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~institution:"Uniwersytet Warszawski / Wydział Nauk Ekonomicznych"
~subject:"Portfolio selection"
~type_genre:"Amtsdruckschrift"
~type_genre:"Working Paper"
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Portfolio selection
Portfolio-Management
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Behavioural finance
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Kapitalmarkttheorie
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Risikoprämie
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Risk premium
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Welt
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Amtsdruckschrift
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Sakowski, Paweł
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Ślepaczuk, Robert
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Chlebus, Marcin
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Kość, Krzysztof
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Uniwersytet Warszawski / Wydział Nauk Ekonomicznych
National Bureau of Economic Research
48
Institute of Finance and Accounting <London>
19
Rodney L. White Center for Financial Research
12
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Center for Economic Research <Tilburg>
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Pensions Institute
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Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
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Erasmus Research Institute of Management
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Ekonomiska forskningsinstitutet <Stockholm>
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European University Institute / Department of Law
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Federal Reserve Bank of St. Louis
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International Center for Financial Asset Management and Engineering
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Institut für Weltwirtschaft
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Judge Institute of Management Studies
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Københavns Universitet / Økonomisk Institut
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University of Cambridge / Department of Applied Economics
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Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
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Universitat Pompeu Fabra / Departament d'Economia i Empresa
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University of Canterbury / Dept. of Economics and Finance
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University of Chicago / Center for Research in Security Prices
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Basel Committee on Banking Supervision
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Bonn Graduate School of Economics
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International Monetary Fund
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London School of Economics and Political Science
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Rijksuniversiteit Gent / Faculteit Economie en Bedrijfskunde
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The Wharton Financial Institutions Center
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Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
3
University of British Columbia / Finance Division
3
Albert-Ludwigs-Universität Freiburg / Betriebswirtschaftliches Seminar
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Banco Central do Brasil
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Centro de Estudios Macroeconómicos de Argentina / Universidad
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Momentum and contrarian effects on the cryptocurrency market
Kość, Krzysztof
;
Sakowski, Paweł
;
Ślepaczuk, Robert
-
Uniwersytet Warszawski / Wydział Nauk Ekonomicznych
-
2018
Persistent link: https://www.econbiz.de/10011912640
Saved in:
2
Can we invest based on equity risk premia and risk factors from multi-factor models?
Sakowski, Paweł
;
Ślepaczuk, Robert
;
Wywiał, Mateusz
-
Uniwersytet Warszawski / Wydział Nauk Ekonomicznych
-
2016
Persistent link: https://www.econbiz.de/10011788243
Saved in:
3
Applying exogenous variables and regime switching to multifactor models on equity indices
Sakowski, Paweł
;
Ślepaczuk, Robert
;
Wywiał, Mateusz
-
Uniwersytet Warszawski / Wydział Nauk Ekonomicznych
-
2016
Persistent link: https://www.econbiz.de/10011788247
Saved in:
4
One-day prediction of state of turbulence for portfolio : models for binary dependent variable
Chlebus, Marcin
-
Uniwersytet Warszawski / Wydział Nauk Ekonomicznych
-
2015
Persistent link: https://www.econbiz.de/10011755179
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