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person:"Elton, Edwin J."
subject:"Portfolio-Management"
~isPartOf:"Journal of banking & finance"
~person:"Brandtner, Mario"
~person:"Huang, Shiyang"
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Portfolio-Management
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9
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6
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3
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3
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Elton, Edwin J.
Brandtner, Mario
Huang, Shiyang
Branger, Nicole
5
Alexander, Gordon J.
3
Baptista, Alexandre M.
3
Fabozzi, Frank J.
3
Gouriéroux, Christian
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Kwan, Clarence C. Y.
3
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2
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2
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2
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2
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Journal of banking & finance
European journal of operational research : EJOR
2
Management science : journal of the Institute for Operations Research and the Management Sciences
2
29th International Conference of the French Finance Association (AFFI) 2012
1
Insurance / Mathematics & economics
1
Journal of financial and quantitative analysis : JFQA
1
Modern finance and risk management : Festschrift in honour of Hermann Locarek-Junge
1
Preprint series of the International Institute of Management
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Scandinavian actuarial journal
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ECONIS (ZBW)
6
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1
An equilibrium model of risk management spillover
Huang, Shiyang
;
Jiang, Ying
;
Qiu, Zhigang
;
Ye, Zhiqiang
- In:
Journal of banking & finance
107
(
2019
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012224486
Saved in:
2
Expected Shortfall, spectral risk measures, and the aggravating effect of background risk, or: risk vulnerability and the problem of subadditivity
Brandtner, Mario
- In:
Journal of banking & finance
89
(
2018
),
pp. 138-149
Persistent link: https://www.econbiz.de/10011963089
Saved in:
3
Conditional Value-at-Risk, spectral risk measures and (non-)diversification in portfolio selection problems : a comparison with mean-variance analysis
Brandtner, Mario
- In:
Journal of banking & finance
37
(
2013
)
12
,
pp. 5526-5537
Persistent link: https://www.econbiz.de/10010343658
Saved in:
4
Asset pricing with heterogeneous beliefs and relative performance
Huang, Shiyang
;
Qiu, Zhigang
;
Shang, Qi
;
Tang, Ke
- In:
Journal of banking & finance
37
(
2013
)
11
,
pp. 4107-4119
Persistent link: https://www.econbiz.de/10010244893
Saved in:
5
Modern portfolio theory, 1950 to date
Elton, Edwin J.
- In:
Journal of banking & finance
21
(
1997
)
11
,
pp. 1743-1759
Persistent link: https://www.econbiz.de/10001236720
Saved in:
6
Optimal investment strategies with investor liabilities
Elton, Edwin J.
- In:
Journal of banking & finance
16
(
1992
)
5
,
pp. 869-890
Persistent link: https://www.econbiz.de/10001130590
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