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subject:"Geldtheorie"
subject:"Monetary policy"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Quantitative finance"
~person:"Pun, Chi Seng"
~subject:"Portfolio selection"
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Geldtheorie
Monetary policy
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Mathematische Optimierung
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Pun, Chi Seng
Escobar, Marcos
6
Stübinger, Johannes
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Yu, Jing-Rung
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Birge, John R.
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Cheng, Yuyang
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Chiou, Wan-jiun Paul
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Marzo, Massimiliano
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International review of economics & finance : IREF
Quantitative finance
Economic modelling
1
European journal of operational research : EJOR
1
Finance and stochastics
1
In Proceedings of the 29th International Joint Conference on Artificial Intelligence (IJCAI '20), 2020
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Manufacturing & service operations management : M & SOM
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Optimal multi-period transaction-cost-aware long-only portfolios and time consistency in efficiency
Pun, Chi Seng
;
Ye, Zi
- In:
Quantitative finance
23
(
2023
)
2
,
pp. 351-365
Persistent link: https://www.econbiz.de/10014232651
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A cost-effective approach to portfolio construction with range-based risk measures
Pun, Chi Seng
;
Wang, Lei
- In:
Quantitative finance
21
(
2021
)
3
,
pp. 431-447
Persistent link: https://www.econbiz.de/10012483832
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