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~subject:"Portfolio selection"
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Methoden der Szenarioanalyse
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Portfolio selection
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Fabozzi, Frank J.
126
Maurer, Raimond
71
Platen, Eckhard
60
Gollier, Christian
49
Guidolin, Massimo
49
Korn, Ralf
45
Satchell, Stephen
44
Uppal, Raman
43
Ang, Andrew
41
Mitchell, Olivia S.
41
Li, Duan
38
Markowitz, Harry
38
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37
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36
Lo, Andrew W.
35
Kraft, Holger
33
Prigent, Jean-Luc
33
Escobar, Marcos
32
Schenk-Hoppé, Klaus Reiner
32
Vanduffel, Steven
32
Viceira, Luis M.
32
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31
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30
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30
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29
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Bodie, Zvi
28
Kane, Alex
28
Lioui, Abraham
28
Başak, Suleyman
27
Wang, Ruodu
27
Zhou, Guofu
27
Jarrow, Robert A.
26
Lee, Cheng F.
26
McAleer, Michael
26
Munk, Claus
26
Pedersen, Lasse Heje
26
Račev, Svetlozar T.
26
Sass, Jörn
26
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National Bureau of Economic Research
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Institute of Finance and Accounting <London>
15
Frank J. Fabozzi Associates <New Hope, Pa.>
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Center for Economic Research <Tilburg>
9
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
9
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
8
Rodney L. White Center for Financial Research
7
Springer Fachmedien Wiesbaden
7
Universität Zürich / Institut für Schweizerisches Bankwesen
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
Goethe-Universität Frankfurt am Main
5
Friedrich-Schiller-Universität Jena
4
Judge Institute of Management Studies
4
Nationalekonomiska Institutionen <Lund>
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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
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Ekonomiska forskningsinstitutet <Stockholm>
3
Erasmus Research Institute of Management
3
Gottfried Wilhelm Leibniz Universität Hannover
3
International Association for the Study of Insurance Economics
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Johannes Gutenberg-Universität Mainz
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Københavns Universitet / Økonomisk Institut
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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
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
Chambre de commerce et d'industrie de Paris
2
Christian-Albrechts-Universität zu Kiel
2
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European journal of operational research : EJOR
281
Insurance / Mathematics & economics
279
Journal of banking & finance
264
NBER working paper series
241
Finance research letters
205
Working paper / National Bureau of Economic Research, Inc.
193
NBER Working Paper
190
Journal of economic dynamics & control
171
Finance and stochastics
155
Mathematical finance : an international journal of mathematics, statistics and financial theory
154
International journal of theoretical and applied finance
146
Quantitative finance
136
Research paper series / Swiss Finance Institute
124
Journal of financial economics
119
Risks : open access journal
108
Management science : journal of the Institute for Operations Research and the Management Sciences
105
Journal of empirical finance
102
The journal of portfolio management : a publication of Institutional Investor
102
The review of financial studies
102
The journal of finance : the journal of the American Finance Association
97
The European journal of finance
90
Economics letters
89
Discussion paper / Centre for Economic Policy Research
88
Swiss Finance Institute Research Paper
88
Economic modelling
87
International review of financial analysis
83
Computational economics
80
The journal of asset management
77
Mathematics and financial economics
74
Discussion paper / Tinbergen Institute
73
International review of economics & finance : IREF
73
The North American journal of economics and finance : a journal of financial economics studies
70
Applied economics
69
Mathematical methods of operations research
68
Journal of risk and financial management : JRFM
67
SpringerLink / Bücher
67
The journal of portfolio management : JPM
65
Annals of finance
61
Journal of economic theory
61
Working paper
61
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ECONIS (ZBW)
19,482
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1
Cluster analysis for regime identification and forecasting with application to the enhanced index tracking problem
Paulo, Wanderlei Lima de
;
Costa, Oswaldo Luiz do Valle
- In:
Investment management and financial innovations
11
(
2014
)
3
,
pp. 44-52
Persistent link: https://www.econbiz.de/10010512184
Saved in:
2
Scenarios identification for financial modelling
Canestrelli, Elio
;
Giove, Silvio
- In:
Current topics in quantitative finance : with 23 tables
,
(pp. 25-36)
.
1999
Persistent link: https://www.econbiz.de/10001442906
Saved in:
3
Computational methods in financial engineering : essays in honour of Manfred Gilli
Kontoghiorghes, Erricos John
(
ed.
);
Gilli, Manfred
(
honouree
)
-
2008
Persistent link: https://www.econbiz.de/10003635732
Saved in:
4
Three essays on financial markets and institutions
Souto, Marcos Rietti
-
2005
Persistent link: https://www.econbiz.de/10003904272
Saved in:
5
Anybody can do value at risk : a teaching study using parametric computation and Monte Carlo
simulation
Cheung, Yun-hsing
;
Powell, Robert
- In:
Australasian accounting business and finance journal : AABF
6
(
2012
)
5
,
pp. 101-118
Persistent link: https://www.econbiz.de/10010244995
Saved in:
6
Orthogonal GARCH matrixes in the active portfolio management of defined benefit pension plans : a test for Michoacán
Torre Torres, Oscar de la
- In:
Economía teoría y práctica
39
(
2013
),
pp. 119-144
Persistent link: https://www.econbiz.de/10010403345
Saved in:
7
A
simulation
approach to dynamic portfolio choice with an application to learning about return predictability
Brandt, Michael W.
;
Goyal, Amit
;
Santa-Clara, Pedro
; …
-
2004
Persistent link: https://www.econbiz.de/10002485076
Saved in:
8
A
simulation
approach to dynamic portfolio choice with an application to learning about returns predictability
Brandt, Michael W.
;
Goyal, Amit
;
Santa-Clara, Pedro
; …
- In:
The review of financial studies
18
(
2005
)
3
,
pp. 831-874
Persistent link: https://www.econbiz.de/10003133514
Saved in:
9
Analyse des Risikos bei "Emerging markets": Investments durch
Simulation
des Portfolio Management-Prozesses
Poddig, Thorsten
;
Dichtl, Hubert
- In:
Datamining und computational finance : Ergebnisse des …
,
(pp. 171-202)
.
2000
Persistent link: https://www.econbiz.de/10001484309
Saved in:
10
Evaluating the forecasts of risk models
Berkowitz, Jeremy
-
1999
Persistent link: https://www.econbiz.de/10001407286
Saved in:
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