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~isPartOf:"Economic modelling"
~isPartOf:"Journal of financial economics"
~subject:"Portfolio selection"
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Portfolio selection
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Prigent, Jean-Luc
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Economic modelling
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European journal of operational research : EJOR
293
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278
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240
NBER working paper series
238
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191
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ECONIS (ZBW)
188
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1
Allocation of
decision
rights and the investment strategy of mutual funds
Dass, Nishant
;
Nanda, Vikram
;
Wang, Qinghai
- In:
Journal of financial economics
110
(
2013
)
1
,
pp. 254-277
Persistent link: https://www.econbiz.de/10010208684
Saved in:
2
Tax management strategies with multiple risky assets
Gallmeyer, Michael F.
;
Kaniel, Ron
;
Tompaidis, Stathis
- In:
Journal of financial economics
80
(
2006
)
2
,
pp. 243-291
Persistent link: https://www.econbiz.de/10003324526
Saved in:
3
Investing in mutual funds when returns are predictable
Avramov, Doron
;
Wermers, Russ
- In:
Journal of financial economics
81
(
2006
)
2
,
pp. 339-377
Persistent link: https://www.econbiz.de/10003353930
Saved in:
4
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:
5
Saving and investing for early retirement : a theoretical analysis
Farhi, Emmanuel
;
Panageas, Stauros
- In:
Journal of financial economics
83
(
2007
)
1
,
pp. 87-121
Persistent link: https://www.econbiz.de/10003410375
Saved in:
6
A skeptical appraisal of asset pricing tests
Lewellen, Jonathan
;
Nagel, Stefan
;
Shanken, Jay
- In:
Journal of financial economics
96
(
2010
)
2
,
pp. 175-194
Persistent link: https://www.econbiz.de/10003979139
Saved in:
7
Dynamic asset allocation with stochastic income and interest rates
Munk, Claus
;
Sørensen, Carsten
- In:
Journal of financial economics
96
(
2010
)
3
,
pp. 433-462
Persistent link: https://www.econbiz.de/10003991270
Saved in:
8
Nature or nurture : what determines investor behavior?
Barnea, Amir
;
Cronqvist, Henrik
;
Siegel, Stephan
- In:
Journal of financial economics
98
(
2010
)
3
,
pp. 583-604
Persistent link: https://www.econbiz.de/10008826992
Saved in:
9
A Bayesian approach to testing portfolio efficiency
Shanken, Jay
- In:
Journal of financial economics
19
(
1988
)
2
,
pp. 195-215
Persistent link: https://www.econbiz.de/10003678852
Saved in:
10
Difference in interim performance and risk taking with short-sale constraints
Başak, Suleyman
;
Makarov, Dmitry
- In:
Journal of financial economics
103
(
2012
)
2
,
pp. 377-392
Persistent link: https://www.econbiz.de/10009501365
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