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A MEAN-VARIANCE-SKEWNESS MODEL...
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Portfolio selection
Portfolio-Management
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Fabozzi, Frank J.
225
Maurer, Raimond
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Mitchell, Olivia S.
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Guidolin, Massimo
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Platen, Eckhard
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Campbell, John Y.
78
Satchell, Stephen
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Kelly, Bryan T.
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Pedersen, Lasse Heje
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Prigent, Jean-Luc
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Zhou, Guofu
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Lucas, André
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Vanduffel, Steven
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Zagst, Rudi
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Poterba, James M.
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Springer Fachmedien Wiesbaden
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World Bank
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Basel Committee on Banking Supervision
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Fisher Investments Inc. <Woodside, Calif.>
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OECD
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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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Pensions Institute
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Universität Zürich / Institut für Schweizerisches Bankwesen
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CFA Institute <Charlottesville, Va.>
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Ekonomiska forskningsinstitutet <Stockholm>
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FinanzBuch Verlag
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Fachverlag für Wirtschafts- und Steuerrecht Schäffer <Stuttgart>
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World Bank Group
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Institut für Finanzdienstleistungen Zug
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Springer International Publishing
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Association for Investment Management and Research
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Association of European Operational Research Societies / Working Group on Financial Modelling
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Börsen-Buchverlag
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Federal Reserve System / Division of Research and Statistics
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Institut für Weltwirtschaft
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International Association for the Study of Insurance Economics
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International Finance Corporation
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Judge Institute of Management Studies
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Københavns Universitet / Økonomisk Institut
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University of Cambridge / Department of Applied Economics
5
Asset Management Association Switzerland
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Journal of banking & finance
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NBER working paper series
538
Finance research letters
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460
European journal of operational research : EJOR
397
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385
NBER Working Paper
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International review of financial analysis
287
Journal of financial economics
278
The journal of asset management
255
Journal of economic dynamics & control
253
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The journal of finance : the journal of the American Finance Association
234
Research paper series / Swiss Finance Institute
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International journal of theoretical and applied finance
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Discussion paper / Centre for Economic Policy Research
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Applied economics
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Quantitative finance
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Journal of empirical finance
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Finance and stochastics
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The review of financial studies
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Journal of financial and quantitative analysis : JFQA
179
Risks : open access journal
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International review of economics & finance : IREF
177
Mathematical finance : an international journal of mathematics, statistics and financial theory
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Economic modelling
174
The European journal of finance
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SpringerLink / Bücher
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The North American journal of economics and finance : a journal of financial economics studies
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Economics letters
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Journal of risk and financial management : JRFM
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Swiss Finance Institute Research Paper
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Research in international business and finance
148
Journal of investment management : JOIM
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The journal of investing
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Pacific-Basin finance journal
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Applied economics letters
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The journal of wealth management
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ECONIS (ZBW)
43,794
RePEc
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EconStor
1
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1
Robust optimization of the 0-1 knapsack problem : balancing risk and return in assortment optimization
Rooderkerk, Robert P.
;
Heerde, Harald J. van
- In:
European journal of operational research : EJOR
250
(
2016
)
3
,
pp. 842-854
Persistent link: https://www.econbiz.de/10011445338
Saved in:
2
Margin requirements and portfolio optimization : a geometric appoach
Sheng, Guo
- In:
The journal of asset management
15
(
2014
)
3
,
pp. 191-204
Persistent link: https://www.econbiz.de/10010416134
Saved in:
3
Portfolio optimization with quasiconvex risk measures
Mastrogiacomo, Elisabetta
;
Rosazza Gianin, Emanuela
- In:
Mathematics of operations research
40
(
2015
)
4
,
pp. 1042-1059
Persistent link: https://www.econbiz.de/10011409050
Saved in:
4
Optimal investment-reinsurance strategy for mean-variance insurers with square-root factor process
Shen, Yang
;
Zeng, Yan
- In:
Insurance / Mathematics & economics
62
(
2015
),
pp. 118-137
Persistent link: https://www.econbiz.de/10011312080
Saved in:
5
Mean-variance portfolio optimization problem with fixed salary and inflation protection for a defined contribution pension scheme
Nkeki, Charles I.
;
Nwozo, Chukwuma R.
- In:
Journal of statistical and econometric methods
2
(
2013
)
2
,
pp. 157-173
Persistent link: https://www.econbiz.de/10009769892
Saved in:
6
Interest rate risk management and dynamic portfolio selections
Sun, Hang
;
Sun, Wan Gui
- In:
Modern economy
2
(
2011
)
4
,
pp. 674-679
Persistent link: https://www.econbiz.de/10009620650
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7
Multi-period mean-variance asset-liability management with uncontrolled cash flow and uncertain time-horizon
Yao, Haixiang
;
Zeng, Yan
;
Chen, Shumin
- In:
Economic modelling
30
(
2013
),
pp. 492-500
Persistent link: https://www.econbiz.de/10009708888
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8
Portfolio diversification with life settlements : an empirical analysis applied to mutual funds
Bajo Davó, Nuria
;
Mendoza Resco, Carmen
;
Monjas …
- In:
The Geneva papers on risk and insurance - issues and …
38
(
2013
)
1
,
pp. 22-42
Persistent link: https://www.econbiz.de/10009721819
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9
Optimal proportional reinsurance and investment with regime-switching for mean-variance insurers
Chen, Ping
;
Yam, Sheung Chi Phillip
- In:
Insurance / Mathematics & economics
53
(
2013
)
3
,
pp. 871-883
Persistent link: https://www.econbiz.de/10010227791
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10
An analysis of the LPCs' returns in the middle east markets : the search for the efficient frontier
Al Bakri, Anas
- In:
International journal of economics and finance
5
(
2013
)
12
,
pp. 183-193
Persistent link: https://www.econbiz.de/10010229660
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