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A MEAN-VARIANCE-SKEWNESS MODEL...
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Portfolio selection
407
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Finance research letters
European journal of operational research : EJOR
922
Journal of banking & finance
570
NBER working paper series
532
Working paper / National Bureau of Economic Research, Inc.
460
Computers & operations research : and their applications to problems of world concern ; an international journal
455
Insurance / Mathematics & economics
385
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379
International review of financial analysis
287
Journal of financial economics
264
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255
The journal of portfolio management : a publication of Institutional Investor
253
Journal of economic dynamics & control
252
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International journal of theoretical and applied finance
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International journal of production research
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Finance and stochastics
197
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177
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174
International review of economics & finance : IREF
174
The European journal of finance
170
Risks : open access journal
167
The North American journal of economics and finance : a journal of financial economics studies
159
Journal of risk and financial management : JRFM
158
Operations research letters
155
Swiss Finance Institute Research Paper
151
Journal of investment management : JOIM
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Omega : the international journal of management science
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ECONIS (ZBW)
408
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1
Shortage function and portfolio selection : on some special cases and extensions
Briec, Walter
;
Oms, Laurence
;
Paget-Blanc, Eric
- In:
Finance research letters
11
(
2014
)
3
,
pp. 295-302
Persistent link: https://www.econbiz.de/10010441837
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2
Mean-variance optimization under affine GARCH : a utility-based solution
Escobar, Marcos
;
Spies, Ben
;
Zagst, Rudi
- In:
Finance research letters
59
(
2024
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014445236
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3
Optimization of multi-period portfolio model after fitting best distribution
Kamali, Rezvan
;
Mahmoodi, Safieh
;
Jahandideh, Mohammad-Taghi
- In:
Finance research letters
30
(
2019
),
pp. 44-50
Persistent link: https://www.econbiz.de/10012420187
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4
Risk-adjusted performance of portfolio insurance and investors' preferences
Tawil, Dima
- In:
Finance research letters
24
(
2018
),
pp. 10-18
Persistent link: https://www.econbiz.de/10011982441
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5
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
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6
Understanding the outperformance of the minimum variance portfolio
Bednarek, Ziemowit
;
Patel, Pratish
- In:
Finance research letters
24
(
2018
),
pp. 175-178
Persistent link: https://www.econbiz.de/10011982564
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7
Comparison of utility indifference pricing and mean-variance approach under normal mixture
Hodoshima, Jiro
;
Misawa, Tetsuya
;
Miyahara, Yoshio
- In:
Finance research letters
24
(
2018
),
pp. 221-229
Persistent link: https://www.econbiz.de/10011982579
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8
Do precious and industrial metals act as hedges and safe havens for currency portfolios?
Sakemoto, Ryuta
- In:
Finance research letters
24
(
2018
),
pp. 256-262
Persistent link: https://www.econbiz.de/10011982595
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9
A note on Guo and Xiao's (2016) results on monotonic functions of the Sharpe ratio
Auer, Benjamin R.
- In:
Finance research letters
24
(
2018
),
pp. 289-290
Persistent link: https://www.econbiz.de/10011982607
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10
Pricing within and across asset classes
Dobrynskaja, V. V.
- In:
Finance research letters
25
(
2018
),
pp. 10-15
Persistent link: https://www.econbiz.de/10012003407
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