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~subject:"Portfolio selection"
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Portfolio selection
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Fabozzi, Frank J.
139
Maurer, Raimond
78
Platen, Eckhard
56
Guidolin, Massimo
55
Mitchell, Olivia S.
54
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49
Uppal, Raman
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Bodie, Zvi
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Kane, Alex
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Springer Fachmedien Wiesbaden
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New York Institute of Finance
3
Springer-Verlag GmbH
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The Wharton Financial Institutions Center
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Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
3
University of Canterbury / Dept. of Economics and Finance
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European journal of operational research : EJOR
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Insurance / Mathematics & economics
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Journal of banking & finance
268
NBER working paper series
257
Finance research letters
194
NBER Working Paper
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Journal of economic dynamics & control
170
The journal of finance : the journal of the American Finance Association
169
The review of financial studies
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156
Finance and stochastics
152
International journal of theoretical and applied finance
146
Research paper series / Swiss Finance Institute
132
Quantitative finance
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Journal of financial economics
127
The journal of portfolio management : a publication of Institutional Investor
126
Discussion paper / Centre for Economic Policy Research
112
Risks : open access journal
106
Management science : journal of the Institute for Operations Research and the Management Sciences
104
Journal of empirical finance
101
The journal of asset management
97
Journal of financial and quantitative analysis : JFQA
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International review of financial analysis
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Swiss Finance Institute Research Paper
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Economic modelling
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Economics letters
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The European journal of finance
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International review of economics & finance : IREF
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SpringerLink / Bücher
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The North American journal of economics and finance : a journal of financial economics studies
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Applied economics
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Mathematical methods of operations research
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Journal of risk and financial management : JRFM
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Annals of finance
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The journal of portfolio management : JPM
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ECONIS (ZBW)
20,849
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1
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1
Attracting flows by attracting big clients
Cohen, Lauren
;
Schmidt, Breno
- In:
The journal of finance : the journal of the American …
64
(
2009
)
5
,
pp. 2125-2151
Persistent link: https://www.econbiz.de/10003899923
Saved in:
2
On the semimartingale property via bounded logarithmic utility
Larsen, Kasper
;
Žitković, Gordan
- In:
Annals of finance
4
(
2008
)
2
,
pp. 255-268
Persistent link: https://www.econbiz.de/10003645478
Saved in:
3
Optimal consumption and investment under partial information
Putschögl, Wolfgang
;
Sass, Jörn
- In:
Decisions in economics and finance : DEF ; a journal of …
31
(
2008
)
2
,
pp. 137-170
Persistent link: https://www.econbiz.de/10003771480
Saved in:
4
Portfolio optimization in incomplete financial markets
Schachermayer, Walter
-
2004
Persistent link: https://www.econbiz.de/10003469901
Saved in:
5
Quadratic BSDEs driven by a continuous martingale and applications to the utility maximization problem
Morlais, MarieAmélie
- In:
Finance and stochastics
13
(
2009
)
1
,
pp. 121-150
Persistent link: https://www.econbiz.de/10003939488
Saved in:
6
A note on utility maximization with unbounded random endowment
Owari, Keita
-
2009
Persistent link: https://www.econbiz.de/10003940089
Saved in:
7
Robust utility maximization with unbounded random endowment
Owari, Keita
- In:
Advances in mathematical economics
14
(
2011
),
pp. 147-181
Persistent link: https://www.econbiz.de/10008798044
Saved in:
8
A note on the existence of the power investor's optimizer
Larsen, Kasper
- In:
Finance and stochastics
15
(
2011
)
1
,
pp. 183-190
Persistent link: https://www.econbiz.de/10008824128
Saved in:
9
Utility maximization, risk aversion, and stochastic dominance
Beiglböck, Mathias
;
Muhle-Karbe, Johannes
;
Temme, Johannes
-
2011
at the expense of a more widespread distribution. Dybvig and Wang [J. Econ.
Theory
, 2011, to appear] find that this idea …
Persistent link: https://www.econbiz.de/10009009482
Saved in:
10
Risk-averse asymptotics for reservation prices
Carassus, Laurence
;
Rásonyi, Miklós
- In:
Annals of finance
7
(
2011
)
3
,
pp. 375-387
Persistent link: https://www.econbiz.de/10009248120
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