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Portfolio selection
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Elliott, Robert J.
8
Guidolin, Massimo
7
Herbertsson, Alexander
7
Bielecki, Tomasz R.
6
Sass, Jörn
6
Mamon, Rogemar S.
5
Zagst, Rudi
5
Crépey, Stéphane
4
Siu, Tak Kuen
4
Banachewicz, Konrad
3
Bossaerts, Peter L.
3
Chen, Zhiping
3
Costa, Giorgio
3
Cousin, Areski
3
Frey, Rüdiger
3
Godin, Frédéric
3
Hyde, Stuart
3
Lee, Hsiang-Tai
3
Lucas, André
3
Neykova, Daniela
3
Omori, Yasuhiro
3
Scherer, William T.
3
Su, Xiaoshan
3
Vaart, Aad W. van der
3
Yamauchi, Yuta
3
Yang, Hailiang
3
Yao, Haixiang
3
Zame, William R.
3
Zhao, Yonggan
3
Adam, Tomáš
2
Ahmad, Wasim
2
Ammann, Manuel
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Ang, Andrew
2
Angelelli, Enrico
2
Bai, Manying
2
Benecká, Soňa
2
Bernardi, Mauro
2
Bo, Lijun
2
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2
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2
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European journal of operational research : EJOR
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9
Risks : open access journal
9
Finance and stochastics
8
International journal of theoretical and applied finance
8
Journal of economic dynamics & control
8
Journal of risk and financial management : JRFM
6
International review of financial analysis
5
Journal of empirical finance
5
Mathematical methods of operations research
5
Applied mathematical finance
4
Computational economics
4
Economic modelling
4
Finance research letters
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Financial markets and portfolio management
4
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3
Astin bulletin : the journal of the International Actuarial Association
3
Journal of mathematical finance
3
Mathematical finance : an international journal of mathematics, statistics and financial theory
3
OR spectrum : quantitative approaches in management
3
Research in international business and finance
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Research paper series / Swiss Finance Institute
3
The North American journal of economics and finance : a journal of financial economics studies
3
Alternative investments and strategies : credit, derivatives, CPPI, investments, risk
2
Applied quantitative finance
2
Asia-Pacific financial markets
2
Asia-Pacific journal of financial studies
2
CIRJE discussion papers / F series
2
Cogent economics & finance
2
Decisions in economics and finance : DEF ; a journal of applied mathematics
2
Discussion paper / Tinbergen Institute
2
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
2
International Journal of Financial Studies : open access journal
2
International Series in Operations Research & Management Science
2
International review of economics & finance : IREF
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International series in operations research & management science
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ECONIS (ZBW)
315
RePEc
2
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1
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10
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317
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1
Transition probability matrix methodology for incremental risk charge
Yavin, Tzahi
;
Wang, Eugene
;
Zhang, Hu
;
Clayton, Michael A.
- In:
Journal of financial engineering
1
(
2014
)
1
,
pp. 1-47
Persistent link: https://www.econbiz.de/10010508091
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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