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~isPartOf:"Journal of the Operational Research Society : OR"
~person:"Blake, David"
~person:"Li, Duan"
~person:"Maurer, Raimond"
~person:"Zhou, Guofu"
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Journal of the Operational Research Society : OR
Discussion paper / The Pensions Institute, Cass Business School, City University
15
Working paper series / Finance and accounting / Johann Wolfgang Goethe-Universität Frankfurt, Fachbereich Wirtschaftswissenschaften
10
Sonderforschungsbereich 504, Rationalitätskonzepte, Entscheidungsverhalten und Ökonomische Modellierung
9
Journal of economic dynamics & control
8
NBER Working Paper
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NBER working paper series
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Working paper / National Bureau of Economic Research, Inc.
8
Journal of financial economics
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European journal of operational research : EJOR
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Michigan Retirement Research Center Research Paper
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The journal of portfolio management : a publication of Institutional Investor
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Discussion paper / the Pensions Institute, Birkbeck College, University of London
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Discussion paper / LSE Financial Markets Group
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Discussion paper in financial economics : FE
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Discussion paper series / LSE Financial Markets Group
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Investmentmodelle für das Asset-liability-Modelling von Versicherungsunternehmen : Abschlussbericht der Themenfeldgruppe Investmentmodelle
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Journal of banking & finance
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Classical mean-variance model revisited : pseudo efficiency
Cui, Xiangyu
;
Li, Duan
;
Yan, Jia-an
- In:
Journal of the Operational Research Society : OR
66
(
2015
)
10
,
pp. 1646-1655
Persistent link: https://www.econbiz.de/10011417708
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2
Time consistent behavioral portfolio policy for dynamic mean-variance formulation
Cui, Xiangyu
;
Li, Xun
;
Li, Duan
;
Shi, Yun
- In:
Journal of the Operational Research Society : OR
68
(
2017
)
12
,
pp. 1647-1660
Persistent link: https://www.econbiz.de/10011816054
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