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isPartOf:"Journal of financial and quantitative analysis : JFQA"
subject:"Portfolio selection"
~isPartOf:"Annals of finance"
~isPartOf:"The journal of portfolio management : a publication of Institutional Investor"
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Portfolio selection
Theorie
759
Theory
759
Portfolio-Management
205
CAPM
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118
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118
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76
Capital income
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Journal of financial and quantitative analysis : JFQA
Annals of finance
The journal of portfolio management : a publication of Institutional Investor
Insurance / Mathematics & economics
277
European journal of operational research : EJOR
266
Journal of banking & finance
239
NBER working paper series
237
Working paper / National Bureau of Economic Research, Inc.
191
NBER Working Paper
188
Journal of economic dynamics & control
165
Finance research letters
156
Mathematical finance : an international journal of mathematics, statistics and financial theory
154
Finance and stochastics
152
International journal of theoretical and applied finance
145
Research paper series / Swiss Finance Institute
120
Quantitative finance
118
The review of financial studies
99
Journal of financial economics
98
Risks : open access journal
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Management science : journal of the Institute for Operations Research and the Management Sciences
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The journal of finance : the journal of the American Finance Association
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Journal of empirical finance
91
Discussion paper / Centre for Economic Policy Research
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Swiss Finance Institute Research Paper
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Economic modelling
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Economics letters
79
The European journal of finance
75
Mathematics and financial economics
71
International review of economics & finance : IREF
70
Computational economics
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Mathematical methods of operations research
68
The journal of asset management
68
International review of financial analysis
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SpringerLink / Bücher
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The North American journal of economics and finance : a journal of financial economics studies
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Journal of risk and financial management : JRFM
63
The journal of portfolio management : JPM
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Discussion paper / Tinbergen Institute
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Journal of economic theory
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ECONIS (ZBW)
205
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41
Hierarchical clustering-based asset allocation
Raffinot, Thomas
- In:
The journal of portfolio management : a publication of …
44
(
2018
)
2
,
pp. 89-99
Persistent link: https://www.econbiz.de/10011880094
Saved in:
42
Currency-hedging optimization for multi-asset portfolios
Guo, Helen
;
Ryan, Laura
- In:
The journal of portfolio management : a publication of …
44
(
2018
)
2
,
pp. 100-113
Persistent link: https://www.econbiz.de/10011880112
Saved in:
43
A CVaR scenario-based framework for minimizing downside risk in multi-asset class portfolios
Sivaramakrishnan, Kartik
;
Stamicar, Robert
- In:
The journal of portfolio management : a publication of …
44
(
2018
)
2
,
pp. 114-129
Persistent link: https://www.econbiz.de/10011880126
Saved in:
44
Black-Litterman with a factor strucure applied to multi-asset portfolios
Figelman, Ilya
- In:
The journal of portfolio management : a publication of …
44
(
2018
)
2
,
pp. 136-155
Persistent link: https://www.econbiz.de/10011880130
Saved in:
45
Linear trading rules for portfolio management
Grinold, Richard
- In:
The journal of portfolio management : a publication of …
44
(
2018
)
6
,
pp. 109-119
Persistent link: https://www.econbiz.de/10011916035
Saved in:
46
Life-cycle asset allocation with ambiguity aversion and learning
Peijnenburg, Kim
- In:
Journal of financial and quantitative analysis : JFQA
53
(
2018
)
5
,
pp. 1962-1994
Persistent link: https://www.econbiz.de/10011959061
Saved in:
47
Asset market equilibrium with liquidity risk
Jarrow, Robert A.
- In:
Annals of finance
14
(
2018
)
2
,
pp. 253-288
Persistent link: https://www.econbiz.de/10011945597
Saved in:
48
On relative performance, remuneration and risk taking of asset managers
Barucci, Emilio
;
La Bua, Gaetano
;
Marazzina, Daniele
- In:
Annals of finance
14
(
2018
)
4
,
pp. 517-545
Persistent link: https://www.econbiz.de/10012268321
Saved in:
49
Accounting for cross-factor interactions in multifactor portfolios without sacrificingdiversification and risk control
Amenc, Noël
;
Ducoulombier, Frédéric
;
Esakia, Mikheil
; …
- In:
The journal of portfolio management : a publication of …
43
(
2017
)
5
,
pp. 99-114
Persistent link: https://www.econbiz.de/10011686335
Saved in:
50
Pure quintile portfolios
Liu, Ding
- In:
The journal of portfolio management : a publication of …
43
(
2017
)
5
,
pp. 115-129
Persistent link: https://www.econbiz.de/10011686337
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