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isPartOf:"Journal of financial and quantitative analysis : JFQA"
subject:"Portfolio selection"
~person:"Grossman, Sanford J."
~person:"Kempf, Alexander"
~type_genre:"Aufsatz in Zeitschrift"
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Grossman, Sanford J.
Kempf, Alexander
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Journal of financial and quantitative analysis : JFQA
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Review of finance : journal of the European Finance Association
1
Schmalenbach business review : sbr
1
The journal of business : B
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The valuation of hedge funds' equity positions
Cici, Gjergji
;
Kempf, Alexander
;
Puetz, Alexander
- In:
Journal of financial and quantitative analysis : JFQA
51
(
2016
)
3
,
pp. 1013-1037
Persistent link: https://www.econbiz.de/10011610275
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2
Optimal dynamic trading with leverage constraints
Grossman, Sanford J.
- In:
Journal of financial and quantitative analysis : JFQA
27
(
1992
)
2
,
pp. 151-168
Persistent link: https://www.econbiz.de/10001125364
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