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~subject:"Portfolio selection"
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Portfolio selection
Theorie
629,202
Theory
614,299
Börsenkurs
52,716
Share price
51,193
USA
48,092
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46,765
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Zeitreihenanalyse
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Time series analysis
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Spieltheorie
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Economic growth
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Game theory
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Fabozzi, Frank J.
142
Maurer, Raimond
80
Mitchell, Olivia S.
65
Campbell, John Y.
59
Platen, Eckhard
56
Ang, Andrew
51
Gollier, Christian
51
Guidolin, Massimo
49
Uppal, Raman
47
Korn, Ralf
45
Satchell, Stephen
43
Viceira, Luis M.
41
Bodie, Zvi
39
Li, Duan
38
Markowitz, Harry
38
Post, Thierry
37
Kraft, Holger
36
Lo, Andrew W.
36
Kane, Alex
35
Shleifer, Andrei
35
Lucas, André
34
Başak, Suleyman
33
Prigent, Jean-Luc
33
Vanduffel, Steven
33
Escobar, Marcos
32
Schenk-Hoppé, Klaus Reiner
32
Wong, Wing Keung
32
Zagst, Rudi
32
Hens, Thorsten
31
Levy, Haim
31
Weber, Martin
30
Stambaugh, Robert F.
29
Wong, Hoi Ying
29
Račev, Svetlozar T.
28
Albrecht, Peter
27
Jarrow, Robert A.
27
Lee, Cheng F.
27
Lioui, Abraham
27
Wang, Ruodu
27
Bonaparte, Yosef
26
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National Bureau of Economic Research
303
Institute of Finance and Accounting <London>
15
Frank J. Fabozzi Associates <New Hope, Pa.>
12
Center for Economic Research <Tilburg>
9
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
9
Springer Fachmedien Wiesbaden
8
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
8
Fachverlag für Wirtschafts- und Steuerrecht Schäffer <Stuttgart>
7
International Center for Financial Asset Management and Engineering
7
Universität Zürich / Institut für Schweizerisches Bankwesen
7
European University Institute / Department of Law
6
Rodney L. White Center for Financial Research
6
Universität Mannheim
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Association for Investment Management and Research
5
Association of European Operational Research Societies / Working Group on Financial Modelling
5
FinanzBuch Verlag
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Friedrich-Schiller-Universität Jena
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Pensions Institute
5
Goethe-Universität Frankfurt am Main
4
Judge Institute of Management Studies
4
Nationalekonomiska Institutionen <Lund>
4
OECD
4
Springer-Verlag GmbH
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Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
4
World Bank
4
Bonn Graduate School of Economics
3
Ekonomiska forskningsinstitutet <Stockholm>
3
Erasmus Research Institute of Management
3
Institut für Weltwirtschaft
3
International Association for the Study of Insurance Economics
3
Johannes Gutenberg-Universität Mainz
3
Johns Hopkins University / Department of Economics
3
Københavns Universitet / Økonomisk Institut
3
Martin-Luther-Universität Halle-Wittenberg / Wirtschaftswissenschaftliche Fakultät
3
Steinbeis-Stiftung für Wirtschaftsförderung
3
The Wharton Financial Institutions Center
3
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
3
Akademische Arbeitsgemeinschaft Verlagsgesellschaft
2
Banco Central do Brasil
2
Bank für Internationalen Zahlungsausgleich
2
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NBER working paper series
297
Journal of banking & finance
289
European journal of operational research : EJOR
288
Insurance / Mathematics & economics
282
Finance research letters
246
Working paper / National Bureau of Economic Research, Inc.
236
NBER Working Paper
227
Journal of economic dynamics & control
180
Mathematical finance : an international journal of mathematics, statistics and financial theory
156
Finance and stochastics
153
International journal of theoretical and applied finance
151
Journal of financial economics
138
Quantitative finance
134
Research paper series / Swiss Finance Institute
130
The journal of portfolio management : a publication of Institutional Investor
118
Journal of empirical finance
117
Risks : open access journal
116
The journal of finance : the journal of the American Finance Association
116
Management science : journal of the Institute for Operations Research and the Management Sciences
115
The review of financial studies
113
International review of financial analysis
111
Discussion paper / Centre for Economic Policy Research
102
Economics letters
101
The journal of asset management
101
International review of economics & finance : IREF
98
SpringerLink / Bücher
95
The European journal of finance
95
Swiss Finance Institute Research Paper
93
Economic modelling
92
The North American journal of economics and finance : a journal of financial economics studies
85
Applied economics
82
Journal of risk and financial management : JRFM
82
Computational economics
80
Mathematics and financial economics
77
Journal of investment management : JOIM
75
Discussion paper / Tinbergen Institute
71
The journal of portfolio management : JPM
71
Mathematical methods of operations research
69
Applied economics letters
66
Annals of finance
65
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ECONIS (ZBW)
22,742
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1
Asset price dynamcis and diversification with heterogeneous agents
Chiarella, Carl
;
Dieci, Roberto
;
Gardini, Laura
- In:
Nonlinear dynamics and heterogeneous interacting agents …
,
(pp. 251-267)
.
2005
Persistent link: https://www.econbiz.de/10002775676
Saved in:
2
Asset price dynamics with time-varying second moment
Chiarella, Carl
;
He, Xue-zhong
;
Wang, Duo
-
2004
Persistent link: https://www.econbiz.de/10002554388
Saved in:
3
Equilibrium portfolio strategies in the presence of sentiment risk and excess volatility
Dumas, Bernard
;
Kurshev, Alexander
;
Uppal, Raman
- In:
The journal of finance : the journal of the American …
64
(
2009
)
2
,
pp. 579-629
Persistent link: https://www.econbiz.de/10003828273
Saved in:
4
Asset price and wealth dynamics in a financial market with heterogeneous agents
Chiarella, Carl
;
Dieci, Roberto
;
Gardini, Laura
-
2004
Persistent link: https://www.econbiz.de/10002431655
Saved in:
5
Asset price and wealth dynamics in a financial market with heterogeneous agents
Chiarella, Carl
;
Dieci, Roberto
;
Gardini, Laura
- In:
Journal of economic dynamics & control
30
(
2006
)
9/10
,
pp. 1755-1786
Persistent link: https://www.econbiz.de/10003370380
Saved in:
6
Der Einsatz der Coherent Market Hypothesis zur Portfoliooptimierung
Steiner, Manfred
;
Wittkemper, Hans-Georg
;
Wolf, J. Benedict
- In:
Finanzmarkt und Portfolio-Management
12
(
1998
)
1
,
pp. 74-94
Persistent link: https://www.econbiz.de/10001407711
Saved in:
7
Rationality
and asset prices under belief heterogeneity
Giachini, Daniele
-
2018
In this paper I study the relationship between
rationality
and asset prices when agents have heterogeneous and …
Persistent link: https://www.econbiz.de/10011805975
Saved in:
8
Rationality
and asset prices under belief heterogeneity
Giachini, Daniele
- In:
Journal of evolutionary economics
31
(
2021
)
1
,
pp. 207-233
Persistent link: https://www.econbiz.de/10012489825
Saved in:
9
Equilibrium portfolio strategies in the presence of sentiment risk and excess volatility
Dumas, Bernard
(
contributor
);
Kurshev, Alexander
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003638366
Saved in:
10
Equilibrium portfolio strategies in the presence of sentiment risk and excess volatility
Dumas, Bernard
;
Kurshev, Alexander
;
Uppal, Raman
-
2007
Persistent link: https://www.econbiz.de/10003549572
Saved in:
1
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