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subject:"Portfolio selection"
subject:"Risiko"
~isPartOf:"Elsevier finance"
~person:"Satchell, Stephen"
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Portfolio selection
Risiko
Arbitrage-Pricing-Theorie
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CAPM
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Capital-Asset-Pricing-Modell
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Factor analysis
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Faktorenanalyse
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Financial management theory
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Finanzierungstheorie
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Mathematical programming
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Mathematische Optimierung
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Mathematisches Modell
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Theorie
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Theory
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Satchell, Stephen
Knight, John
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Knight, John L.
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Sortino, Frank Alphonse
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Elsevier finance
DAE working paper
5
Quantitative finance series
5
Advances in portfolio construction and implementation
3
Cambridge working papers in economics
2
Quantitative Finance Ser
2
Quantitative finance
2
The analytics of risk model validation
2
The journal of portfolio management : JPM
2
Applied mathematical finance
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Asset and liability management tools
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Asymmetric dependence in finance : diversification, correlation and portfolio management in market downturns
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Birkbeck working papers in economics and finance : BWPEF
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Bulletin of economic research
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Butterworth-Heinemann finance
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Discussion paper in financial economics : FE
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European journal of operational research : EJOR
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Financial analysts journal : FAJ
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Forecasting expected returns in the financial markets
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Journal of banking & finance
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Journal of population economics
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Journal of time series econometrics
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Optimizing optimization : the next generation of optimization applications and theory
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Performance measurement in finance
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Studies in economics and finance
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The European journal of finance
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The Geneva papers on risk and insurance theory
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The Wiley Finance Ser.
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The journal of asset management
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The journal of asset management : a major new, international quarterly journal for the financial community
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The journal of business : B
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Value creation in multinational enterprise
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Linear factor models in finance
Knight, John
;
Knight, John L.
;
Satchell, Stephen
-
2005
Persistent link: https://www.econbiz.de/10001973380
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