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Monte-Carlo Estimations of the...
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Fabozzi, Frank J.
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94
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83
Satchell, Stephen
81
Campbell, John Y.
78
Lo, Andrew W.
75
Ang, Andrew
73
Gollier, Christian
71
Hens, Thorsten
68
Kraft, Holger
65
Uppal, Raman
63
Schenk-Hoppé, Klaus Reiner
58
Korn, Ralf
56
Markowitz, Harry
55
Blake, David
54
Wong, Wing Keung
54
Zaremba, Adam
54
Bodie, Zvi
53
Levy, Haim
53
Viceira, Luis M.
53
Weber, Martin
52
Stambaugh, Robert F.
51
Post, Thierry
50
Li, Duan
49
Wermers, Russ
49
Agarwal, Vikas
48
Warnock, Francis E.
48
Elton, Edwin J.
47
Lee, Cheng F.
47
Lucas, André
47
Prigent, Jean-Luc
47
Kelly, Bryan T.
46
Pedersen, Lasse Heje
46
Zhou, Guofu
46
Zimmermann, Heinz
45
Evstigneev, Igor V.
44
Vanduffel, Steven
44
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115
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National Centre of Competence in Research - Financial Valuation and Risk Management
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9
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9
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9
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9
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9
Erasmus Research Institute of Management
8
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Journal of economic dynamics & control
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The journal of finance : the journal of the American Finance Association
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International review of economics & finance : IREF
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The European journal of finance
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Mathematical finance : an international journal of mathematics, statistics and financial theory
177
Economics letters
167
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160
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158
Swiss Finance Institute Research Paper
151
Research in international business and finance
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221
Wie Unternehmen erfolgreich ihr Projektportfolio managen : Ergebnisse der 4. Studie zum Multiprojektmanagement der TU Berlin
Meskendahl, Sascha
;
Jonas, Daniel
;
Kock, Alexander
; …
- In:
Projektmanagement aktuell
22
(
2011
)
1
,
pp. 20-26
Persistent link: https://www.econbiz.de/10008842331
Saved in:
222
Portfolio performance : factors or benchmarks?
Matallin-Saez, Juan C.
- In:
Applied financial economics
17
(
2007
)
13/15
,
pp. 1167-1178
Persistent link: https://www.econbiz.de/10003590565
Saved in:
223
Quantitative Validierung von Ratingmodellen für Low Default Portfolios mittels
Benchmarking
Ricke, Markus
;
Pföstl, Georg von
- In:
Finanzmarktstabilitätsbericht
14
(
2007
),
pp. 129-138
Persistent link: https://www.econbiz.de/10003603677
Saved in:
224
A benchmark approach to portfolio optimization under partial information
Platen, Eckhard
;
Runggaldier, Wolfgang J.
- In:
Asia-Pacific financial markets
14
(
2007
)
1/2
,
pp. 25-43
Persistent link: https://www.econbiz.de/10003609529
Saved in:
225
Performance measurement and best-practice
benchmarking
of mutual funds : combining stochastic dominance criteria with data envelopment analysis
Kuosmanen, Timo
- In:
Journal of productivity analysis
28
(
2007
)
1/2
,
pp. 71-86
Persistent link: https://www.econbiz.de/10003616747
Saved in:
226
Utilizing financial models in market design: the search for a benchmark model
Gündüz, Yalm
;
Uhrig-Homburg, Marliese
;
Seese, Detlef
- In:
Information management and market engineering
,
(pp. 165-176)
.
2006
Persistent link: https://www.econbiz.de/10003391767
Saved in:
227
Mean-variance-skewness portfolio performance gauging : a general shortage function and dual approach
Briec, Walter
;
Kerstens, Kristiaan
;
Jokung Nguena, Octave
- In:
Management science : journal of the Institute for …
53
(
2007
)
1
,
pp. 135-149
Persistent link: https://www.econbiz.de/10003632045
Saved in:
228
A dynamic model of active portfolio management with benchmark orientation
Zhao, Yonggan
- In:
Journal of banking & finance
31
(
2007
)
11
,
pp. 3336-3356
Persistent link: https://www.econbiz.de/10003577400
Saved in:
229
Active portfolio management with
benchmarking
: adding a value-at-risk constraint
Alexander, Gordon J.
;
Baptista, Alexandre M.
- In:
Journal of economic dynamics & control
32
(
2008
)
3
,
pp. 779-820
Persistent link: https://www.econbiz.de/10003687449
Saved in:
230
Optimal robust and consistent active implementation of a pension fund's benchmark investment strategy
Hest, Tim van
;
De Waegenaere, Anja
- In:
The journal of asset management
8
(
2007/08
)
3
,
pp. 176-187
Persistent link: https://www.econbiz.de/10003543584
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