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~institution:"International Center for Financial Asset Management and Engineering"
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A MEAN-VARIANCE-SKEWNESS MODEL...
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Portfolio selection
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Hoesli, Martin
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International Center for Financial Asset Management and Engineering
National Bureau of Economic Research
539
Institute of Finance and Accounting <London>
19
Frank J. Fabozzi Associates <New Hope, Pa.>
15
Center for Economic Research <Tilburg>
13
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
13
Rodney L. White Center for Financial Research
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
12
Springer Fachmedien Wiesbaden
12
World Bank
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Basel Committee on Banking Supervision
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Fisher Investments Inc. <Woodside, Calif.>
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OECD
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Pensions Institute
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10
CFA Institute <Charlottesville, Va.>
9
Ekonomiska forskningsinstitutet <Stockholm>
9
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9
Friedrich-Schiller-Universität Jena
9
HAL
9
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9
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
8
FinanzBuch Verlag
8
Universität Mannheim
8
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7
Fachverlag für Wirtschafts- und Steuerrecht Schäffer <Stuttgart>
7
Faculteit Economie en Bedrijfswetenschappen, Hogeschool-Universiteit Brussel (HUBrussel)
7
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ECONIS (ZBW)
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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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2
Quantitative selection of long-short hedge funds
Chen, Kaifeng
(
contributor
);
Passow, Alexander
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001864630
Saved in:
3
Mutual fund flows and performance in rational markets
Berk, Jonathan B.
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001865022
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4
Mortality risk and real optimal asset allocation for pension funds
Menoncin, Francesco
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001865031
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5
Portfolio optimization with concave transaction costs
Demchuk, Andriy
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001865036
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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
International evidence on real estate as a portfolio diversifier
Hoesli, Martin
(
contributor
);
Lekander, Jon
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001791443
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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
Portfolio diversification in Europe
Adjaoute, Kpate
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001791457
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10
The maximum drawdown as a risk measure : the role of real estate in the optimal portfolio revisited
Hamelink, Foort
(
contributor
);
Hoesli, Martin
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001791461
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