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~subject:"Portfolio selection"
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Portfolio selection
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Fabozzi, Frank J.
124
Maurer, Raimond
75
Platen, Eckhard
67
Ang, Andrew
49
Gollier, Christian
49
Korn, Ralf
45
Guidolin, Massimo
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Lo, Andrew W.
43
Uppal, Raman
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28
Wong, Hoi Ying
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Başak, Suleyman
27
Jarrow, Robert A.
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Kane, Alex
27
Kelly, Bryan T.
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Lee, Cheng F.
27
Lioui, Abraham
27
Wang, Ruodu
27
Albrecht, Peter
26
Gouriéroux, Christian
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.>
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Center for Economic Research <Tilburg>
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International Center for Financial Asset Management and Engineering
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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
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European University Institute / Department of Law
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Rodney L. White Center for Financial Research
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Association of European Operational Research Societies / Working Group on Financial Modelling
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Fachverlag für Wirtschafts- und Steuerrecht Schäffer <Stuttgart>
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Judge Institute of Management Studies
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Universität Mannheim
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International Association for the Study of Insurance Economics
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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
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Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
3
Banco Central do Brasil
2
Bank für Internationalen Zahlungsausgleich
2
Birkbeck College / Department of Economics
2
Books on Demand GmbH <Norderstedt>
2
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Insurance / Mathematics & economics
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European journal of operational research : EJOR
280
Journal of banking & finance
265
NBER working paper series
254
Finance research letters
217
Working paper / National Bureau of Economic Research, Inc.
201
NBER Working Paper
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Journal of economic dynamics & control
176
International journal of theoretical and applied finance
164
Finance and stochastics
158
Mathematical finance : an international journal of mathematics, statistics and financial theory
158
Quantitative finance
140
Research paper series / Swiss Finance Institute
132
Journal of financial economics
120
Management science : journal of the Institute for Operations Research and the Management Sciences
110
Risks : open access journal
110
The journal of portfolio management : a publication of Institutional Investor
107
International review of financial analysis
104
The review of financial studies
104
Journal of empirical finance
100
Discussion paper / Centre for Economic Policy Research
98
Economic modelling
98
The journal of finance : the journal of the American Finance Association
98
Swiss Finance Institute Research Paper
94
Economics letters
91
International review of economics & finance : IREF
90
The European journal of finance
90
The North American journal of economics and finance : a journal of financial economics studies
79
Computational economics
78
Journal of risk and financial management : JRFM
77
Mathematics and financial economics
77
The journal of asset management
77
Applied economics
76
SpringerLink / Bücher
70
Mathematical methods of operations research
69
Discussion paper / Tinbergen Institute
64
The journal of portfolio management : JPM
63
Annals of finance
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Applied mathematical finance
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Journal of economic theory
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ECONIS (ZBW)
20,293
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1
Hedging
with an edge : parametric currency overlay
Barroso, Pedro
;
Reichenecker, Jurij-Andrei
;
Menichetti, …
- In:
Management science : journal of the Institute for …
68
(
2022
)
1
,
pp. 669-689
Persistent link: https://www.econbiz.de/10012821248
Saved in:
2
International asset allocation with time-varying correlations
Ang, Andrew
;
Bekaert, Geert
-
1999
Persistent link: https://www.econbiz.de/10001379604
Saved in:
3
Optimal foreign exchange hedge tenor with liquidity risk
Zhang, Rongju
;
Aarons, Mark
;
Loeper, Gregoire
- In:
Journal of risk
23
(
2020/2021
)
3
,
pp. 1-29
Persistent link: https://www.econbiz.de/10012500295
Saved in:
4
Dynamic global currency
hedging
Christensen, Bent Jesper
;
Varneskov, Rasmus Tangsgaard
- In:
Journal of financial econometrics
19
(
2021
)
1
,
pp. 97-127
Persistent link: https://www.econbiz.de/10012504315
Saved in:
5
Is gold a hedge or safe haven against oil and currency market movements? : a revisit using multifractal approach
Madani, Mohamed Arbi
;
Ftiti, Zied
- In:
Financial modeling and risk management of energy and …
,
(pp. 367-400)
.
2022
Persistent link: https://www.econbiz.de/10013350020
Saved in:
6
Diversifying Investment Risk in India's Currency Derivative Market : Does Currency – Equity Linkage Perform Better than Currency – Bullion Linkage?
Kumar, Anupam
-
2016
strategies. Findings suggest that currency-equity linkage provides better effectiveness of
hedging
and risk adjusted return …
Persistent link: https://www.econbiz.de/10012980506
Saved in:
7
Discount rate changes and market timing : a multinational study
Chen, Su-Jane
;
Chen, Ming-hsiang
- In:
Annals of economics and finance
10
(
2009
)
2
,
pp. 329-349
Persistent link: https://www.econbiz.de/10003928803
Saved in:
8
Disintermediation revisited
Horvath, Philip A.
- In:
The financial review : the official publication of the …
23
(
1988
)
3
,
pp. 301-312
Persistent link: https://www.econbiz.de/10001084131
Saved in:
9
Geldpolitik und Preisentwicklung in der Bundesrepublik Deutschland : eine disaggregierte Analyse
Westphal, Uwe
- In:
Neuere Entwicklungen in der Geldtheorie und Währungspolitik
,
(pp. 71-95)
.
1995
Persistent link: https://www.econbiz.de/10001315897
Saved in:
10
The significance of technical trading-rule profits in the foreign exchange market : a bootstrap approach
Levich, Richard M.
;
Thomas, Lee R.
-
1991
Persistent link: https://www.econbiz.de/10000822417
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