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~subject:"Portfolio selection"
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Portfolio selection
Theorie
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Fabozzi, Frank J.
126
Maurer, Raimond
78
Platen, Eckhard
55
Ang, Andrew
52
Gollier, Christian
52
Uppal, Raman
47
Korn, Ralf
45
Mitchell, Olivia S.
45
Satchell, Stephen
45
Guidolin, Massimo
44
Campbell, John Y.
42
Viceira, Luis M.
41
Li, Duan
39
Markowitz, Harry
39
Kraft, Holger
38
Post, Thierry
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Lo, Andrew W.
36
Schenk-Hoppé, Klaus Reiner
34
Prigent, Jean-Luc
33
Vanduffel, Steven
33
Escobar, Marcos
32
Lucas, André
32
Bodie, Zvi
31
Hens, Thorsten
31
Wong, Wing Keung
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Zaremba, Adam
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30
Kane, Alex
30
Van Wincoop, Eric
30
Zagst, Rudi
30
Levy, Haim
29
Wong, Hoi Ying
29
Zhou, Guofu
28
Başak, Suleyman
27
Jarrow, Robert A.
27
Lioui, Abraham
27
Račev, Svetlozar T.
27
Wang, Ruodu
27
Gouriéroux, Christian
26
Härdle, Wolfgang
26
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National Bureau of Economic Research
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Institute of Finance and Accounting <London>
15
Frank J. Fabozzi Associates <New Hope, Pa.>
12
Center for Economic Research <Tilburg>
9
International Center for Financial Asset Management and Engineering
9
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
9
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
8
Springer Fachmedien Wiesbaden
7
Universität Zürich / Institut für Schweizerisches Bankwesen
7
European University Institute / Department of Law
6
Rodney L. White Center for Financial Research
6
Association of European Operational Research Societies / Working Group on Financial Modelling
5
Fachverlag für Wirtschafts- und Steuerrecht Schäffer <Stuttgart>
5
Institut für Weltwirtschaft
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Nationalekonomiska Institutionen <Lund>
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Federal Reserve Bank of St. Louis
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Federal Reserve System / Division of Research and Statistics
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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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Pensions Institute
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Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
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Universität Mannheim
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World Bank
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Association for Investment Management and Research
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Bonn Graduate School of Economics
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Chambre de commerce et d'industrie de Paris
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Erasmus Research Institute of Management
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International Association for the Study of Insurance Economics
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Johannes Gutenberg-Universität Mainz
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Københavns Universitet / Økonomisk Institut
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Martin-Luther-Universität Halle-Wittenberg / Wirtschaftswissenschaftliche Fakultät
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Springer-Verlag GmbH
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The Wharton Financial Institutions Center
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Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
3
University of Toronto / Department of Economics
3
Banco Central do Brasil
2
Bank für Internationalen Zahlungsausgleich
2
Basel Committee on Banking Supervision
2
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Journal of banking & finance
287
European journal of operational research : EJOR
285
Insurance / Mathematics & economics
285
NBER working paper series
262
Finance research letters
221
Working paper / National Bureau of Economic Research, Inc.
214
NBER Working Paper
203
Journal of economic dynamics & control
179
Mathematical finance : an international journal of mathematics, statistics and financial theory
155
Finance and stochastics
153
International journal of theoretical and applied finance
148
Quantitative finance
138
Journal of financial economics
135
Research paper series / Swiss Finance Institute
135
Journal of empirical finance
117
Risks : open access journal
113
The journal of finance : the journal of the American Finance Association
110
Management science : journal of the Institute for Operations Research and the Management Sciences
108
The review of financial studies
107
International review of financial analysis
105
The journal of portfolio management : a publication of Institutional Investor
105
Discussion paper / Centre for Economic Policy Research
98
Economic modelling
95
Swiss Finance Institute Research Paper
95
International review of economics & finance : IREF
94
The European journal of finance
94
Economics letters
92
Applied economics
90
The North American journal of economics and finance : a journal of financial economics studies
88
The journal of asset management
81
Computational economics
76
Journal of risk and financial management : JRFM
76
Mathematics and financial economics
75
Discussion paper / Tinbergen Institute
71
Mathematical methods of operations research
69
SpringerLink / Bücher
67
Journal of financial and quantitative analysis : JFQA
66
The journal of portfolio management : JPM
66
Working paper
65
Annals of finance
61
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ECONIS (ZBW)
20,692
RePEc
1
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1
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20,693
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1
Potential gains from international portfolio diversification? : Stock market linkages between the Japanese and South Asian markets
Narayan, Paresh Kumar
;
Smyth, Russell
;
Nandha, Mohan
- In:
South Asia in the era of globalization : trade, …
,
(pp. 59-70)
.
2005
Persistent link: https://www.econbiz.de/10003156287
Saved in:
2
Can gold investments provide a good hedge against
inflation
? : an empirical analysis
Naser, Hanan
- In:
International journal of economics and financial issues …
7
(
2017
)
1
,
pp. 470-475
Persistent link: https://www.econbiz.de/10011785117
Saved in:
3
Intensity of shock transmission amid US-BRICS markets
Lakshmi, P.
;
Visalakshmi, S.
;
Shanmugam, Kavitha
- In:
International journal of emerging markets
10
(
2015
)
3
,
pp. 311-328
Persistent link: https://www.econbiz.de/10011489254
Saved in:
4
Stock market integration : empirical evidence from leading stock indices
Aurora, Shruti
;
Kumar, Vasudha
- In:
Finance India : the quarterly journal of Indian …
36
(
2022
)
1
,
pp. 145-158
Persistent link: https://www.econbiz.de/10013349012
Saved in:
5
Multi-period structural model of a mortgage portfolio with cointegrated factors
Gapko, Petr
;
Šmíd, Martin
- In:
Finance a úvěr
66
(
2016
)
6
,
pp. 565-574
Persistent link: https://www.econbiz.de/10011582648
Saved in:
6
Equities as long-term
inflation
hedges : small versus large company stocks
Ciner, Cetin
- In:
Applied economics letters
22
(
2015
)
16/18
,
pp. 1395-1398
Persistent link: https://www.econbiz.de/10011380206
Saved in:
7
Algorithmic trading of co-integrated assets
Cartea, Álvaro
;
Jaimungal, Sebastian
- In:
International journal of theoretical and applied finance
19
(
2016
)
6
,
pp. 1-18
Persistent link: https://www.econbiz.de/10011572368
Saved in:
8
Pairs trading of two assets with uncertainty in
co-integration
's level of mean reversion
Lee, Sangmin
;
Papanicolaou, Andrew
- In:
International journal of theoretical and applied finance
19
(
2016
)
8
,
pp. 1-36
Persistent link: https://www.econbiz.de/10011686768
Saved in:
9
Pairs trading techniques : an empirical contrast
Carrasco Blázquez, Mario
;
Cruz, Ma del Carmen de la …
- In:
European research on management and business economics
24
(
2018
)
3
,
pp. 160-167
Persistent link: https://www.econbiz.de/10012051701
Saved in:
10
Cointegration
and long-run asset allocation
Bansal, Ravi
;
Kiku, Dana
- In:
Journal of business & economic statistics : JBES ; a …
29
(
2011
)
1
,
pp. 161-173
Persistent link: https://www.econbiz.de/10009159093
Saved in:
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