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subject:"Portfolio selection"
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Portfolio selection
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Finance : revue de l'Association Française de Finance
Insurance / Mathematics & economics
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266
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239
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237
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1
Mutual fund screening versus weighting
Skripnik, Roman
- In:
Finance : revue de l'Association Française de Finance
44
(
2023
)
1
,
pp. 64-102
Persistent link: https://www.econbiz.de/10014253434
Saved in:
2
Why do investors buy shares of actively managed equity mutual funds? : considering the correct reference portfolio from an uninformed investor’s perspective
Burlacu, Radu
;
Fontaine, Patrice
;
Jimenez-Garcès, Sonia
- In:
Finance : revue de l'Association Française de Finance
44
(
2023
)
2
,
pp. 69-111
Persistent link: https://www.econbiz.de/10014253458
Saved in:
3
Portfolio choice and mental accounts : a comparison with traditional approaches
Hübner, Georges
;
Lejeune, Thomas
- In:
Finance : revue de l'Association Française de Finance
43
(
2022
)
1
,
pp. 95-121
Persistent link: https://www.econbiz.de/10014252545
Saved in:
4
Performance participation strategies : OBPP versus CPPP
Bertrand, Philippe
;
Prigent, Jean-Luc
- In:
Finance : revue de l'Association Française de Finance
43
(
2022
)
1
,
pp. 123-150
Persistent link: https://www.econbiz.de/10014252552
Saved in:
5
Asset pricing models with measurement error problems : a new framework with Compact Genetic Algorithms
Diyarbakirlioglu, Erkin
;
Desban, Marc
;
Lajili Jarjir, Souad
- In:
Finance : revue de l'Association Française de Finance
43
(
2022
)
2
,
pp. 1-78
Persistent link: https://www.econbiz.de/10014253276
Saved in:
6
Incentive fees with a moving benchmark and portfolio selection under loss aversion
Mellios, Constantin
;
Anh Ngoc Lai
- In:
Finance : revue de l'Association Française de Finance
43
(
2022
)
2
,
pp. 79-110
Persistent link: https://www.econbiz.de/10014253291
Saved in:
7
Timing the size risk premia
Darolles, Serge
;
LeFol, Gaëlle
;
Mero, Gulten
- In:
Finance : revue de l'Association Française de Finance
43
(
2022
)
2
,
pp. 111-158
Persistent link: https://www.econbiz.de/10014253302
Saved in:
8
Bond prices, yield spreads, and optimal capital structure with default risk
Leland, Hayne Ellis
- In:
Finance : revue de l'Association Française de Finance
40
(
2019
)
3
,
pp. 45-75
Persistent link: https://www.econbiz.de/10012154168
Saved in:
9
Conditional risk-based portfolio
Caillé, Olessia
;
Onori, Daria
- In:
Finance : revue de l'Association Française de Finance
40
(
2019
)
2
,
pp. 77-117
Persistent link: https://www.econbiz.de/10012114366
Saved in:
10
Dynamic strategies when consumption and wealth risk aversions differ
Six, Pierre
- In:
Finance : revue de l'Association Française de Finance
31
(
2010
)
2
,
pp. 93-118
Persistent link: https://www.econbiz.de/10008771751
Saved in:
11
Portfolio insurance strategies : OBPI versus CPPI
Bertrand, Philippe
;
Prigent, Jean-Luc
- In:
Finance : revue de l'Association Française de Finance
26
(
2005
)
1
,
pp. 5-32
Persistent link: https://www.econbiz.de/10003229682
Saved in:
12
Evénements extrêmes en finance
Longin, François M.
