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~subject:"Portfolio selection"
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Portfolio selection
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Fabozzi, Frank J.
124
Maurer, Raimond
72
Platen, Eckhard
55
Gollier, Christian
49
Guidolin, Massimo
49
Korn, Ralf
45
Satchell, Stephen
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Uppal, Raman
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Mitchell, Olivia S.
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Ang, Andrew
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Li, Duan
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Markowitz, Harry
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Post, Thierry
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Kraft, Holger
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Lo, Andrew W.
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Prigent, Jean-Luc
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Escobar, Marcos
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Schenk-Hoppé, Klaus Reiner
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Vanduffel, Steven
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Viceira, Luis M.
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Kane, Alex
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Lioui, Abraham
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Başak, Suleyman
27
Wang, Ruodu
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Zhou, Guofu
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Jarrow, Robert A.
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Lee, Cheng F.
26
McAleer, Michael
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Munk, Claus
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Pedersen, Lasse Heje
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Račev, Svetlozar T.
26
Sass, Jörn
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.>
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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
Rodney L. White Center for Financial Research
7
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
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>
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Pensions Institute
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Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
4
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
3
Ekonomiska forskningsinstitutet <Stockholm>
3
Erasmus Research Institute of Management
3
Gottfried Wilhelm Leibniz Universität Hannover
3
International Association for the Study of Insurance Economics
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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
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Insurance / Mathematics & economics
288
European journal of operational research : EJOR
287
Journal of banking & finance
263
NBER working paper series
241
Finance research letters
204
Working paper / National Bureau of Economic Research, Inc.
192
NBER Working Paper
189
Journal of economic dynamics & control
169
Finance and stochastics
154
Mathematical finance : an international journal of mathematics, statistics and financial theory
154
International journal of theoretical and applied finance
146
Quantitative finance
134
Research paper series / Swiss Finance Institute
125
Journal of financial economics
119
Risks : open access journal
110
Management science : journal of the Institute for Operations Research and the Management Sciences
104
Journal of empirical finance
102
The review of financial studies
102
The journal of portfolio management : a publication of Institutional Investor
101
The journal of finance : the journal of the American Finance Association
97
Economics letters
89
Swiss Finance Institute Research Paper
89
The European journal of finance
89
Discussion paper / Centre for Economic Policy Research
88
Economic modelling
87
International review of financial analysis
83
Computational economics
79
The journal of asset management
77
Mathematics and financial economics
74
International review of economics & finance : IREF
73
Discussion paper / Tinbergen Institute
72
The North American journal of economics and finance : a journal of financial economics studies
70
Applied economics
69
Mathematical methods of operations research
68
SpringerLink / Bücher
67
Journal of risk and financial management : JRFM
65
The journal of portfolio management : JPM
63
Annals of finance
62
Working paper
62
Journal of economic theory
61
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1
Managing longevity risk
Li, Hong
-
2015
Persistent link: https://www.econbiz.de/10011373370
Saved in:
2
Modeling and management of longevity risk
Cairns, Andrew
- In:
Recreating sustainable retirement : resilience, …
,
(pp. 71-88)
.
2014
Persistent link: https://www.econbiz.de/10010458573
Saved in:
3
Modelling and management of longevity risk : approximations to survivor functions and dynamic hedging
Cairns, Andrew
- In:
Insurance / Mathematics & economics
49
(
2011
)
3
,
pp. 438-453
Persistent link: https://www.econbiz.de/10009404687
Saved in:
4
Modelling and management of longevity risk : approximations to survivor functions and dynamic hedging
Cairns, Andrew
-
2011
Persistent link: https://www.econbiz.de/10009536153
Saved in:
5
Modeling and Management of Longevity Risk
Cairns, Andrew J. G.
-
2020
robust multipopulation
mortality
models, and on the risk management front we need to develop a better understanding of what …
Persistent link: https://www.econbiz.de/10012856918
Saved in:
6
Bayesian Value-at-Risk backtesting : the case of annuity pricing
Leung, Melvern
;
Li, Youwei
;
Pantelous, Athanasios A.
; …
- In:
European journal of operational research : EJOR
293
(
2021
)
2
,
pp. 786-801
Persistent link: https://www.econbiz.de/10012513273
Saved in:
7
Real-time measurement of portfolio
mortality
levels in the presence of shocks and reporting delays
Richards, Stephen J.
- In:
Annals of actuarial science : publ. by the Institute of …
16
(
2022
)
3
,
pp. 430-452
Persistent link: https://www.econbiz.de/10013469915
Saved in:
8
A multivariate model of strategic asset allocation with longevity risk
Favero, Carlo A.
;
Tebaldi, Claudio
-
2014
Persistent link: https://www.econbiz.de/10010362899
Saved in:
9
A multivariate model of strategic asset allocation with longevity risk
Bisetti, Emilio
;
Favero, Carlo A.
;
Nocera, Giacomo
; …
-
2013
-
This version: October, 2013
Persistent link: https://www.econbiz.de/10011817731
Saved in:
10
The design of pension pay out options when the health status during retirement is uncertain
Kifmann, Mathias
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003635223
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