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~accessRights:"restricted"
~person:"Bernard, Carole"
~subject:"Kapitaleinkommen"
~subject:"Portfolio-Management"
~type_genre:"Article in journal"
~type_genre:"Glossary included"
~type_genre:"Sammlung"
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Kapitaleinkommen
Portfolio-Management
Portfolio selection
15
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11
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11
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6
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6
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4
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Bernard, Carole
Fabozzi, Frank J.
36
Zaremba, Adam
35
Kang, Sang Hoon
29
Escobar, Marcos
25
Tiwari, Aviral Kumar
24
Mensi, Walid
23
Hammoudeh, Shawkat
22
Yoon, Seong-min
20
Bouri, Elie
19
Goodell, John W.
19
Gupta, Rangan
18
Shahzad, Syed Jawad Hussain
18
Vanduffel, Steven
18
Xuan Vinh Vo
18
Auer, Benjamin R.
17
Forsyth, Peter A.
17
Ur Rehman, Mobeen
17
Wong, Wing Keung
17
Young, Virginia R.
17
Chen, An
16
Satchell, Stephen
16
Wang, Ruodu
16
Xiong, Xiong
16
Hernandez, Jose Arreola
14
Li, Duan
14
Yao, Haixiang
14
Zagst, Rudi
14
Zhang, Wei
14
Capponi, Agostino
13
Cui, Xiangyu
13
Dai, Zhifeng
13
Demirer, Rıza
13
Lu, Xiaomeng
13
Nguyen, Duc Khuong
13
Shen, Dehua
13
Wang, Yudong
13
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Yousaf, Imran
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European journal of operational research : EJOR
2
Quantitative finance
2
Asia-Pacific journal of risk and insurance : APJRI
1
Economics letters
1
Finance and stochastics
1
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1
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1
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1
Journal of mathematical economics
1
Journal of the Operational Research Society
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ECONIS (ZBW)
15
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1
Asset risk management of participating contracts
Bernard, Carole
;
Le Courtois, Olivier
- In:
Asia-Pacific journal of risk and insurance : APJRI
6
(
2012
)
2
,
pp. 1-21
Persistent link: https://www.econbiz.de/10010126513
Saved in:
2
A new approach to assessing model risk in high dimensions
Bernard, Carole
;
Vanduffel, Steven
- In:
Journal of banking & finance
58
(
2015
),
pp. 166-178
Persistent link: https://www.econbiz.de/10011543968
Saved in:
3
When do two- or three-fund separation theorems hold?
Bernard, Carole
;
De Vecchi, Corrado
;
Vanduffel, Steven
- In:
Quantitative finance
21
(
2021
)
11
,
pp. 1869-1883
Persistent link: https://www.econbiz.de/10012696788
Saved in:
4
Range value-at-risk bounds for unimodal distributions under partial information
Bernard, Carole
;
Kazzi, Rodrigue
;
Vanduffel, Steven
- In:
Insurance / Mathematics & economics
94
(
2020
),
pp. 9-24
Persistent link: https://www.econbiz.de/10012419085
Saved in:
5
Rationalizing investors' choices
Bernard, Carole
;
Chen, Jit Seng
;
Vanduffel, Steven
- In:
Journal of mathematical economics
59
(
2015
),
pp. 10-23
Persistent link: https://www.econbiz.de/10011573437
Saved in:
6
Risk bounds for factor models
Bernard, Carole
;
Rüschendorf, Ludger
;
Vanduffel, Steven
; …
- In:
Finance and stochastics
21
(
2017
)
3
,
pp. 631-659
Persistent link: https://www.econbiz.de/10011944414
Saved in:
7
Optimal portfolios under a correlation constraint
Bernard, Carole
;
Cornilly, Dries
;
Vanduffel, Steven
- In:
Quantitative finance
18
(
2018
)
3
,
pp. 333-345
Persistent link: https://www.econbiz.de/10011906370
Saved in:
8
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:
9
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:
10
Optimal portfolio choice with benchmarks
Bernard, Carole
;
De Staelen, Rob H.
;
Vanduffel, Steven
- In:
Journal of the Operational Research Society
70
(
2019
)
10
,
pp. 1600-1621
Persistent link: https://www.econbiz.de/10012214351
Saved in:
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