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~subject:"Portfolio selection"
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Portfolio selection
Risikoaversion
9
Risk aversion
9
Portfolio-Management
7
Theorie
7
Theory
7
CAPM
4
Anlageverhalten
3
Behavioural finance
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Entscheidung unter Unsicherheit
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Risiko
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Risk
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Chen, Junhe
1
Davison, Matt
1
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1
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Ma, Guiyuan
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1
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Quantitative finance
European journal of operational research : EJOR
21
Management science : journal of the Institute for Operations Research and the Management Sciences
20
Insurance / Mathematics & economics
19
NBER working paper series
15
Journal of banking & finance
12
Research paper series / Swiss Finance Institute
12
Working paper / National Bureau of Economic Research, Inc.
12
Applied economics letters
11
Economics letters
11
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11
Journal of economic dynamics & control
11
Journal of economic theory
11
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11
NBER Working Paper
11
Annals of finance
10
International journal of theoretical and applied finance
9
Journal of financial economics
9
Mathematical finance : an international journal of mathematics, statistics and financial theory
9
International review of economics & finance : IREF
8
International review of financial analysis
8
Journal of empirical finance
8
Swiss Finance Institute Research Paper
8
Economic modelling
7
Finance and stochastics
7
Mathematical methods of operations research
7
Mathematics and financial economics
7
The North American journal of economics and finance : a journal of financial economics studies
7
The review of financial studies
7
Applied economics
6
CESifo working papers
6
Discussion paper / Tinbergen Institute
6
Economic theory : official journal of the Society for the Advancement of Economic Theory
6
Finance : revue de l'Association Française de Finance
6
IHS economics series : working paper
6
IMA journal of management mathematics
6
The European journal of finance
6
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Theory and decision : an international journal for multidisciplinary advances in decision science
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Portfolio choices : comparative statics under both expected return and volatility uncertainty
Lin, Qian
;
Tian, Dejian
- In:
Quantitative finance
21
(
2021
)
6
,
pp. 1027-1035
Persistent link: https://www.econbiz.de/10012515634
Saved in:
2
Mean-variance portfolio selection with non-negative state-dependent
risk
aversion
Wang, Tianxiao
;
Zhuo, Jin
;
Wei, Jiaqin
- In:
Quantitative finance
21
(
2021
)
4
,
pp. 657-671
Persistent link: https://www.econbiz.de/10012483844
Saved in:
3
Portfolios of value and momentum : disappointment aversion and non-normalities
Lalancette, Simon
;
Simonato, Jean-Guy
- In:
Quantitative finance
22
(
2022
)
7
,
pp. 1247-1263
Persistent link: https://www.econbiz.de/10013367897
Saved in:
4
Stock performance by utility indifference pricing and the Sharpe ratio
Hodoshima, Jiro
- In:
Quantitative finance
19
(
2019
)
2
,
pp. 327-338
Persistent link: https://www.econbiz.de/10012194656
Saved in:
5
Robust portfolios with commodities and stochastic interest rates
Chen, Junhe
;
Davison, Matt
;
Escobar, Marcos
;
Zafari, Golara
- In:
Quantitative finance
21
(
2021
)
6
,
pp. 991-1010
Persistent link: https://www.econbiz.de/10012515629
Saved in:
6
Investment decisions when utility depends on wealth and other attributes
Grant, Andrew
;
Satchell, Stephen
- In:
Quantitative finance
20
(
2020
)
3
,
pp. 499-513
Persistent link: https://www.econbiz.de/10012194904
Saved in:
7
Optimal investment and consumption under a continuous-time cointegration model with exponential utility
Ma, Guiyuan
;
Zhu, Song-Ping
- In:
Quantitative finance
19
(
2019
)
7
,
pp. 1135-1149
Persistent link: https://www.econbiz.de/10012194749
Saved in:
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