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~subject:"Portfolio selection"
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Portfolio selection
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Fabozzi, Frank J.
126
Maurer, Raimond
71
Platen, Eckhard
54
Korn, Ralf
50
Gollier, Christian
49
Uppal, Raman
43
Mitchell, Olivia S.
41
Ang, Andrew
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Guidolin, Massimo
39
Li, Duan
38
Markowitz, Harry
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Post, Thierry
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Campbell, John Y.
37
Satchell, Stephen
36
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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Vanduffel, Steven
33
Zagst, Rudi
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Viceira, Luis M.
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Wong, Wing Keung
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Levy, Haim
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Lucas, André
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Başak, Suleyman
27
Kane, Alex
27
Lioui, Abraham
27
Račev, Svetlozar T.
27
Wang, Ruodu
27
Bernard, Carole
26
Jarrow, Robert A.
26
Muhle-Karbe, Johannes
26
Sass, Jörn
26
Schmid, Wolfgang
26
Shleifer, Andrei
26
Gouriéroux, Christian
25
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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.>
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
Friedrich-Schiller-Universität Jena
4
Goethe-Universität Frankfurt am Main
4
Judge Institute of Management Studies
4
Nationalekonomiska Institutionen <Lund>
4
Pensions Institute
4
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
4
Universität Mannheim
4
World Bank
4
Association for Investment Management and Research
3
Bonn Graduate School of Economics
3
Ekonomiska forskningsinstitutet <Stockholm>
3
Erasmus Research Institute of Management
3
International Association for the Study of Insurance Economics
3
Johannes Gutenberg-Universität Mainz
3
Københavns Universitet / Økonomisk Institut
3
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
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
De Gruyter Oldenbourg
2
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European journal of operational research : EJOR
300
Insurance / Mathematics & economics
287
Journal of banking & finance
244
NBER working paper series
237
Working paper / National Bureau of Economic Research, Inc.
191
NBER Working Paper
188
Finance research letters
187
Journal of economic dynamics & control
169
Mathematical finance : an international journal of mathematics, statistics and financial theory
161
Finance and stochastics
160
International journal of theoretical and applied finance
152
Quantitative finance
136
Research paper series / Swiss Finance Institute
125
Journal of financial economics
105
Risks : open access journal
105
Management science : journal of the Institute for Operations Research and the Management Sciences
104
The review of financial studies
99
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
95
Swiss Finance Institute Research Paper
87
Discussion paper / Centre for Economic Policy Research
85
Economic modelling
83
Economics letters
83
The European journal of finance
79
Mathematics and financial economics
78
Computational economics
77
The journal of asset management
72
International review of economics & finance : IREF
71
Mathematical methods of operations research
70
International review of financial analysis
67
SpringerLink / Bücher
67
The North American journal of economics and finance : a journal of financial economics studies
66
Journal of risk and financial management : JRFM
65
Discussion paper / Tinbergen Institute
63
The journal of portfolio management : JPM
63
Annals of finance
61
Journal of economic theory
61
Journal of mathematical finance
59
Applied economics
57
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ECONIS (ZBW)
18,967
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1
Stochastic spanning
Arvanitis, Stelios
;
Hallam, Mark
;
Post, Thierry
-
2015
This study develops and implements a
theory
and method for analyzing whether introducing new securities or relaxing …
Persistent link: https://www.econbiz.de/10010512497
Saved in:
2
Linear programming and the control of diffusion processes
Ahn, Andrew
;
Haugh, Martin B.
- In:
INFORMS journal on computing : JOC
27
(
2015
)
4
,
pp. 646-657
Persistent link: https://www.econbiz.de/10011422652
Saved in:
3
Linear tests for decreasing absolute risk aversion stochastic dominance
Post, Thierry
;
Fang, Yi
;
Kopa, Miloš
- In:
Management science : journal of the Institute for …
61
(
2015
)
7
,
pp. 1615-1629
Persistent link: https://www.econbiz.de/10011304114
Saved in:
4
A large-scale optimization model for replicating portfolios in the life insurance industry
Adelmann, Maximilian
;
Fernandez-Arjona, Lucio
;
Mayer, János
-
2016
Replicating portfolios have recently emerged as an important tool in the life insurance industry, used for the valuation of companies' liabilities. This paper presents a replicating portfolio (RP) model for approximating life insurance liabilities as closely as possible. We minimize the L1 error...
Persistent link: https://www.econbiz.de/10011515725
Saved in:
5
Testing for the stochastic dominance efficiency of a given portfolio
Linton, Oliver
;
Post, Thierry
;
Whang, Yoon-jae
- In:
The econometrics journal
17
(
2014
)
2
,
pp. 59-74
Persistent link: https://www.econbiz.de/10010498726
Saved in:
6
Linear programming models based on omega ratio for the enhanced index tracking problem
Guastaroba, Gianfranco
;
Mansini, Renata
;
Ogryczak, …
- In:
European journal of operational research : EJOR
251
(
2016
)
3
,
pp. 938-956
Persistent link: https://www.econbiz.de/10011449041
Saved in:
7
A linear risk-return model for enhanced indexation in portfolio optimization
Bruni, Renato
;
Cesarone, Francesco
;
Scozzari, Andrea
; …
- In:
OR spectrum : quantitative approaches in management
37
(
2015
)
3
,
pp. 735-759
Persistent link: https://www.econbiz.de/10011296700
Saved in:
8
A general test for SSD portfolio efficiency
Kopa, Milos̆
;
Post, Thierry
- In:
OR spectrum : quantitative approaches in management
37
(
2015
)
3
,
pp. 703-734
Persistent link: https://www.econbiz.de/10011296708
Saved in:
9
Tangency portfolios in the LP solvable portfolio selection models
Keykhaei, Reza
;
Jahandideh, Mohamad Taghi
- In:
RAIRO / Operations research
46
(
2012
)
2
,
pp. 149-158
Persistent link: https://www.econbiz.de/10010222525
Saved in:
10
Dynamic hedging in incomplete markets using risk measures
Gaillardetz, Patrice
;
Hachem, Saeb
- In:
IMA journal of management mathematics
33
(
2022
)
2
,
pp. 345-367
Persistent link: https://www.econbiz.de/10012798787
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