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Portfolio selection
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Quantitative finance
Insurance: Mathematics and Economics
64
Insurance / Mathematics & economics
52
Research report / Katholieke Universiteit Leuven, Faculty of Economics and Applied Economics, Department of Applied Economics
31
AFI
28
The journal of risk and insurance : the journal of the American Risk and Insurance Association
11
Katholieke Universiteit te Leuven, Instituut voor Actuarie͏̈le Wetenschappen
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Instituut voor Actuarie͏̈le Wetenschappen, Katholieke Universiteit te Leuven, [Rapporten]
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Instituut voor Actuarie͏̈le Wetenschappen, Katholieke Universsiteit te Leuvren, [Rapporten]
4
Scandinavian actuarial journal : Actuarial Society of Finland ; Norwegian Society of Actuaries ; Swedish Society of Actuaries
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Applied mathematical finance
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Astin bulletin : the journal of the International Actuarial Association
3
Finance : revue de l'Association Française de Finance
3
International journal of theoretical and applied finance
3
Onderzoeksrapport / Katholieke Universiteit Leuven, Departement voor Toegepaste Economische Wetenschappen
3
Risk : managing risk in the world's financial markets
3
Discussion paper / The Pensions Institute, Cass Business School, City University
2
European Journal of Operational Research
2
Journal / The Capco Institute : journal of financial transformation
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Journal of Pension Economics and Finance
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NATO ASI series / C : a series presenting the results of activities sponsored by the NATO Science Committee ...
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Statistics & Probability Letters
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The European journal of finance
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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4OR : a quarterly journal of operations research
1
ASTIN BULLETIN -Vol.33 - No.2 - 2003; 173-191
1
Advanced mathematical methods for finance
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Annals of operations research ; volume 261, numbers 1/2 (February 2018)
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Applied Mathematical Finance
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Risk discriminating portfolio optimization
Deshpande, Amit
;
Ertley, Brian
;
Lundin, Mark
;
Satchell, …
- In:
Quantitative finance
19
(
2019
)
2
,
pp. 177-185
Persistent link: https://www.econbiz.de/10012194647
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2
Optimal portfolios under a correlation constraint
Bernard, Carole
;
Cornilly, Dries
;
Vanduffel, Steven
- In:
Quantitative finance
18
(
2018
)
3
,
pp. 333-345
Persistent link: https://www.econbiz.de/10011906370
Saved in:
3
When do two- or three-fund separation theorems hold?
Bernard, Carole
;
De Vecchi, Corrado
;
Vanduffel, Steven
- In:
Quantitative finance
21
(
2021
)
11
,
pp. 1869-1883
Persistent link: https://www.econbiz.de/10012696788
Saved in:
4
The optimal payoff for a Yaari investor
Boudt, Kris
;
Dragun, K.
;
Vanduffel, Steven
- In:
Quantitative finance
22
(
2022
)
10
,
pp. 1839-1852
Persistent link: https://www.econbiz.de/10013367950
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