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~isPartOf:"Computational economics"
~isPartOf:"Finance and stochastics"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"The journal of asset management"
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EMU and Portfolio Diversificat...
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Computational economics
Finance and stochastics
Mathematical finance : an international journal of mathematics, statistics and financial theory
The journal of asset management
European journal of operational research : EJOR
285
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279
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1
Risk measures : rationality and diversification
Cerreia-Vioglio, Simone
;
Maccheroni, Fabio
;
Marinacci, …
- In:
Mathematical finance : an international journal of …
21
(
2011
)
4
,
pp. 743-774
Persistent link: https://www.econbiz.de/10009312216
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2
The Maximum Diversification index
Diyarbakırlıoğlu, Erkin
;
Satman, Mehmet H.
- In:
The journal of asset management
14
(
2013
)
6
,
pp. 400-409
Persistent link: https://www.econbiz.de/10010258476
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3
Diversification with risk factors and investable hedge fund indices
Boigner, Philip
;
Gadzinski, Gregory
- In:
The journal of asset management
16
(
2015
)
2
,
pp. 101-116
Persistent link: https://www.econbiz.de/10011411941
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4
Approximating large diversified portfolios
Hofmann, Norbert
;
Platen, Eckhard
- In:
Mathematical finance : an international journal of …
10
(
2000
)
1
,
pp. 77-88
Persistent link: https://www.econbiz.de/10002177158
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5
Diversification measures and the optimal number of stocks in a portfolio : an information theoretic explanation
Oyenubi, Adeola
- In:
Computational economics
54
(
2019
)
4
,
pp. 1443-1471
Persistent link: https://www.econbiz.de/10012309220
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6
Portfolio optimisation in an uncertain world
Jong, Marielle de
- In:
The journal of asset management
19
(
2018
)
4
,
pp. 216-221
Persistent link: https://www.econbiz.de/10011891167
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7
How to apply advanced statistical analysis to computational economics : methods and insights
Song, Malin
;
Fisher, Ron
- In:
Computational economics
52
(
2018
)
4
,
pp. 1045-1052
Persistent link: https://www.econbiz.de/10012053116
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8
Empirical validation in agent-based models : special issue
Fagiolo, Giorgio
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003582859
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9
Grid enabling empirical economics : a microdata application
Peters, Simon A.
;
Clark, Kenneth
;
Ekin, Pascal
;
Le …
- In:
Computational economics
30
(
2007
)
4
,
pp. 349-370
Persistent link: https://www.econbiz.de/10003582869
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10
Optimal capital and risk transfers for group diversification
Filipović, Damir
;
Kupper, Michael
- In:
Mathematical finance : an international journal of …
18
(
2008
)
1
,
pp. 55-76
Persistent link: https://www.econbiz.de/10003643466
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