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subject:"Schätzung"
type_genre:"Article in journal"
~person:"Brooks, Robert"
~person:"Satchell, Stephen"
~subject:"Portfolio-Management"
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Schätzung
Portfolio-Management
Theorie
94
Theory
94
Portfolio selection
18
Estimation
17
Capital income
16
Kapitaleinkommen
16
Estimation theory
13
Schätztheorie
13
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11
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Article
33
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Article in journal
Aufsatz in Zeitschrift
33
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11
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10
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10
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8
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English
33
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Brooks, Robert
Satchell, Stephen
Fabozzi, Frank J.
49
Gil-Alaña, Luis A.
33
Caporale, Guglielmo Maria
29
Korn, Ralf
29
Wong, Wing Keung
28
Escobar, Marcos
26
Kumbhakar, Subal
25
Li, Duan
25
Serletis, Apostolos
25
Gupta, Rangan
24
Zagst, Rudi
22
Markowitz, Harry
20
Prigent, Jean-Luc
20
Bahmani-Oskooee, Mohsen
18
Forsyth, Peter A.
17
Jarrow, Robert A.
17
Lo, Andrew W.
17
Post, Thierry
17
Wang, Ruodu
17
Wong, Hoi Ying
17
Chang, Tsangyao
16
Gollier, Christian
16
Levy, Haim
16
Zhou, Guofu
16
Bossaerts, Peter L.
15
Chen, Zhiping
15
Guidolin, Massimo
15
Li, Zhongfei
15
Lien, Da-hsiang Donald
15
Lioui, Abraham
15
Moosa, Imad A.
15
Peel, David
15
Pesaran, M. Hashem
15
Platen, Eckhard
15
Račev, Svetlozar T.
15
Timmermann, Allan
15
Tiwari, Aviral Kumar
15
Vanduffel, Steven
15
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Advances in futures and options research : a research annual
3
Applied financial economics
2
International review of economics & finance : IREF
2
Journal of banking & finance
2
Quantitative finance
2
The journal of futures markets
2
Advances in investment analysis and portfolio management : a research annual
1
Applied economics letters
1
Applied mathematical finance
1
Australian economic papers
1
European journal of operational research : EJOR
1
Financial analysts journal : FAJ
1
International journal of finance & economics : IJFE
1
International review of financial analysis
1
Journal of economics and finance
1
Journal of international money and finance
1
Journal of quantitative economics : official journal of the Indian Econometric Society
1
Journal of time series econometrics
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Pacific-Basin finance journal
1
The European journal of finance
1
The financial review : the official publication of the Eastern Finance Association
1
The journal of asset management
1
The journal of asset management : a major new, international quarterly journal for the financial community
1
The journal of business : B
1
The journal of portfolio management : JPM
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ECONIS (ZBW)
33
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1
-
10
of
33
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date (oldest first)
1
Quantifying the non-Gaussian gain
Allen, David
;
Satchell, Stephen
;
Lizieri, Colin
- In:
The journal of asset management : a major new, …
25
(
2024
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10014511571
Saved in:
2
Partial moment momentum
Gao, Yang
;
Leung, Henry
;
Satchell, Stephen
- In:
Journal of banking & finance
135
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013401726
Saved in:
3
Expected surplus growth compared with mean-variance optimization
Wilcox, Jarrod
;
Satchell, Stephen
- In:
The journal of portfolio management : JPM
47
(
2021
)
4
,
pp. 145-159
Persistent link: https://www.econbiz.de/10012486057
Saved in:
4
"In defense of portfolio optimization: what if we can forecast?": a comment
Michaud, Richard O.
;
Esch, David N.
;
Michaud, Robert O.
- In:
Financial analysts journal : FAJ
76
(
2020
)
2
,
pp. 104-105
Persistent link: https://www.econbiz.de/10012261138
Saved in:
5
Investor-herding and risk-profiles : a State-Space model-based assessment
Nath, Harmindar B.
;
Brooks, Robert
- In:
Pacific-Basin finance journal
62
(
2020
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012491773
Saved in:
6
Investment decisions when utility depends on wealth and other attributes
Grant, Andrew
;
Satchell, Stephen
- In:
Quantitative finance
20
(
2020
)
3
,
pp. 499-513
Persistent link: https://www.econbiz.de/10012194904
Saved in:
7
A random walk through Mayfair : art as a luxury good and evidence from dynamic models
Campbell, Rachel
;
Satchell, Stephen
;
Srivastava, Nandini
- In:
Journal of international money and finance
95
(
2019
),
pp. 112-127
Persistent link: https://www.econbiz.de/10012135209
Saved in:
8
Risk discriminating portfolio optimization
Deshpande, Amit
;
Ertley, Brian
;
Lundin, Mark
;
Satchell, …
- In:
Quantitative finance
19
(
2019
)
2
,
pp. 177-185
Persistent link: https://www.econbiz.de/10012194647
Saved in:
9
Stock and currency market linkages : new evidence from realized spillovers in higher moments
Do, Hung Xuan
;
Brooks, Robert
;
Sirimon Treepongkaruna
; …
- In:
International review of economics & finance : IREF
42
(
2016
),
pp. 167-185
Persistent link: https://www.econbiz.de/10011625106
Saved in:
10
Assessing the idiosyncratic risk and stock returns relation in heteroskedasticity corrected predictive models using quantile regression
Nath, Harmindar B.
;
Brooks, Robert
- In:
International review of economics & finance : IREF
38
(
2015
),
pp. 94-111
Persistent link: https://www.econbiz.de/10011572339
Saved in:
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