"Article in journal"
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Portfolio-Management
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23
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23
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20
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20
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13
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10
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10
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7
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Calvet, Laurent E.
Capponi, Agostino
Fabozzi, Frank J.
32
Hammoudeh, Shawkat
25
Wong, Wing Keung
22
Wang, Ruodu
18
McAleer, Michael
17
Gollier, Christian
16
Kang, Sang Hoon
15
Li, Duan
14
Satchell, Stephen
14
Huang, Xiaoxia
13
Mensi, Walid
13
Righi, Marcelo Brutti
13
Vanduffel, Steven
13
Zaremba, Adam
13
Alexander, Gordon J.
12
Bernard, Carole
12
Eeckhoudt, Louis R.
12
Jarrow, Robert A.
12
Martellini, Lionel
12
Tiwari, Aviral Kumar
12
Uryasev, Stan
12
Baptista, Alexandre M.
11
Chen, An
11
Escobar, Marcos
11
Janabi, Mazin A. M. al
11
Lucas, André
11
Rosazza Gianin, Emanuela
11
Rösch, Daniel
11
Zhu, Shushang
11
Gatzert, Nadine
10
Kakushadze, Zura
10
Liang, Zongxia
10
Mao, Tiantian
10
Rüschendorf, Ludger
10
Chen, Zhiping
9
Jacobs, Michael <Jr.>
9
Korn, Ralf
9
Müller, Fernanda Maria
9
Prigent, Jean-Luc
9
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Mathematics of operations research
3
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Finance and stochastics
1
Journal of financial econometrics
1
Journal of political economy
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Operations research
1
The American economic review
1
The journal of finance : the journal of the American Finance Association
1
The quarterly journal of economics
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ECONIS (ZBW)
13
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1
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10
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13
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1
Systemic
risk
-driven portfolio selection
Capponi, Agostino
;
Rubtsov, Alexey
- In:
Operations research
70
(
2022
)
3
,
pp. 1598-1612
Persistent link: https://www.econbiz.de/10013366163
Saved in:
2
Robo-advising : learning investors'
risk
preferences via portfolio choices
Alsabah, Humoud
;
Capponi, Agostino
;
Lacedelli, Octavio Ruiz
- In:
Journal of financial econometrics
19
(
2021
)
2
,
pp. 369-392
Persistent link: https://www.econbiz.de/10012620056
Saved in:
3
Systemic influences on optimal equity-credit investment
Capponi, Agostino
;
Frei, Christoph
- In:
Management science : journal of the Institute for …
63
(
2017
)
8
,
pp. 2756-2771
Persistent link: https://www.econbiz.de/10011741445
Saved in:
4
Risk
-sensitive asset management and cascading defaults
Birge, John R.
;
Bo, Lijun
;
Capponi, Agostino
- In:
Mathematics of operations research
43
(
2018
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011818644
Saved in:
5
Robust optimization of credit portfolios
Bo, Lijun
;
Capponi, Agostino
- In:
Mathematics of operations research
42
(
2017
)
1
,
pp. 30-56
Persistent link: https://www.econbiz.de/10011654555
Saved in:
6
Optimal credit investment with borrowing costs
Bo, Lijun
;
Capponi, Agostino
- In:
Mathematics of operations research
42
(
2017
)
2
,
pp. 546-575
Persistent link: https://www.econbiz.de/10011684545
Saved in:
7
Optimal investment in credit derivatives portfolio under contagion
risk
Bo, Lijun
;
Capponi, Agostino
- In:
Mathematical finance : an international journal of …
26
(
2016
)
4
,
pp. 785-834
Persistent link: https://www.econbiz.de/10011583805
Saved in:
8
Dynamic credit investment in partially observed markets
Capponi, Agostino
;
Figueroa-López, José E.
;
Pascucci, …
- In:
Finance and stochastics
19
(
2015
)
4
,
pp. 891-939
Persistent link: https://www.econbiz.de/10011421091
Saved in:
9
Dynamic portfolio optimization with a defaultable security and regime-switching
Capponi, Agostino
;
Figueroa-López, José E.
- In:
Mathematical finance : an international journal of …
24
(
2014
)
2
,
pp. 207-249
Persistent link: https://www.econbiz.de/10010357378
Saved in:
10
Twin picks : disentangling the determinants of
risk
-taking in household portfolios
Calvet, Laurent E.
;
Sodini, Paolo
- In:
The journal of finance : the journal of the American …
69
(
2014
)
2
,
pp. 867-906
Persistent link: https://www.econbiz.de/10010372374
Saved in:
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