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~subject:"Portfolio selection"
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Portfolio selection
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Fabozzi, Frank J.
138
Maurer, Raimond
79
Platen, Eckhard
62
Gollier, Christian
53
Ang, Andrew
50
Uppal, Raman
50
Satchell, Stephen
48
Korn, Ralf
46
Mitchell, Olivia S.
46
Guidolin, Massimo
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44
Hens, Thorsten
43
Kraft, Holger
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Lo, Andrew W.
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Markowitz, Harry
41
Viceira, Luis M.
41
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Post, Thierry
39
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38
Bodie, Zvi
35
Schenk-Hoppé, Klaus Reiner
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33
Lee, Cheng F.
33
Lucas, André
33
Prigent, Jean-Luc
33
Vanduffel, Steven
33
Kane, Alex
32
Levy, Haim
32
Wong, Wing Keung
32
Zagst, Rudi
32
Pedersen, Lasse Heje
31
Račev, Svetlozar T.
31
Zhou, Guofu
31
Bacchetta, Philippe
30
Van Wincoop, Eric
30
Evstigneev, Igor V.
29
Jarrow, Robert A.
29
Başak, Suleyman
28
Lioui, Abraham
28
Stambaugh, Robert F.
28
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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
10
Center for Economic Research <Tilburg>
9
International Center for Financial Asset Management and Engineering
9
Springer Fachmedien Wiesbaden
8
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
8
Rodney L. White Center for Financial Research
7
Universität Zürich / Institut für Schweizerisches Bankwesen
7
European University Institute / Department of Law
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
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Institut für Weltwirtschaft
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Nationalekonomiska Institutionen <Lund>
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Ekonomiska forskningsinstitutet <Stockholm>
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Federal Reserve Bank of St. Louis
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Federal Reserve System / Division of Research and Statistics
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Goethe-Universität Frankfurt am Main
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Judge Institute of Management Studies
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Pensions Institute
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Universität Mannheim
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World Bank
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Association for Investment Management and Research
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Bonn Graduate School of Economics
3
Chambre de commerce et d'industrie de Paris
3
Erasmus Research Institute of Management
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International Association for the Study of Insurance Economics
3
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
University of Cambridge / Department of Applied Economics
3
University of Chicago / Center for Research in Security Prices
3
University of Toronto / Department of Economics
3
Banco Central do Brasil
2
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Journal of banking & finance
306
Insurance / Mathematics & economics
286
European journal of operational research : EJOR
285
NBER working paper series
276
Finance research letters
235
Working paper / National Bureau of Economic Research, Inc.
231
NBER Working Paper
213
Journal of economic dynamics & control
189
Finance and stochastics
158
Mathematical finance : an international journal of mathematics, statistics and financial theory
156
International journal of theoretical and applied finance
155
Journal of financial economics
144
Research paper series / Swiss Finance Institute
142
Quantitative finance
141
Journal of empirical finance
132
Management science : journal of the Institute for Operations Research and the Management Sciences
122
The journal of portfolio management : a publication of Institutional Investor
122
The journal of finance : the journal of the American Finance Association
119
Risks : open access journal
117
The review of financial studies
116
International review of financial analysis
112
Economic modelling
107
Discussion paper / Centre for Economic Policy Research
103
International review of economics & finance : IREF
103
The European journal of finance
102
Swiss Finance Institute Research Paper
99
The journal of asset management
99
Applied economics
93
Economics letters
89
The North American journal of economics and finance : a journal of financial economics studies
88
Journal of risk and financial management : JRFM
84
Mathematics and financial economics
79
Computational economics
77
Journal of financial and quantitative analysis : JFQA
74
Journal of investment management : JOIM
72
Discussion paper / Tinbergen Institute
71
Mathematical methods of operations research
71
SpringerLink / Bücher
71
Annals of finance
68
The journal of portfolio management : JPM
68
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ECONIS (ZBW)
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1
Multifaktor-Modell für den Schweizer Aktienmarkt : eine empirische Untersuchung unter besonderer Berücksichtigung der Arbitrage Preis
Theorie
Gallati, Reto Rolf
-
1993
Persistent link: https://www.econbiz.de/10000882946
Saved in:
2
Asset pricing and default risk
Breig, Christoph
-
2011
Persistent link: https://www.econbiz.de/10008779050
Saved in:
3
Long-term performance evaluation : methodological issues and empirical applications
Hoechle, Daniel
-
2007
Persistent link: https://www.econbiz.de/10003591346
Saved in:
4
A habit-based explanation of the exchange rate risk premium
Verdelhan, Adrien
-
2005
Persistent link: https://www.econbiz.de/10003380904
Saved in:
5
An equilibrium model with buy and hold investors
Wu, Tao
-
2004
Persistent link: https://www.econbiz.de/10003384087
Saved in:
6
An empirical investigation of the book-to-market and size effects
Petkova, Ralitsa
-
2003
Persistent link: https://www.econbiz.de/10003385465
Saved in:
7
Three essays on asset pricing anomalies, investor overreaction, and mutual fund performance
Zhang, Hong
-
2004
Persistent link: https://www.econbiz.de/10003551684
Saved in:
8
Die Schätzung erwarteter Renditen in der modernen Kapitalmarkttheorie : implizit erwartete Renditen und ihr Einsatz in Kapitalmarktmodell-Tests und Portfoliooptimierung
Hagemeister, Meike Martina
-
2010
-
1. Aufl.
Persistent link: https://www.econbiz.de/10003925591
Saved in:
9
The risk-return tradeoff : a COGARCH analysis of Merton's hypothesis
Müller, Gernot
;
Durand, Robert B.
;
Maller, Ross A.
- In:
Journal of empirical finance
18
(
2011
)
2
,
pp. 306-320
Persistent link: https://www.econbiz.de/10009301116
Saved in:
10
Robust reverse engineering of cross-sectional returns and improved portfolio allocation performance using the
CAPM
Ni, Xiaohui
;
Malevergne, Yannick
;
Sornette, Didier
; …
-
2011
.
CAPM
, Mean-Variance Portfolio Optimization, Constrained Optimization, Fama-French, Value-Size Portfolios, Dynamical …
Persistent link: https://www.econbiz.de/10009009611
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