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Mean-variance portfolio select...
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Portfolio selection
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efficient frontier
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106
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99
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Kamihigashi, Takashi
11
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11
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9
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9
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9
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6
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6
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5
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4
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4
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4
Fabrykowski, Lukas
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Guo, Wenjing
4
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Mostovyi, Oleksii
4
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4
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4
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4
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4
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4
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
8
Research Institute for Economics and Business Administration, Kobe University
6
HAL
5
Faculteit Economie en Bedrijfswetenschappen, Hogeschool-Universiteit Brussel (HUBrussel)
4
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Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
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1
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Insurance / Mathematics & economics
29
Insurance: Mathematics and Economics
18
European journal of operational research : EJOR
15
Risks : open access journal
14
Computational Statistics
12
Mathematical Methods of Operations Research
12
Risks
11
Finance and stochastics
10
Operations research letters
10
Management Science
9
Finance and Stochastics
8
International Journal of Theoretical and Applied Finance (IJTAF)
8
International journal of theoretical and applied finance
8
MPRA Paper
8
European Journal of Operational Research
7
Finance research letters
7
Mathematical methods of operations research
7
Mathematics and financial economics
7
Annals of finance
6
Discussion Paper Series / Research Institute for Economics and Business Administration, Kobe University
6
ASTIN bulletin : the journal of the International Actuarial Association
5
Computational economics
5
Journal of mathematical finance
5
Mathematics of operations research
5
Annals of financial economics
4
Economic modelling
4
IZA Discussion Papers
4
International journal of financial engineering
4
Research paper series / Swiss Finance Institute
4
Working Papers / Faculteit Economie en Bedrijfswetenschappen, Hogeschool-Universiteit Brussel (HUBrussel)
4
Working Papers / IÉSEG School of Management, Université Catholique de Lille
4
Astin bulletin : the journal of the International Actuarial Association
3
Carlo Alberto Notebooks
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Center for Mathematical Economics Working Papers
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Cogent economics & finance
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Economics Papers from University Paris Dauphine
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Energy
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ECONIS (ZBW)
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RePEc
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EconStor
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BASE
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141
Differentiability of the efficient frontier when commitment to risk sharing is limited
Koeppl, Thorsten V.
(
contributor
)
-
2004
Persistent link: https://www.econbiz.de/10003595099
Saved in:
142
Experimental studies of impacts of reference point and its change on individual value
Qian, Jianjiang
;
Zhao, Yong
;
Yu, Jianlin
- In:
Theoretical economics letters
4
(
2014
)
9
,
pp. 795-802
Persistent link: https://www.econbiz.de/10010531244
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143
On the lattice structure of stable allocations in a two-sided discrete-concave market
Murota, Kazuo
;
Yokoi, Yu
- In:
Mathematics of operations research
40
(
2015
)
2
,
pp. 460-473
Persistent link: https://www.econbiz.de/10011283234
Saved in:
144
Envelope theorems in Banach lattices and asset pricing
Battauz, Anna
;
De Donno, Marzia
;
Ortu, Fulvio
- In:
Mathematics and financial economics
9
(
2015
)
4
,
pp. 303-323
Persistent link: https://www.econbiz.de/10011378102
Saved in:
145
On maximin value and policy functions in an exhaustible resource model
Mitra, Tapan
- In:
International journal of economic theory
11
(
2015
)
1
,
pp. 39-58
Persistent link: https://www.econbiz.de/10011346265
Saved in:
146
Too risk-averse for prospect theory?
Rieger, Marc Oliver
;
Bui, Thuy
- In:
Modern economy
2
(
2011
)
4
,
pp. 691-700
Persistent link: https://www.econbiz.de/10009620648
Saved in:
147
Approximating high-dimensional dynamic models : sieve value function iteration
Arcidiacono, Peter
;
Bayer, Patrick J.
;
Bugni, Federico A.
; …
- In:
Structural econometric models
,
(pp. 45-95)
.
2013
Persistent link: https://www.econbiz.de/10010359152
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148
Elementary results on solutions to the bellman equation of dynamic programming : existence, uniqueness, and convergence
Kamihigashi, Takashi
- In:
Economic theory : official journal of the Society for …
56
(
2014
)
2
,
pp. 251-273
Persistent link: https://www.econbiz.de/10010362191
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149
So when are you loss averse? : testing the S-shaped function in pricing and allocation tasks
Malul, Miki
;
Rosenboim, Mosi
;
Shavit, Tal
- In:
Journal of economic psychology : research in economic …
39
(
2013
),
pp. 101-112
Persistent link: https://www.econbiz.de/10010236172
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150
Integration-segregation decisions under general value functions : "create your own bundle - choose 1, 2 or all 3!"
Egozcue, Martín
;
Massoni, Sébastien
;
Wong, Wing Keung
; …
- In:
IMA journal of management mathematics
25
(
2014
)
1
,
pp. 57-72
Persistent link: https://www.econbiz.de/10010242802
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