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~isPartOf:"Economic modelling"
~subject:"Portfolio selection"
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Portfolio selection
Theorie
1,669
Theory
1,669
Estimation
218
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218
Risk
174
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168
Geldpolitik
158
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158
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113
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113
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110
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109
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108
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108
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105
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101
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100
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95
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93
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71
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71
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71
Dynamisches Gleichgewicht
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67
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67
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67
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95
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Prigent, Jean-Luc
5
Yang, Chunpeng
4
Yao, Haixiang
4
Siu, Tak Kuen
3
Wu, Huiling
3
Zeng, Yan
3
Chen, Shumin
2
Gatfaoui, Hayette
2
Huang, Xiaoxia
2
Jawadi, Fredj
2
Jiang, Cuixia
2
Ma, Guiyuan
2
Sheng, Jiliang
2
Siu, Chi Chung
2
Su, Xiaoshan
2
Xu, Qifa
2
Yang, Jun
2
Yu, Keming
2
Zhang, Wei-guo
2
Zhang, Xili
2
Zhou, Jian
2
Zhu, Song-Ping
2
Abbas, Qaisar
1
Abdoh, Hussein
1
Abid, Ilyes
1
Ali Shah, Syed Zulfiqar
1
Amédée-Manesme, Charles-Olivier
1
An, Yunbi
1
Andrieş, Alin Marius
1
Arshad, Shaista
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Artis, Michael J.
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Ba, Shusong
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1
Bai, Manying
1
Bao, Liang
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1
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1
Ben Ameur, H.
1
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Economic modelling
Insurance / Mathematics & economics
316
European journal of operational research : EJOR
295
Journal of banking & finance
282
NBER working paper series
270
Finance research letters
228
NBER Working Paper
210
Working paper / National Bureau of Economic Research, Inc.
210
Journal of economic dynamics & control
175
Mathematical finance : an international journal of mathematics, statistics and financial theory
161
Finance and stochastics
159
International journal of theoretical and applied finance
155
Quantitative finance
139
Research paper series / Swiss Finance Institute
134
Risks : open access journal
134
Journal of financial economics
129
The journal of portfolio management : a publication of Institutional Investor
118
Management science : journal of the Institute for Operations Research and the Management Sciences
117
Journal of empirical finance
113
The review of financial studies
112
The journal of finance : the journal of the American Finance Association
102
Economics letters
97
The journal of asset management
97
Discussion paper / Centre for Economic Policy Research
96
International review of financial analysis
96
The European journal of finance
94
Swiss Finance Institute Research Paper
93
International review of economics & finance : IREF
92
The North American journal of economics and finance : a journal of financial economics studies
83
Mathematics and financial economics
80
Computational economics
79
Journal of risk and financial management : JRFM
79
Applied economics
74
The journal of portfolio management : JPM
73
Discussion paper / Tinbergen Institute
71
Annals of finance
69
Mathematical methods of operations research
69
SpringerLink / Bücher
66
Journal of economic theory
65
Journal of financial and quantitative analysis : JFQA
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ECONIS (ZBW)
95
Showing
1
-
10
of
95
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date (oldest first)
1
The impact of hedging on
risk
-averse agents’ output decisions
Dunbar, Kwamie
;
Owusu-Amoako, Johnson
- In:
Economic modelling
104
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013164193
Saved in:
2
Real estate investment : market volatility and optimal holding period under
risk
aversion
Amédée-Manesme, Charles-Olivier
;
Barthélémy, Fabrice
; …
- In:
Economic modelling
58
(
2016
),
pp. 543-555
Persistent link: https://www.econbiz.de/10011647530
Saved in:
3
Robust portfolio selection with subjective
risk
aversion under dependence uncertainty
Su, Xiaoshan
;
Li, Yuhan
- In:
Economic modelling
132
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014547968
Saved in:
4
Optimal portfolio positioning under ambiguity
Ben Ameur, H.
;
Prigent, Jean-Luc
- In:
Economic modelling
34
(
2013
),
pp. 89-97
Persistent link: https://www.econbiz.de/10010361938
Saved in:
5
Portfolio optimization in the presence of tail correlation
Ben Abdelaziz, Fouad
;
Chibane, Messaoud
- In:
Economic modelling
122
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014388707
Saved in:
6
Optimal reinsurance policies with two reinsurers in continuous time
Meng, Hui
;
Zhou, Ming
;
Siu, Tak Kuen
- In:
Economic modelling
59
(
2016
),
pp. 182-195
Persistent link: https://www.econbiz.de/10011647797
Saved in:
7
Nash equilibrium strategy for a multi-period mean-variance portfolio selection problem with regime switching
Wu, Huiling
;
Chen, Hua
- In:
Economic modelling
46
(
2015
),
pp. 79-90
Persistent link: https://www.econbiz.de/10011436534
Saved in:
8
Is gold different for
risk
-averse and
risk
-seeking investors? : an empirical analysis of the Shanghai Gold Exchange
Hoang, Thi Hong Van
;
Wong, Wing Keung
;
Zhu, Zhenzhen
- In:
Economic modelling
50
(
2015
),
pp. 200-211
Persistent link: https://www.econbiz.de/10011440507
Saved in:
9
Mental accounts with horizon and asymmetry preferences
Hübner, Georges
;
Lejeune, Thomas
- In:
Economic modelling
103
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013163929
Saved in:
10
Robust analysis for downside
risk
in portfolio management for a volatile stock market
Ayub, Usman
;
Ali Shah, Syed Zulfiqar
;
Abbas, Qaisar
- In:
Economic modelling
44
(
2015
),
pp. 86-96
Persistent link: https://www.econbiz.de/10011326281
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