//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~person:"Auer, Benjamin R."
~subject:"CAPM"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Faulty nash implementation in...
Similar by subject
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
CAPM
Capital income
1
Kapitaleinkommen
1
Portfolio selection
1
Portfolio-Management
1
Statistical distribution
1
Statistische Verteilung
1
Theorie
1
Theory
1
location-scale condition
1
portfolio constraints
1
skew-elliptical distributions
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Auer, Benjamin R.
Hasler, Michael
3
Andrei, Daniel
2
Bakshi, Gurdip S.
2
Gao, Xiaohui
2
Hollstein, Fabian
2
Kou, Steven
2
Levy, Haim
2
Prokopczuk, Marcel
2
Subrahmanyam, Avanidhar
2
Yang, Liyan
2
Zhou, Guofu
2
Albuquerque, Rui
1
Ang, Andrew
1
Anthonisz, Sean A.
1
Arvanitis, Stelios
1
Asparouhova, Elena
1
Augustin, Patrick
1
Avramov, Doron
1
Bali, Turan G.
1
Barillas, Francisco
1
Barnett, Michael
1
Baruch, Shmuel
1
Bauer, Daniel
1
Bekaert, Geert
1
Benzoni, Luca
1
Bossaerts, Peter L.
1
Brogaard, Jonathan
1
Bughin, Jacques
1
Buraschi, Andrea
1
Carbone, Enrica
1
Carlin, Bruce Ian
1
Chabi-Yo, Fousseni
1
Chen, Xin
1
Chib, Siddhartha
1
Chordia, Tarun
1
Colacito, Riccardo
1
Cornell, Bradford
1
Croitoru, Benjamin
1
Curran, Michael
1
more ...
less ...
Published in...
All
Management science : journal of the Institute for Operations Research and the Management Sciences
Applied economics
1
Financial analysts' journal : FAJ
1
Journal of economics and finance
1
Review of financial economics : RFE
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Justifying mean-variance portfolio selection when asset returns are skewed
Schuhmacher, Frank
;
Kohrs, Hendrik
;
Auer, Benjamin R.
- In:
Management science : journal of the Institute for …
67
(
2021
)
12
,
pp. 7812-7824
Persistent link: https://www.econbiz.de/10012815763
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->