(
contributor
)
-
2002
Persistent link: https://www.econbiz.de/10001702625
Saved in:
13
Portfolio insurance : the extreme value approach to the CPPI method
Bertrand, Philippe
;
Prigent, Jean-Luc
- In:
Finance : revue de l'Association Française de Finance
23
(
2002
)
2
,
pp. 69-86
Persistent link: https://www.econbiz.de/10001702629
Saved in:
14
Multivariate extremes at work for portfolio risk management
Bouyé, Eric
- In:
Finance : revue de l'Association Française de Finance
23
(
2002
)
2
,
pp. 125-144
Persistent link: https://www.econbiz.de/10001702634
Saved in:
15
An introduction to utility maximization with partial observation
Lefèvre, David
- In:
Finance : revue de l'Association Française de Finance
23
(
2002
)
Numéro hors série
,
pp. 93-126
Persistent link: https://www.econbiz.de/10001782550
Saved in:
16
Gestion de portefeuille avec garantie : l'allocation optimale en actifs dérivés
Bertrand, Philippe
;
Lesne, Jean-Philippe
;
Prigent, Jean-Luc
- In:
Finance : revue de l'Association Française de Finance
22
(
2001
)
1
,
pp. 7-35
Persistent link: https://www.econbiz.de/10001624292
Saved in:
17
Mean-variance asset allocation for long horizons
Bajeux-Besnainou, Isabelle
;
Jordan, James V.
- In:
Finance : revue de l'Association Française de Finance
22
(
2001
)
2
,
pp. 7-23
Persistent link: https://www.econbiz.de/10001626663
Saved in:
18
The timing of arbitrage : an options approach
Lambrecht, Bart M.
- In:
Finance : revue de l'Association Française de Finance
21
(
2000
)
2
,
pp. 131-167
Persistent link: https://www.econbiz.de/10001559715
Saved in:
19
Estimation of a linear Gaussian model
Danesi, Vladimir
;
Genon-Catalot, Valentine
;
Laurent, …
- In:
Finance : revue de l'Association Française de Finance
19
(
1998
)
2
,
pp. 41-69
Persistent link: https://www.econbiz.de/10001476773
Saved in:
20
Constitution d'un portefeuille et espérance non-additive de gains : suggestions prescriptives pour la combinaison optimale d'actifs financiers
Gayant, Jean-Pascal
- In:
Finance : revue de l'Association Française de Finance
18
(
1997
)
1
,
pp. 85-99
Persistent link: https://www.econbiz.de/10001337629
Saved in:
21
La théorie duale des choix risqués et la diversification : quelques réflexions
Eeckhoudt, Louis R.
- In:
Finance : revue de l'Association Française de Finance
18
(
1997
)
1
,
pp. 77-84
Persistent link: https://www.econbiz.de/10001337644
Saved in:
22
Allocation d'actifs et prévision des rendements
Jondeau, Eric
- In:
Finance : revue de l'Association Française de Finance
18
(
1997
)
2
,
pp. 67-81
Persistent link: https://www.econbiz.de/10001247902
Saved in:
23
Responsabilité limitée et choix de portefeuille des banques
Goyeau, Daniel
- In:
Finance : revue de l'Association Française de Finance
16
(
1995
)
1
,
pp. 93-112
Persistent link: https://www.econbiz.de/10001196908
Saved in:
24
Les réseaux de neurones en finance : principes et revue de la littérature
De Bodt, Eric
- In:
Finance : revue de l'Association Française de Finance
16
(
1995
)
1
,
pp. 25-91
Persistent link: https://www.econbiz.de/10001196909
Saved in:
25
Transaction prices when insiders trade portfolios
Bossaerts, Peter L.
- In:
Finance : revue de l'Association Française de Finance
14
(
1993
)
2
,
pp. 43-60
Persistent link: https://www.econbiz.de/10001157709
Saved in:
26
Linear programming models for portfolio optimization
Speranza, Maria Grazia
- In:
Finance : revue de l'Association Française de Finance
14
(
1993
)
1
,
pp. 107-123
Persistent link: https://www.econbiz.de/10001151808
Saved in:
27
Gestion de portefeuille dans un modèle binomial en horizon infini
Bajeux-Besnainou, Isabelle
- In:
Finance : revue de l'Association Française de Finance
12
(
1991
)
2
,
pp. 53-78
Persistent link: https://www.econbiz.de/10001139189
Saved in:
28
L'évaluation et la gestion d'un portefeuille comprenant des contrats MATIF, BTAN et des options sur BTAN et sur contrats MATIF
Portait, Roland
- In:
Finance : revue de l'Association Française de Finance
10
(
1989
)
1
,
pp. 41-67
Persistent link: https://www.econbiz.de/10001079137
Saved in:
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