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~isPartOf:"Annals of finance"
~isPartOf:"Mathematics and financial economics"
~subject:"Portfolio selection"
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Portfolio selection
Analysis of variance
6
Varianzanalyse
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Portfolio-Management
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CAPM
3
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1999-2007
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Diversity-weighted portfolios
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Hochfrequenzdaten
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Long-short strategies
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Principal component stochastic volatility model
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Annals of finance
Mathematics and financial economics
Journal of empirical finance
10
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9
European journal of operational research : EJOR
8
Working paper series / University of Zurich, Department of Economics
7
Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
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Finance research letters
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Finance India : the quarterly journal of Indian Institute of Finance
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International journal of financial engineering
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Investmentmodelle für das Asset-liability-Modelling von Versicherungsunternehmen : Abschlussbericht der Themenfeldgruppe Investmentmodelle
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Are minimum variance portfolios in multi-factor models long in low-beta assets?
Steland, Ansgar
- In:
Mathematics and financial economics
18
(
2024
)
1
,
pp. 151-170
Persistent link: https://www.econbiz.de/10015045588
Saved in:
2
Safety-first portfolio selection
Chiu, Wan-Yi
- In:
Mathematics and financial economics
15
(
2021
)
3
,
pp. 657-674
Persistent link: https://www.econbiz.de/10012586212
Saved in:
3
Robust time-consistent mean-variance portfolio selection problem with multivariate stochastic volatility
Yan, Tingjin
;
Han, Bingyan
;
Pun, Chi Seng
;
Wong, Hoi Ying
- In:
Mathematics and financial economics
14
(
2020
)
4
,
pp. 699-724
Persistent link: https://www.econbiz.de/10012321867
Saved in:
4
Small caps in international equity portfolios : the effects of variance risk
Guidolin, Massimo
;
Nicodano, Giovanna
- In:
Annals of finance
5
(
2009
)
1
,
pp. 15-48
Persistent link: https://www.econbiz.de/10003775308
Saved in:
5
Diversity-weighted portfolios with negative parameter
Vervuurt, Alexander
;
Karatzas, Ioannis
- In:
Annals of finance
11
(
2015
)
3/4
,
pp. 411-432
Persistent link: https://www.econbiz.de/10011459422
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