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~subject:"Asymmetrische Information"
~subject:"Capital income"
~subject:"Portfolio selection"
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Asymmetrische Information
Capital income
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Theorie
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NBER working paper series
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437
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404
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369
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358
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273
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250
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245
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220
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199
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180
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ECONIS (ZBW)
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Estimation risk and the implicit value of index-tracking
Clark, Brian
;
Edirisinghe, Chanaka
;
Simaan, Majeed
- In:
Quantitative finance
22
(
2022
)
2
,
pp. 303-319
Persistent link: https://www.econbiz.de/10013167745
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Portfolio optimization with a prescribed terminal wealth distribution
Guo, Ivan
;
Langrené, Nicolas
;
Loeper, Grégoire
;
Ning, Wei
- In:
Quantitative finance
22
(
2022
)
2
,
pp. 333-347
Persistent link: https://www.econbiz.de/10013167753
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3
Sparse index clones via the sorted ℓ1-Norm
Kremer, Philipp J.
;
Brzyski, Damian
;
Bogdan, Małgorzata
; …
- In:
Quantitative finance
22
(
2022
)
2
,
pp. 349-366
Persistent link: https://www.econbiz.de/10013167757
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4
Optimal trade execution for Gaussian signals with power-law resilience
Forde, Martin
;
Sánchez-Betancourt, Leandro
;
Smith, Benjamin
- In:
Quantitative finance
22
(
2022
)
3
,
pp. 585-596
Persistent link: https://www.econbiz.de/10013167782
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5
Kelly investing with downside risk control in a regime-switching market
MacLean, Leonard C.
;
Zhao, Yonggan
- In:
Quantitative finance
22
(
2022
)
1
,
pp. 75-94
Persistent link: https://www.econbiz.de/10012872522
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6
The value and cost of more stages in stochastic programing : a statistical analysis on a set of portfolio choice problems
Birge, John R.
;
Blomvall, Jörgen
;
Ekblom, Jonas
- In:
Quantitative finance
22
(
2022
)
1
,
pp. 95-112
Persistent link: https://www.econbiz.de/10012872523
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7
Distributionally robust portfolio optimization with linearized STARR performance measure
Ji, Ran
;
Lejeune, Miguel A.
;
Fan, Zhengyang
- In:
Quantitative finance
22
(
2022
)
1
,
pp. 113-127
Persistent link: https://www.econbiz.de/10012872526
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8
Geometry of unconditionally efficient portfolios formed with conditioning information : the efficient semicircle
Siegel, Andrew F.
- In:
Quantitative finance
21
(
2021
)
6
,
pp. 881-889
Persistent link: https://www.econbiz.de/10012515623
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9
A practical guide to robust portfolio optimization
Yin, Chenyang
;
Perchet, Romain
;
Soupé, François
- In:
Quantitative finance
21
(
2021
)
6
,
pp. 911-928
Persistent link: https://www.econbiz.de/10012515625
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10
The performance of venture capital investments : failure risk, valuation uncertainty & venture characteristics
Pandher, Gurupdesh S.
- In:
Quantitative finance
21
(
2021
)
6
,
pp. 929-943
Persistent link: https://www.econbiz.de/10012515626
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