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Portfolio Optimization Models...
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Fabozzi, Frank J.
228
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119
Mitchell, Olivia S.
114
Platen, Eckhard
94
Guidolin, Massimo
93
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78
Satchell, Stephen
78
Lo, Andrew W.
75
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74
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69
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69
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65
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64
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62
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61
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55
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54
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52
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51
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50
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49
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48
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48
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48
Lee, Cheng F.
47
Post, Thierry
47
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47
Kelly, Bryan T.
46
Pedersen, Lasse Heje
46
Zhou, Guofu
46
Lucas, André
45
Vanduffel, Steven
44
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43
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Springer Fachmedien Wiesbaden
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World Bank
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Basel Committee on Banking Supervision
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Fisher Investments Inc. <Woodside, Calif.>
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OECD
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Center for Economic Research <Tilburg>
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International Center for Financial Asset Management and Engineering
10
Pensions Institute
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CFA Institute <Charlottesville, Va.>
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6
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6
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6
Springer International Publishing
6
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5
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5
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5
EconWPA
5
Federal Reserve System / Division of Research and Statistics
5
Institut für Future Energy Consumer Needs and Behavior (FCN), E.ON Energy Research Center
5
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5
International Association for the Study of Insurance Economics
5
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Journal of banking & finance
571
NBER working paper series
538
Finance research letters
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460
European journal of operational research : EJOR
397
Insurance / Mathematics & economics
385
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379
International review of financial analysis
287
Journal of financial economics
278
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255
Journal of economic dynamics & control
253
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253
The journal of finance : the journal of the American Finance Association
234
Research paper series / Swiss Finance Institute
222
International journal of theoretical and applied finance
220
Discussion paper / Centre for Economic Policy Research
209
Applied economics
207
Management science : journal of the Institute for Operations Research and the Management Sciences
204
Quantitative finance
203
Journal of empirical finance
200
Finance and stochastics
196
The review of financial studies
192
Journal of financial and quantitative analysis : JFQA
179
Risks : open access journal
179
International review of economics & finance : IREF
177
Mathematical finance : an international journal of mathematics, statistics and financial theory
177
Economic modelling
174
The European journal of finance
174
SpringerLink / Bücher
173
The North American journal of economics and finance : a journal of financial economics studies
159
Journal of risk and financial management : JRFM
158
Economics letters
157
Swiss Finance Institute Research Paper
151
Research in international business and finance
148
Journal of investment management : JOIM
146
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140
Pacific-Basin finance journal
135
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ECONIS (ZBW)
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RePEc
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EconStor
82
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BASE
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151
The standard market risk model of the Swiss solvency test : an analytic solution
Niedermayer, Andras
- In:
The journal of computational finance
23
(
2019
)
2
,
pp. 59-71
Persistent link: https://www.econbiz.de/10012111262
Saved in:
152
Machine learning and portfolio optimization
Ban, Gah-Yi
;
El Karoui, Noureddine
;
Lim, Andrew E. B.
- In:
Management science : journal of the Institute for …
64
(
2018
)
3
,
pp. 1136-1154
Persistent link: https://www.econbiz.de/10011847178
Saved in:
153
Asset price bubbles and risk management
Jarrow, Robert A.
- In:
Journal of risk
20
(
2017/2018
)
1
,
pp. 59-76
Persistent link: https://www.econbiz.de/10011847429
Saved in:
154
A generalized risk budgeting approach to portfolio construction
Haugh, Martin B.
;
Iyengar, Garud
;
Song, Irene
- In:
The journal of computational finance
21
(
2017/2018
)
2
,
pp. 29-60
Persistent link: https://www.econbiz.de/10011848310
Saved in:
155
Optimal portfolio in the presence of transaction costs and convex risk measure
Doctor, O.
;
Offen, E. R.
;
Lungu, E. M.
- In:
International journal of financial engineering
4
(
2017
)
4
,
pp. 1-15
Persistent link: https://www.econbiz.de/10011807095
Saved in:
156
Optimal asset allocation with stochastic interest rates in regime-switching models
Ye, C.
;
Liu, Rui Hua
;
Ren, D.
- In:
International journal of theoretical and applied finance
21
(
2018
)
5
,
pp. 1-32
Persistent link: https://www.econbiz.de/10011903782
Saved in:
157
Who would invest only in the risk-free asset?
Azevedo, N.
;
Pinheiro, D.
;
Xanthopoulos, S. Z.
; …
- In:
International journal of financial engineering
5
(
2018
)
3
,
pp. 1-14
Persistent link: https://www.econbiz.de/10011923046
Saved in:
158
Rates of return for crowdfunding portfolios : theoretical derivation and implications
Vroomen, Paul
;
Desa, Subhas
- In:
Venture capital : an international journal of …
20
(
2018
)
3
,
pp. 261-283
Persistent link: https://www.econbiz.de/10011924348
Saved in:
159
Efficient trading in taxable portfolios
Das, Sanjiv R.
;
Ding, Dennis Yi
;
Newell, Vincent
; …
- In:
The journal of investment strategies
7
(
2017
)
1
,
pp. 1-40
Persistent link: https://www.econbiz.de/10011879577
Saved in:
160
The Kelly criterion in portfolio optimization : a decoupled problem
Peterson, Zachariah
- In:
The journal of investment strategies
7
(
2018
)
2
,
pp. 52-76
Persistent link: https://www.econbiz.de/10011880161
Saved in:
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