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Portfolio selection
44
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Vanduffel, Steven
Fabozzi, Frank J.
228
Maurer, Raimond
119
Mitchell, Olivia S.
114
Guidolin, Massimo
94
Platen, Eckhard
94
Campbell, John Y.
78
Satchell, Stephen
77
Lo, Andrew W.
75
McAleer, Michael
74
Ang, Andrew
69
Gollier, Christian
69
Kraft, Holger
64
Uppal, Raman
64
Korn, Ralf
62
Hens, Thorsten
61
Wong, Wing Keung
55
Bodie, Zvi
53
Viceira, Luis M.
53
Levy, Haim
52
Zaremba, Adam
52
Markowitz, Harry
51
Stambaugh, Robert F.
51
Blake, David
50
Schenk-Hoppé, Klaus Reiner
50
Li, Duan
48
Prigent, Jean-Luc
48
Weber, Martin
48
Zagst, Rudi
48
Post, Thierry
47
Wermers, Russ
47
Zhou, Guofu
46
Pedersen, Lasse Heje
45
Kelly, Bryan T.
44
Lucas, André
44
Poterba, James M.
43
Račev, Svetlozar T.
43
Hammoudeh, Shawkat
42
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42
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3
Quantitative finance
3
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2
International journal of theoretical and applied finance
2
Research report / Katholieke Universiteit Leuven, Faculty of Economics and Applied Economics, Department of Applied Economics
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ECONIS (ZBW)
44
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1
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:
2
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:
3
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:
4
Optimal portfolio under state-dependent expected utility
Bernard, Carole
;
Vanduffel, Steven
;
Ye, Jiang
- In:
International journal of theoretical and applied finance
21
(
2018
)
3
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011889433
Saved in:
5
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:
6
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:
7
Reduction of Value-at-Risk bounds via independence and variance information
Puccetti, Giovanni
;
Rüschendorf, Ludger
;
Small, Daniel
; …
- In:
Scandinavian actuarial journal
(
2017
)
3
,
pp. 245-266
Persistent link: https://www.econbiz.de/10011772119
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
Upper bounds for strictly concave distortion risk measures on moment spaces
Cornilly, D.
;
Rüschendorf, Ludger
;
Vanduffel, Steven
- In:
Insurance / Mathematics & economics
82
(
2018
),
pp. 141-151
Persistent link: https://www.econbiz.de/10011929851
Saved in:
10
Optimal portfolios under a correlation constraint
Bernard, Carole
;
Cornilly, Dries
;
Vanduffel, Steven
- In:
Quantitative finance
18
(
2018
)
3
,
pp. 333-345
Persistent link: https://www.econbiz.de/10011906370
Saved in:
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