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~subject:"Portfolio selection"
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Portfolio selection
Theorie
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28
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28
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26
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24
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Hwang, Soosung
16
Satchell, Stephen
6
Pereira, Pedro L. Valls
4
Trucíos, Carlos
4
Valls Pereira, Pedro L.
4
Oliveira, Andre Barbosa
3
Cho, Youngha
2
Damant, David C.
2
Hallin, Marc
2
Hong, Sungju
2
Hotta, Luiz K.
2
Mazzeu, João H. G.
2
Pantelous, Athanasios A.
2
Rubesam, Alexandre
2
Zevallos, Mauricio
2
Gemmill, Gordon
1
Hall, Anthony D.
1
Han, Chulwoo
1
Kallinterakis, Vasileios
1
Kallinterakis, Vasileios Bill
1
Kontosakos, Vasileios
1
Kontosakos, Vasileios E.
1
Oliveira, Andre
1
Oliveira, André Barbosa
1
Ryu, Doojin
1
Salmon, Mark
1
Satchell, Stephen E.
1
Satchell, Steve E.
1
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1
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Journal of banking & finance
2
The European journal of finance
2
Advances in portfolio construction and implementation
1
Applied economics
1
Applied financial economics
1
Applied mathematical finance
1
Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society
1
DAE working paper
1
Discussion paper / Centre for Economic Policy Research
1
ECARES working paper
1
European journal of operational research : EJOR
1
IEEE transactions on engineering management : EM
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of financial econometrics
1
São Paulo School of Economics Working Paper, 2018
1
The journal of real estate finance and economics
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ECONIS (ZBW)
24
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1
How loss averse are investors in financial markets?
Hwang, Soosung
;
Satchell, Steve E.
- In:
Journal of banking & finance
34
(
2010
)
10
,
pp. 2425-2438
Persistent link: https://www.econbiz.de/10008858348
Saved in:
2
R&D activity selection process : building a strategy-aligned R&D portfolio for government and nonprofit organizations
Pereira, Pedro L. Valls
;
Veloso, Francisco M.
- In:
IEEE transactions on engineering management : EM
56
(
2009
)
1
,
pp. 95-105
Persistent link: https://www.econbiz.de/10003853580
Saved in:
3
Forecasting conditional covariance matrices in high-dimensional time series : a general dynamic factor approach
Trucíos, Carlos
;
Mazzeu, João H. G.
;
Hallin, Marc
; …
-
2019
Persistent link: https://www.econbiz.de/10012064776
Saved in:
4
Asset allocation with Markovian regime switching : efficient frontier and tangent portfolio with regime switching
Oliveira, André Barbosa
;
Pereira, Pedro L. Valls
- In:
Brazilian review of econometrics : BRE ; the review of …
38
(
2018
)
1
,
pp. 97-127
Persistent link: https://www.econbiz.de/10012129068
Saved in:
5
Forecasting conditional covariance matrices in high-dimensional time series : a general dynamic factor approach
Trucíos, Carlos
;
Mazzeu, João H. G.
;
Hallin, Marc
; …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 40-52
Persistent link: https://www.econbiz.de/10013540629
Saved in:
6
An integrated risk measure with application to UK asset allocation
Damant, David C.
;
Hwang, Soosung
;
Satchell, Stephen
-
1997
Persistent link: https://www.econbiz.de/10000640903
Saved in:
7
The disappearance of style in the US equity market
Hwang, Soosung
;
Satchell, Stephen
- In:
Applied financial economics
17
(
2007
)
7/9
,
pp. 597-613
Persistent link: https://www.econbiz.de/10003491204
Saved in:
8
The disappearance of momentum
Hwang, Soosung
;
Rubesam, Alexandre
- In:
The European journal of finance
21
(
2015
)
7/9
,
pp. 584-607
Persistent link: https://www.econbiz.de/10011301218
Saved in:
9
Market overreaction and investment strategies
Han, Chulwoo
;
Hwang, Soosung
;
Ryu, Doojin
- In:
Applied economics
47
(
2015
)
52/54
,
pp. 5868-5885
Persistent link: https://www.econbiz.de/10011348836
Saved in:
10
The optimal mortgage loan portfolio in UK regional residential real estate
Cho, Youngha
;
Hwang, Soosung
;
Satchell, Stephen
- In:
The journal of real estate finance and economics
45
(
2012
)
3
,
pp. 645-677
Persistent link: https://www.econbiz.de/10009685394
Saved in:
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