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~subject:"Portfolio selection"
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Portfolio selection
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Fabozzi, Frank J.
126
Maurer, Raimond
72
Platen, Eckhard
54
Korn, Ralf
50
Gollier, Christian
49
Uppal, Raman
43
Mitchell, Olivia S.
42
Ang, Andrew
40
Guidolin, Massimo
39
Li, Duan
38
Markowitz, Harry
38
Post, Thierry
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Campbell, John Y.
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Satchell, Stephen
36
Lo, Andrew W.
34
Prigent, Jean-Luc
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Escobar, Marcos
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Schenk-Hoppé, Klaus Reiner
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Vanduffel, Steven
33
Zagst, Rudi
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Viceira, Luis M.
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Kraft, Holger
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Lucas, André
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Başak, Suleyman
27
Kane, Alex
27
Lioui, Abraham
27
Pesaran, M. Hashem
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Račev, Svetlozar T.
27
Wang, Ruodu
27
Bernard, Carole
26
Jarrow, Robert A.
26
Muhle-Karbe, Johannes
26
Sass, Jörn
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Schmid, Wolfgang
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Shleifer, Andrei
26
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National Bureau of Economic Research
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Institute of Finance and Accounting <London>
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Frank J. Fabozzi Associates <New Hope, Pa.>
12
Center for Economic Research <Tilburg>
9
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
8
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
Rodney L. White Center for Financial Research
6
Association of European Operational Research Societies / Working Group on Financial Modelling
5
Fachverlag für Wirtschafts- und Steuerrecht Schäffer <Stuttgart>
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Friedrich-Schiller-Universität Jena
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Goethe-Universität Frankfurt am Main
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Judge Institute of Management Studies
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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>
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Erasmus Research Institute of Management
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International Association for the Study of Insurance Economics
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Johannes Gutenberg-Universität Mainz
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Københavns Universitet / Økonomisk Institut
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
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
De Gruyter Oldenbourg
2
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European journal of operational research : EJOR
300
Insurance / Mathematics & economics
287
Journal of banking & finance
247
NBER working paper series
238
Working paper / National Bureau of Economic Research, Inc.
192
NBER Working Paper
188
Finance research letters
185
Journal of economic dynamics & control
169
Mathematical finance : an international journal of mathematics, statistics and financial theory
162
Finance and stochastics
160
International journal of theoretical and applied finance
154
Quantitative finance
136
Research paper series / Swiss Finance Institute
125
Management science : journal of the Institute for Operations Research and the Management Sciences
106
Risks : open access journal
106
The journal of portfolio management : a publication of Institutional Investor
100
Journal of financial economics
99
The review of financial studies
99
Journal of empirical finance
96
The journal of finance : the journal of the American Finance Association
96
Swiss Finance Institute Research Paper
87
Discussion paper / Centre for Economic Policy Research
85
Economic modelling
83
Economics letters
80
The European journal of finance
80
Mathematics and financial economics
78
Computational economics
76
The journal of asset management
72
International review of economics & finance : IREF
71
Mathematical methods of operations research
70
International review of financial analysis
69
SpringerLink / Bücher
67
Journal of risk and financial management : JRFM
66
The North American journal of economics and finance : a journal of financial economics studies
66
Discussion paper / Tinbergen Institute
63
The journal of portfolio management : JPM
63
Annals of finance
61
Journal of economic theory
61
Journal of mathematical finance
59
Applied economics
57
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ECONIS (ZBW)
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1
Distribution of bankruptcy time in a consumption/portfolio problem
Presman, Ernst
- In:
Journal of economic dynamics & control
20
(
1996
)
1
,
pp. 471-477
Persistent link: https://www.econbiz.de/10001190598
Saved in:
2
Portfolio selection in a regime switching market with a bankruptcy state and an uncertain exit-time : multi-period mean-variance formulation
Keykhaei, Reza
- In:
Operational research : an international journal
20
(
2020
)
3
,
pp. 1231-1254
Persistent link: https://www.econbiz.de/10012291150
Saved in:
3
Continuous-time Markowitz's model with constraints on wealth and portfolio
Li, Xun
;
Xu, Zuo Quan
- In:
Operations research letters
44
(
2016
)
6
,
pp. 729-736
Persistent link: https://www.econbiz.de/10011622222
Saved in:
4
The portfolio heuristic optimisation system (PHOS)
Loukeris, N.
;
Eleftheriadis, I.
;
Livanis, E.
- In:
Computational economics
48
(
2016
)
4
,
pp. 627-648
Persistent link: https://www.econbiz.de/10011713087
Saved in:
5
Optimal portfolio choice with crash and default risk
Müller, Lukas
- In:
International journal of theoretical and applied …
25
(
2022
)
4/5
,
pp. 1-31
Persistent link: https://www.econbiz.de/10013371220
Saved in:
6
Dual optimization problem on defaultable claims
Goutte, Stéphane
;
Ngoupeyou, Armand
- In:
Mathematical economics letters
1
(
2013
)
2/4
,
pp. 47-54
Persistent link: https://www.econbiz.de/10010437851
Saved in:
7
Integrating market and credit risk: A simulation and optimisation perspective
Jobst, Norbert J.
;
Mitra, Gautam
;
Zenios, Stauros Andrea
- In:
Journal of banking & finance
30
(
2006
)
2
,
pp. 717-742
Persistent link: https://www.econbiz.de/10003291365
Saved in:
8
Triple-objective models for portfolio optimisation with symmetric and percentile risk measures
Sawik, Bartosz
- In:
International journal of logistics systems and management
25
(
2016
)
1
,
pp. 96-107
Persistent link: https://www.econbiz.de/10011647331
Saved in:
9
The optimal mix of business entities : the value of partial limited liability
Kraizberg, Elli
-
1989
Persistent link: https://www.econbiz.de/10000769114
Saved in:
10
Modelling techniques for financial markets and bank management
Bertocchi, Marida
(
ed.
);
Cavalli, Enrico
(
contributor
); …
-
1996
Persistent link: https://www.econbiz.de/10000562871
Saved in:
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