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~person:"Bernard, Carole"
~person:"Campbell, John Y."
~subject:"Portfolio selection"
~type:"article"
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Portfolio selection
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Bernard, Carole
Campbell, John Y.
Fabozzi, Frank J.
70
Korn, Ralf
30
Escobar, Marcos
27
Markowitz, Harry
27
Wong, Wing Keung
27
Li, Duan
25
Satchell, Stephen
24
Zagst, Rudi
23
Prigent, Jean-Luc
22
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22
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20
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19
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18
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18
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18
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17
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17
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17
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16
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16
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16
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15
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15
Cvitanić, Jakša
15
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15
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14
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14
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14
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13
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1
Economics letters
1
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1
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1
Finance and stochastics
1
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ECONIS (ZBW)
21
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1
Consumption and portfolio decisions when expected returns are time varying
Campbell, John Y.
;
Viceira, Luis M.
- In:
The quarterly journal of economics
114
(
1999
)
2
,
pp. 433-495
Persistent link: https://www.econbiz.de/10001410484
Saved in:
2
A new approach to assessing model risk in high dimensions
Bernard, Carole
;
Vanduffel, Steven
- In:
Journal of banking & finance
58
(
2015
),
pp. 166-178
Persistent link: https://www.econbiz.de/10011543968
Saved in:
3
Strategic asset allocation : portfolio choice for long-term investors
Campbell, John Y.
- In:
NBER reporter online
(
2000/2001
)
3
,
pp. 8-12
Persistent link: https://www.econbiz.de/10011367520
Saved in:
4
Optimal strategies under Omega ratio
Bernard, Carole
;
Vanduffel, Steven
;
Ye, Jiang
- In:
European journal of operational research : EJOR
275
(
2019
)
2
,
pp. 755-767
Persistent link: https://www.econbiz.de/10011993573
Saved in:
5
A new efficiency test for ranking investments : application to hedge fund performance
Bernard, Carole
;
Vanduffel, Steven
;
Ye, Jiang
- In:
Economics letters
181
(
2019
),
pp. 203-207
Persistent link: https://www.econbiz.de/10012121794
Saved in:
6
Optimal portfolio choice with benchmarks
Bernard, Carole
;
De Staelen, Rob H.
;
Vanduffel, Steven
- In:
Journal of the Operational Research Society
70
(
2019
)
10
,
pp. 1600-1621
Persistent link: https://www.econbiz.de/10012214351
Saved in:
7
Value-at-risk bounds with variance constraints
Bernard, Carole
;
Rüschendorf, Ludger
;
Vanduffel, Steven
- In:
The journal of risk and insurance : the journal of the …
84
(
2017
)
3
,
pp. 923-959
Persistent link: https://www.econbiz.de/10011749149
Saved in:
8
Risk bounds for factor models
Bernard, Carole
;
Rüschendorf, Ludger
;
Vanduffel, Steven
; …
- In:
Finance and stochastics
21
(
2017
)
3
,
pp. 631-659
Persistent link: https://www.econbiz.de/10011944414
Saved in:
9
Stock market mean reversion and the optimal equity of a long-lived investor
Campbell, John Y.
;
Cocco, João
;
Gomes, Francisco
; …
- In:
European finance review : the official journal of the …
5
(
2001
)
3
,
pp. 269-292
Persistent link: https://www.econbiz.de/10001654820
Saved in:
10
Investing retirement wealth : a life-cycle model
Campbell, John Y.
;
Cocco, João F.
;
Gomes, Francisco J.
; …
- In:
Risk aspects of investment-based social security reform
,
(pp. 439-473)
.
2001
Persistent link: https://www.econbiz.de/10001567860
Saved in:
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