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A MEAN-VARIANCE-SKEWNESS MODEL...
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Theory
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Fabozzi, Frank J.
122
Maurer, Raimond
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Platen, Eckhard
54
Gollier, Christian
49
Korn, Ralf
45
Uppal, Raman
43
Mitchell, Olivia S.
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Ang, Andrew
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Kane, Alex
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Lioui, Abraham
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Wang, Ruodu
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Jarrow, Robert A.
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Račev, Svetlozar T.
26
Sass, Jörn
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Shleifer, Andrei
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Bernard, Carole
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Gouriéroux, Christian
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Pedersen, Lasse Heje
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National Bureau of Economic Research
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Center for Economic Research <Tilburg>
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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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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Universität Zürich / Institut für Schweizerisches Bankwesen
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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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Judge Institute of Management Studies
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Springer-Verlag GmbH
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Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
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Bank für Internationalen Zahlungsausgleich
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Basel Committee on Banking Supervision
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Books on Demand GmbH <Norderstedt>
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Chambre de commerce et d'industrie de Paris
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Christian-Albrechts-Universität zu Kiel
2
De Gruyter Oldenbourg
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European journal of operational research : EJOR
657
Computers & operations research : and their applications to problems of world concern ; an international journal
310
Insurance / Mathematics & economics
277
Journal of banking & finance
239
NBER working paper series
237
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191
NBER Working Paper
188
Finance research letters
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Journal of economic dynamics & control
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Mathematical finance : an international journal of mathematics, statistics and financial theory
154
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International journal of theoretical and applied finance
145
Quantitative finance
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Operations research letters
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Research paper series / Swiss Finance Institute
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Risks : open access journal
103
The review of financial studies
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Journal of financial economics
98
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
94
INFORMS journal on computing : JOC
88
Operations research
86
Discussion paper / Centre for Economic Policy Research
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International journal of production research
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83
Swiss Finance Institute Research Paper
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Economics letters
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The European journal of finance
79
Mathematical methods of operations research
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Mathematics and financial economics
74
Computational economics
73
International review of economics & finance : IREF
71
SpringerLink / Bücher
68
The journal of asset management
68
International review of financial analysis
67
Omega : the international journal of management science
65
Discussion paper / Tinbergen Institute
64
The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
20,574
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1
Robust optimization of the 0-1 knapsack problem : balancing risk and return in assortment optimization
Rooderkerk, Robert P.
;
Heerde, Harald J. van
- In:
European journal of operational research : EJOR
250
(
2016
)
3
,
pp. 842-854
Persistent link: https://www.econbiz.de/10011445338
Saved in:
2
Margin requirements and portfolio optimization : a geometric appoach
Sheng, Guo
- In:
The journal of asset management
15
(
2014
)
3
,
pp. 191-204
Persistent link: https://www.econbiz.de/10010416134
Saved in:
3
Portfolio optimization with quasiconvex risk measures
Mastrogiacomo, Elisabetta
;
Rosazza Gianin, Emanuela
- In:
Mathematics of operations research
40
(
2015
)
4
,
pp. 1042-1059
Persistent link: https://www.econbiz.de/10011409050
Saved in:
4
Optimal investment-reinsurance strategy for mean-variance insurers with square-root factor process
Shen, Yang
;
Zeng, Yan
- In:
Insurance / Mathematics & economics
62
(
2015
),
pp. 118-137
Persistent link: https://www.econbiz.de/10011312080
Saved in:
5
Mean-variance portfolio optimization problem with fixed salary and inflation protection for a defined contribution pension scheme
Nkeki, Charles I.
;
Nwozo, Chukwuma R.
- In:
Journal of statistical and econometric methods
2
(
2013
)
2
,
pp. 157-173
Persistent link: https://www.econbiz.de/10009769892
Saved in:
6
Interest rate risk management and dynamic portfolio selections
Sun, Hang
;
Sun, Wan Gui
- In:
Modern economy
2
(
2011
)
4
,
pp. 674-679
Persistent link: https://www.econbiz.de/10009620650
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7
Multi-period mean-variance asset-liability management with uncontrolled cash flow and uncertain time-horizon
Yao, Haixiang
;
Zeng, Yan
;
Chen, Shumin
- In:
Economic modelling
30
(
2013
),
pp. 492-500
Persistent link: https://www.econbiz.de/10009708888
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8
Optimal proportional reinsurance and investment with regime-switching for mean-variance insurers
Chen, Ping
;
Yam, Sheung Chi Phillip
- In:
Insurance / Mathematics & economics
53
(
2013
)
3
,
pp. 871-883
Persistent link: https://www.econbiz.de/10010227791
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9
A mathematical approach to a stocks portfolio selection : the case of Uganda securities exchange (USE)
Mayanja, Fredrick
;
Mataramvura, Sure
;
Charles, Wilson Mahera
- In:
Journal of mathematical finance
3
(
2013
)
4
,
pp. 487-501
Persistent link: https://www.econbiz.de/10010240785
Saved in:
10
Bacterial foraging optimization approach to portfolio optimization
Kao, Yucheng
;
Cheng, Hsiu-tzu
- In:
Computational economics
42
(
2013
)
4
,
pp. 453-470
Persistent link: https://www.econbiz.de/10010249865
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