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Portfolio selection
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Kabanov, Jurij M.
6
Choulli, Tahir
4
Jeanblanc, Monique
4
Karatzas, Ioannis
4
Pham, Huyên
4
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2
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Finance and stochastics
Finance research letters
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285
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246
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240
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193
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155
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ECONIS (ZBW)
339
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1
Explaining asset managers preference for the P&L method over RPAs when paying for research under MiFID II
Tata, Fidelio
- In:
Finance research letters
28
(
2019
),
pp. 45-52
Persistent link: https://www.econbiz.de/10012388372
Saved in:
2
Outperformance portfolio optimization via the equivalence of pure and randomized hypothesis testing
Leung, Tim
;
Song, Qingshuo
;
Yang, Jie
- In:
Finance and stochastics
17
(
2013
)
4
,
pp. 839-870
Persistent link: https://www.econbiz.de/10010190872
Saved in:
3
Mean-Maximum Drawdown optimization of buy-and-hold portfolios using a multi-objective evolutionary algorithm
Drenovak, Mikica
;
Ranković, Vladimir
;
Urošević, Branko
; …
- In:
Finance research letters
46
(
2022
)
1
,
pp. 1-11
Persistent link: https://www.econbiz.de/10013341443
Saved in:
4
Winners and losers in investment competition : experimental study
Afik, Zvika
;
Dafna, Hofit Hamrani
;
Lahav, Yaron
- In:
Finance research letters
61
(
2024
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014490844
Saved in:
5
A paradox in time-consistency in the mean-variance problem?
Bensoussan, Alain
;
Wong, Kwok Chuen
;
Yam, Sheung Chi Phillip
- In:
Finance and stochastics
23
(
2019
)
1
,
pp. 173-207
Persistent link: https://www.econbiz.de/10012023708
Saved in:
6
Stochastic asset allocation and reinsurance game under contagious claims
Liu, Guo
;
Zhuo, Jin
;
Li, Shuanming
;
Zhang, Jiannan
- In:
Finance research letters
49
(
2022
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013479221
Saved in:
7
Mean field portfolio games
Fu, Guanxing
;
Zhou, Chao
- In:
Finance and stochastics
27
(
2023
)
1
,
pp. 189-231
Persistent link: https://www.econbiz.de/10013489591
Saved in:
8
Asymptotic arbitrage and numéraire portfolios in large financial markets
Rochlin, Dmitri B.
- In:
Finance and stochastics
12
(
2008
)
2
,
pp. 173-194
Persistent link: https://www.econbiz.de/10003716254
Saved in:
9
Long run forward rates and long yields of bonds and options in heterogeneous equilibria
Malamud, Semyon
- In:
Finance and stochastics
12
(
2008
)
2
,
pp. 245-264
Persistent link: https://www.econbiz.de/10003716265
Saved in:
10
The numéraire portfolio in semimartingale financial models
Karatzas, Ioannis
;
Kardaras, Constantinos
- In:
Finance and stochastics
11
(
2007
)
4
,
pp. 447-493
Persistent link: https://www.econbiz.de/10003645513
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