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1
Asset pricing and asymmetric reasoning
Asparouhova, Elena
;
Bossaerts, Peter L.
;
Eguia, Jon X.
; …
- In:
Journal of political economy
123
(
2015
)
1
,
pp. 66-122
Persistent link: https://www.econbiz.de/10010513938
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2
Optimal strategies for selecting project portfolios using uncertain value estimates
Vilkkumaa, Eeva
;
Liesiö, Juuso
;
Salo, Ahti A.
- In:
European journal of operational research : EJOR
233
(
2014
)
3
,
pp. 772-783
Persistent link: https://www.econbiz.de/10010228189
Saved in:
3
Portfolio management with robustness in both prediction and decision : a mixture model based learning approach
Zhu, Shushang
;
Fan, Minjie
;
Li, Duan
- In:
Journal of economic dynamics & control
48
(
2014
),
pp. 1-25
Persistent link: https://www.econbiz.de/10010485842
Saved in:
4
Rational learning for risk-averse investors by conditioning on behavioral choices
Costola, Michele
;
Caporin, Massimiliano
-
2015
Persistent link: https://www.econbiz.de/10011632577
Saved in:
5
Price of climate risk
hedging
under uncertainty
Rubtsov, Alexey
;
Xu, Wei
;
Šević, Aleksandar
;
Šević, …
- In:
Technological forecasting & social change : an …
165
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012671618
Saved in:
6
Outperformance portfolio optimization via the equivalence of pure and randomized hypothesis testing
Leung, Tim
;
Song, Qingshuo
;
Yang, Jie
- In:
Finance and stochastics
17
(
2013
)
4
,
pp. 839-870
Persistent link: https://www.econbiz.de/10010190872
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7
Volatility versus downside risk : performance protection in dynamic portfolio strategies
Barro, Diana
;
Canestrelli, Elio
;
Consigli, Giorgio
- In:
Computational Management Science : CMS
16
(
2019
)
3
,
pp. 433-479
Persistent link: https://www.econbiz.de/10012053148
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8
Portfolio optimization under a quantile
hedging
constraint
Bouveret, Géraldine
- In:
International journal of theoretical and applied finance
21
(
2018
)
7
,
pp. 1-36
Persistent link: https://www.econbiz.de/10011956927
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9
Bayesian estimation of dynamic discrete choice models
Imai, Susumu
(
contributor
);
Jain, Neelam
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003412464
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10
Benefits from US monetary policy experimentation in the days of Samuelson and Solow and Lucas
Cogley, Timothy
;
Colacito, Riccardo
;
Sargent, Thomas J.
- In:
Journal of money, credit and banking : JMCB
39
(
2007
),
pp. 67-99
Persistent link: https://www.econbiz.de/10003430042
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