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Dynamic Asset Allocation With...
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CAPM
Theorie
629,387
Theory
614,485
Portfolio-Management
44,376
Portfolio selection
44,031
USA
43,528
United States
42,350
Schätzung
31,511
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30,742
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27,810
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23,546
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22,063
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20,043
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17,519
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17,413
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14,799
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14,531
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13,406
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13,365
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13,354
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13,274
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13,097
Share price
13,059
Volatilität
13,036
Economic growth
12,772
Spieltheorie
12,767
Volatility
12,764
Time series analysis
12,706
Game theory
12,046
Experiment
11,682
Asymmetrische Information
10,782
Stochastischer Prozess
10,691
Finanzmarkt
10,672
Asymmetric information
10,495
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10,449
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10,417
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3,951
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Fabozzi, Frank J.
51
Stambaugh, Robert F.
50
Campbell, John Y.
49
Ferson, Wayne E.
45
Hens, Thorsten
45
Cochrane, John H.
42
Jarrow, Robert A.
42
Zhang, Lu
39
Bekaert, Geert
37
Hansen, Lars Peter
35
Jagannathan, Ravi
34
Zaremba, Adam
33
Harvey, Campbell R.
32
Madan, Dilip B.
32
Zhou, Guofu
32
Kan, Raymond
31
Zin, Stanley E.
31
He, Xue-zhong
30
Lo, Andrew W.
30
Hull, John
29
Robotti, Cesare
29
Chiarella, Carl
28
Lee, Cheng F.
28
Gagliardini, Patrick
26
Longstaff, Francis A.
26
Yaron, Amir
26
Bossaerts, Peter L.
25
Kelly, Bryan T.
25
Hommes, Cars H.
24
Korajczyk, Robert A.
24
Pástor, Ľuboš
24
Fama, Eugene F.
23
Kogan, Leonid
23
Renault, Eric
23
Bansal, Ravi
22
Duffie, Darrell
22
Dumas, Bernard
22
Epstein, Larry G.
22
Lettau, Martin
22
Satchell, Stephen
22
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National Bureau of Economic Research
251
Institute of Finance and Accounting <London>
6
University of Chicago / Center for Research in Security Prices
6
Chambre de commerce et d'industrie de Paris
5
Ecole des hautes études commerciales <Lausanne> / Département d'économétrie et d'économie politique
5
Ekonomiska forskningsinstitutet <Stockholm>
5
Rodney L. White Center for Financial Research
5
Centre for Analytical Finance <Århus>
4
Erasmus Research Institute of Management
4
Escola de Pós-Graduação em Economia <Rio de Janeiro>
4
Scuola superiore Sant'Anna di studi universitari e di perfezionamento / Laboratory of Economics and Management
4
Springer Fachmedien Wiesbaden
4
Svenska Handelshögskolan <Helsinki>
4
American Finance Association
3
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
3
Deutsche Forschungsgemeinschaft
3
Federal Reserve Bank of St. Louis
3
Federal Reserve System / Division of Research and Statistics
3
International Center for Financial Asset Management and Engineering
3
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
3
Stanford Institute for Economic Policy Research
3
University of British Columbia / Finance Division
3
École des Hautes Études Commerciales <Lausanne>
3
Bank of England / Monetary Analysis Division
2
Birkbeck College / Department of Economics
2
Center for Economic Research <Tilburg>
2
Centre for Economic Policy Research
2
Econometrisch Instituut <Rotterdam>
2
Federal Reserve Bank of New York
2
Federal Reserve System / Board of Governors
2
INSEAD
2
Institut for Finansiering <Frederiksberg>
2
Institut für Statistik und Mathematische Wirtschaftstheorie <Augsburg>
2
Instituto Valenciano de Investigaciones Económicas
2
Judge Institute of Management Studies
2
Københavns Universitet / Økonomisk Institut
2
Nationalekonomiska Institutionen <Lund>
2
Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn
2
University of California Los Angeles / Department of Economics
2
University of Cambridge / Department of Applied Economics
2
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NBER working paper series
242
Working paper / National Bureau of Economic Research, Inc.
