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~person:"Guidolin, Massimo"
~person:"Lioui, Abraham"
~subject:"Portfolio selection"
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Portfolio selection
Theorie
128
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127
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67
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35
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29
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29
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23
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Guidolin, Massimo
Lioui, Abraham
Fabozzi, Frank J.
128
Maurer, Raimond
78
Platen, Eckhard
55
Gollier, Christian
48
Korn, Ralf
45
Uppal, Raman
44
Ang, Andrew
42
Mitchell, Olivia S.
42
Li, Duan
39
Markowitz, Harry
38
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37
Satchell, Stephen
37
Post, Thierry
35
Lo, Andrew W.
34
Vanduffel, Steven
34
Prigent, Jean-Luc
33
Escobar, Marcos
32
Lucas, André
32
Schenk-Hoppé, Klaus Reiner
32
Viceira, Luis M.
32
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30
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30
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30
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29
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29
Bodie, Zvi
28
Račev, Svetlozar T.
28
Schmid, Wolfgang
28
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28
Başak, Suleyman
27
Kane, Alex
27
Sass, Jörn
27
Wang, Ruodu
27
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26
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26
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25
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ECONIS (ZBW)
67
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1
Managing with or without a manager?
Lioui, Abraham
-
1995
Persistent link: https://www.econbiz.de/10000931727
Saved in:
2
Optimal dynamic hedging in incomplete futures markets
Lioui, Abraham
- In:
The Geneva papers on risk and insurance theory
21
(
1996
)
1
,
pp. 103-122
Persistent link: https://www.econbiz.de/10001334890
Saved in:
3
Optimal spreading when spreading is optimal
Lioui, Abraham
- In:
Journal of economic dynamics & control
23
(
1998
)
2
,
pp. 277-301
Persistent link: https://www.econbiz.de/10001252613
Saved in:
4
How much should you pay your portfolio manager?
Lioui, Abraham
-
1995
Persistent link: https://www.econbiz.de/10000931720
Saved in:
5
A new approach to the agency relationship in portfolio delegation
Lioui, Abraham
-
1995
Persistent link: https://www.econbiz.de/10000931723
Saved in:
6
Marketing-to-market and the demand for interest rate futures contracts
Lioui, Abraham
- In:
The journal of futures markets
17
(
1997
)
3
,
pp. 303-316
Persistent link: https://www.econbiz.de/10001221316
Saved in:
7
Understanding dynamic mean variance asset allocation
Lioui, Abraham
;
Poncet, Patrice
- In:
European journal of operational research : EJOR
254
(
2016
)
1
,
pp. 320-337
Persistent link: https://www.econbiz.de/10011503312
Saved in:
8
Sentiment risk premia in the cross-section of global equity and currency returns
Füss, Roland
;
Guidolin, Massimo
;
Koeppel, Christian
-
2019
-
This version: August 28, 2019
Persistent link: https://www.econbiz.de/10012101492
Saved in:
9
Long horizon predictability : an asset allocation perspective
Lioui, Abraham
;
Poncet, Patrice
- In:
European journal of operational research : EJOR
278
(
2019
)
3
,
pp. 961-975
Persistent link: https://www.econbiz.de/10012102524
Saved in:
10
Can VAR models capture regime shifts in asset returns? : a long-horizon strategic asset allocation perspective
Guidolin, Massimo
;
Hyde, Stuart
-
2011
Persistent link: https://www.econbiz.de/10011337373
Saved in:
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