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~institution:"International Center for Financial Asset Management and Engineering"
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1987-2001
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Hoesli, Martin
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International Center for Financial Asset Management and Engineering
National Bureau of Economic Research
777
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
76
Université Paris-Dauphine (Paris IX)
53
Institut für Schweizerisches Bankwesen <Zürich>
39
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Institute of Finance and Accounting <London>
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European Association of Agricultural Economists - EAAE
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National Centre of Competence in Research North South <Bern>
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Forschungsinstitut zur Zukunft der Arbeit
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Basel Committee on Banking Supervision
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Max-Planck-Institut für Ökonomik <Jena> / Abteilung Strategische Interaktion
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World Bank
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Department of Economics and Business, Universitat Pompeu Fabra
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Ekonomiska forskningsinstitutet <Stockholm>
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Federal Reserve Bank of Cleveland
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Frank J. Fabozzi Associates <New Hope, Pa.>
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Tilburg University, Center for Economic Research
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Fisher Investments Inc. <Woodside, Calif.>
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Rodney L. White Center for Financial Research
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Department of Economics, University of Connecticut
11
Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
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Frankfurt School of Finance & Management
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Portfolio optimization with concave transaction costs
Demchuk, Andriy
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contributor
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2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001865036
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2
Stock exchange competition in a simple model of capital market equilibrium
Ramos, Sofia B.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002240447
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3
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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4
Quantitative selection of long-short hedge funds
Chen, Kaifeng
(
contributor
);
Passow, Alexander
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001864630
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5
Mutual fund flows and performance in rational markets
Berk, Jonathan B.
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contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001865022
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6
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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7
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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8
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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9
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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10
Portfolio diversification in Europe
Adjaoute, Kpate
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001791457
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