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Portfolio selection
255
Portfolio-Management
255
Capital income
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Theorie
68
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68
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Satchell, Stephen
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The journal of asset management
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
401
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
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
Management science : journal of the Institute for Operations Research and the Management Sciences
199
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198
Finance and stochastics
196
Quantitative finance
196
The review of financial studies
194
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185
IZA Discussion Papers
184
Journal of financial and quantitative analysis : JFQA
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Risks : open access journal
178
SpringerLink / Bücher
178
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)
255
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1
Portfolio optimization with covered calls
Diaz, Mauricio
;
Kwon, Roy H.
- In:
The journal of asset management
20
(
2019
)
1
,
pp. 38-53
Persistent link: https://www.econbiz.de/10012059744
Saved in:
2
The Black-Litterman model : active risk targeting and the parameter tau
O'Toole, Randy
- In:
The journal of asset management
18
(
2017
)
7
,
pp. 580-587
Persistent link: https://www.econbiz.de/10011855239
Saved in:
3
Portfolio selection in the presence of systemic risk
Biglova, Almira
;
Ortobelli, Sergio
;
Fabozzi, Frank J.
- In:
The journal of asset management
15
(
2014
)
5
,
pp. 285-299
Persistent link: https://www.econbiz.de/10010476238
Saved in:
4
Pure return persistence, Hurst exponents and hedge fund selection : a practical note
Auer, Benjamin R.
- In:
The journal of asset management
17
(
2016
)
5
,
pp. 319-330
Persistent link: https://www.econbiz.de/10011634661
Saved in:
5
Efficient skewness/semivariance portfolios
Brito, Rui Pedro
;
Sebastião, Hélder
;
Godinho, Pedro …
- In:
The journal of asset management
17
(
2016
)
5
,
pp. 331-346
Persistent link: https://www.econbiz.de/10011634675
Saved in:
6
Buy-and-hold verszs constantly rebalanced portfolios : a theoretical comparison
Spinu, Florin
- In:
The journal of asset management
16
(
2015
)
2
,
pp. 79-84
Persistent link: https://www.econbiz.de/10011411924
Saved in:
7
Diversification with risk factors and investable hedge fund indices
Boigner, Philip
;
Gadzinski, Gregory
- In:
The journal of asset management
16
(
2015
)
2
,
pp. 101-116
Persistent link: https://www.econbiz.de/10011411941
Saved in:
8
Return-based classification of absolute ruturn funds
Gerlach, Philipp
;
Maurer, Raimond
- In:
The journal of asset management
16
(
2015
)
2
,
pp. 117-130
Persistent link: https://www.econbiz.de/10011411953
Saved in:
9
The efficiency of target-date funds
Tang, Ning
;
Lin, Yen-Ting
- In:
The journal of asset management
16
(
2015
)
2
,
pp. 131-148
Persistent link: https://www.econbiz.de/10011411961
Saved in:
10
Effects of return expectation on mutural funds' risk exposures
Fischer, Mario
;
Overkott, Maximilian
- In:
The journal of asset management
16
(
2015
)
3
,
pp. 156-169
Persistent link: https://www.econbiz.de/10011413252
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