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~isPartOf:"Journal of empirical finance"
~isPartOf:"Journal of investment management : JOIM"
~person:"Ledoit, Olivier"
~person:"Račev, Svetlozar T."
~person:"Vries, Casper G. de"
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Portfolio selection
6
Portfolio-Management
6
Aktienindex
2
Risikomaß
2
Risk measure
2
Stock index
2
Theorie
2
Theory
2
1926-1992
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6
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Ledoit, Olivier
Račev, Svetlozar T.
Vries, Casper G. de
Lo, Andrew W.
6
Menchero, Jose
6
Bhansali, Vineer
4
Levy, Moshe
4
Muralidhar, Arun S.
4
Nijman, Theodore E.
4
Das, Sanjiv R.
3
Goldberg, Lisa
3
Gouriéroux, Christian
3
Ilmanen, Antti
3
Levy, Haim
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Rhee, S. Ghon
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Scherer, Bernd
3
Wang, Yudong
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2
Ang, Andrew
2
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2
Bednarek, Ziemowit
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Blay, Kenneth
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Brown, Keith C.
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Cheng, Tingting
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Chiang, I-Hsuan Ethan
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Chou, Pin-huang
2
Christiansen, Charlotte
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Conlon, Thomas
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Harlow, W. V.
2
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2
Israel, Ronen
2
Ji, Lei
2
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2
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Journal of empirical finance
Journal of investment management : JOIM
Working paper series / University of Zurich, Department of Economics
17
Discussion paper / Tinbergen Institute
14
The Frank J. Fabozzi series
5
Handbook of heavy tailed distributions in finance
4
International journal of theoretical and applied finance
3
Journal of banking & finance
3
Journal of economic dynamics & control
3
Journal of financial econometrics
3
Report / Erasmus Center for Financial Research, Erasmus University
2
The journal of investing
2
University of Zurich, Department of Economics, Working Paper
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Valuation, financial modeling, and quantitative tools
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Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
1
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1
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Contributions to modern econometrics : from data analysis to economic policy ; [dedicated to Gerd Hansen on the occasion of his 65th Birthday]
1
De economist : Netherlands economic review ; quarterly review of the Royal Netherlands Economic Association
1
Discussion paper / Centre for Economic Policy Research
1
Discussion paper / LSE Financial Markets Group
1
Discussion paper series / IZA
1
Discussion papers / Deutsches Institut für Wirtschaftsforschung
1
Dynamic Modeling and Econometrics in Economics and Finance
1
Financie͏̈le & monetaire studies : fms
1
Frank J. Fabozzi Ser
1
International journal of Islamic and Middle Eastern finance and management
1
Investment management and financial innovations
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Mathematical methods of operations research
1
Operations research models in banking management
1
Optimizing optimization : the next generation of optimization applications and theory
1
Quantitative fund management
1
Report / Econometric Institute, Erasmus University Rotterdam
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Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
1
Risk assessment : decisions in banking and finance
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ECONIS (ZBW)
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1
Dilution of sector exposures : when does unintended indexing happen?
Stein, Michael
;
Račev, Svetlozar T.
- In:
Journal of investment management : JOIM
12
(
2014
)
3
,
pp. 59-72
Persistent link: https://www.econbiz.de/10011634662
Saved in:
2
Risk management and dynamic portfolio selection with stable paretian distributions
Ortobelli, Sergio
;
Račev, Svetlozar T.
;
Fabozzi, Frank J.
- In:
Journal of empirical finance
17
(
2010
)
2
,
pp. 195-211
Persistent link: https://www.econbiz.de/10009271854
Saved in:
3
Robust performance hypothesis testing with the Sharpe ratio
Ledoit, Olivier
;
Wolf, Michael
- In:
Journal of empirical finance
15
(
2008
)
5
,
pp. 850-859
Persistent link: https://www.econbiz.de/10003776371
Saved in:
4
Portfolio selection with heavy tails
Hyung, Namwon
;
Vries, Casper G. de
- In:
Journal of empirical finance
14
(
2007
)
3
,
pp. 383-400
Persistent link: https://www.econbiz.de/10003609845
Saved in:
5
Improved estimation of the covariance matrix of stock returns with an application to portfolio selection
Ledoit, Olivier
;
Wolf, Michael
- In:
Journal of empirical finance
10
(
2003
)
5
,
pp. 603-621
Persistent link: https://www.econbiz.de/10001806971
Saved in:
6
Portfolio selection with limited downside risk
Jansen, Dennis W.
;
Koedijk, Kees
;
Vries, Casper G. de
- In:
Journal of empirical finance
7
(
2000
)
3/4
,
pp. 247-269
Persistent link: https://www.econbiz.de/10001557717
Saved in:
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