196
Journal of financial economics
190
NBER Working Paper
172
The journal of finance : the journal of the American Finance Association
171
Journal of banking & finance
157
The review of financial studies
156
Journal of economic dynamics & control
137
Finance research letters
120
Journal of empirical finance
104
Management science : journal of the Institute for Operations Research and the Management Sciences
80
Mathematical finance : an international journal of mathematics, statistics and financial theory
78
Economics letters
77
Journal of financial and quantitative analysis : JFQA
76
Research paper series / Swiss Finance Institute
70
International review of financial analysis
67
International review of economics & finance : IREF
63
Journal of monetary economics
61
Finance and stochastics
58
Journal of economic theory
57
Discussion paper / Centre for Economic Policy Research
56
International journal of theoretical and applied finance
56
Journal of econometrics
54
Applied economics
53
Review of quantitative finance and accounting
52
The North American journal of economics and finance : a journal of financial economics studies
50
Economic modelling
49
Annals of finance
47
Discussion papers / CEPR
47
The journal of portfolio management : a publication of Institutional Investor
46
Journal of international money and finance
45
The European journal of finance
45
Swiss Finance Institute Research Paper
44
The journal of futures markets
44
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
42
Journal of international financial markets, institutions & money
41
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
41
Working paper
41
Finance and economics discussion series
40
Journal of mathematical economics
39
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Source
All
ECONIS (ZBW)
11,451
EconStor
43
OLC EcoSci
8
RePEc
3
Showing
1
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of
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date (oldest first)
1
Einsatz der Portfoliooptimierung im Asset Allocation-Prozess :
Theorie
und Umsetzung in die Praxis
Gügi, Patrick
-
1995
Persistent link: https://www.econbiz.de/10000914088
Saved in:
2
Pricing and
hedging
European options with discrete-time coherent risk
Cherny, Alexander S.
- In:
Finance and stochastics
11
(
2007
)
4
,
pp. 537-569
Persistent link: https://www.econbiz.de/10003645530
Saved in:
3
Valuing Asian and portfolio options by conditioning on the geometric mean price
Curran, Michael
- In:
Management science : journal of the Institute for …
40
(
1994
)
12
,
pp. 1705-1711
Persistent link: https://www.econbiz.de/10001176662
Saved in:
4
Why not return diagrams
Pettengill, Glenn N.
;
Chang, George
- In:
Journal of financial education
45
(
2019
)
1
,
pp. 101-114
Persistent link: https://www.econbiz.de/10012654499
Saved in:
5
Financial options : from
theory
to practice
Figlewski, Stephen
(
ed.
)
-
1990
Persistent link: https://www.econbiz.de/10013548295
Saved in:
6
Continuous-time finance
Merton, Robert C.
-
1990
-
1. publ.
Persistent link: https://www.econbiz.de/10013501402
Saved in:
7
Robust
hedging
with proportional transaction costs
Dolinsky, Yan
;
Soner, Halil Mete
- In:
Finance and stochastics
18
(
2014
)
2
,
pp. 327-347
Persistent link: https://www.econbiz.de/10010340734
Saved in:
8
No-arbitrage and
hedging
with liquid American options
Bayraktar, Erhan
;
Zhou, Zhou
- In:
Mathematics of operations research
44
(
2019
)
2
,
pp. 468-486
Persistent link: https://www.econbiz.de/10012028629
Saved in:
9
Fundamentals of futures and options markets
Hull, John
-
2011
-
7. ed., global ed.
Persistent link: https://www.econbiz.de/10003959819
Saved in:
10
Options, futures, and other derivatives
Hull, John
-
2009
-
7. ed., internat. ed.
Persistent link: https://www.econbiz.de/10003607662
Saved in:
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