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~isPartOf:"Economic modelling"
~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"Swiss Finance Institute Research Paper"
~subject:"Portfolio selection"
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Portfolio selection
Theorie
2,520
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2,520
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311
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257
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257
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192
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Soner, Halil Mete
10
Malamud, Semyon
9
Muhle-Karbe, Johannes
8
Evstigneev, Igor V.
7
Schenk-Hoppé, Klaus Reiner
7
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6
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5
Konno, Hiroshi
5
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5
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5
Yao, Haixiang
5
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4
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4
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4
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4
Sornette, Didier
4
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4
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3
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3
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3
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3
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3
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2
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2
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2
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2
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2
Dempster, Michael A. H.
2
Dumas, Bernard
2
Epstein, D.
2
Escobar, Marcos
2
Farkas, Walter
2
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Economic modelling
International journal of theoretical and applied finance
Swiss Finance Institute Research Paper
European journal of operational research : EJOR
277
Insurance / Mathematics & economics
277
Journal of banking & finance
243
NBER working paper series
238
Working paper / National Bureau of Economic Research, Inc.
192
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189
Finance research letters
183
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167
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154
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152
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129
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121
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104
Management science : journal of the Institute for Operations Research and the Management Sciences
102
The review of financial studies
101
Journal of financial economics
100
The journal of portfolio management : a publication of Institutional Investor
99
The journal of finance : the journal of the American Finance Association
96
Journal of empirical finance
95
Discussion paper / Centre for Economic Policy Research
87
The European journal of finance
84
Economics letters
82
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Computational economics
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International review of economics & finance : IREF
71
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The North American journal of economics and finance : a journal of financial economics studies
66
Journal of risk and financial management : JRFM
65
The journal of portfolio management : JPM
64
Discussion paper / Tinbergen Institute
62
Journal of economic theory
61
Annals of finance
60
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58
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ECONIS (ZBW)
311
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1
Modeling the volatility and expected value of a diversified world index
Platen, Eckhard
- In:
International journal of theoretical and applied finance
7
(
2004
)
4
,
pp. 511-529
Persistent link: https://www.econbiz.de/10002108812
Saved in:
2
The proper use of risk measures in portfolio
theory
Ortobelli, Sergio
;
Račev, Svetlozar T.
;
Stoyanov, Stoyan
; …
- In:
International journal of theoretical and applied finance
8
(
2005
)
8
,
pp. 1107-1133
Persistent link: https://www.econbiz.de/10003280039
Saved in:
3
Crash hedging strategies and worst-case scenario portfolio optimization
Menkens, Olaf
- In:
International journal of theoretical and applied finance
9
(
2006
)
4
,
pp. 597-618
Persistent link: https://www.econbiz.de/10003347393
Saved in:
4
Optimal portfolio selection strategies in the presence of transaction costs
Meng, Qiang
;
Weerasinghe, Ananda
- In:
International journal of theoretical and applied finance
9
(
2006
)
4
,
pp. 619-641
Persistent link: https://www.econbiz.de/10003347396
Saved in:
5
Dynamic risk management of the lending rate policy of an interacted portfolio of loans via an investment strategy into a discrete stochastic framework
Pantelous, Athanasios A.
- In:
Economic modelling
25
(
2008
)
4
,
pp. 658-675
Persistent link: https://www.econbiz.de/10003791242
Saved in:
6
On portfolio selection under extreme risk measure : the heavy-tailed ICA model
Clémençon, Stéphan
;
Slim, Skander
- In:
International journal of theoretical and applied finance
10
(
2007
)
3
,
pp. 449-474
Persistent link: https://www.econbiz.de/10003463451
Saved in:
7
Kernel-based semi-log-optimal empirical portfolio selection strategies
Gyöfri, László
;
Urbán, András
;
Vajda, István
- In:
International journal of theoretical and applied finance
10
(
2007
)
3
,
pp. 505-516
Persistent link: https://www.econbiz.de/10003463461
Saved in:
8
Stochastic model predictive control and portfolio optimization
Herzog, Florian
;
Dondi, Gabriel
;
Geering, Hans P.
- In:
International journal of theoretical and applied finance
10
(
2007
)
2
,
pp. 203-233
Persistent link: https://www.econbiz.de/10003441946
Saved in:
9
Optimal portfolios with stochastic short rate : pitfalls when the short rate is non-Gaussian or the market price of risk is unbounded
Kraft, Holger
- In:
International journal of theoretical and applied finance
12
(
2009
)
6
,
pp. 767-796
Persistent link: https://www.econbiz.de/10003911240
Saved in:
10
Sequential surveillance of the tangency portfolio weights
Bodnar, Olha
- In:
International journal of theoretical and applied finance
12
(
2009
)
6
,
pp. 797-810
Persistent link: https://www.econbiz.de/10003911241
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