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~isPartOf:"The journal of portfolio management : a publication of Institutional Investor"
~subject:"Investment Fund"
~subject:"Mathematical programming"
~type_genre:"Article in journal"
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Mathematical programming
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The journal of portfolio management : a publication of Institutional Investor
European journal of operational research : EJOR
127
Journal of banking & finance
84
Journal of financial economics
60
The journal of asset management
54
Finance research letters
48
International review of financial analysis
42
Management science : journal of the Institute for Operations Research and the Management Sciences
41
Journal of financial and quantitative analysis : JFQA
37
Journal of empirical finance
33
International journal of theoretical and applied finance
32
Finance and stochastics
31
Quantitative finance
30
Journal of investment management : JOIM
27
Computational economics
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Computers & operations research : and their applications to problems of world concern ; an international journal
25
The journal of finance : the journal of the American Finance Association
25
The European journal of finance
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The journal of wealth management
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Financial services review : the journal of individual financial management
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Research in international business and finance
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Journal of the Operational Research Society
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Pacific-Basin finance journal
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Financial markets and portfolio management
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Mathematics and financial economics
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Risks : open access journal
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Insurance / Mathematics & economics
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Investment management and financial innovations
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The North American journal of economics and finance : a journal of financial economics studies
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The review of financial studies
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Applied economics letters
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Journal of risk and financial management : JRFM
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Journal of economic dynamics & control
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Journal of mathematical finance
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The journal of investing
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Global finance journal
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OR spectrum : quantitative approaches in management
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ECONIS (ZBW)
20
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1
Managing the downside of active and passive strategies, part 1, convexity and fragilities
Douady, Raphaël
- In:
The journal of portfolio management : a publication of …
46
(
2019
)
1
,
pp. 25-37
Persistent link: https://www.econbiz.de/10012433112
Saved in:
2
Donuts : a picture of optimization applied to fundamental portfolios
Domowitz, Ian
;
Moghe, Ameya
- In:
The journal of portfolio management : a publication of …
44
(
2017
)
3
,
pp. 103-113
Persistent link: https://www.econbiz.de/10011877673
Saved in:
3
Persistence of hedge fund returns and fee-aware portfolio construction
Rudin, Alexander
- In:
The journal of portfolio management : a publication of …
44
(
2018
)
5
,
pp. 103-112
Persistent link: https://www.econbiz.de/10011879530
Saved in:
4
Currency-hedging optimization for multi-asset portfolios
Guo, Helen
;
Ryan, Laura
- In:
The journal of portfolio management : a publication of …
44
(
2018
)
2
,
pp. 100-113
Persistent link: https://www.econbiz.de/10011880112
Saved in:
5
Balancing on the life cycle : target-date funds need better diversification
Dhillon, Jusvin
;
Ilmanen, Antti
;
Liew, John
- In:
The journal of portfolio management : a publication of …
42
(
2016
)
4
,
pp. 12-27
Persistent link: https://www.econbiz.de/10011686081
Saved in:
6
Market transparency and the marking precision of bond mutual fund managers
Cici, Gjergji
;
Gibson, Scott
;
Gündüz, Yalın
; …
- In:
The journal of portfolio management : a publication of …
41
(
2015
)
2
,
pp. 126-137
Persistent link: https://www.econbiz.de/10011294186
Saved in:
7
Traditional optimization is not optimal for leverage-averse investors
Jacobs, Bruce I.
;
Levy, Kenneth N.
- In:
The journal of portfolio management : a publication of …
40
(
2014
)
2
,
pp. 30-40
Persistent link: https://www.econbiz.de/10010365121
Saved in:
8
Academic knowledge dissemination in the mutual fund industry : can mutual funds successfully adopt factor investing strategies?
Gelderen, Eduard van
;
Huij, Joop
- In:
The journal of portfolio management : a publication of …
40
(
2014
)
4
,
pp. 157-167
Persistent link: https://www.econbiz.de/10010487707
Saved in:
9
Is there alpha in institutional emerging-market equity funds?
Lin, Wenling
- In:
The journal of portfolio management : a publication of …
39
(
2013
)
4
,
pp. 106-117
Persistent link: https://www.econbiz.de/10009785980
Saved in:
10
Is the diversification benefit of frontier markets realizable by mean-variance investors? : the evidence of investable funds
Berger, Dave
;
Pukthuanthong, Kuntara
;
Yang, J. Jimmy
- In:
The journal of portfolio management : a publication of …
39
(
2013
)
4
,
pp. 36-48
Persistent link: https://www.econbiz.de/10009786071
Saved in:
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