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Portfolio Optimization Models...
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Finance research letters
Journal of banking & finance
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NBER working paper series
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ECONIS (ZBW)
470
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1
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
Saved in:
2
Risk-neutral investors do not acquire information
Muendler, Marc-Andreas
- In:
Finance research letters
5
(
2008
)
3
,
pp. 156-161
Persistent link: https://www.econbiz.de/10003769885
Saved in:
3
A simple nonparametric approach to low-dimension, shortfall-based portfolio selection
Haley, M. Ryan
- In:
Finance research letters
5
(
2008
)
3
,
pp. 183-190
Persistent link: https://www.econbiz.de/10003769910
Saved in:
4
Maximizing utility of consumption subject to a constraint on the probability of lifetime ruin
Bayraktar, Erhan
;
Young, Virginia R.
- In:
Finance research letters
5
(
2008
)
4
,
pp. 204-212
Persistent link: https://www.econbiz.de/10003786342
Saved in:
5
Estimation error in the average correlation of security returns and shrinkage estimation of covariance and correlation matrices
Kwan, Clarence C. Y.
- In:
Finance research letters
5
(
2008
)
4
,
pp. 236-244
Persistent link: https://www.econbiz.de/10003786423
Saved in:
6
A generalized coherent risk measure : the firm's perspective
Jarrow, Robert A.
;
Purnanandam, Amiyatosh
- In:
Finance research letters
2
(
2005
)
1
,
pp. 23-29
Persistent link: https://www.econbiz.de/10002685600
Saved in:
7
A practical framework for estimating transaction costs and developing optimal trading strategies to achieve best execution
Kissell, Robert
;
Glantz, Morton
;
Malamut, Roberto
- In:
Finance research letters
1
(
2004
)
1
,
pp. 35-46
Persistent link: https://www.econbiz.de/10003307249
Saved in:
8
Risky coupon bonds as a portfolio of zero-coupon bonds
Jarrow, Robert A.
- In:
Finance research letters
1
(
2004
)
2
,
pp. 100-105
Persistent link: https://www.econbiz.de/10003307257
Saved in:
9
Decomposing the persistence of international equity flows
Froot, Kenneth
;
Tjornhom, Jessica D.
- In:
Finance research letters
1
(
2004
)
3
,
pp. 154-170
Persistent link: https://www.econbiz.de/10003307277
Saved in:
10
Asset trading volume in infinite-horizon economies with dynamically complete markets and heterogeneous agents : comment
Bossaerts, Peter L.
;
Zame, William R.
- In:
Finance research letters
3
(
2006
)
2
,
pp. 96-101
Persistent link: https://www.econbiz.de/10003333865
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