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~subject:"Portfolio selection"
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Portfolio selection
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Fabozzi, Frank J.
125
Maurer, Raimond
71
Platen, Eckhard
55
Gollier, Christian
49
Korn, Ralf
45
Uppal, Raman
43
Mitchell, Olivia S.
41
Ang, Andrew
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Li, Duan
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Lo, Andrew W.
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Prigent, Jean-Luc
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Vanduffel, Steven
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Wong, Wing Keung
28
Başak, Suleyman
27
Gouriéroux, Christian
27
Jarrow, Robert A.
27
Kane, Alex
27
Lioui, Abraham
27
Pesaran, M. Hashem
27
Račev, Svetlozar T.
27
Wang, Ruodu
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Sass, Jörn
26
Shleifer, Andrei
26
Bernard, Carole
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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.>
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Center for Economic Research <Tilburg>
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Basel Committee on Banking Supervision
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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
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Fachverlag für Wirtschafts- und Steuerrecht Schäffer <Stuttgart>
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Friedrich-Schiller-Universität Jena
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Goethe-Universität Frankfurt am Main
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Judge Institute of Management Studies
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Nationalekonomiska Institutionen <Lund>
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Pensions Institute
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Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
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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
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Ekonomiska forskningsinstitutet <Stockholm>
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Erasmus Research Institute of Management
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Federal Reserve System / Board of Governors
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Gottfried Wilhelm Leibniz Universität Hannover
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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
Universitat Pompeu Fabra / Departament d'Economia i Empresa
3
Banco Central do Brasil
2
Bank für Internationalen Zahlungsausgleich
2
Birkbeck College / Department of Economics
2
Books on Demand GmbH <Norderstedt>
2
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Insurance / Mathematics & economics
280
European journal of operational research : EJOR
279
Journal of banking & finance
254
NBER working paper series
241
Working paper / National Bureau of Economic Research, Inc.
195
NBER Working Paper
191
Finance research letters
190
Journal of economic dynamics & control
169
Mathematical finance : an international journal of mathematics, statistics and financial theory
156
Finance and stochastics
153
International journal of theoretical and applied finance
152
Quantitative finance
132
Research paper series / Swiss Finance Institute
124
Journal of financial economics
109
Risks : open access journal
108
Management science : journal of the Institute for Operations Research and the Management Sciences
103
The journal of portfolio management : a publication of Institutional Investor
101
The review of financial studies
100
The journal of finance : the journal of the American Finance Association
97
Journal of empirical finance
95
Economics letters
88
Discussion paper / Centre for Economic Policy Research
86
Economic modelling
84
Swiss Finance Institute Research Paper
84
The European journal of finance
83
International review of financial analysis
77
Mathematics and financial economics
76
Computational economics
73
International review of economics & finance : IREF
71
The journal of asset management
70
Mathematical methods of operations research
68
SpringerLink / Bücher
68
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
64
Discussion paper / Tinbergen Institute
63
Journal of economic theory
62
Applied economics
61
Annals of finance
60
Journal of mathematical finance
59
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ECONIS (ZBW)
19,453
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1
Portfolio performance manipulation in collateralized loan obligations
Loumioti, Maria
;
Vasvari, Florin P.
- In:
Journal of accounting & economics
67
(
2019
)
2/3
,
pp. 438-462
Persistent link: https://www.econbiz.de/10012064483
Saved in:
2
Risk taking and optimal contracts for money managers
Palomino, Frédéric
;
Prat, Andrea
- In:
The Rand journal of economics
34
(
2003
)
1
,
pp. 113-137
Persistent link: https://www.econbiz.de/10001760069
Saved in:
3
Risk taking and optimal contracts for money managers
Palomino, Frédéric
;
Prat, Andrea
-
1998
Persistent link: https://www.econbiz.de/10000995262
Saved in:
4
Risk taking and optimal contracts for money managers
Palomino, Frédéric
-
1999
Persistent link: https://www.econbiz.de/10013422715
Saved in:
5
Optimal incentives and securitization of defaultable assets
Malamud, Semyon
;
Rui, Huaxia
;
Whinston, Andrew B.
- In:
Journal of financial economics
107
(
2013
)
1
,
pp. 111-135
Persistent link: https://www.econbiz.de/10009715167
Saved in:
6
Safer ratios, riskier portfolios : banks׳ response to government aid
Duchin, Ran
;
Sosyura, Denis
- In:
Journal of financial economics
113
(
2014
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10010421835
Saved in:
7
Modeling of CDO squareds : capturing the second dimension
Dorn, Jochen
- In:
The journal of fixed income
17
(
2007
)
2
,
pp. 27-45
Persistent link: https://www.econbiz.de/10003628175
Saved in:
8
Diversification,
collateral
and economies of scale in banking : lessons from a continuous-time portfolio approach
Neuberger, Doris
- In:
International review of economics & finance : IREF
4
(
1995
)
3
,
pp. 253-265
Persistent link: https://www.econbiz.de/10001191673
Saved in:
9
Control of
credit
risk collateralization using quasi-variational inequalities
Cossin, Didier
;
Aparicio Acosta, Felipe M.
-
1998
Persistent link: https://www.econbiz.de/10000168224
Saved in:
10
Credit
risk assessment considering variations in exposure : application to commitment lines
Fujiwara, Shigeaki
-
2008
Persistent link: https://www.econbiz.de/10003650951
Saved in:
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