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~subject:"Portfolio selection"
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Portfolio selection
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Fabozzi, Frank J.
125
Maurer, Raimond
72
Gollier, Christian
54
Platen, Eckhard
54
Mitchell, Olivia S.
52
Korn, Ralf
45
Uppal, Raman
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Ang, Andrew
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Guidolin, Massimo
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Li, Duan
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Markowitz, Harry
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Post, Thierry
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Campbell, John Y.
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Satchell, Stephen
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Escobar, Marcos
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Lo, Andrew W.
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Vanduffel, Steven
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Viceira, Luis M.
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Prigent, Jean-Luc
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Schenk-Hoppé, Klaus Reiner
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Levy, Haim
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Wong, Wing Keung
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Başak, Suleyman
27
Bernard, Carole
27
Kane, Alex
27
Lioui, Abraham
27
Wang, Ruodu
27
Jarrow, Robert A.
26
Muhle-Karbe, Johannes
26
Račev, Svetlozar T.
26
Sass, Jörn
26
Shleifer, Andrei
26
Albrecht, Peter
25
Gouriéroux, Christian
25
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National Bureau of Economic Research
249
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
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
8
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
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
4
Goethe-Universität Frankfurt am Main
4
Judge Institute of Management Studies
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Nationalekonomiska Institutionen <Lund>
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Pensions Institute
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Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
4
Universität Mannheim
4
World Bank
4
Association for Investment Management and Research
3
Bonn Graduate School of Economics
3
Ekonomiska forskningsinstitutet <Stockholm>
3
Erasmus Research Institute of Management
3
International Association for the Study of Insurance Economics
3
Johannes Gutenberg-Universität Mainz
3
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
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
289
Insurance / Mathematics & economics
279
NBER working paper series
243
Journal of banking & finance
241
Working paper / National Bureau of Economic Research, Inc.
195
NBER Working Paper
193
Finance research letters
189
Journal of economic dynamics & control
169
Mathematical finance : an international journal of mathematics, statistics and financial theory
155
Finance and stochastics
154
International journal of theoretical and applied finance
147
Quantitative finance
130
Research paper series / Swiss Finance Institute
122
Management science : journal of the Institute for Operations Research and the Management Sciences
112
Journal of financial economics
106
Risks : open access journal
103
The review of financial studies
99
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
95
Discussion paper / Centre for Economic Policy Research
87
Swiss Finance Institute Research Paper
84
Economic modelling
83
Economics letters
83
The European journal of finance
80
Mathematics and financial economics
75
Computational economics
73
International review of economics & finance : IREF
72
The journal of asset management
70
Mathematical methods of operations research
68
The North American journal of economics and finance : a journal of financial economics studies
68
International review of financial analysis
67
SpringerLink / Bücher
65
Journal of risk and financial management : JRFM
64
Annals of finance
63
Discussion paper / Tinbergen Institute
63
Journal of economic theory
63
The journal of portfolio management : JPM
63
Applied economics
60
Journal of mathematical finance
57
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ECONIS (ZBW)
18,814
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1
Robust portfolio choice with ambiguity and learning about return predictability
Branger, Nicole
;
Larsen, Linda Sandris
;
Munk, Claus
- In:
Journal of banking & finance
37
(
2013
)
5
,
pp. 1397-1411
Persistent link: https://www.econbiz.de/10009729098
Saved in:
2
Robustness of optimal portfolios under risk and stochastic dominance constraints
Dupačová, Jitka
;
Kopam, Milos̆
- In:
European journal of operational research : EJOR
234
(
2014
)
2
,
pp. 434-441
Persistent link: https://www.econbiz.de/10010356735
Saved in:
3
Robust portfolio choice with uncertainty about jump and diffusion risk
Branger, Nicole
;
Larsen, Linda Sandris
- In:
Journal of banking & finance
37
(
2013
)
12
,
pp. 5036-5047
Persistent link: https://www.econbiz.de/10010342132
Saved in:
4
Robust portfolio choice with derivative trading under stochastic volatility
Escobar, Marcos
;
Ferrando, Sebastian
;
Rubtsov, Alexey
- In:
Journal of banking & finance
61
(
2015
),
pp. 142-157
Persistent link: https://www.econbiz.de/10011545164
Saved in:
5
Robust investment management with uncertainty in fund managers' asset allocation
Dong, Yang
;
Thiele, Aurélie
- In:
RAIRO / Operations research
49
(
2015
)
4
,
pp. 821-844
Persistent link: https://www.econbiz.de/10011547056
Saved in:
6
Ambiguity in risk preferences in robust stochastic optimization
Haskell, William B.
;
Fu, Lunce
;
Dessouky, Maged
- In:
European journal of operational research : EJOR
254
(
2016
)
1
,
pp. 214-225
Persistent link: https://www.econbiz.de/10011503281
Saved in:
7
An adaptive robust portfolio optimization model with loss constraints based on data-driven polyhedral uncertainty sets
Fernandes, Betina
;
Street, Alexandre
;
Valladão, Davi
; …
- In:
European journal of operational research : EJOR
255
(
2016
)
3
,
pp. 961-970
Persistent link: https://www.econbiz.de/10011556541
Saved in:
8
Deciphering robust portfolios
Kim, Woo Chang
;
Kim, Jang Ho
;
Fabozzi, Frank J.
- In:
Journal of banking & finance
45
(
2014
),
pp. 1-8
Persistent link: https://www.econbiz.de/10010466688
Saved in:
9
Portfolio management with stochastic interest rates and inflation ambiguity
Munk, Claus
;
Rubtsov, Alexey
- In:
Annals of finance
10
(
2014
)
3
,
pp. 419-455
Persistent link: https://www.econbiz.de/10010399796
Saved in:
10
Robust portfolio choice with CVaR and VaR under distribution and mean return ambiguity
Paç, A. Burak
;
Pınar, Mustafa Ç.
- In:
Top : transactions in operations research
22
(
2014
)
3
,
pp. 875-891
Persistent link: https://www.econbiz.de/10010437113
Saved in:
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