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~institution:"International Center for Financial Asset Management and Engineering"
~subject:"Capital income"
~subject:"Mathematische Optimierung"
~subject:"Portfolio-Management"
~subject:"Prognoseverfahren"
~subject:"USA"
~subject:"Zinsstruktur"
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Capital income
Mathematische Optimierung
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Scaillet, Olivier
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International Center for Financial Asset Management and Engineering
National Bureau of Economic Research
1,004
IGI Global
76
Federal Reserve Bank of St. Louis
50
OECD
37
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
36
European University Institute / Department of Economics
29
Springer Fachmedien Wiesbaden
29
Erasmus Research Institute of Management
28
Ekonomiska forskningsinstitutet <Stockholm>
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European University Institute / Department of Law
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Federal Reserve System / Division of Research and Statistics
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Edward Elgar Publishing
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Institute of Finance and Accounting <London>
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Econometrisch Instituut <Rotterdam>
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Rodney L. White Center for Financial Research
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Center for Economic Research <Tilburg>
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Centre for Analytical Finance <Århus>
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Deutsche Forschungsgemeinschaft
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Forschungsinstitut zur Zukunft der Arbeit
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The Wharton Financial Institutions Center
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Frank J. Fabozzi Associates <New Hope, Pa.>
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Federal Reserve Bank of Cleveland
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University of Exeter / Department of Economics
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University of Strathclyde / Department of Economics
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Birkbeck College / Department of Economics
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Federal Reserve Bank of New York
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World Bank
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Who are the best? : Local versus foreign analysts on the Latin American stock markets
Bacmann, Jean-François
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001791447
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2
Mutual fund flows and performance in rational markets
Berk, Jonathan B.
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001865022
Saved in:
3
Mortality risk and real optimal asset allocation for pension funds
Menoncin, Francesco
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001865031
Saved in:
4
Portfolio optimization with concave transaction costs
Demchuk, Andriy
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001865036
Saved in:
5
Linear-quadratic jump-diffusion modelling with application to stochastic volatility
Cheng, Peng
(
contributor
);
Scaillet, Olivier
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001790927
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6
The allocation of assets under higher moments
Jondeau, Eric
(
contributor
);
Rockinger, Michael
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001791441
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7
Are practitioners right? : On the relative importance of industrial factors in international stock returns
Isakov, Dušan
(
contributor
);
Sonney, Frédéric
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001791445
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8
Geographical versus industrial diversification : a mean variance spanning approach
Ehling, Paul
(
contributor
);
Ramos, Sofia B.
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001791454
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9
Optimal Asset Allocation for Pension Funds Under Mortality Risk During the Accumulation and Decumulation Phases
Battocchio, Paolo
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001795066
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10
Higher order expectations in asset pricing
Bacchetta, Philippe
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002240454
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