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~person:"Lioui, Abraham"
~person:"Wang, Ruodu"
~subject:"Portfolio selection"
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Portfolio selection
Theorie
117
Theory
117
Portfolio-Management
54
Risiko
45
Risk
45
Risikomaß
40
Risk measure
40
Measurement
24
Messung
24
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21
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21
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19
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5
expected shortfall
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English
54
Author
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Lioui, Abraham
Wang, Ruodu
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
Guidolin, Massimo
40
Li, Duan
39
Markowitz, Harry
38
Campbell, John Y.
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
Levy, Haim
30
Wong, Wing Keung
30
Zagst, Rudi
30
Hens, Thorsten
29
Kraft, Holger
29
Bodie, Zvi
28
Račev, Svetlozar T.
28
Schmid, Wolfgang
28
Wong, Hoi Ying
28
Başak, Suleyman
27
Kane, Alex
27
Sass, Jörn
27
Gouriéroux, Christian
26
Jarrow, Robert A.
26
Shleifer, Andrei
26
Bernard, Carole
25
Bodnar, Taras
25
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Insurance / Mathematics & economics
5
Journal of economic dynamics & control
5
European journal of operational research : EJOR
4
Discussion paper
3
Discussion paper / Bar-Ilan University, Department of Economics, Economics Research Institute / Bar-Ilan University, Department of Economics and Business Administration, Economic Research Institute
3
Finance and stochastics
3
Operations research
3
The journal of futures markets
3
Mathematical finance : an international journal of mathematics, statistics and financial economics
2
Research paper series / Swiss Finance Institute
2
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1
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1
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1
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1
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1
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ECONIS (ZBW)
54
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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
Aggregation-robustness and model uncertainty of regulatory risk measures
Embrechts, Paul
;
Wang, Bin
;
Wang, Ruodu
- In:
Finance and stochastics
19
(
2015
)
4
,
pp. 763-790
Persistent link: https://www.econbiz.de/10011420503
Saved in:
8
CreditRisk+ model with dependent risk factors
Wang, Ruodu
;
Peng, Liang
;
Yang, Jingping
- In:
North American actuarial journal
19
(
2015
)
1
,
pp. 24-40
Persistent link: https://www.econbiz.de/10011420714
Saved in:
9
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:
10
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:
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