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~isPartOf:"Finance research letters"
~subject:"Portfolio selection"
~subject:"Stochastic process"
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Portfolio selection
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Abou Tanos, Barbara
1
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Finance research letters
European journal of operational research : EJOR
63
International journal of production research
25
Operations research
22
Computational economics
20
INFORMS journal on computing : JOC
17
Computers & operations research : and their applications to problems of world concern ; an international journal
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International journal of production economics
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International journal of financial engineering
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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INFORMS journal on computing : JOC ; charting new directions in operations research and computer science ; a journal of the Institute for Operations Research and the Management Sciences
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Omega : the international journal of management science
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Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
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ECONIS (ZBW)
14
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date (oldest first)
1
Can managers' characteristics explain European bond mutual fund
performance
?
Durán-Santomil, Pablo
;
Otero-González, Luis
; …
- In:
Finance research letters
58
(
2023
)
4
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014632831
Saved in:
2
Culture and mutual funds'
performance
Abou Tanos, Barbara
- In:
Finance research letters
46
(
2022
)
2
,
pp. 1-8
Persistent link: https://www.econbiz.de/10013342677
Saved in:
3
The impact of ESG tilting on the
performance
of stock portfolios in times of crisis
Teti, Emanuele
;
Dallocchio, Maurizio
;
Erario, Gulio l
- In:
Finance research letters
52
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014472017
Saved in:
4
The role of passive effects in the relationship between active management and short-term
performance
: evidence from mutual fund portfolio holdings
Matallín-Sáez, Juan Carlos
;
Mingo-López, Diego Víctor de
- In:
Finance research letters
62
(
2024
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014530829
Saved in:
5
Portfolio's weighted political risk and mutual fund
performance
: a text-based approach
Huong Giang Nguyen
;
Hoang, Khanh
;
Nguyen, Quan M. P.
; …
- In:
Finance research letters
66
(
2024
),
pp. 1-11
Persistent link: https://www.econbiz.de/10015061194
Saved in:
6
Equilibrium option pricing : a Monte Carlo approach
Buchner, Axel
- In:
Finance research letters
15
(
2015
),
pp. 138-145
Persistent link: https://www.econbiz.de/10011553023
Saved in:
7
Suboptimal investment behavior and welfare costs : a
simulation
based approach
Castañeda, Pablo
;
Reus, Lorenzo
- In:
Finance research letters
30
(
2019
),
pp. 170-180
Persistent link: https://www.econbiz.de/10012420392
Saved in:
8
A
simulation
comparison of risk measures for portfolio optimization
Righi, Marcelo Brutti
;
Borenstein, Denis
- In:
Finance research letters
24
(
2018
),
pp. 105-112
Persistent link: https://www.econbiz.de/10011982511
Saved in:
9
Value-at-risk estimation with stochastic interest rate models for option-bond portfolios
Wang, Xiaoyu
;
Xie, Dejun
;
Jiang, Jingjing
;
Wu, Xiaoxia
; …
- In:
Finance research letters
21
(
2017
),
pp. 10-20
Persistent link: https://www.econbiz.de/10011807256
Saved in:
10
Implementing and testing the Maximum Drawdown at Risk
Mendes, Beatriz Vaz de Melo
;
Lavrado, Rafael Coelho
- In:
Finance research letters
22
(
2017
),
pp. 95-100
Persistent link: https://www.econbiz.de/10011807982
Saved in:
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