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Portfolio selection
255
Portfolio-Management
255
Capital income
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Theorie
69
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69
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Satchell, Stephen
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The journal of asset management
Journal of banking & finance
675
NBER working paper series
544
Finance research letters
537
Insurance / Mathematics & economics
497
European journal of operational research : EJOR
480
Working paper / National Bureau of Economic Research, Inc.
469
NBER Working Paper
387
International review of financial analysis
331
Journal of financial economics
271
Journal of economic dynamics & control
267
The journal of portfolio management : a publication of Institutional Investor
258
International journal of theoretical and applied finance
244
Risks : open access journal
242
Applied economics
239
Research paper series / Swiss Finance Institute
238
Journal of empirical finance
236
The journal of finance : the journal of the American Finance Association
234
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223
Quantitative finance
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Discussion paper / Centre for Economic Policy Research
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Economic modelling
214
Finance and stochastics
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International review of economics & finance : IREF
202
The North American journal of economics and finance : a journal of financial economics studies
200
SpringerLink / Bücher
196
The review of financial studies
196
The European journal of finance
192
Mathematical finance : an international journal of mathematics, statistics and financial theory
191
Journal of financial and quantitative analysis : JFQA
188
Energy economics
184
Journal of risk and financial management : JRFM
184
Journal of risk
176
Research in international business and finance
167
Swiss Finance Institute Research Paper
163
Applied economics letters
154
Pacific-Basin finance journal
154
Economics letters
153
Working paper
151
Discussion paper / Tinbergen Institute
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ECONIS (ZBW)
259
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1
Multistage stochastic optimization for private equity investments
Reus, Lorenzo
;
Mulvey, John M.
- In:
The journal of asset management
16
(
2015
)
5
,
pp. 342-362
Persistent link: https://www.econbiz.de/10011416619
Saved in:
2
Time lag dependence, cross-correlation and risk analysis of US energy and non-energy stock portfolios
Hernandez, Jose Arreola
;
Janabi, Mazin A. M. al
; …
- In:
The journal of asset management
16
(
2015
)
7
,
pp. 467-483
Persistent link: https://www.econbiz.de/10011455734
Saved in:
3
Tail Event Driven ASset allocation: evidence from equity and mutual funds' markets
Härdle, Wolfgang
;
Lee, David Kuo Chuen
;
Nasekin, Sergey
; …
- In:
The journal of asset management
19
(
2018
)
1
,
pp. 49-63
Persistent link: https://www.econbiz.de/10011847640
Saved in:
4
Optimal portfolio allocation under asset and surplus VaR constraints
Monfort, Alain
- In:
The journal of asset management
9
(
2008/09
)
3
,
pp. 178-192
Persistent link: https://www.econbiz.de/10003764508
Saved in:
5
Robust portfolio optimization with Value-at-Risk-adjusted Sharpe
Deng, Geng
;
Dulaney, Tim
;
McCann, Craig
;
Wang, Olivia
- In:
The journal of asset management
14
(
2013
)
5
,
pp. 293-305
Persistent link: https://www.econbiz.de/10010237942
Saved in:
6
Constraints in quantitative strategies : an alignment perspective
Saxena, Anureet
;
Martin, Chris
;
Stubbs, Robert A.
- In:
The journal of asset management
14
(
2013
)
5
,
pp. 278-292
Persistent link: https://www.econbiz.de/10010237944
Saved in:
7
Correlation surprise
Kinlaw, Will
;
Turkington, David
- In:
The journal of asset management
14
(
2013
)
6
,
pp. 385-399
Persistent link: https://www.econbiz.de/10010258478
Saved in:
8
Are the log-returns of Italian open-end mutual funds normally distributed : a risk assessment perspective
Bianchi, Michele Leonardo
- In:
The journal of asset management
16
(
2015
)
7
,
pp. 437-449
Persistent link: https://www.econbiz.de/10011455704
Saved in:
9
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:
10
Modeling manager confidence in forecasted excess returns under active portfolio management
Birge, John R.
;
Chávez-Bedoya, Luis
- In:
The journal of asset management
15
(
2014
)
6
,
pp. 353-365
Persistent link: https://www.econbiz.de/10010476259
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