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person:"Chiarella, Carl"
subject:"Portfolio selection"
~person:"Huschens, Stefan"
~person:"Sortino, Frank Alphonse"
~type_genre:"Book section"
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Portfolio selection
Theorie
54
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10
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6
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Chiarella, Carl
Huschens, Stefan
Sortino, Frank Alphonse
Fabozzi, Frank J.
21
Račev, Svetlozar T.
9
Locarek-Junge, Hermann
8
Zopounidis, Constantin
7
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6
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5
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5
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5
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4
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4
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4
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4
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3
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3
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3
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3
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3
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The Sortino framework for constructing portfolios : focusing on desired target return to optimize upside potential relative to downside risk
3
Applied quantitative finance
1
Handbook of financial markets : dynamics and evolution
1
Modern finance and risk management : Festschrift in honour of Hermann Locarek-Junge
1
Nonlinear dynamics and heterogeneous interacting agents : [this volume contains a selection of contributions presented ath the WEHIA 03 (Workshop on Economics with Heterogeneous Interacting Agents), which was held at the Institute of World Economics in Kiel, Germany, on May 29-31, 2003 ; WEHIA 03 has been the 8th edition of a workshop ...]
1
Operations research proceedings 2010 : selected papers of the annual International Conference of the German Operations Research Society (GOR) at Universität der Bundeswehr München, September 1 - 3, 2010
1
Optimizing optimization : the next generation of optimization applications and theory
1
Risk measurement, econometrics and neural networks : selected articles of the 6th Econometric-Workshop in Karlsruhe, Germany
1
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1
Model risk as multiplicative risk factor
Huschens, Stefan
;
Stahl, Gerhard
- In:
Modern finance and risk management : Festschrift in …
,
(pp. 247-267)
.
2022
Persistent link: https://www.econbiz.de/10013336238
Saved in:
2
Confidence intervals for asset correlations in the asymptotic single risk factor model
Höse, Steffi
;
Huschens, Stefan
- In:
Operations research proceedings 2010 : selected papers …
,
(pp. 111-116)
.
2011
Persistent link: https://www.econbiz.de/10009270870
Saved in:
3
Optimization and portfolio selection
Forsey, Hal
;
Sortino, Frank Alphonse
- In:
Optimizing optimization : the next generation of …
,
(pp. 161-177)
.
2010
Persistent link: https://www.econbiz.de/10003939113
Saved in:
4
The big picture
Sortino, Frank Alphonse
- In:
The Sortino framework for constructing portfolios : …
,
(pp. 3-12)
.
2010
Persistent link: https://www.econbiz.de/10003915605
Saved in:
5
Beyond the Sortino radio
Sortino, Frank Alphonse
;
Meer, Robert van der
; …
- In:
The Sortino framework for constructing portfolios : …
,
(pp. 23-52)
.
2010
Persistent link: https://www.econbiz.de/10003915635
Saved in:
6
Sharing downside risk in defined benefit pension funds
Plantinga, Auke
;
Meer, Robert van der
;
Sortino, Frank …
- In:
The Sortino framework for constructing portfolios : …
,
(pp. 115-128)
.
2010
Persistent link: https://www.econbiz.de/10003915649
Saved in:
7
Rating migrations
Höse, Steffi
;
Huschens, Stefan
;
Wania, Robert
- In:
Applied quantitative finance
,
(pp. 105-123)
.
2009
Persistent link: https://www.econbiz.de/10003746005
Saved in:
8
Heterogeneity, market mechanism, and asset price dynamics
Chiarella, Carl
;
Dieci, Roberto
;
He, Xue-zhong
- In:
Handbook of financial markets : dynamics and evolution
,
(pp. 277-344)
.
2009
Persistent link: https://www.econbiz.de/10003820633
Saved in:
9
Asset price dynamcis and diversification with heterogeneous agents
Chiarella, Carl
;
Dieci, Roberto
;
Gardini, Laura
- In:
Nonlinear dynamics and heterogeneous interacting agents …
,
(pp. 251-267)
.
2005
Persistent link: https://www.econbiz.de/10002775676
Saved in:
10
Confidence intervals for the value-at-risk
Huschens, Stefan
- In:
Risk measurement, econometrics and neural networks : …
,
(pp. 233-244)
.
1998
Persistent link: https://www.econbiz.de/10001305346
Saved in:
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