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~subject:"Portfolio selection"
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Portfolio selection
Theorie
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Fabozzi, Frank J.
149
Maurer, Raimond
72
Platen, Eckhard
70
Gollier, Christian
50
Ang, Andrew
48
Uppal, Raman
47
Hens, Thorsten
46
Korn, Ralf
46
Satchell, Stephen
43
Lo, Andrew W.
42
Mitchell, Olivia S.
42
Guidolin, Massimo
41
Li, Duan
40
Markowitz, Harry
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39
Post, Thierry
38
Schenk-Hoppé, Klaus Reiner
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Bodie, Zvi
36
Kraft, Holger
35
Zagst, Rudi
35
Zaremba, Adam
35
Escobar, Marcos
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Lee, Cheng F.
34
Viceira, Luis M.
34
Kane, Alex
33
Lucas, André
33
Prigent, Jean-Luc
33
Vanduffel, Steven
33
Evstigneev, Igor V.
32
Levy, Haim
32
Račev, Svetlozar T.
32
Pedersen, Lasse Heje
31
Wong, Hoi Ying
30
Wong, Wing Keung
30
Jarrow, Robert A.
29
Takahashi, Akihiko
29
Başak, Suleyman
28
Lioui, Abraham
28
Zhou, Guofu
28
Branger, Nicole
27
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National Bureau of Economic Research
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Institute of Finance and Accounting <London>
17
Frank J. Fabozzi Associates <New Hope, Pa.>
12
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
11
Center for Economic Research <Tilburg>
9
Springer Fachmedien Wiesbaden
8
Universität Zürich / Institut für Schweizerisches Bankwesen
8
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
8
Rodney L. White Center for Financial Research
7
European University Institute / Department of Law
6
International Center for Financial Asset Management and Engineering
6
Association of European Operational Research Societies / Working Group on Financial Modelling
5
Fachverlag für Wirtschafts- und Steuerrecht Schäffer <Stuttgart>
5
Friedrich-Schiller-Universität Jena
5
Nationalekonomiska Institutionen <Lund>
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Ekonomiska forskningsinstitutet <Stockholm>
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Goethe-Universität Frankfurt am Main
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Judge Institute of Management Studies
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Københavns Universitet / Økonomisk Institut
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Pensions Institute
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Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
4
Universität Mannheim
4
World Bank
4
Association for Investment Management and Research
3
Bonn Graduate School of Economics
3
Erasmus Research Institute of Management
3
International Accounting Standards Board
3
International Association for the Study of Insurance Economics
3
Johannes Gutenberg-Universität Mainz
3
Martin-Luther-Universität Halle-Wittenberg / Wirtschaftswissenschaftliche Fakultät
3
Springer-Verlag GmbH
3
The Wharton Financial Institutions Center
3
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
3
University of Chicago / Center for Research in Security Prices
3
Verlag Dr. Kovač
3
Banco Central do Brasil
2
Bank für Internationalen Zahlungsausgleich
2
Basel Committee on Banking Supervision
2
Birkbeck College / Department of Economics
2
Books on Demand GmbH <Norderstedt>
2
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European journal of operational research : EJOR
286
Insurance / Mathematics & economics
282
Journal of banking & finance
282
NBER working paper series
263
Finance research letters
217
Working paper / National Bureau of Economic Research, Inc.
216
NBER Working Paper
203
Journal of economic dynamics & control
189
International journal of theoretical and applied finance
166
Finance and stochastics
160
Mathematical finance : an international journal of mathematics, statistics and financial theory
159
Quantitative finance
144
Journal of financial economics
141
Research paper series / Swiss Finance Institute
135
Management science : journal of the Institute for Operations Research and the Management Sciences
121
The journal of portfolio management : a publication of Institutional Investor
120
Journal of empirical finance
119
Risks : open access journal
114
The review of financial studies
114
The journal of finance : the journal of the American Finance Association
108
Economic modelling
103
The journal of asset management
99
The European journal of finance
95
International review of financial analysis
94
Discussion paper / Centre for Economic Policy Research
92
Swiss Finance Institute Research Paper
91
Economics letters
90
International review of economics & finance : IREF
89
Mathematics and financial economics
82
Applied economics
78
Computational economics
77
Journal of risk and financial management : JRFM
77
The North American journal of economics and finance : a journal of financial economics studies
75
SpringerLink / Bücher
74
Mathematical methods of operations research
70
Annals of finance
68
Journal of investment management : JOIM
68
Discussion paper / Tinbergen Institute
67
The journal of portfolio management : JPM
67
Journal of economic theory
64
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ECONIS (ZBW)
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1
A computational study on general equilibrium pricing of
derivative
securities
Thijssen, Jacco J. J.
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003481715
Saved in:
2
Debt collateralization and maximal leverage
Gong, Feixue
;
Phelan, Gregory
-
2015
Persistent link: https://www.econbiz.de/10011333092
Saved in:
3
A computational study on general equilibrium pricing of
derivative
securities
Thijssen, Jacco J. J.
- In:
Annals of finance
4
(
2008
)
4
,
pp. 505-523
Persistent link: https://www.econbiz.de/10003737208
Saved in:
4
An approximation pricing algrithm in an incomplete market : a differential geometric approach
Gao, Yuan
;
Guan Lim, Kian
;
Hwa Ng, Kah
- In:
Finance and stochastics
8
(
2004
)
4
,
pp. 501-523
Persistent link: https://www.econbiz.de/10002261445
Saved in:
5
Debt collateralization, capital structure, and maximal leverage
Gong, Feixue
;
Phelan, Gregory
- In:
Economic theory : official journal of the Society for …
70
(
2020
)
2
,
pp. 579-605
Persistent link: https://www.econbiz.de/10012306395
Saved in:
6
Dynamic consumption and asset allocation with
derivative
securities
Hsuku, Yuan-Hung
- In:
Quantitative fund management
,
(pp. 43-66)
.
2009
Persistent link: https://www.econbiz.de/10003796940
Saved in:
7
Wachstumsorientierte Bewertung von Derivaten
Ott, Andreas
-
2007
-
1. Aufl.
Persistent link: https://www.econbiz.de/10003408677
Saved in:
8
Hedging pure endowments with mortality derivatives
Wang, Ting
;
Young, Virginia R.
- In:
Insurance / Mathematics & economics
69
(
2016
),
pp. 238-255
Persistent link: https://www.econbiz.de/10011533915
Saved in:
9
Evaluation of the effectiveness of methods of the imperfect hedging of financial options on the Russian forward market
Nazarova, Varvara
- In:
Journal of derivatives & hedge funds
20
(
2014
)
1
,
pp. 28-51
Persistent link: https://www.econbiz.de/10010463008
Saved in:
10
Evaluating hedging errors : an asymptotic approach
Hayashi, Takaki
;
Mykland, Per A.
- In:
Mathematical finance : an international journal of …
15
(
2005
)
2
,
pp. 309-343
Persistent link: https://www.econbiz.de/10002725490
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