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subject:"Portfolio-Management"
subject:"United States"
~isPartOf:"American journal of agricultural economics"
~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"The American economic review"
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Portfolio-Management
United States
Theorie
4,101
Theory
4,101
USA
561
Portfolio selection
178
Estimation
160
Schätzung
160
Risiko
157
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156
Stochastic process
130
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130
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117
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117
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115
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115
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Lence, Sergio H.
9
Chavas, Jean-Paul
8
Chambers, Robert G.
6
Hayes, Dermot James
6
Hennessy, David A.
6
Korn, Ralf
6
Davis, George C.
5
Konno, Hiroshi
5
Alston, Julian Mark
4
Cox, Thomas Lee
4
Fabozzi, Frank J.
4
Frankel, Jeffrey A.
4
Hall, Robert Ernest
4
Holt, Matthew T.
4
Just, Richard E.
4
Platen, Eckhard
4
Pope, Rulon D.
4
Shumway, C. Richard
4
Altig, David
3
Auerbach, Alan J.
3
Azzam, Azzeddine M.
3
Babcock, Bruce A.
3
Bacchetta, Philippe
3
Blanchard, Olivier
3
Blonigen, Bruce A.
3
Caballero, Ricardo J.
3
Canner, Niko
3
Chalfant, James Allen
3
Dorfman, Jeffrey H.
3
Fackler, Paul L.
3
Forsyth, Peter A.
3
Frechette, Darren L.
3
Fulginiti, Lilyan E.
3
Gisser, Micha
3
Haltiwanger, John C.
3
Hanson, Steven D.
3
Hendricks, Kenneth
3
Huffman, Wallace E.
3
Jovanovic, Boyan
3
Kaylen, Michael S.
3
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American Agricultural Economics Association
1
Barcelona Workshop on Mathematical Finance <2017, Barcelona>
1
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American journal of agricultural economics
International journal of theoretical and applied finance
The American economic review
Working paper / National Bureau of Economic Research, Inc.
1,522
European journal of operational research : EJOR
597
Discussion paper / Centre for Economic Policy Research
438
Journal of banking & finance
366
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315
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303
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299
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288
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263
Economics letters
255
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247
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158
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International journal of production research
152
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142
Discussion paper
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138
The journal of futures markets
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Applied economics letters
131
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130
International economic review
129
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ECONIS (ZBW)
731
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1
Practical investment consequences of the scalarization parameter formulation in dynamic mean - variance portfolio optimization
Staden, Pieter M. van
;
Dang, Duy Minh
;
Forsyth, Peter A.
- In:
International journal of theoretical and applied finance
24
(
2021
)
5
,
pp. 1-49
Persistent link: https://www.econbiz.de/10012662021
Saved in:
2
Portfolio insurance under rough volatility and Volterra processes
Dupret, Jean-Loup
;
Hainaut, Donatien
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-37
Persistent link: https://www.econbiz.de/10012807860
Saved in:
3
Portfolio allocation in a Levy-type jump-diffusion model with nonlife insurance risk
Serrano, Rafael
- In:
International journal of theoretical and applied finance
24
(
2021
)
1
,
pp. 1-34
Persistent link: https://www.econbiz.de/10012650242
Saved in:
4
Survival investment strategies in a continuous-time market model with competition
Zhitlukhin, M. V.
- In:
International journal of theoretical and applied finance
24
(
2021
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10012650248
Saved in:
5
Asset dependency structures and portfolio insurance strategies
Mantilla-Garcia, Daniel
;
Horst, Enrique ter
;
Audeguil, …
- In:
International journal of theoretical and applied finance
24
(
2021
)
3
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012652614
Saved in:
6
Financing and investment strategies under creditor-maximized liquidation
Shibata, Takashi
;
Nishihara, Michi
- In:
International journal of theoretical and applied finance
24
(
2021
)
3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10012652635
Saved in:
7
Factor copula model for portfolio credit risk
Kim, Sung Ik
;
Kim, Young Shin
- In:
International journal of theoretical and applied finance
24
(
2021
)
4
,
pp. 1-25
Persistent link: https://www.econbiz.de/10012652691
Saved in:
8
Coherent risk measures and normal mixture distributions with applications in portfolio optimization
Shi, Xiang
;
Kim, Young Shin
- In:
International journal of theoretical and applied finance
24
(
2021
)
4
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012652709
Saved in:
9
Robust utility maximization in a multivariate financial market with stochastic drift
Sass, Jörn
;
Westphal, Dorothee
- In:
International journal of theoretical and applied finance
24
(
2021
)
4
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012652713
Saved in:
10
Capital allocation for set-valued risk measures
Centrone, Francesca
;
Rosazza Gianin, Emanuela
- In:
International journal of theoretical and applied finance
23
(
2020
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10012270884
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