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~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
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Management science : journal of the Institute for Operations Research and the Management Sciences
MPRA Paper
791
NBER working paper series
579
Journal of banking & finance
570
Working paper / National Bureau of Economic Research, Inc.
460
Finance research letters
412
NBER Working Papers
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Working Paper
400
European journal of operational research : EJOR
391
Insurance / Mathematics & economics
385
NBER Working Paper
379
Research paper series / Swiss Finance Institute
333
International review of financial analysis
287
Journal of financial economics
264
The journal of asset management
255
Journal of economic dynamics & control
253
The journal of portfolio management : a publication of Institutional Investor
253
Swiss Finance Institute Research Paper
244
ECB Working Paper
233
The journal of finance : the journal of the American Finance Association
232
CEPR Discussion Papers
225
International journal of theoretical and applied finance
220
Economics Papers from University Paris Dauphine
219
Discussion paper / Tinbergen Institute
216
Discussion paper / Centre for Economic Policy Research
209
Applied economics
204
CESifo Working Paper
203
Journal of empirical finance
203
Journal of risk and financial management : JRFM
200
CESifo working papers
198
Finance and stochastics
196
Quantitative finance
196
The review of financial studies
194
Working paper
185
IZA Discussion Papers
184
Journal of financial and quantitative analysis : JFQA
178
Risks : open access journal
178
SpringerLink / Bücher
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Journal of Banking & Finance
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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ECONIS (ZBW)
199
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Optimal portfolio choice with estimation risk : no risk-free asset case
Kan, Raymond
;
Wang, Xiaolu
;
Zhuo, Guofu
- In:
Management science : journal of the Institute for …
68
(
2022
)
3
,
pp. 2047-2068
Persistent link: https://www.econbiz.de/10013262911
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2
Portfolio selection with capital gains tax, recursive utility, and regime switching
Cai, Jiatu
;
Chen, Xinfu
;
Dai, Min
- In:
Management science : journal of the Institute for …
64
(
2018
)
5
,
pp. 2308-2324
Persistent link: https://www.econbiz.de/10011874111
Saved in:
3
Tail risk and robust portfolio decisions
Jin, Xing
;
Luo, Dan
;
Zeng, Xudong
- In:
Management science : journal of the Institute for …
67
(
2021
)
5
,
pp. 3254-3275
Persistent link: https://www.econbiz.de/10012581376
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4
Revisiting Ellsberg's and Machina's paradoxes : a two-stage evaluation model under ambiguity
He, Ying
- In:
Management science : journal of the Institute for …
67
(
2021
)
11
,
pp. 6897-6914
Persistent link: https://www.econbiz.de/10012703736
Saved in:
5
Growth versus security in dynamic investment analysis
MacLean, Leonard C.
- In:
Management science : journal of the Institute for …
38
(
1992
)
11
,
pp. 1562-1585
Persistent link: https://www.econbiz.de/10001135944
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6
Predicting risk : some new generalizations
Karolyi, G. Andrew
- In:
Management science : journal of the Institute for …
38
(
1992
)
1
,
pp. 57-74
Persistent link: https://www.econbiz.de/10001121830
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7
Characterizations of optimal portfolios by univariate and multivariate risk aversion
Li, Yuming
- In:
Management science : journal of the Institute for …
35
(
1989
)
3
,
pp. 259-269
Persistent link: https://www.econbiz.de/10001063801
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8
On optimal production and the market to book ratio given limited shareholder diversification
Conine, Thomas E.
- In:
Management science : journal of the Institute for …
35
(
1989
)
8
,
pp. 1004-1013
Persistent link: https://www.econbiz.de/10001068903
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9
A minimum variance result in continuous trading portfolio optimization
Richardson, Henry R.
- In:
Management science : journal of the Institute for …
35
(
1989
)
9
,
pp. 1045-1055
Persistent link: https://www.econbiz.de/10001074239
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10
Beta in linear risk tolerance economies
Grauer, Robert R.
- In:
Management science : journal of the Institute for …
31
(
1985
)
11
,
pp. 1390-1402
Persistent link: https://www.econbiz.de/10001015549
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