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isPartOf:"Journal of economic theory"
subject:"Portfolio selection"
~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Mathematical methods of operations research"
~subject:"Game theory"
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Portfolio selection
Game theory
Theorie
8,688
Theory
8,688
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1,999
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1,998
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907
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907
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596
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Fudenberg, Drew
14
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9
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8
Levine, David K.
8
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8
Dutta, Bhaskar
7
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7
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7
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6
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6
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6
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6
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5
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5
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5
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5
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5
Reny, Philip J.
5
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5
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4
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4
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4
Conlon, Thomas
4
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4
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4
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4
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4
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4
Kajii, Atsushi
4
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4
Lioui, Abraham
4
Morris, Stephen
4
Nowak, Andrzej S.
4
Piccione, Michele
4
Puerto, Justo
4
Qin, Cheng-zhong
4
Sen, Arunava
4
Steuer, Ralph E.
4
Tijs, Stef
4
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3
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Journal of economic theory
European journal of operational research : EJOR
Journal of empirical finance
Mathematical methods of operations research
Games and economic behavior
661
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278
Economics letters
276
Discussion paper / Center for Economic Research, Tilburg University
270
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245
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237
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236
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228
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224
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198
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194
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188
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186
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167
Finance research letters
156
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156
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129
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111
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99
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98
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98
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ECONIS (ZBW)
986
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1
Long-term dynamic asset allocation under asymmetric risk preferences
Kontosakos, Vasileios E.
;
Hwang, Soosung
; …
- In:
European journal of operational research : EJOR
312
(
2024
)
2
,
pp. 765-782
Persistent link: https://www.econbiz.de/10014456327
Saved in:
2
First passage times in portfolio optimization : a novel nonparametric approach
Zsurkis, Gabriel
;
Nicolau, João
;
Rodrigues, Paulo M. M.
- In:
European journal of operational research : EJOR
312
(
2024
)
3
,
pp. 1074-1085
Persistent link: https://www.econbiz.de/10014456467
Saved in:
3
The impact of ambiguity on dynamic portfolio selection in the epsilon-contaminated binomial market model
Petturiti, Davide
;
Vantaggi, Barbara
- In:
European journal of operational research : EJOR
314
(
2024
)
3
,
pp. 1029-1039
Persistent link: https://www.econbiz.de/10014456933
Saved in:
4
Enhancing betting against beta with stochastic dominance
Kolokolova, Olga
;
Xu, Xia
- In:
Journal of empirical finance
76
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014491900
Saved in:
5
Portfolio optimization through a network approach : network assortative mixing and portfolio diversification
Ricca, Federica
;
Scozzari, Andrea
- In:
European journal of operational research : EJOR
312
(
2024
)
2
,
pp. 700-717
Persistent link: https://www.econbiz.de/10014456319
Saved in:
6
Computing cardinality constrained portfolio selection efficient frontiers via closest correlation matrices
Steuer, Ralph E.
;
Qi, Yue
;
Wimmer, Maximilian
- In:
European journal of operational research : EJOR
313
(
2024
)
2
,
pp. 628-636
Persistent link: https://www.econbiz.de/10014456608
Saved in:
7
On solving robust log-optimal portfolio : a supporting hyperplane approximation approach
Hsieh, Chung-Han
- In:
European journal of operational research : EJOR
313
(
2024
)
3
,
pp. 1129-1139
Persistent link: https://www.econbiz.de/10014456682
Saved in:
8
Distributed mean reversion online portfolio strategy with stock network
Zhong, Yannan
;
Xu, Weijun
;
Li, Hongyi
;
Zhong, Weiwei
- In:
European journal of operational research : EJOR
314
(
2024
)
3
,
pp. 1143-1158
Persistent link: https://www.econbiz.de/10014456942
Saved in:
9
Overlapping momentum portfolios
Blanco, Ivan
;
Jesus, Miguel de
;
Remesal, Alvaro
- In:
Journal of empirical finance
72
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014476787
Saved in:
10
Time series momentum and reversal : intraday information from realized semivariance
Liu, Zhenya
;
Lu, Shanglin
;
Li, Bo
;
Wang, Shixuan
- In:
Journal of empirical finance
72
(
2023
),
pp. 54-77
Persistent link: https://www.econbiz.de/10014476799
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