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Portfolio selection
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Fabozzi, Frank J.
226
Maurer, Raimond
118
Mitchell, Olivia S.
114
Guidolin, Massimo
93
Platen, Eckhard
91
Campbell, John Y.
78
Satchell, Stephen
78
Lo, Andrew W.
73
McAleer, Michael
73
Ang, Andrew
69
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64
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63
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61
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56
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54
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53
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53
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52
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51
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50
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49
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47
Post, Thierry
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Wermers, Russ
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Kelly, Bryan T.
46
Pedersen, Lasse Heje
46
Prigent, Jean-Luc
46
Zhou, Guofu
46
Lucas, André
45
Vanduffel, Steven
44
Zagst, Rudi
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Poterba, James M.
43
Hammoudeh, Shawkat
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Račev, Svetlozar T.
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National Bureau of Economic Research
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Rodney L. White Center for Financial Research
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Springer Fachmedien Wiesbaden
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World Bank
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Basel Committee on Banking Supervision
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Fisher Investments Inc. <Woodside, Calif.>
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OECD
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Center for Economic Research <Tilburg>
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International Center for Financial Asset Management and Engineering
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Pensions Institute
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Universität Zürich / Institut für Schweizerisches Bankwesen
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CFA Institute <Charlottesville, Va.>
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Ekonomiska forskningsinstitutet <Stockholm>
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Erasmus Research Institute of Management
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FinanzBuch Verlag
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Fachverlag für Wirtschafts- und Steuerrecht Schäffer <Stuttgart>
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Institut für Finanzdienstleistungen Zug
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Nationalekonomiska Institutionen <Lund>
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Springer International Publishing
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Association for Investment Management and Research
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Association of European Operational Research Societies / Working Group on Financial Modelling
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Börsen-Buchverlag
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Federal Reserve System / Division of Research and Statistics
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Institut für Weltwirtschaft
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International Association for the Study of Insurance Economics
5
International Finance Corporation
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Judge Institute of Management Studies
5
Københavns Universitet / Økonomisk Institut
5
University of Cambridge / Department of Applied Economics
5
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
5
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Journal of banking & finance
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NBER working paper series
538
Finance research letters
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European journal of operational research : EJOR
397
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International review of financial analysis
287
Journal of financial economics
278
The journal of asset management
255
Journal of economic dynamics & control
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The journal of finance : the journal of the American Finance Association
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Research paper series / Swiss Finance Institute
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International journal of theoretical and applied finance
220
Discussion paper / Centre for Economic Policy Research
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Applied economics
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Quantitative finance
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Journal of empirical finance
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Finance and stochastics
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The review of financial studies
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Journal of financial and quantitative analysis : JFQA
179
Risks : open access journal
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International review of economics & finance : IREF
177
Mathematical finance : an international journal of mathematics, statistics and financial theory
177
Economic modelling
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The European journal of finance
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SpringerLink / Bücher
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The North American journal of economics and finance : a journal of financial economics studies
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Economics letters
157
Journal of risk and financial management : JRFM
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Swiss Finance Institute Research Paper
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Research in international business and finance
148
Journal of investment management : JOIM
146
The journal of investing
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Pacific-Basin finance journal
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Applied economics letters
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ECONIS (ZBW)
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1
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1
A multiobjective model for passive portfolio management : an application on the S&P 100 index
García, Fernando
;
Guijarro, Francisco
;
Moya, Ismael
- In:
Journal of business economics and management
14
(
2013
)
4
,
pp. 758-775
Persistent link: https://www.econbiz.de/10010188972
Saved in:
2
Portfolio selection with monotone mean-variance preferences
Maccheroni, Fabio
;
Marinacci, Massimo
;
Rustichini, Aldo
; …
- In:
Mathematical finance : an international journal of …
19
(
2009
)
3
,
pp. 487-521
Persistent link: https://www.econbiz.de/10003882796
Saved in:
3
Long-term performance evaluation : methodological issues and empirical applications
Hoechle, Daniel
-
2007
Persistent link: https://www.econbiz.de/10003591346
Saved in:
4
Factor high-frequency based volatility (HEAVY) models
Sheppard, Kevin
;
Xu, Wen
-
2014
Persistent link: https://www.econbiz.de/10010365630
Saved in:
5
Multi-Faktor-Modell zur Steuerung von Aktienportfolios
Stephan, Thomas G.
;
Maurer, Raimond
- In:
Investmentmodelle für das Asset-liability-Modelling …
,
(pp. 215-225)
.
2001
Persistent link: https://www.econbiz.de/10001661195
Saved in:
6
Ein Multi-Faktor-Modell für europäische Aktienportfolois
Stephan, Thomas G.
;
Dürr, Martin
;
Maurer, Raimond
- In:
Investmentmodelle für das Asset-liability-Modelling …
,
(pp. 227-241)
.
2001
Persistent link: https://www.econbiz.de/10001661201
Saved in:
7
Safety-first portfolio selection
Chiu, Wan-Yi
- In:
Mathematics and financial economics
15
(
2021
)
3
,
pp. 657-674
Persistent link: https://www.econbiz.de/10012586212
Saved in:
8
On the long-only minimum variance portfolio under single factor model
Qi, Hou-Duo
- In:
Operations research letters
49
(
2021
)
5
,
pp. 795-801
Persistent link: https://www.econbiz.de/10013207450
Saved in:
9
Reconciling mean-variance portfolio
theory
with non-Gaussian returns
Lassance, Nathan
- In:
European journal of operational research : EJOR
297
(
2022
)
2
,
pp. 729-740
Persistent link: https://www.econbiz.de/10013259928
Saved in:
10
Robust time-consistent mean-variance portfolio selection problem with multivariate stochastic volatility
Yan, Tingjin
;
Han, Bingyan
;
Pun, Chi Seng
;
Wong, Hoi Ying
- In:
Mathematics and financial economics
14
(
2020
)
4
,
pp. 699-724
Persistent link: https://www.econbiz.de/10012321867
Saved in:
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