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~subject:"Portfolio selection"
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Portfolio selection
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Fabozzi, Frank J.
139
Maurer, Raimond
78
Guidolin, Massimo
55
Platen, Eckhard
55
Mitchell, Olivia S.
54
Gollier, Christian
49
Uppal, Raman
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Ang, Andrew
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Korn, Ralf
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Markowitz, Harry
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Bodie, Zvi
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Jarrow, Robert A.
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Shleifer, Andrei
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Wong, Hoi Ying
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Zhou, Guofu
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Kane, Alex
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Lioui, Abraham
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Račev, Svetlozar T.
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National Bureau of Economic Research
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Institute of Finance and Accounting <London>
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Frank J. Fabozzi Associates <New Hope, Pa.>
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Rodney L. White Center for Financial Research
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Center for Economic Research <Tilburg>
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
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Springer Fachmedien Wiesbaden
7
Universität Zürich / Institut für Schweizerisches Bankwesen
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European University Institute / Department of Law
6
Federal Reserve Bank of St. Louis
6
International Center for Financial Asset Management and Engineering
6
Association of European Operational Research Societies / Working Group on Financial Modelling
5
Fachverlag für Wirtschafts- und Steuerrecht Schäffer <Stuttgart>
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Association for Investment Management and Research
4
Erasmus Research Institute of Management
4
FinanzBuch Verlag
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Friedrich-Schiller-Universität Jena
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Goethe-Universität Frankfurt am Main
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Judge Institute of Management Studies
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Nationalekonomiska Institutionen <Lund>
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Pensions Institute
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Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
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University of Chicago / Center for Research in Security Prices
4
Universität Mannheim
4
World Bank
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Bonn Graduate School of Economics
3
Ekonomiska forskningsinstitutet <Stockholm>
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Federal Reserve System / Board of Governors
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Institut für Weltwirtschaft
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International Association for the Study of Insurance Economics
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Johannes Gutenberg-Universität Mainz
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Johns Hopkins University / Department of Economics
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Københavns Universitet / Økonomisk Institut
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Martin-Luther-Universität Halle-Wittenberg / Wirtschaftswissenschaftliche Fakultät
3
New York Institute of Finance
3
Springer-Verlag GmbH
3
The Wharton Financial Institutions Center
3
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
3
University of Canterbury / Dept. of Economics and Finance
3
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Working paper / National Bureau of Economic Research, Inc.
308
European journal of operational research : EJOR
285
Insurance / Mathematics & economics
278
Journal of banking & finance
268
NBER working paper series
257
NBER Working Paper
194
Finance research letters
193
Journal of economic dynamics & control
169
The journal of finance : the journal of the American Finance Association
169
The review of financial studies
169
Mathematical finance : an international journal of mathematics, statistics and financial theory
155
Finance and stochastics
152
International journal of theoretical and applied finance
146
Research paper series / Swiss Finance Institute
133
Quantitative finance
130
Journal of financial economics
127
The journal of portfolio management : a publication of Institutional Investor
126
Discussion paper / Centre for Economic Policy Research
112
Risks : open access journal
107
Management science : journal of the Institute for Operations Research and the Management Sciences
105
Journal of empirical finance
101
The journal of asset management
99
Journal of financial and quantitative analysis : JFQA
93
International review of financial analysis
92
Swiss Finance Institute Research Paper
90
Economic modelling
85
Economics letters
85
The European journal of finance
85
International review of economics & finance : IREF
81
Computational economics
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Mathematics and financial economics
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Working paper
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SpringerLink / Bücher
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Discussion paper / Tinbergen Institute
70
The North American journal of economics and finance : a journal of financial economics studies
70
Applied economics
69
Mathematical methods of operations research
69
Journal of risk and financial management : JRFM
67
Annals of finance
63
The journal of portfolio management : JPM
63
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ECONIS (ZBW)
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1
Design of power purchase under transmission congestion
Gurgur, Cigdem Z.
;
Newes, Emily K.
- In:
International journal of energy sector management : IJESM
6
(
2012
)
1
,
pp. 50-64
Persistent link: https://www.econbiz.de/10009550204
Saved in:
2
Selected multiobjective methods for multiperiod portfolio optimization by mixed integer programming
Sawik, Bartosz
- In:
Applications in multicriteria decision making, data …
,
(pp. 3-34)
.
2010
Persistent link: https://www.econbiz.de/10008808378
Saved in:
3
Threshold accepting approach to improve bound-based approximations for portfolio optimization
Kuhn, Daniel
;
Parpas, Panos
;
Rustem, Berç
- In:
Computational methods in financial engineering : essays …
,
(pp. 3-26)
.
2008
Persistent link: https://www.econbiz.de/10003669410
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4
An algebraic approach to integer portfolio problems
Castro, Francisco de
;
Gago Vargas, Manuel Jesús
; …
- In:
European journal of operational research : EJOR
210
(
2011
)
3
,
pp. 647-659
Persistent link: https://www.econbiz.de/10008990053
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5
A decision-making framework for justifying a portfolio of IT projects
Pendharkar, Parag C.
- In:
International journal of project management : the …
32
(
2014
)
4
,
pp. 625-639
Persistent link: https://www.econbiz.de/10010374448
Saved in:
6
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
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7
Optimal partial hedging in a discrete-time market as a knapsack problem
Lindberg, Peter
- In:
Mathematical methods of operations research
72
(
2010
)
3
,
pp. 433-451
Persistent link: https://www.econbiz.de/10008748334
Saved in:
8
Post tax optimal investments
Osorio, Maria A.
;
Settergren, Reuben
;
Rustem, Berç
; …
- In:
Financial engineering, E-commerce and supply chain
,
(pp. 153-174)
.
2002
Persistent link: https://www.econbiz.de/10001747026
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9
Optimierung eines Portfolios mit hydro-thermischem Kraftwerkspark im börslichen Strom- und Gasterminmarkt
Bagemihl, Joachim
(
contributor
)
-
2003
Persistent link: https://www.econbiz.de/10001793208
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10
Solving portfolio problems based on meta-controlled Botzmann machine
Watada, Junzo
;
Watanabe, Teruyuki
- In:
Multi-objective programming and goal programming : …
,
(pp. 269-274)
.
2003
Persistent link: https://www.econbiz.de/10002006126
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