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person:"Gouriéroux, Christian"
subject:"Portfolio-Management"
~person:"Ang, Andrew"
~subject:"Zinsstruktur"
~type_genre:"Article in journal"
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Portfolio-Management
Zinsstruktur
Theorie
104
Theory
104
Estimation theory
19
Schätztheorie
19
Portfolio selection
18
Credit risk
13
Kreditrisiko
13
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9
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9
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27
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Gouriéroux, Christian
Ang, Andrew
Fabozzi, Frank J.
44
Jarrow, Robert A.
29
Korn, Ralf
29
Escobar, Marcos
26
Li, Duan
25
Wong, Wing Keung
25
Gollier, Christian
22
Zagst, Rudi
22
Markowitz, Harry
20
Prigent, Jean-Luc
20
Wong, Hoi Ying
19
Platen, Eckhard
18
Forsyth, Peter A.
17
Rudebusch, Glenn D.
17
Schwartz, Eduardo S.
17
Wang, Ruodu
17
Levy, Haim
16
Lioui, Abraham
16
Post, Thierry
16
Das, Sanjiv R.
15
Li, Zhongfei
15
Yao, Haixiang
15
Chen, Zhiping
14
Cui, Xiangyu
14
Cvitanić, Jakša
14
Rüschendorf, Ludger
14
Vanduffel, Steven
14
Zhou, Guofu
14
Chen, Ren-Raw
13
Kwon, Roy H.
13
Liang, Zongxia
13
Monfort, Alain
13
Sass, Jörn
13
Siu, Tak Kuen
13
Young, Virginia R.
13
Zeng, Yan
13
Chiarella, Carl
12
Dai, Min
12
Guerard, John Baynard
12
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Journal of empirical finance
4
Journal of banking & finance
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
The journal of finance : the journal of the American Finance Association
2
Annales d'économie et de statistique
1
Dynamique des marchés financiers et prévisions
1
Econometric reviews
1
Finance : revue de l'Association Française de Finance
1
Journal of financial econometrics
1
Journal of financial economics
1
Journal of investment management : JOIM
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
The journal of asset management
1
The journal of investing : JOI
1
The journal of portfolio management : JPM
1
The journal of portfolio management : a publication of Institutional Investor
1
The journal of wealth management
1
The review of financial studies
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ECONIS (ZBW)
27
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1
Net-zero investing for multi-asset portfolios seeking to satisfy Paris-aligned benchmark requirements with climate alpha signals
Hodges, Philip
;
Ren, He
;
Schwaiger, Katharina
;
Ang, Andrew
- In:
The journal of portfolio management : JPM
48
(
2022
)
4
,
pp. 33-58
Persistent link: https://www.econbiz.de/10013175500
Saved in:
2
Portfolio performance attribution via Shapley value
Moehle, Nicholas
;
Boyd, Stephen P.
;
Ang, Andrew
- In:
Journal of investment management : JOIM
20
(
2022
)
3
,
pp. 33-52
Persistent link: https://www.econbiz.de/10013465394
Saved in:
3
Factors with style
Kimura, Keiko
;
Schwaiger, Katharina
;
Sharma, Deepika
; …
- In:
The journal of investing : JOI
30
(
2021
)
3
,
pp. 21-46
Persistent link: https://www.econbiz.de/10012503316
Saved in:
4
Positional portfolio management
Gagliardini, Patrick
;
Gouriéroux, Christian
;
Rubin, Mirco
- In:
Journal of financial econometrics
19
(
2021
)
4
,
pp. 650-706
Persistent link: https://www.econbiz.de/10012654983
Saved in:
5
Factors and advisor portfolios
Lawler, Brian
;
Mossman, Brett
;
Nolan, Patrick
;
Ang, Andrew
- In:
The journal of wealth management
22
(
2020
)
4
,
pp. 37-61
Persistent link: https://www.econbiz.de/10012302826
Saved in:
6
Factor risk premiums and invested capital : calculations with stochastic discount factors
Ang, Andrew
;
Hogan, Kedreth C.
;
Shores, Sara
- In:
The journal of asset management
19
(
2018
)
3
,
pp. 145-155
Persistent link: https://www.econbiz.de/10011847731
Saved in:
7
Factor timing with cross-sectional and time-series predictors
Hodges, Philip
;
Hogan, Kedreth C.
;
Peterson, Justin R.
; …
- In:
The journal of portfolio management : a publication of …
44
(
2017
)
1
,
pp. 30-43
Persistent link: https://www.econbiz.de/10011877409
Saved in:
8
Portfolio choice with illiquid assets
Ang, Andrew
;
Papanikolaou, Dimitris
;
Westerfield, Mark M.
- In:
Management science : journal of the Institute for …
60
(
2014
)
11
,
pp. 2737-2761
Persistent link: https://www.econbiz.de/10010461809
Saved in:
9
Regime switching and bond pricing
Gouriéroux, Christian
;
Monfort, Alain
;
Pegoraro, Fulvio
; …
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
2
,
pp. 237-277
Persistent link: https://www.econbiz.de/10010351547
Saved in:
10
Granularity adjustment for efficient portfolios
Gouriéroux, Christian
;
Monfort, Alain
- In:
Econometric reviews
32
(
2013
)
1/4
,
pp. 449-468
Persistent link: https://www.econbiz.de/10009717782
Saved in:
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