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subject:"Schätzung"
type_genre:"Article in journal"
~person:"Post, Thierry"
~subject:"Portfolio selection"
~type_genre:"Konferenzschrift"
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Schätzung
Portfolio selection
Theorie
27
Theory
27
Portfolio-Management
16
Stochastic process
10
Stochastischer Prozess
10
Mathematical programming
7
Mathematische Optimierung
7
Stochastic dominance
6
Linear programming
5
Data envelopment analysis
4
Data-Envelopment-Analyse
4
Statistical test
4
Statistischer Test
4
stochastic dominance
4
CAPM
3
Nichtparametrisches Verfahren
3
Nonparametric statistics
3
Portfolio choice
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Portfolio optimization
3
Risikoaversion
3
Risk aversion
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USA
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United States
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Aktienmarkt
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Empirical likelihood
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Measurement
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Messung
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Risk
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Stock market
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Technical efficiency
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Technische Effizienz
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linear programming
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utility theory
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1990-2000
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Active portfolio management
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17
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Article in journal
Konferenzschrift
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17
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10
Graue Literatur
10
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Post, Thierry
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
Prigent, Jean-Luc
21
Markowitz, Harry
20
Bahmani-Oskooee, Mohsen
18
Satchell, Stephen
18
Forsyth, Peter A.
17
Jarrow, Robert A.
17
Lo, Andrew W.
17
Wang, Ruodu
17
Wong, Hoi Ying
17
Chang, Tsangyao
16
Gollier, Christian
16
Levy, Haim
16
Timmermann, Allan
16
Zhou, Guofu
16
Bossaerts, Peter L.
15
Brooks, Robert
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
Tiwari, Aviral Kumar
15
Vanduffel, Steven
15
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Management science : journal of the Institute for Operations Research and the Management Sciences
4
Journal of banking & finance
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometrics
1
Journal of empirical finance
1
Journal of financial and quantitative analysis : JFQA
1
Journal of productivity analysis
1
OR spectrum : quantitative approaches in management
1
The econometrics journal
1
The journal of finance : the journal of the American Finance Association
1
The review of economics and statistics
1
The review of financial studies
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ECONIS (ZBW)
17
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1
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10
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17
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1
A financial modeling approach to industry exchange-traded funds selection
Conlon, Thomas
;
Cotter, John
;
Kovalenko, Illia
;
Post, …
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014477136
Saved in:
2
Optimal portfolio choice for higher-order risk averters
Fang, Yi
;
Post, Thierry
- In:
Journal of banking & finance
137
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013460225
Saved in:
3
Stochastic bounds for reference sets in portfolio analysis
Arvanitis, Stelios
;
Post, Thierry
;
Topaloglou, Nikolas
- In:
Management science : journal of the Institute for …
67
(
2021
)
12
,
pp. 7737-7754
Persistent link: https://www.econbiz.de/10012815733
Saved in:
4
Stochastic spanning
Arvanitis, Stelios
;
Hallam, Mark
;
Post, Thierry
; …
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
4
,
pp. 573-585
Persistent link: https://www.econbiz.de/10012178998
Saved in:
5
A concave security market line
De Giorgi, Enrico
;
Post, Thierry
;
Yalçın, Atakan
- In:
Journal of banking & finance
106
(
2019
),
pp. 65-81
Persistent link: https://www.econbiz.de/10012223950
Saved in:
6
Portfolio optimization based on stochastic dominance and empirical likelihood
Post, Thierry
;
Karabati, Selcuk
;
Arvanitis, Stelios
- In:
Journal of econometrics
206
(
2018
)
1
,
pp. 167-186
Persistent link: https://www.econbiz.de/10012110374
Saved in:
7
Portfolio analysis using stochastic dominance, relative entropy, and empirical likelihood
Post, Thierry
;
Potì, Valerio
- In:
Management science : journal of the Institute for …
63
(
2017
)
1
,
pp. 153-165
Persistent link: https://www.econbiz.de/10011646360
Saved in:
8
Portfolio choice based on third-degree stochastic dominance
Post, Thierry
;
Kopa, Miloš
- In:
Management science : journal of the Institute for …
63
(
2017
)
10
,
pp. 3381-3392
Persistent link: https://www.econbiz.de/10011760503
Saved in:
9
Linear tests for decreasing absolute risk aversion stochastic dominance
Post, Thierry
;
Fang, Yi
;
Kopa, Miloš
- In:
Management science : journal of the Institute for …
61
(
2015
)
7
,
pp. 1615-1629
Persistent link: https://www.econbiz.de/10011304114
Saved in:
10
A general test for SSD portfolio efficiency
Kopa, Milos̆
;
Post, Thierry
- In:
OR spectrum : quantitative approaches in management
37
(
2015
)
3
,
pp. 703-734
Persistent link: https://www.econbiz.de/10011296708
Saved in:
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