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~subject:"Portfolio selection"
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Coalition-proof equilibrium
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Portfolio selection
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Fabozzi, Frank J.
122
Maurer, Raimond
72
Platen, Eckhard
54
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49
Korn, Ralf
45
Uppal, Raman
43
Mitchell, Olivia S.
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Lo, Andrew W.
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Prigent, Jean-Luc
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Hens, Thorsten
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Başak, Suleyman
27
Kane, Alex
27
Lioui, Abraham
27
Wang, Ruodu
27
Jarrow, Robert A.
26
Račev, Svetlozar T.
26
Sass, Jörn
26
Shleifer, Andrei
26
Bernard, Carole
25
Gouriéroux, Christian
25
Pedersen, Lasse Heje
25
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National Bureau of Economic Research
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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>
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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
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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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Springer-Verlag GmbH
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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
282
Insurance / Mathematics & economics
282
Journal of banking & finance
240
NBER working paper series
237
Working paper / National Bureau of Economic Research, Inc.
191
NBER Working Paper
188
Finance research letters
184
Journal of economic dynamics & control
167
Mathematical finance : an international journal of mathematics, statistics and financial theory
155
Finance and stochastics
154
International journal of theoretical and applied finance
146
Quantitative finance
130
Research paper series / Swiss Finance Institute
121
Risks : open access journal
103
Management science : journal of the Institute for Operations Research and the Management Sciences
102
The review of financial studies
99
Journal of financial economics
98
The journal of portfolio management : a publication of Institutional Investor
98
The journal of finance : the journal of the American Finance Association
97
Journal of empirical finance
94
Discussion paper / Centre for Economic Policy Research
85
Economic modelling
84
Swiss Finance Institute Research Paper
83
Economics letters
79
The European journal of finance
79
Mathematics and financial economics
78
Computational economics
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International review of economics & finance : IREF
71
Mathematical methods of operations research
68
The journal of asset management
68
International review of financial analysis
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SpringerLink / Bücher
65
The North American journal of economics and finance : a journal of financial economics studies
64
Journal of risk and financial management : JRFM
63
The journal of portfolio management : JPM
63
Discussion paper / Tinbergen Institute
62
Journal of economic theory
61
Annals of finance
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57
Applied economics
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ECONIS (ZBW)
18,596
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1
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1
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1
Allocation of portfolio risk and outside options : which is the best
coalition
structure value to solve the low-risk anomaly?
Hiller, Tobias
- In:
International game theory review : IGTR
26
(
2024
)
1
,
pp. 1-13
Persistent link: https://www.econbiz.de/10014490298
Saved in:
2
Trading portfolios : the stability of
coalition
governments
Demirkaya, Betul
;
Schofield, Norman
- In:
The political economy of governance : institutions, …
,
(pp. 179-191)
.
2015
Persistent link: https://www.econbiz.de/10011326551
Saved in:
3
Fairness and qualitative portfolio allocation in multiparty governments
Ecker, Alejandro
;
Meyer, Thomas M.
- In:
Public choice
181
(
2019
)
3/4
,
pp. 309-330
Persistent link: https://www.econbiz.de/10012259233
Saved in:
4
Information structure, optimal dynamic portfolio strategies, and the intensity of trading
Wu, Jie
-
1991
Persistent link: https://www.econbiz.de/10000857580
Saved in:
5
An information theoretic approach to portfolio performance measurement
Lashgari, Malek K.
-
1978
Persistent link: https://www.econbiz.de/10000751576
Saved in:
6
Risk minimizing hedging strategies under restricted information
Schweizer, Martin
-
1993
Persistent link: https://www.econbiz.de/10000880233
Saved in:
7
Elements of the economics of information
Arrow, Kenneth Joseph
-
1996
Persistent link: https://www.econbiz.de/10000634135
Saved in:
8
Risk-neutral investors do not acquire information
Muendler, Marc-Andreas
- In:
Finance research letters
5
(
2008
)
3
,
pp. 156-161
Persistent link: https://www.econbiz.de/10003769885
Saved in:
9
Fund manager use of public information : new evidence on managerial skills
Kacperczyk, Marcin
;
Seru, Amit
- In:
The journal of finance : the journal of the American …
62
(
2007
)
2
,
pp. 485-528
Persistent link: https://www.econbiz.de/10003444980
Saved in:
10
Optimality and state pricing in constrained financial markets with recursive utility under continuous and discontinuous information
Schroder, Mark D.
;
Skiadas, Costis
- In:
Mathematical finance : an international journal of …
18
(
2008
)
2
,
pp. 199-238
Persistent link: https://www.econbiz.de/10003683215
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