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person:"Timmermann, Allan"
subject:"Portfolio selection"
~isPartOf:"Decisions in economics and finance : DEF ; a journal of applied mathematics"
~isPartOf:"Discussion paper / the Pensions Institute, Birkbeck College, University of London"
~person:"Korn, Ralf"
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Portfolio selection
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Timmermann, Allan
Korn, Ralf
Assa, Hirbod
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Decisions in economics and finance : DEF ; a journal of applied mathematics
Discussion paper / the Pensions Institute, Birkbeck College, University of London
International journal of theoretical and applied finance
6
Mathematical methods of operations research
5
Berichte zur Stochastik und verwandten Gebieten
4
Discussion paper / Centre for Economic Policy Research
4
Mathematical finance : an international journal of mathematics, statistics and financial theory
3
Risks : open access journal
2
The economic journal : the journal of the Royal Economic Society
2
The review of financial studies
2
Advances in risk management
1
Applied mathematical finance
1
Birkbeck working papers in economics and finance : BWPEF
1
Chapman & Hall/CRC financial mathematics series
1
Computational Management Science : CMS
1
Computational economics
1
DAE working paper
1
Discussion papers / CEPR
1
Economics letters
1
Finance and stochastics
1
IMA journal of management mathematics
1
IMF working paper
1
Insurance / Mathematics & economics
1
International journal of theoretical and applied finance : IJTAF
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of forecasting
1
Mathematics and financial economics
1
OR spectrum : quantitative approaches in management
1
OR-Spektrum : quantitative approaches in management
1
Operations research letters
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Research paper series / Swiss Finance Institute
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Series in financial economics and quantitative analysis
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Studienbücher Wirtschaftsmathematik
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Working paper
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Working paper / Laboratory of Actuarial Mathematics, University of Copenhagen
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Continuous-time mean-variance portfolio optimization in a jump-diffusion market
Alp, Ozge Sezgin
;
Korn, Ralf
- In:
Decisions in economics and finance : DEF ; a journal of …
34
(
2011
)
1
,
pp. 21-40
Persistent link: https://www.econbiz.de/10009375110
Saved in:
2
The numeraire portfolio in financial markets modeled by a multi-dimensional jump diffusion process
Korn, Ralf
;
Oertel, Frank
;
Schäl, Manfred
- In:
Decisions in economics and finance : DEF ; a journal of …
26
(
2003
)
2
,
pp. 153-166
Persistent link: https://www.econbiz.de/10001827987
Saved in:
3
Performance measurement using multiple asset class portfolio data : a study of UK pensions fund
Blake, David
;
Lehmann, Bruce Neal
;
Timmermann, Allan
-
1997
Persistent link: https://www.econbiz.de/10001469926
Saved in:
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