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~person:"Mitchell, Olivia S."
~person:"Werker, Bas J. M."
~subject:"Portfolio selection"
~type_genre:"Amtsdruckschrift"
~type_genre:"Working Paper"
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Portfolio selection
Portfolio-Management
53
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Mitchell, Olivia S.
Werker, Bas J. M.
Platen, Eckhard
51
McAleer, Michael
43
Maurer, Raimond
37
Campbell, John Y.
35
Uppal, Raman
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Guidolin, Massimo
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Hens, Thorsten
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Gollier, Christian
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Lucas, André
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Van Wincoop, Eric
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BaÅŸak, Suleyman
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Schenk-Hoppé, Klaus Reiner
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Bacchetta, Philippe
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Jondeau, Eric
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Åšlepaczuk, Robert
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Evstigneev, Igor V.
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Stambaugh, Robert F.
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Kelly, Bryan T.
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Malamud, Semyon
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Viceira, Luis M.
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Warnock, Francis E.
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Guiso, Luigi
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Pesaran, M. Hashem
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Pástor, Ľuboš
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Sentana, Enrique
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Timmermann, Allan
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Vries, Casper G. de
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Scaillet, Olivier
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Hlouskova, Jaroslava
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Hoesli, Martin
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ECONIS (ZBW)
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Testing for mean-variance spanning with short sales constraints and transaction costs : the case of emerging markets
Roon, Frans de
;
Nijman, Theodore E.
;
Werker, Bas J. M.
-
1998
Persistent link: https://www.econbiz.de/10000978825
Saved in:
52
Testing for mean-variance spanning with short sales constraints and transaction costs : the case of emerging markets
Roon, Frans de
;
Nijman, Theodore E.
;
Werker, Bas J. M.
-
1997
Persistent link: https://www.econbiz.de/10000969024
Saved in:
53
Testing for spanning with futures contracts and nontraded assets : a general approach
Roon, Frans de
;
Nijman, Theodore E.
;
Werker, Bas J. M.
-
1996
Persistent link: https://www.econbiz.de/10000944513
Saved in:
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