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~subject:"Portfolio selection"
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Portfolio selection
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Elliott, Robert J.
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Sass, Jörn
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Zagst, Rudi
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4
Siu, Tak Kuen
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3
Chen, Zhiping
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Neykova, Daniela
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Omori, Yasuhiro
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Scherer, William T.
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Su, Xiaoshan
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Vaart, Aad W. van der
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Yamauchi, Yuta
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Yao, Haixiang
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Zame, William R.
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Zhao, Yonggan
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2
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Bai, Manying
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Benecká, Soňa
2
Bernardi, Mauro
2
Bo, Lijun
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European journal of operational research : EJOR
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9
Finance and stochastics
8
International journal of theoretical and applied finance
8
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8
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5
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Mathematical methods of operations research
5
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4
Computational economics
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Financial markets and portfolio management
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Astin bulletin : the journal of the International Actuarial Association
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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OR spectrum : quantitative approaches in management
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Research in international business and finance
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The North American journal of economics and finance : a journal of financial economics studies
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Alternative investments and strategies : credit, derivatives, CPPI, investments, risk
2
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2
Asia-Pacific financial markets
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Asia-Pacific journal of financial studies
2
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2
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Decisions in economics and finance : DEF ; a journal of applied mathematics
2
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2
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
2
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ECONIS (ZBW)
314
Showing
1
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10
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314
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1
Gender differences in optimism and asset allocation
Jacobsen, Ben
;
Lee, John B.
;
Marquering, Wessel A.
; …
- In:
Journal of economic behavior & organization : JEBO
107
(
2014
)
2
,
pp. 630-651
Persistent link: https://www.econbiz.de/10011295905
Saved in:
2
Modelling portfolio defaults using hidden Markov models with covariates
Banachewicz, Konrad
;
Lucas, André
;
Vaart, Aad W. van der
- In:
The econometrics journal
11
(
2008
)
1
,
pp. 155-171
Persistent link: https://www.econbiz.de/10003648671
Saved in:
3
What tames the Celtic tiger? : Portfolio implications from a multivariate Markov switching model
Guidolin, Massimo
(
contributor
);
Hyde, Stuart
(
contributor
)
-
2008
-
Rev.
Persistent link: https://www.econbiz.de/10003739801
Saved in:
4
Essays on barriers to growth, strategic behavior and uncertainty
Livshits, Igor
-
2002
Persistent link: https://www.econbiz.de/10003777015
Saved in:
5
Optimal consumption and investment under partial information
Putschögl, Wolfgang
;
Sass, Jörn
- In:
Decisions in economics and finance : DEF ; a journal of …
31
(
2008
)
2
,
pp. 137-170
Persistent link: https://www.econbiz.de/10003771480
Saved in:
6
The impact of short-sale constraints on asset allocation strategies via the backward Markov chain approximation method
Chiarella, Carl
;
Hsiao, Chih-ying
-
2006
Persistent link: https://www.econbiz.de/10003325231
Saved in:
7
Portfolio optimization in stochastic markets
Çakmak, U.
;
Özekici, S.
- In:
Mathematical methods of operations research
63
(
2006
)
1
,
pp. 151-168
Persistent link: https://www.econbiz.de/10003285483
Saved in:
8
Portfolio optimization under partial information and convex constraints in a hidden Markov model
Sass, Jörn
- In:
Operations research proceedings 2005 : selected papers …
,
(pp. 223-228)
.
2006
Persistent link: https://www.econbiz.de/10003347537
Saved in:
9
Asset trading volume in infinite-horizon economies with dynamically complete markets and heterogeneous agents : comment
Bossaerts, Peter L.
;
Zame, William R.
- In:
Finance research letters
3
(
2006
)
2
,
pp. 96-101
Persistent link: https://www.econbiz.de/10003333865
Saved in:
10
Reply to "Asset trading volume in infinite-horizon economies with dynamically complete markets and heterogeneous agents: comment"
Judd, Kenneth L.
;
Kubler, Felix
;
Schmedders, Karl
- In:
Finance research letters
3
(
2006
)
2
,
pp. 102-105
Persistent link: https://www.econbiz.de/10003333880
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