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~subject:"Portfolio selection"
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Portfolio selection
Theorie
119
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119
Portfolio-Management
71
electricity
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44
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41
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71
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7
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6
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6
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4
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3
Gao, Yang
3
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3
Knight, John L.
3
Kwon, Oh Kang
3
Wright, Stephen M.
3
Alcock, Jamie
2
Bateman, Hazel
2
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2
Chu, Ba
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2
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2
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1
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7
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7
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6
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5
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4
Advances in portfolio construction and implementation
3
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3
Forecasting expected returns in the financial markets
2
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2
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2
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2
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1
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1
Asymmetric dependence in finance : diversification, correlation and portfolio management in market downturns
1
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1
Elsevier finance
1
European journal of operational research : EJOR
1
Finance research letters
1
Journal of consumer affairs : official publication of the American Council on Consumer Interests
1
Journal of economic dynamics & control
1
Journal of empirical finance
1
Journal of international financial markets, institutions & money
1
Journal of pension economics and finance
1
Journal of risk and financial management : JRFM
1
Journal of risk management in financial institutions
1
Journal of time series econometrics
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Optimizing optimization : the next generation of optimization applications and theory
1
Real estate economics : journal of the American Real Estate and Urban Economics Association
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The European journal of finance
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The Wiley Finance Ser.
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The journal of asset management : a major new, international quarterly journal for the financial community
1
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Value creation in multinational enterprise
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ECONIS (ZBW)
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51
A demystification of the Black-Litterman model : managing quantitative and traditional portfolio construction
Satchell, Stephen
;
Scowcroft, Alan
- In:
Forecasting expected returns in the financial markets
,
(pp. 39-53)
.
2007
Persistent link: https://www.econbiz.de/10003557932
Saved in:
52
Robust optimization for utilizing forecasted returns in institutional investment
Koutsoyannis, Christos
;
Satchell, Stephen
- In:
Forecasting expected returns in the financial markets
,
(pp. 177-189)
.
2007
Persistent link: https://www.econbiz.de/10003557954
Saved in:
53
Changing correlation and equity portfolio diversification failure for linear factor models during market declines
Sancetta, Alessio
;
Satchell, Stephen
- In:
Applied mathematical finance
14
(
2007
)
3
,
pp. 227-242
Persistent link: https://www.econbiz.de/10003543026
Saved in:
54
Exact properties of measures of optimal investment for institutional investors
Knight, John L.
(
contributor
);
Satchell, Stephen
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003154239
Saved in:
55
The analytics of risk model validation
Christodoulakis, George A.
(
ed.
); …
-
2008
-
1. ed.
Persistent link: https://www.econbiz.de/10003587442
Saved in:
56
Quantifying the non-Gaussian gain
Allen, David
;
Satchell, Stephen
;
Lizieri, Colin
- In:
The journal of asset management : a major new, …
25
(
2024
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10014511571
Saved in:
57
"In defense of portfolio optimization: what if we can forecast?": a comment
Michaud, Richard O.
;
Esch, David N.
;
Michaud, Robert O.
- In:
Financial analysts journal : FAJ
76
(
2020
)
2
,
pp. 104-105
Persistent link: https://www.econbiz.de/10012261138
Saved in:
58
"In defense of portfolio optimization: what if we can forecast?" : author response
Allen, David
;
Lizieri, Colin
;
Satchell, Stephen
- In:
Financial analysts journal : FAJ
76
(
2020
)
2
,
pp. 106-107
Persistent link: https://www.econbiz.de/10012261139
Saved in:
59
A comparison of non-Gaussian VaR estimation and portfolio construction techniques
Allen, David
;
Lizieri, Colin
;
Satchell, Stephen
- In:
Journal of empirical finance
58
(
2020
),
pp. 356-368
Persistent link: https://www.econbiz.de/10012430709
Saved in:
60
The role of bank funding in systematic risk transmission
Muijsson, Cherry
;
Satchell, Stephen
- In:
Finance research letters
33
(
2020
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012430956
Saved in:
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