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Search: subject:"Optimal Portfolio Choice"
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Portfolio selection
18
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18
Optimal portfolio choice
12
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12
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12
optimal portfolio choice
5
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4
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4
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4
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3
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18
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Bernard, Carole
3
Vanduffel, Steven
3
Ye, Jiang
3
Bilsen, Servaas van
2
Laeven, Roger J. A.
2
Bismuth, Alexis
1
Branger, Nicole
1
Bretscher, Lorenzo
1
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1
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1
Cheng, Yuyang
1
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1
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1
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1
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1
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1
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1
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1
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1
Hall, Stephen G.
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
Stabile, Gabriele
1
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1
Weisheit, Stefan
1
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1
²Lindset, Snorre
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2
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1
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1
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1
European journal of operational research : EJOR
1
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1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
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1
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1
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1
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1
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1
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ECONIS (ZBW)
19
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19
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1
Portfolio choice with endogenous donations : modeling university endowments
Cejnek, Georg
;
Franz, Richard
;
Stoughton, Neal M.
- In:
Journal of economics & business
125/126
(
2023
),
pp. 1-30
Persistent link: https://www.econbiz.de/10014452665
Saved in:
2
Optimal investment strategy in the family of 4/2 stochastic volatility models
Cheng, Yuyang
;
Escobar, Marcos
- In:
Quantitative finance
21
(
2021
)
10
,
pp. 1723-1751
Persistent link: https://www.econbiz.de/10012653709
Saved in:
3
Dynamic
optimal
portfolio
choice
under time-varying risk aversion
Díaz Pérez, Antonio
;
Esparcia, Carlos
- In:
International economics : a journal published by CEPII …
166
(
2021
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013193280
Saved in:
4
Dynamic consumption and portfolio choice under prospect theory
Bilsen, Servaas van
;
Laeven, Roger J. A.
- In:
Insurance / Mathematics & economics
91
(
2020
),
pp. 224-237
Persistent link: https://www.econbiz.de/10012242015
Saved in:
5
Consumption and portfolio choice under loss aversion and endogenous updating of the reference level
Bilsen, Servaas van
;
Laeven, Roger J. A.
;
Nijman, …
- In:
Management science : journal of the Institute for …
66
(
2020
)
9
,
pp. 3927-3955
Persistent link: https://www.econbiz.de/10012297738
Saved in:
6
Optimal strategies under Omega ratio
Bernard, Carole
;
Vanduffel, Steven
;
Ye, Jiang
- In:
European journal of operational research : EJOR
275
(
2019
)
2
,
pp. 755-767
Persistent link: https://www.econbiz.de/10011993573
Saved in:
7
A new efficiency test for ranking investments : application to hedge fund performance
Bernard, Carole
;
Vanduffel, Steven
;
Ye, Jiang
- In:
Economics letters
181
(
2019
),
pp. 203-207
Persistent link: https://www.econbiz.de/10012121794
Saved in:
8
Portfolio choice, portfolio liquidation, and portfolio transition under drift uncertainty
Bismuth, Alexis
;
Guéant, Olivier
;
Pu, Jiang
- In:
Mathematics and financial economics
13
(
2019
)
4
,
pp. 661-719
Persistent link: https://www.econbiz.de/10012055900
Saved in:
9
Optimal portfolio under state-dependent expected utility
Bernard, Carole
;
Vanduffel, Steven
;
Ye, Jiang
- In:
International journal of theoretical and applied finance
21
(
2018
)
3
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011889433
Saved in:
10
Strategic technology adoption and hedging under incomplete markets
Leippold, Markus
;
Stromberg, Jacob
- In:
Journal of banking & finance
81
(
2017
),
pp. 181-199
Persistent link: https://www.econbiz.de/10011816440
Saved in:
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