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~type_genre:"Sammelwerk"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject:"Portfolio theory"
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Portfolio selection
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Fabozzi, Frank J.
102
Wong, Wing Keung
47
Satchell, Stephen
45
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33
Korn, Ralf
33
Zaremba, Adam
33
Escobar, Marcos
31
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31
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30
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30
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29
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29
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28
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27
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26
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26
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26
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25
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25
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24
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24
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24
Faff, Robert W.
23
Forsyth, Peter A.
23
Gallagher, David R.
23
Jarrow, Robert A.
23
Kraft, Holger
23
Mensi, Walid
23
Post, Thierry
23
Guerard, John Baynard
22
McAleer, Michael
22
Vanduffel, Steven
22
Wong, Hoi Ying
22
Clare, Andrew D.
21
Nguyen, Duc Khuong
21
Račev, Svetlozar T.
21
Van Vuuren, Gary
21
Yao, Haixiang
21
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Frank J. Fabozzi Associates <New Hope, Pa.>
6
Association of European Operational Research Societies / Working Group on Financial Modelling
5
CFA Institute <Charlottesville, Va.>
4
Bank für Internationalen Zahlungsausgleich
3
Association for Investment Management and Research
2
Europäische Zentralbank
2
International Association for the Study of Insurance Economics
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Akademia Ekonomiczna Imienia Karola Adamieckiego w Katowicach
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1
Centro Interdipartimentale di Studi Internazionali sull'Economia e lo Sviluppo <Rom>
1
Chartered Alternative Investment Analyst Association
1
Conference on Future of Fund Management in India <2, 1998, Muṃbaī>
1
Conference on Strategic Asset Allocation for Central Banks and Sovereign Wealth Managers <2008, Frankfurt am Main>
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Course of the International School of Mathematics Guido Stampacchia <15, 1992, Erice>
1
Course on Stochastic Processes: Applications in Mathematical Economics <15, 1992, Erice>
1
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1
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1
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1
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1
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1
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1
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1
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1
Financial Markets Conference - Hedge Funds: Creators of Risk? <2006, Atlanta, Ga.>
1
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1
Frankreich / Commissariat Général du Plan
1
Friedrich-Schiller-Universität Jena
1
Fundacja Uniwersytetu Ekonomicznego w Krakowie
1
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Journal of banking & finance
567
Insurance / Mathematics & economics
385
European journal of operational research : EJOR
384
Finance research letters
358
International review of financial analysis
272
Journal of financial economics
263
The journal of asset management
255
The journal of portfolio management : a publication of Institutional Investor
253
Journal of economic dynamics & control
246
The journal of finance : the journal of the American Finance Association
227
International journal of theoretical and applied finance
220
Applied economics
200
Finance and stochastics
196
Journal of empirical finance
196
Management science : journal of the Institute for Operations Research and the Management Sciences
195
The review of financial studies
191
Quantitative finance
187
Mathematical finance : an international journal of mathematics, statistics and financial theory
177
Journal of financial and quantitative analysis : JFQA
174
Economic modelling
171
Risks : open access journal
167
The European journal of finance
164
The North American journal of economics and finance : a journal of financial economics studies
159
International review of economics & finance : IREF
158
Journal of risk and financial management : JRFM
157
Journal of investment management : JOIM
145
The journal of investing
140
Economics letters
137
The journal of wealth management
131
Pacific-Basin finance journal
130
Applied economics letters
128
Research in international business and finance
127
Journal of international financial markets, institutions & money
122
The journal of portfolio management : JPM
117
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
115
Journal of international money and finance
112
Applied financial economics
111
Financial markets and portfolio management
111
Computational economics
108
Investment management and financial innovations
108
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ECONIS (ZBW)
20,346
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1
Model-free
portfolio
theory
: a rough path approach
Allan, Andrew L.
;
Cuchiero, Christa
;
Liu, Chong
; …
- In:
Mathematical finance : an international journal of …
33
(
2023
)
3
,
pp. 709-765
Persistent link: https://www.econbiz.de/10014329902
Saved in:
2
Random walk and modelling stock return : evidence from international stock markets
Enow, Samuel Tabot
-
2023
Persistent link: https://www.econbiz.de/10014323343
Saved in:
3
Kelly trading and market equilibrium
Bermin, Hans-Peter
;
Holm, Magnus
- In:
International journal of theoretical and applied …
26
(
2023
)
1
,
pp. 1-33
Persistent link: https://www.econbiz.de/10014305905
Saved in:
4
Portfolio optimization with asset preselection using data envelopment analysis
Hosseinzadeh, Mohammad Mehdi
;
Ortobelli Lozza, Sergio
; …
- In:
Central European journal of operations research
31
(
2023
)
1
,
pp. 287-310
Persistent link: https://www.econbiz.de/10013536131
Saved in:
5
Estimation risk and the implicit value of index-tracking
Clark, Brian
;
Edirisinghe, Chanaka
;
Simaan, Majeed
- In:
Quantitative finance
22
(
2022
)
2
,
pp. 303-319
Persistent link: https://www.econbiz.de/10013167745
Saved in:
6
Inferences from
portfolio
theory
and efficient market hypothesis to the impact of social media on sovereign debt : Colombia, Ecuador, and Peru
Serrano-Monge, Esteban
- In:
Journal of risk and financial management : JRFM
15
(
2022
)
4
,
pp. 1-16
For three countries of similar economic characteristics, I ratify previous studies of the impact of fundamental macroeconomic and foreign exchange variables influencing country risk, as captured by the Emerging Market Bond Index (EMBI). I contribute to existing research, first by calculating a...
Persistent link: https://www.econbiz.de/10013168980
Saved in:
7
Strategic approach to investment portfolios through the prism of precious metals
Marinac, Martina
;
Vukoja, Marija
- In:
UTMS journal of economics / University of Tourism and …
13
(
2022
)
1
,
pp. 98-128
investment options, which is diversify of the investment portfolio; what is also what modern
portfolio
theory
, or Markowitz …
Persistent link: https://www.econbiz.de/10013326410
Saved in:
8
The performance of shrinkage estimator for stock portfolio selection in case of high dimensionality
Nhat Minh Nguyen
;
Nguyen Trung Duc
;
Thalassinos, Eleftherios
- In:
Journal of risk and financial management : JRFM
15
(
2022
)
6
,
pp. 1-12
Harry Markowitz introduced the Modern
Portfolio
Theory
(MPT) for the first time in 1952 which has been applied widely …
Persistent link: https://www.econbiz.de/10013273605
Saved in:
9
Coherent diversification measures in
portfolio
theory
: an axiomatic foundation
Koumou, Gilles Boevi
;
Dionne, Georges
- In:
Risks : open access journal
10
(
2022
)
11
,
pp. 1-19
diversification in
portfolio
theory
: portfolio variance and the diversification ratio. Lastly, we provide an example of a functional …
Persistent link: https://www.econbiz.de/10014225949
Saved in:
10
Political beta
Fisman, Raymond
;
Knill, April M.
;
Mityakov, Sergey
; …
- In:
Review of finance : journal of the European Finance …
26
(
2022
)
5
,
pp. 1179-1215
Persistent link: https://www.econbiz.de/10013399704
Saved in:
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