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~subject:"Portfolio selection"
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Portfolio selection
Theorie
715,613
Theory
700,714
Schätzung
34,759
Estimation
34,040
Welt
32,747
World
32,138
USA
31,694
United States
30,371
Risiko
25,609
Risk
25,411
Geldpolitik
23,712
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23,592
Portfolio-Management
23,135
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22,922
Germany
22,178
Mathematische Optimierung
19,378
Mathematical programming
19,273
Prognoseverfahren
17,112
Forecasting model
16,849
Wirtschaftswachstum
16,308
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15,651
Optionspreistheorie
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Volatilität
15,240
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14,955
Option pricing theory
14,903
Zeitreihenanalyse
14,315
Börsenkurs
14,130
Stochastischer Prozess
13,998
Time series analysis
13,929
Share price
13,927
Stochastic process
13,710
Spieltheorie
12,570
Konsumentenverhalten
12,376
Consumer behaviour
12,229
Einkommensverteilung
11,926
Experiment
11,905
Game theory
11,842
Finanzmarkt
11,662
Innovation
11,657
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Fabozzi, Frank J.
157
Maurer, Raimond
75
Platen, Eckhard
70
Gollier, Christian
55
Korn, Ralf
49
Uppal, Raman
47
Mitchell, Olivia S.
46
Ang, Andrew
43
Campbell, John Y.
43
Guidolin, Massimo
43
Post, Thierry
41
Satchell, Stephen
41
Markowitz, Harry
40
Lo, Andrew W.
39
Escobar, Marcos
38
Prigent, Jean-Luc
38
Li, Duan
37
Wong, Wing Keung
36
Zagst, Rudi
36
Bayraktar, Erhan
35
Račev, Svetlozar T.
35
Bodie, Zvi
34
Lee, Cheng F.
34
Viceira, Luis M.
34
Wong, Hoi Ying
34
Levy, Haim
33
Vanduffel, Steven
33
Madan, Dilip B.
32
Schenk-Hoppé, Klaus Reiner
32
Hens, Thorsten
31
Guasoni, Paolo
30
Kane, Alex
30
Kraft, Holger
30
Başak, Suleyman
29
Lucas, André
29
Muhle-Karbe, Johannes
29
Wang, Ruodu
29
Chen, An
28
Sass, Jörn
28
Ziemba, William T.
28
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National Bureau of Economic Research
286
Institute of Finance and Accounting <London>
16
Frank J. Fabozzi Associates <New Hope, Pa.>
12
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
11
Center for Economic Research <Tilburg>
9
Universität Zürich / Institut für Schweizerisches Bankwesen
8
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
8
Springer Fachmedien Wiesbaden
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
Universität Mannheim
5
Chambre de commerce et d'industrie de Paris
4
Friedrich-Schiller-Universität Jena
4
Goethe-Universität Frankfurt am Main
4
Judge Institute of Management Studies
4
Nationalekonomiska Institutionen <Lund>
4
Pensions Institute
4
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
4
World Bank
4
Association for Investment Management and Research
3
Bonn Graduate School of Economics
3
Centre for Economic Policy Research
3
Ekonomiska forskningsinstitutet <Stockholm>
3
Erasmus Research Institute of Management
3
Gottfried Wilhelm Leibniz Universität Hannover
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
OECD
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
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Insurance / Mathematics & economics
338
European journal of operational research : EJOR
336
Journal of banking & finance
296
NBER working paper series
279
NBER Working Paper
227
Finance research letters
217
Working paper / National Bureau of Economic Research, Inc.
217
Journal of economic dynamics & control
198
International journal of theoretical and applied finance
188
Finance and stochastics
181
Mathematical finance : an international journal of mathematics, statistics and financial theory
166
Quantitative finance
160
Journal of financial economics
144
The journal of portfolio management : a publication of Institutional Investor
133
Research paper series / Swiss Finance Institute
132
Risks : open access journal
131
Management science : journal of the Institute for Operations Research and the Management Sciences
125
Journal of empirical finance
120
International review of financial analysis
107
Economics letters
103
The European journal of finance
102
The journal of finance : the journal of the American Finance Association
102
The review of financial studies
101
Economic modelling
97
International review of economics & finance : IREF
93
Discussion paper / Centre for Economic Policy Research
90
Mathematics and financial economics
89
Swiss Finance Institute Research Paper
88
Applied economics
86
The journal of portfolio management : JPM
86
Journal of risk and financial management : JRFM
85
The North American journal of economics and finance : a journal of financial economics studies
84
Computational economics
83
The journal of asset management
82
SpringerLink / Bücher
79
Discussion paper / Tinbergen Institute
75
Discussion papers / CEPR
75
Journal of mathematical finance
75
Mathematical methods of operations research
73
Applied mathematical finance
71
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ECONIS (ZBW)
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1
Numerical methods in finance
Rogers, Leonard C. G.
(
contributor
); …
-
2008
-
Digitally print. version, paperb. re-issue
Persistent link: https://www.econbiz.de/10003650172
Saved in:
2
Rational hedging and valuation with utility-based preferences
Becherer, Dirk
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001639701
Saved in:
3
Local vega index and variance reduction methods
Bermin, Hans-Peter
;
Kohatsu-Higa, Arturo
;
Montero, Miquel
- In:
Mathematical finance : an international journal of …
13
(
2003
)
1
,
pp. 85-97
Persistent link: https://www.econbiz.de/10001765651
Saved in:
4
Monte Carlo methods and models in finance and insurance
Korn, Ralf
;
Korn, Elke
;
Kroisandt, Gerald
-
2010
Persistent link: https://www.econbiz.de/10003895954
Saved in:
5
Fair valuation of insurance liability cash-flow streams in continuous time :
theory
Delong, Łukasz
;
Dhaene, Jan
;
Barigou, Karim
- In:
Insurance / Mathematics & economics
88
(
2019
),
pp. 196-208
Persistent link: https://www.econbiz.de/10012105568
Saved in:
6
Fair valuation of insurance liability cash-flow streams in continuous time : applications
Delong, Łukasz
;
Dhaene, Jan
;
Barigou, Karim
- In:
Astin bulletin : the journal of the International …
49
(
2019
)
2
,
pp. 299-333
Persistent link: https://www.econbiz.de/10012056592
Saved in:
7
Indifference fee rate for variable annuities
Chevalier, Etienne
;
Lim, Thomas
;
Romero, Ricardo Romo
- In:
Applied mathematical finance
23
(
2016
)
3/4
,
pp. 278-308
Persistent link: https://www.econbiz.de/10011704242
Saved in:
8
A functional Itô's calculus approach to convex risk measures with jump diffusion
Siu, Tak Kuen
- In:
European journal of operational research : EJOR
250
(
2016
)
3
,
pp. 874-883
Persistent link: https://www.econbiz.de/10011445346
Saved in:
9
Quasi-Monte Carlo Methods in Finance : With Application to Optimal Asset Allocation
Rometsch, Mario
-
2008
-
1st ed.
solution -- 4.2 Simulation-based approach -- 4.3 SDE system as multidimensional SDE -- 4.4 Error
analysis
-- 4 …
Persistent link: https://www.econbiz.de/10012685007
Saved in:
10
Introduction to quantitative finance : a math tool kit
Reitano, Robert R.
-
2010
Persistent link: https://www.econbiz.de/10003846399
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