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type:"article"
~person:"Markowitz, Harry"
~person:"Young, Virginia R."
~person:"Zhou, Guofu"
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Search: subject_exact:"Portfolio performance"
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Portfolio selection
82
Portfolio-Management
82
Theorie
52
Theory
52
CAPM
13
Capital income
13
Kapitaleinkommen
13
Financial investment
8
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8
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8
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8
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7
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7
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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
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5
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80
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Markowitz, Harry
Young, Virginia R.
Zhou, Guofu
Fabozzi, Frank J.
118
Satchell, Stephen
49
Wong, Wing Keung
47
Maurer, Raimond
36
Korn, Ralf
35
Zagst, Rudi
35
Hammoudeh, Shawkat
34
Zaremba, Adam
33
Escobar, Marcos
32
Martellini, Lionel
32
Prigent, Jean-Luc
32
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
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
Post, Thierry
23
Ang, Andrew
22
Kim, Woo Chang
22
McAleer, Michael
22
Vanduffel, Steven
22
Wong, Hoi Ying
22
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Insurance / Mathematics & economics
12
The journal of portfolio management : a publication of Institutional Investor
7
Journal of financial economics
5
Journal of financial and quantitative analysis : JFQA
4
Finance research letters
3
The journal of finance : the journal of the American Finance Association
3
The theory and practice of investment management
3
ASTIN bulletin : the journal of the International Actuarial Association
2
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2
Annual review of financial economics
2
European journal of operational research : EJOR
2
Finance and stochastics
2
Journal de la Société de Statistique de Paris
2
Journal of investment management : JOIM
2
Management science : journal of the Institute for Operations Research and the Management Sciences
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
The journal of portfolio management : JPM
2
Variations in economic analysis : essays in honor of Eli Schwartz
2
Annals of economics and finance
1
Annals of finance
1
Astin bulletin : the journal of the International Actuarial Association
1
China finance review international
1
Financial analysts' journal : FAJ
1
Financial services review : the journal of individual financial management
1
Finanzmarkt und Portfolio-Management
1
Interfaces : the INFORMS journal on the practice of operations research
1
International Journal of Portfolio Analysis and Management
1
International journal of forecasting
1
Investment management and financial management
1
Japan and the world economy : international journal of theory and policy
1
Journal of derivatives & hedge funds
1
Journal of economic dynamics & control
1
Journal of economics & business
1
Journal of empirical finance
1
Managerial multiple objective optimization
1
Marchés financiers et gestion de portefeuilles: une mise en perspective des nouveaux outils
1
Portfolio construction, measurement, and efficiency : essays in honor of Jack Treynor
1
Scandinavian actuarial journal
1
Shared capitalism at work : employee ownership, profit and gain sharing, and broad-based stock options
1
Special issue on portfolio theory
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ECONIS (ZBW)
82
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1
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:
2
Annuitizing at a bounded, absolutely continuous rate to minimize the probability of lifetime ruin
Liang, Xiaoqing
;
Young, Virginia R.
- In:
Insurance / Mathematics & economics
112
(
2023
),
pp. 80-96
Persistent link: https://www.econbiz.de/10014446728
Saved in:
3
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:
4
The Gerber statistic : a robust co-movement measure for portfolio optimization
Gerber, Sander
;
Markowitz, Harry
;
Ernst, Philip A.
; …
- In:
The journal of portfolio management : JPM
48
(
2022
)
3
,
pp. 87-102
Persistent link: https://www.econbiz.de/10013175439
Saved in:
5
A simple and nearly optimal investment strategy to minimize the probability of lifetime ruin
Liang, Xiaoqing
;
Young, Virginia R.
- In:
ASTIN bulletin : the journal of the International …
52
(
2022
)
2
,
pp. 619-643
Persistent link: https://www.econbiz.de/10013270079
Saved in:
6
Stackelberg differential game for reinsurance : mean-variance framework and random horizon
Li, Danping
;
Young, Virginia R.
- In:
Insurance / Mathematics & economics
102
(
2022
),
pp. 42-55
Persistent link: https://www.econbiz.de/10013271955
Saved in:
7
Bowley solution of a mean-variance game in insurance
Li, Danping
;
Young, Virginia R.
- In:
Insurance / Mathematics & economics
98
(
2021
),
pp. 35-43
Persistent link: https://www.econbiz.de/10012545274
Saved in:
8
Financial anomalies in portfolio construction and management
Markowitz, Harry
;
Guerard, John Baynard
;
Xu, Ganlin
; …
- In:
The journal of portfolio management : JPM
47
(
2021
)
6
,
pp. 51-64
Persistent link: https://www.econbiz.de/10012517343
Saved in:
9
Optimal reinsurance under the mean-variance premium principle to minimize the probability of ruin
Liang, Xiaoqing
;
Liang, Zhibin
;
Young, Virginia R.
- In:
Insurance / Mathematics & economics
92
(
2020
),
pp. 128-146
Persistent link: https://www.econbiz.de/10012242047
Saved in:
10
Time series momentum : is it there?
Huang, Dashan
;
Li, Jiangyuan
;
Wang, Liyao
;
Zhou, Guofu
- In:
Journal of financial economics
135
(
2020
)
3
,
pp. 774-794
Persistent link: https://www.econbiz.de/10012543228
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