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type:"article"
~person:"Dai, Min"
~person:"Post, Thierry"
~person:"Satchell, Stephen"
~subject:"Theory"
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Search: subject_exact:"Portfolio performance"
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Theory
Portfolio selection
85
Portfolio-Management
85
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16
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16
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13
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13
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Dai, Min
Post, Thierry
Satchell, Stephen
Fabozzi, Frank J.
68
Korn, Ralf
30
Escobar, Marcos
27
Markowitz, Harry
27
Li, Duan
25
Wong, Wing Keung
25
Prigent, Jean-Luc
22
Zagst, Rudi
22
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21
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20
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18
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17
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17
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17
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16
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15
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15
Jarrow, Robert A.
15
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15
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15
Lioui, Abraham
15
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15
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15
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14
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14
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14
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13
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13
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13
Liang, Zongxia
13
Siu, Tak Kuen
13
Zeng, Yan
13
Zhou, Guofu
13
Bertrand, Philippe
12
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Management science : journal of the Institute for Operations Research and the Management Sciences
9
Journal of banking & finance
4
Advances in portfolio construction and implementation
3
Journal of financial and quantitative analysis : JFQA
2
Quantitative finance
2
The analytics of risk model validation
2
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1
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Asymmetric dependence in finance : diversification, correlation and portfolio management in market downturns
1
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1
European journal of operational research : EJOR
1
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1
Forecasting expected returns in the financial markets
1
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1
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1
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1
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1
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1
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1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
OR spectrum : quantitative approaches in management
1
Optimizing optimization : the next generation of optimization applications and theory
1
Performance measurement in finance
1
Review of economic dynamics
1
The econometrics journal
1
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1
The journal of asset management : a major new, international quarterly journal for the financial community
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1
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1
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1
The review of economics and statistics
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Value creation in multinational enterprise
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ECONIS (ZBW)
50
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1
Quantifying the non-Gaussian gain
Allen, David
;
Satchell, Stephen
;
Lizieri, Colin
- In:
The journal of asset management : a major new, …
25
(
2024
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10014511571
Saved in:
2
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:
3
Learning equilibrium mean-variance strategy
Dai, Min
;
Dong, Yuchao
;
Jia, Yanwei
- In:
Mathematical finance : an international journal of …
33
(
2023
)
4
,
pp. 1166-1212
Persistent link: https://www.econbiz.de/10014370647
Saved in:
4
A rational theory for disposition effects
Dai, Min
;
Jiang, Yipeng
;
Liu, Hong
;
Xu, Jing
- In:
Review of economic dynamics
47
(
2023
),
pp. 131-157
Persistent link: https://www.econbiz.de/10013555831
Saved in:
5
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:
6
Nonconcave utility maximization with portfolio bounds
Dai, Min
;
Kou, Steven
;
Qian, Shuaijie
;
Wan, Xiangwei
- In:
Management science : journal of the Institute for …
68
(
2022
)
11
,
pp. 8368-8385
Persistent link: https://www.econbiz.de/10014280204
Saved in:
7
Partial moment momentum
Gao, Yang
;
Leung, Henry
;
Satchell, Stephen
- In:
Journal of banking & finance
135
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013401726
Saved in:
8
A dynamic mean-variance analysis for log returns
Dai, Min
;
Jin, Hanqing
;
Kou, Steven
;
Xu, Yuhong
- In:
Management science : journal of the Institute for …
67
(
2021
)
2
,
pp. 1093-1108
Persistent link: https://www.econbiz.de/10012505370
Saved in:
9
Expected surplus growth compared with mean-variance optimization
Wilcox, Jarrod
;
Satchell, Stephen
- In:
The journal of portfolio management : JPM
47
(
2021
)
4
,
pp. 145-159
Persistent link: https://www.econbiz.de/10012486057
Saved in:
10
Robo-advising : a dynamic mean-variance approach
Dai, Min
;
Jin, Hanqing
;
Kou, Steven
;
Xu, Yuhong
- In:
Digital finance : smart data analytics, investment …
3
(
2021
)
2
,
pp. 81-97
Persistent link: https://www.econbiz.de/10012615275
Saved in:
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