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~subject:"Portfolio selection"
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Portfolio selection
Theorie
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Theory
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Mathematical programming
37
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37
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19
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19
Portfolio-Management
17
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15
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10
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4
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11
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English
17
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Shapiro, Alex
16
Başak, Suleyman
13
Pavlova, Anna
8
Teplá, Lucie
3
Chun, So Yeon
1
Lampariello, Lorenzo
1
Neumann, Christoph
1
Ricci, Jacopo M.
1
Sagratella, Simone
1
Stein, Oliver
1
Uryasev, Stan
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Institute of Finance and Accounting <London>
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4
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4
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3
The review of financial studies
3
European journal of operational research : EJOR
1
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1
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ECONIS (ZBW)
17
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1
The investor recognition hypothesis in a dynamic general equilibrium : theory and evidence
Shapiro, Alex
- In:
The review of financial studies
15
(
2002
)
1
,
pp. 97-141
Persistent link: https://www.econbiz.de/10001639611
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2
The investor recognition hypothesis in a dynamic general equilibrium : theory and evidence
Shapiro, Alex
-
1999
Persistent link: https://www.econbiz.de/10001447917
Saved in:
3
Equilibrium selection for multi-portfolio optimization
Lampariello, Lorenzo
;
Neumann, Christoph
;
Ricci, Jacopo M.
- In:
European journal of operational research : EJOR
295
(
2021
)
1
,
pp. 363-373
Persistent link: https://www.econbiz.de/10012595993
Saved in:
4
Offsetting the implicit incentives : benefits of benchmarking in money management
Başak, Suleyman
(
contributor
);
Pavlova, Anna
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003637603
Saved in:
5
Offsetting the implicit incentives : benefits of benchmarking in money management
Başak, Suleyman
;
Pavlova, Anna
;
Shapiro, Alex
- In:
Journal of banking & finance
32
(
2008
)
9
,
pp. 1883-1893
Persistent link: https://www.econbiz.de/10003774974
Saved in:
6
Optimal asset allocation and risk shifting in money management
Başak, Suleyman
(
contributor
);
Pavlova, Anna
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003328599
Saved in:
7
Optimal asset allocation and risk shifting in money management
Başak, Suleyman
;
Pavlova, Anna
;
Shapiro, Alex
-
2006
Persistent link: https://www.econbiz.de/10003310548
Saved in:
8
Offsetting the incentives : benefits of benchmarking in money management
Başak, Suleyman
(
contributor
);
Pavlova, Anna
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003433662
Saved in:
9
Optimal asset allocation and risk shifting in money management
Başak, Suleyman
;
Pavlova, Anna
;
Shapiro, Alex
- In:
The review of financial studies
20
(
2007
)
5
,
pp. 1583-1621
Persistent link: https://www.econbiz.de/10003621195
Saved in:
10
Conditional value-at-risk and average value-at-risk : estimation and asymptotics
Chun, So Yeon
;
Shapiro, Alex
;
Uryasev, Stan
- In:
Operations research
60
(
2012
)
4
,
pp. 739-756
Persistent link: https://www.econbiz.de/10009627501
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