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type:"article"
~person:"Korn, Ralf"
~person:"Post, Thierry"
~person:"Wong, Hoi Ying"
~person:"Zhou, Guofu"
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Search: subject_exact:"Portfolio performance"
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| 5 applied filters
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Portfolio selection
106
Portfolio-Management
106
Theorie
76
Theory
76
Stochastic process
20
Stochastischer Prozess
20
Mathematical programming
16
Mathematische Optimierung
16
CAPM
14
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12
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12
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10
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10
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8
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8
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7
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6
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6
Option pricing theory
6
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Analysis of variance
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Decision under uncertainty
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Entscheidung unter Unsicherheit
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Estimation
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Financial crisis
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Portfolio optimization
5
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104
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2
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English
106
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Korn, Ralf
Post, Thierry
Wong, Hoi Ying
Zhou, Guofu
Fabozzi, Frank J.
118
Satchell, Stephen
49
Wong, Wing Keung
47
Maurer, Raimond
36
Zagst, Rudi
35
Hammoudeh, Shawkat
34
Zaremba, Adam
33
Escobar, Marcos
32
Martellini, Lionel
32
Prigent, Jean-Luc
32
Markowitz, Harry
31
Račev, Svetlozar T.
31
Guidolin, Massimo
30
Li, Duan
30
Platen, Eckhard
30
Kang, Sang Hoon
29
Auer, Benjamin R.
28
Kraft, Holger
28
Lo, Andrew W.
28
Levy, Haim
27
Tiwari, Aviral Kumar
27
Gollier, Christian
26
Scherer, Bernd
25
Young, Virginia R.
25
Hens, Thorsten
24
Jarrow, Robert A.
24
Faff, Robert W.
23
Forsyth, Peter A.
23
Gallagher, David R.
23
Guerard, John Baynard
23
Mensi, Walid
23
Nguyen, Duc Khuong
23
Ang, Andrew
22
Kim, Woo Chang
22
McAleer, Michael
22
Vanduffel, Steven
22
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International journal of theoretical and applied finance
7
Insurance / Mathematics & economics
6
Journal of financial and quantitative analysis : JFQA
6
Management science : journal of the Institute for Operations Research and the Management Sciences
6
Journal of financial economics
5
Mathematical methods of operations research
5
The journal of portfolio management : a publication of Institutional Investor
5
Mathematical finance : an international journal of mathematics, statistics and financial theory
4
Decisions in economics and finance : DEF ; a journal of applied mathematics
3
European journal of operational research : EJOR
3
IMA journal of management mathematics
3
Journal of banking & finance
3
Journal of empirical finance
3
Operations research letters
3
Quantitative finance
3
Finance and stochastics
2
Finance research letters
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Mathematics and financial economics
2
OR spectrum : quantitative approaches in management
2
Risks : open access journal
2
The journal of finance : the journal of the American Finance Association
2
The review of financial studies
2
Advances in risk management
1
Analytical models for financial modeling and risk management
1
Annals of economics and finance
1
Annals of operations research
1
Annual review of financial economics
1
Applied mathematical finance
1
China finance review international
1
Computational Management Science : CMS
1
Computational economics
1
Economic modelling
1
Financial analysts' journal : FAJ
1
International Journal of Portfolio Analysis and Management
1
International journal of theoretical and applied finance : IJTAF
1
Japan and the world economy : international journal of theory and policy
1
Journal of derivatives & hedge funds
1
Journal of econometrics
1
Journal of economic dynamics & control
1
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ECONIS (ZBW)
106
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1
Time-consistent mean-variance reinsurance-investment problem with long-range dependent mortality rate
Wang, Ling
;
Chiu, Mei Choi
;
Wong, Hoi Ying
- In:
Scandinavian actuarial journal
2023
(
2023
)
2
,
pp. 123-152
Persistent link: https://www.econbiz.de/10014325034
Saved in:
2
The impact of large investors on the portfolio optimization of single-family houses in housing markets
Yilmaz, Bilgi
;
Korn, Ralf
;
Selcuk-Kestel, A. Sevtap
- In:
Computational economics
61
(
2023
)
2
,
pp. 855-873
Persistent link: https://www.econbiz.de/10014228464
Saved in:
3
Optimal portfolios in the presence of stress scenarios : a worst-case approach
Korn, Ralf
;
Müller, Lukas
- In:
Mathematics and financial economics
16
(
2022
)
1
,
pp. 153-185
Persistent link: https://www.econbiz.de/10013167740
Saved in:
4
Variance reduction for risk measures with importance sampling in nested simulation
Xing, Yue
;
Sit, Tony
;
Wong, Hoi Ying
- In:
Quantitative finance
22
(
2022
)
4
,
pp. 657-673
Persistent link: https://www.econbiz.de/10013367849
Saved in:
5
Winners from winners : a tale of risk factors
Chib, Siddhartha
;
Zhao, Lingxiao
;
Zhou, Guofu
- In:
Management science : journal of the Institute for …
70
(
2024
)
1
,
pp. 396-414
Persistent link: https://www.econbiz.de/10014470017
Saved in:
6
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:
7
Portfolio liquidation with delayed information
Yan, Tingjin
;
Chiu, Mei Choi
;
Wong, Hoi Ying
- In:
Economic modelling
126
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014461590
Saved in:
8
Managing reputational risk in the decumulation phase of a pension fund
Boado-Penas, M. Carmen
;
Brinker, Leonie V.
;
Eisenberg, Julia
- In:
Insurance / Mathematics & economics
109
(
2023
),
pp. 52-68
Persistent link: https://www.econbiz.de/10014282469
Saved in:
9
Anomalies and the expected market return
Xi, Dong
;
Li, Yan
;
Rapach, David E.
;
Zhou, Guofu
- In:
The journal of finance : the journal of the American …
77
(
2022
)
1
,
pp. 639-681
Persistent link: https://www.econbiz.de/10012796524
Saved in:
10
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
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