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  • Search: subject:"dynamic portfolio optimisation"
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Year of publication
Subject
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Portfolio selection 3 Portfolio-Management 3 Dynamic portfolio optimisation 2 Theorie 2 Theory 2 (Strong) Time-consistency 1 Altersvorsorge 1 Capital market line 1 Choquet expectation 1 Distortion 1 Dynamic risk measure 1 Efficient frontier 1 Financial market 1 Finanzmarkt 1 Gesetzliche Rentenversicherung 1 Investment Fund 1 Investmentfonds 1 Limit theorem 1 Mandatory pension system 1 Measurement 1 Messung 1 Pension finance 1 Pension fund 1 Pensionskasse 1 Poland 1 Polen 1 Private Altersvorsorge 1 Private retirement provision 1 Public pension system 1 Rentenfinanzierung 1 Retirement provision 1 Risiko 1 Risikomaß 1 Risk 1 Risk measure 1 Roy’s safety-first criterion 1 Shariah-compliant firms 1 Sharpe ratios 1 Spectral risk measure 1 US firms 1
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Undetermined 3
Type of publication
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Article 3
Type of publication (narrower categories)
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Article in journal 3 Aufsatz in Zeitschrift 3
Language
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English 3
Author
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Abdul Halim, Asyraf 1 Kurach, Radosław 1 Kuśmierczyk, Paweł 1 Madan, Dilip B. 1 Mohd Edil Abd Sukor 1 Papla, Daniel 1 Pistorius, M. 1 Stadje, M. 1
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Published in...
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Applied economics 1 Finance and stochastics 1 Journal of Islamic accounting and business research 1
Source
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ECONIS (ZBW) 3
Showing 1 - 3 of 3
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Portfolio optimisation of Shariah-compliant samples in the USA
Mohd Edil Abd Sukor; Abdul Halim, Asyraf - In: Journal of Islamic accounting and business research 14 (2023) 1, pp. 34-57
Persistent link: https://www.econbiz.de/10013536444
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The optimal portfolio for the two-pillar mandatory pension system : the case of Poland
Kurach, Radosław; Kuśmierczyk, Paweł; Papla, Daniel - In: Applied economics 51 (2019) 23, pp. 2552-2565
Persistent link: https://www.econbiz.de/10012196717
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On dynamic spectral risk measures, a limit theorem and optimal portfolio allocation
Madan, Dilip B.; Pistorius, M.; Stadje, M. - In: Finance and stochastics 21 (2017) 4, pp. 1073-1102
Persistent link: https://www.econbiz.de/10011944476
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