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~isPartOf:"FAME research paper series"
~language:"eng"
~person:"Bali, Turan G."
~person:"Georgarakos, Dimitris"
~person:"Scaillet, Olivier"
~subject:"Portfolio-Management"
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Time-Consistent Mean-Variance...
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Portfolio-Management
Nichtparametrisches Verfahren
4
Nonparametric statistics
4
Portfolio selection
4
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3
Risk management
3
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3
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3
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Bali, Turan G.
Georgarakos, Dimitris
Scaillet, Olivier
Barras, Laurent
2
Ehling, Paul
2
Hoesli, Martin
2
Jondeau, Eric
2
Menoncin, Francesco
2
Ramos, Sofia B.
2
Rockinger, Michael
2
Adjaoute, Kpate
1
Battocchio, Paolo
1
Berk, Jonathan B.
1
Chen, Kaifeng
1
Danthine, Jean-Pierre
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1
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1
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1
Isakov, Dušan
1
Lekander, Jon
1
Passow, Alexander
1
Perret-Gentil, Cédric
1
Schellhorn, Henry
1
Victoria-Feser, Maria-Pia
1
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FAME research paper series
Journal of financial economics
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False discoveries in mutual fund performance : measuring luck in estimated alphas
Barras, Laurent
(
contributor
);
Scaillet, Olivier
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003287288
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2
Nonparametric estimation of conditional expected shortfall
Scaillet, Olivier
(
contributor
)
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2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002436384
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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
Saved in:
4
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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