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~subject:"Portfolio selection"
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Portfolio selection
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Fabozzi, Frank J.
122
Maurer, Raimond
72
Platen, Eckhard
54
Gollier, Christian
49
Korn, Ralf
46
Uppal, Raman
43
Mitchell, Olivia S.
42
Ang, Andrew
40
Guidolin, Massimo
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Li, Duan
39
Markowitz, Harry
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Campbell, John Y.
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Post, Thierry
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Satchell, Stephen
35
Vanduffel, Steven
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Lo, Andrew W.
34
Prigent, Jean-Luc
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Escobar, Marcos
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Schenk-Hoppé, Klaus Reiner
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Viceira, Luis M.
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Hens, Thorsten
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Zagst, Rudi
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Kraft, Holger
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Levy, Haim
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Bodie, Zvi
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Lucas, André
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Wong, Hoi Ying
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Wong, Wing Keung
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Başak, Suleyman
27
Kane, Alex
27
Lioui, Abraham
27
Wang, Ruodu
27
Jarrow, Robert A.
26
Račev, Svetlozar T.
26
Sass, Jörn
26
Shleifer, Andrei
26
Bernard, Carole
25
Gouriéroux, Christian
25
Pedersen, Lasse Heje
25
Van Wincoop, Eric
25
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National Bureau of Economic Research
243
Institute of Finance and Accounting <London>
15
Frank J. Fabozzi Associates <New Hope, Pa.>
12
Center for Economic Research <Tilburg>
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
International Center for Financial Asset Management and Engineering
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
Pensions Institute
5
Friedrich-Schiller-Universität Jena
4
Goethe-Universität Frankfurt am Main
4
Judge Institute of Management Studies
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Nationalekonomiska Institutionen <Lund>
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Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
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Universität Mannheim
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World Bank
4
Association for Investment Management and Research
3
Bonn Graduate School of Economics
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Ekonomiska forskningsinstitutet <Stockholm>
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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
3
Springer-Verlag GmbH
3
The Wharton Financial Institutions Center
3
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
3
Banco Central do Brasil
2
Bank für Internationalen Zahlungsausgleich
2
Basel Committee on Banking Supervision
2
Bauhaus-Universität Weimar
2
Birkbeck College / Department of Economics
2
Books on Demand GmbH <Norderstedt>
2
Chambre de commerce et d'industrie de Paris
2
Christian-Albrechts-Universität zu Kiel
2
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Insurance / Mathematics & economics
283
European journal of operational research : EJOR
279
Journal of banking & finance
240
NBER working paper series
237
Working paper / National Bureau of Economic Research, Inc.
191
NBER Working Paper
188
Journal of economic dynamics & control
166
Finance research letters
165
Finance and stochastics
156
Mathematical finance : an international journal of mathematics, statistics and financial theory
156
International journal of theoretical and applied finance
146
Quantitative finance
124
Research paper series / Swiss Finance Institute
120
Management science : journal of the Institute for Operations Research and the Management Sciences
99
Risks : open access journal
99
The review of financial studies
99
Journal of financial economics
98
The journal of portfolio management : a publication of Institutional Investor
98
The journal of finance : the journal of the American Finance Association
96
Journal of empirical finance
94
Discussion paper / Centre for Economic Policy Research
87
Economic modelling
85
Swiss Finance Institute Research Paper
84
Economics letters
80
The European journal of finance
78
Computational economics
72
International review of economics & finance : IREF
72
Mathematics and financial economics
72
Mathematical methods of operations research
68
The journal of asset management
68
International review of financial analysis
67
SpringerLink / Bücher
65
Journal of risk and financial management : JRFM
64
The North American journal of economics and finance : a journal of financial economics studies
64
The journal of portfolio management : JPM
63
Discussion paper / Tinbergen Institute
61
Journal of economic theory
61
Annals of finance
60
Journal of mathematical finance
59
Applied economics
56
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ECONIS (ZBW)
18,563
RePEc
5
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1
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1
Essays on monetary policy interactions with fiscal policy and financial markets
Niemann, Stefan
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003652546
Saved in:
2
On pre-commitment aspects of a time-consistent strategy for a mean-variance investor
Cong, F.
;
Oosterlee, Cornelis Willebrordus
- In:
Journal of economic dynamics & control
70
(
2016
),
pp. 178-193
Persistent link: https://www.econbiz.de/10011708681
Saved in:
3
Time consistency and risk averse dynamic
decision
models : definition, interpretation and practical consequences
Rudloff, Birgit
;
Street, Alexandre
;
Valladão, Davi M.
- In:
European journal of operational research : EJOR
234
(
2014
)
3
,
pp. 743-750
Persistent link: https://www.econbiz.de/10010360424
Saved in:
4
Tail VaR measures in a multi-period setting
Katsuki, Yuta
;
Matsumoto, Koichi
- In:
Applied mathematical finance
21
(
2014
)
3/4
,
pp. 270-297
Persistent link: https://www.econbiz.de/10010499702
Saved in:
5
Iterated VaR or CTE measures : a false good idea?
Devolder, Pierre
;
Lebègue, Adrien
- In:
Scandinavian actuarial journal
(
2017
)
4
,
pp. 287-318
Persistent link: https://www.econbiz.de/10011772142
Saved in:
6
A unified approach to time consistency of dynamic risk measures and dynamic performance measures in discrete time
Bielecki, Tomasz R.
;
Cialenco, Igor
;
Pitera, Marcin
- In:
Mathematics of operations research
43
(
2018
)
1
,
pp. 204-221
Persistent link: https://www.econbiz.de/10011818748
Saved in:
7
Time consistent behavioral portfolio policy for dynamic mean-variance formulation
Cui, Xiangyu
;
Li, Xun
;
Li, Duan
;
Shi, Yun
- In:
Journal of the Operational Research Society : OR
68
(
2017
)
12
,
pp. 1647-1660
Persistent link: https://www.econbiz.de/10011816054
Saved in:
8
Time-consistent mean-variance reinsurance-investment problem with long-range dependent mortality rate
Wang, Ling
;
Chiu, Mei Choi
;
Wong, Hoi Ying
- In:
Scandinavian actuarial journal
2023
(
2023
)
2
,
pp. 123-152
Persistent link: https://www.econbiz.de/10014325034
Saved in:
9
Kurz- versus langfristiges Management von Risiko und Ertrag
Franke, Günter
- In:
Unternehmensführung und Kapitalmarkt : Festschrift …
,
(pp. 63-95)
.
1998
Persistent link: https://www.econbiz.de/10001304970
Saved in:
10
Time-inconsistent multistage stochastic programs : martingale bounds
Pflug, Georg
;
Pichler, Alois
- In:
European journal of operational research : EJOR
249
(
2016
)
1
,
pp. 155-163
Persistent link: https://www.econbiz.de/10011434903
Saved in:
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