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~isPartOf:"Applied financial economics"
~isPartOf:"European journal of operational research : EJOR"
~subject:"Betafaktor"
~subject:"CAPM"
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Search: subject_exact:"Portfolio-Selektion"
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Betafaktor
CAPM
Portfolio selection
495
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495
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300
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122
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Applied financial economics
European journal of operational research : EJOR
Journal of banking & finance
64
NBER working paper series
64
Finance research letters
58
Journal of financial economics
56
Journal of empirical finance
53
Working paper / National Bureau of Economic Research, Inc.
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NBER Working Paper
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International review of financial analysis
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The review of financial studies
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Management science : journal of the Institute for Operations Research and the Management Sciences
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International review of economics & finance : IREF
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Finance and stochastics
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Financial markets and portfolio management
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Swiss Finance Institute Research Paper
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Journal of risk and financial management : JRFM
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Pacific-Basin finance journal
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Review of quantitative finance and accounting
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1
Robust consumption and portfolio choice with derivatives trading
Wei, Pengyu
;
Yang, Charles
;
Zhuang, Yi
- In:
European journal of operational research : EJOR
304
(
2023
)
2
,
pp. 832-850
Persistent link: https://www.econbiz.de/10013534570
Saved in:
2
A relative robust approach on expected returns with bounded CVaR for portfolio selection
Benati, Stefano
;
Sánchez Conde, Eduardo
- In:
European journal of operational research : EJOR
296
(
2022
)
1
,
pp. 332-352
Persistent link: https://www.econbiz.de/10012820171
Saved in:
3
An inter-temporal CAPM based on first order stochastic dominance
Levy, Moshe
- In:
European journal of operational research : EJOR
298
(
2022
)
2
,
pp. 734-739
Persistent link: https://www.econbiz.de/10013206894
Saved in:
4
Reconciling mean-variance portfolio theory with non-Gaussian returns
Lassance, Nathan
- In:
European journal of operational research : EJOR
297
(
2022
)
2
,
pp. 729-740
Persistent link: https://www.econbiz.de/10013259928
Saved in:
5
Second order of stochastic dominance efficiency vs mean variance efficiency
Malavasi, Matteo
;
Ortobelli Lozza, Sergio
;
Trück, Stefan
- In:
European journal of operational research : EJOR
290
(
2021
)
3
,
pp. 1192-1206
Persistent link: https://www.econbiz.de/10012495268
Saved in:
6
Large portfolio losses in a turbulent market
Tang, Qihe
;
Tong, Zhiwei
;
Yang, Yang
- In:
European journal of operational research : EJOR
292
(
2021
)
2
,
pp. 755-769
Persistent link: https://www.econbiz.de/10012502397
Saved in:
7
Horses for courses : mean-variance for asset allocation and 1/N for stock selection
Platanakis, Emmanouil
;
Sutcliffe, Charles M. S.
;
Ye, Xiaoxia
- In:
European journal of operational research : EJOR
288
(
2021
)
1
,
pp. 302-317
Persistent link: https://www.econbiz.de/10012496562
Saved in:
8
Stocks for the log-run and constant relative risk aversion preferences
Levy, Moshe
- In:
European journal of operational research : EJOR
277
(
2019
)
3
,
pp. 1163-1168
Persistent link: https://www.econbiz.de/10012102249
Saved in:
9
Black-Litterman model for continuous distributions
Palczewski, Andrzej
;
Palczewski, Jan
- In:
European journal of operational research : EJOR
273
(
2019
)
2
,
pp. 708-720
Persistent link: https://www.econbiz.de/10011987580
Saved in:
10
The dynamic Black-Litterman approach to asset allocation
Harris, Richard D. F.
;
Stoja, Evarist
;
Tan, Linzhi
- In:
European journal of operational research : EJOR
259
(
2017
)
3
,
pp. 1085-1096
Persistent link: https://www.econbiz.de/10011695536
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