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~subject:"Börsenkurs"
~subject:"Geldpolitik"
~subject:"Mathematical programming"
~subject:"Portfolio selection"
~subject:"Wirtschaftswachstum"
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Börsenkurs
Geldpolitik
Mathematical programming
Portfolio selection
Wirtschaftswachstum
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Fabozzi, Frank J.
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217
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113
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112
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109
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107
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104
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102
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100
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98
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91
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89
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87
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86
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85
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85
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84
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83
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83
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82
Honkapohja, Seppo
82
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Reis, Ricardo
79
Schmitt-Grohé, Stephanie
78
Stambaugh, Robert F.
78
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77
Kehoe, Patrick J.
76
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74
Levine, Paul
74
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72
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IGI Global
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Fisher Investments Inc. <Woodside, Calif.>
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11
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Finance research letters
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International journal of production research
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International review of financial analysis
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International review of economics & finance : IREF
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SpringerLink / Bücher
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INFORMS journal on computing : JOC
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Discussion paper / Tinbergen Institute
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Applied economics letters
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Journal of international money and finance
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Journal of empirical finance
298
Journal of money, credit and banking : JMCB
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ECONIS (ZBW)
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EconStor
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RePEc
115
USB Cologne (EcoSocSci)
27
ArchiDok
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OLC EcoSci
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1
Optimal portfolio choice with crash
risk
and model ambiguity
Korn, Ralf
;
Müller, Lukas
- In:
International journal of theoretical and applied …
25
(
2022
)
1
,
pp. 1-35
Persistent link: https://www.econbiz.de/10013189925
Saved in:
2
Dynamic asset allocation with ambiguous return predictability
Chen, Hui
;
Ju, Nengjiu
;
Miao, Jianjun
- In:
Review of economic dynamics
17
(
2014
)
4
,
pp. 799-823
Persistent link: https://www.econbiz.de/10011281431
Saved in:
3
Robustly strategic consumption-portfolio rules with informational frictions
Luo, Yulei
- In:
Management science : journal of the Institute for …
63
(
2017
)
12
,
pp. 4158-4174
Persistent link: https://www.econbiz.de/10011785136
Saved in:
4
Optimal consumption and portfolio choice with ambiguous interest rates and volatility
Lin, Qian
;
Riedel, Frank
- In:
Economic theory
71
(
2021
)
3
,
pp. 1189-1202
Persistent link: https://www.econbiz.de/10012584420
Saved in:
5
An ambiguity measure under EUUP and its application to a portfolio problem
Iwaki, Hideki
- In:
Journal of mathematical finance
10
(
2020
)
2
,
pp. 287-305
Persistent link: https://www.econbiz.de/10012545704
Saved in:
6
Robust worst-case optimal investment
Desmettre, Sascha
;
Korn, Ralf
;
Ruckdeschel, Peter
; …
- In:
OR spectrum : quantitative approaches in management
37
(
2015
)
3
,
pp. 677-701
Persistent link: https://www.econbiz.de/10011296715
Saved in:
7
Portfolio choices : comparative statics under both expected return and volatility uncertainty
Lin, Qian
;
Tian, Dejian
- In:
Quantitative finance
21
(
2021
)
6
,
pp. 1027-1035
Persistent link: https://www.econbiz.de/10012515634
Saved in:
8
Nonconcave robust optimization with discrete strategies under Knightian uncertainty
Neufeld, Ariel
;
Ṥikić, Mario
- In:
Mathematical methods of operations research
90
(
2019
)
2
,
pp. 229-253
Persistent link: https://www.econbiz.de/10012132710
Saved in:
9
Risk
and ambiguity in 10-Ks : an examination of cash holding and derivatives use
Friberg, Richard
;
Seiler, Thomas
- In:
The journal of corporate finance : contracting, …
45
(
2017
),
pp. 608-631
Persistent link: https://www.econbiz.de/10011760969
Saved in:
10
Stock price swings and fundamentals : the role of Knightian uncertainty
Mangee, Nicholas
- In:
International review of financial analysis
91
(
2024
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014446941
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