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~subject:"Portfolio selection"
~subject:"Capital income"
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Portfolio selection
Capital income
Risikoaversion
9
Risk aversion
9
Portfolio-Management
7
Theorie
7
Theory
7
CAPM
4
Anlageverhalten
3
Behavioural finance
3
Decision under uncertainty
3
Entscheidung unter Unsicherheit
3
Kapitaleinkommen
3
Ambiguity aversion
2
Asset pricing
2
Risiko
2
Risk
2
Stochastic process
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Stochastischer Prozess
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Volatility
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Volatilität
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Agentenbasierte Modellierung
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Behavioural bias
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Betriebliche Kennzahl
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Certainty equivalence
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Cointegration
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Commodity derivative
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Commodity market
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Commodity markets
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Comparative statics
1
Copula
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Disappointment aversion
1
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Erwartungsnutzen
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7
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Chen, Junhe
1
Davison, Matt
1
Escobar, Marcos
1
Grant, Andrew
1
Hodoshima, Jiro
1
Lalancette, Simon
1
Lin, Qian
1
Ma, Guiyuan
1
Satchell, Stephen
1
Simonato, Jean-Guy
1
Tian, Dejian
1
Wang, Tianxiao
1
Wei, Jiaqin
1
Zafari, Golara
1
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1
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1
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Quantitative finance
Management science : journal of the Institute for Operations Research and the Management Sciences
23
NBER working paper series
23
European journal of operational research : EJOR
21
Insurance / Mathematics & economics
19
NBER Working Paper
18
Working paper / National Bureau of Economic Research, Inc.
17
Finance research letters
16
Journal of banking & finance
16
Research paper series / Swiss Finance Institute
15
International review of economics & finance : IREF
14
Journal of economic dynamics & control
14
Journal of financial economics
13
Economics letters
12
The review of financial studies
12
Applied economics letters
11
Journal of economic theory
11
Journal of empirical finance
11
Journal of mathematical economics
11
Annals of finance
10
Swiss Finance Institute Research Paper
10
International journal of theoretical and applied finance
9
Mathematical finance : an international journal of mathematics, statistics and financial theory
9
The North American journal of economics and finance : a journal of financial economics studies
9
International review of financial analysis
8
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
8
Applied economics
7
Discussion paper / Tinbergen Institute
7
Economic modelling
7
Finance : revue de l'Association Française de Finance
7
Finance and stochastics
7
Journal of financial and quantitative analysis : JFQA
7
Mathematical methods of operations research
7
Mathematics and financial economics
7
CESifo working papers
6
Discussion paper / Centre for Economic Policy Research
6
Discussion paper series / IZA
6
Economic theory : official journal of the Society for the Advancement of Economic Theory
6
IHS economics series : working paper
6
IMA journal of management mathematics
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ECONIS (ZBW)
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1
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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