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Portfolio selection
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Fabozzi, Frank J.
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Maurer, Raimond
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Korn, Ralf
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Ang, Andrew
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Wang, Ruodu
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Albrecht, Peter
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National Bureau of Economic Research
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Center for Economic Research <Tilburg>
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Universität Zürich / Institut für Schweizerisches Bankwesen
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Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
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Springer Fachmedien Wiesbaden
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European University Institute / Department of Law
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International Center for Financial Asset Management and Engineering
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Rodney L. White Center for Financial Research
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Association of European Operational Research Societies / Working Group on Financial Modelling
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Fachverlag für Wirtschafts- und Steuerrecht Schäffer <Stuttgart>
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Bank für Internationalen Zahlungsausgleich
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Basel Committee on Banking Supervision
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Christian-Albrechts-Universität zu Kiel
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Insurance / Mathematics & economics
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European journal of operational research : EJOR
316
Journal of banking & finance
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NBER working paper series
261
Finance research letters
227
NBER Working Paper
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Journal of economic dynamics & control
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Finance and stochastics
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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International journal of theoretical and applied finance
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Journal of financial economics
126
Risks : open access journal
126
The journal of portfolio management : a publication of Institutional Investor
116
Journal of empirical finance
111
The review of financial studies
111
Management science : journal of the Institute for Operations Research and the Management Sciences
110
The journal of finance : the journal of the American Finance Association
101
The journal of asset management
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Discussion paper / Centre for Economic Policy Research
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International review of financial analysis
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Economics letters
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Swiss Finance Institute Research Paper
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Economic modelling
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The European journal of finance
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International review of economics & finance : IREF
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Computational economics
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The North American journal of economics and finance : a journal of financial economics studies
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Journal of risk and financial management : JRFM
78
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Applied economics
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Discussion paper / Tinbergen Institute
71
Mathematical methods of operations research
71
SpringerLink / Bücher
67
Annals of finance
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Journal of economic theory
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ECONIS (ZBW)
21,050
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1
Modelling optimal execution strategies for algorithmic trading
Damian, Virgil
- In:
Theoretical and applied economics : GAER review
22
(
2015
)
4
,
pp. 99-104
Persistent link: https://www.econbiz.de/10011559331
Saved in:
2
Multi-period portfolio optimization under probabilistic risk measure
Sun, Yufei
;
Aw, Grace
;
Teo, Kok Lay
;
Zhu, Yanjian
; …
- In:
Finance research letters
18
(
2016
),
pp. 60-66
Persistent link: https://www.econbiz.de/10011656525
Saved in:
3
Optimal decision-making of mutual fund temporary borrowing problem via approximate dynamic programming
Luo, Xuyang
;
Song, Chunyue
- In:
Computers & operations research : and their …
153
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014265762
Saved in:
4
Technical note: risk-averse regret minimization in multistage stochastic programs
Poursoltani, Mehran
;
Delage, Erick
;
Georghiou, Angelos
- In:
Operations research
72
(
2024
)
4
,
pp. 1727-1738
Persistent link: https://www.econbiz.de/10015045703
Saved in:
5
Portfolio optimization under partial information with expert opinions
Frey, Rüdiger
;
Gabih, Abdelali
;
Wunderlich, Ralf
- In:
International journal of theoretical and applied finance
15
(
2012
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10009562133
Saved in:
6
Optimal policy for a time consistent mean-variance model with regime switching
Li, Gang
;
Chen, Zhiping
;
Liu, Jia
- In:
IMA journal of management mathematics
27
(
2016
)
2
,
pp. 211-234
Persistent link: https://www.econbiz.de/10011567026
Saved in:
7
Mean-variance portfolio selection with an uncertain exit-time in a regime-switching market
Keykhaei, Reza
- In:
RAIRO / Operations research
53
(
2019
)
4
,
pp. 1171-1186
Persistent link: https://www.econbiz.de/10012118960
Saved in:
8
Dynamic asset allocation strategies using a stochastic dynamic programming approach
Infanger, Gerd
-
2006
Persistent link: https://www.econbiz.de/10003356686
Saved in:
9
Dynamic portfolio optimization with transaction costs and state-dependent drift
Palczewski, Jan
;
Poulsen, Rolf
;
Schenk-Hoppé, Klaus Reiner
- In:
European journal of operational research : EJOR
243
(
2015
)
3
,
pp. 921-931
Persistent link: https://www.econbiz.de/10010513816
Saved in:
10
Solving dynamic programming problems on a computational grid
Cai, Yongyang
;
Judd, Kenneth L.
;
Thain, Greg
;
Wright, …
- In:
Computational economics
45
(
2015
)
2
,
pp. 261-284
Persistent link: https://www.econbiz.de/10011325717
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