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subject:"Portfolio selection"
~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~subject:"Wettbewerb"
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Portfolio selection
Wettbewerb
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Portfolio-Management
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Option pricing theory
189
Optionspreistheorie
189
Mathematical programming
161
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Zhou, Xun Yu
7
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Management science : journal of the Institute for Operations Research and the Management Sciences
Mathematical finance : an international journal of mathematics, statistics and financial theory
NBER working paper series
326
European journal of operational research : EJOR
319
Insurance / Mathematics & economics
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Discussion paper / Centre for Economic Policy Research
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International review of economics & finance : IREF
96
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ECONIS (ZBW)
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Accelerability vs. scalability : R&D investment under financial constraints and competition
Lin, Danmo
- In:
Management science : journal of the Institute for …
69
(
2023
)
7
,
pp. 4078-4107
Persistent link: https://www.econbiz.de/10014338335
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2
Position and differentiation of firms in technology space
Arts, Sam
;
Cassiman, Bruno
;
Hou, Jianan
- In:
Management science : journal of the Institute for …
69
(
2023
)
12
,
pp. 7253-7265
Persistent link: https://www.econbiz.de/10014444118
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3
The endowment model and modern portfolio theory
Dimmock, Stephen G.
;
Wang, Neng
;
Yang, Jinqiang
- In:
Management science : journal of the Institute for …
70
(
2024
)
3
,
pp. 1554-1579
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4
Winners from winners : a tale of risk factors
Chib, Siddhartha
;
Zhao, Lingxiao
;
Zhou, Guofu
- In:
Management science : journal of the Institute for …
70
(
2024
)
1
,
pp. 396-414
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5
Strategic competition and self-confidence
Brilon, Stefanie
;
Grassi, Simona
;
Grieder, Manuel
; …
- In:
Management science : journal of the Institute for …
70
(
2024
)
1
,
pp. 507-525
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6
Softening competition through unilateral sharing of customer data
Choe, Chongwoo
;
Cong, Jiajia
;
Wang, Chengsi
- In:
Management science : journal of the Institute for …
70
(
2024
)
1
,
pp. 526-543
Persistent link: https://www.econbiz.de/10014470040
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7
Disclosure and competition for capital
Cheng, Stephanie F.
;
Cuny, Christine
;
Xue, Hao
- In:
Management science : journal of the Institute for …
69
(
2023
)
7
,
pp. 4312-4330
Persistent link: https://www.econbiz.de/10014338357
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8
Competition and innovation in markets for technology
Bettignies, Jean-Etienne de
;
Liu, Hua Fang
;
Robinson, …
- In:
Management science : journal of the Institute for …
69
(
2023
)
8
,
pp. 4753-4773
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9
Performance evaluation, managerial hedging, and contract termination
Huang, Yu
;
Ju, Nengjiu
;
Xing, Hao
- In:
Management science : journal of the Institute for …
69
(
2023
)
8
,
pp. 4953-4971
Persistent link: https://www.econbiz.de/10014339485
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10
Team diversity and incentives
Imhof, Lorens
;
Kräkel, Matthias
- In:
Management science : journal of the Institute for …
69
(
2023
)
4
,
pp. 2497-2516
Persistent link: https://www.econbiz.de/10014305421
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11
Monitoring value-at-risk and expected shortfall forecasts
Hoga, Yannick
;
Demetrescu, Matei
- In:
Management science : journal of the Institute for …
69
(
2023
)
5
,
pp. 2954-2971
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12
Managing the market portfolio
Hollstein, Fabian
;
Prokopczuk, Marcel
- In:
Management science : journal of the Institute for …
69
(
2023
)
6
,
pp. 3675-3696
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13
Addictive platforms
Ichihashi, Shota
;
Kim, Byung-Cheol
- In:
Management science : journal of the Institute for …
69
(
2023
)
2
,
pp. 1127-1145
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14
Hedging with an edge : parametric currency overlay
Barroso, Pedro
;
Reichenecker, Jurij-Andrei
;
Menichetti, …
- In:
Management science : journal of the Institute for …
68
(
2022
)
1
,
pp. 669-689
Persistent link: https://www.econbiz.de/10012821248
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15
Portfolio choices with many big models
Anderson, Ewan W.
;
Cheng, Ai-ru
- In:
Management science : journal of the Institute for …
68
(
2022
)
1
,
pp. 690-715
Persistent link: https://www.econbiz.de/10012821249
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16
Insider trading, competition, and real activities manipulation
Chen, Hui
;
Jorgensen, Bjorn N.
- In:
Management science : journal of the Institute for …
68
(
2022
)
2
,
pp. 1497-1511
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17
Impact of social interactions on duopoly competition with quality considerations
Geng, Xin
;
Guo, Xiaomeng
;
Xiao, Guang
- In:
Management science : journal of the Institute for …
68
(
2022
)
2
,
pp. 941-959
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18
Product lines and price discrimination in markets with information frictions
Fabra, Natalia
;
Montero, Juan-Pablo
- In:
Management science : journal of the Institute for …
68
(
2022
)
2
,
pp. 981-1001
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19
Extrapolating long-maturity bond yields for financial risk measurement
Christensen, Jens H. E.
;
López, José A.
;
Mussche, Paul L.
- In:
Management science : journal of the Institute for …
68
(
2022
)
11
,
pp. 8286-8300
Persistent link: https://www.econbiz.de/10014280151
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20
Nonconcave utility maximization with portfolio bounds
Dai, Min
;
Kou, Steven
;
Qian, Shuaijie
;
Wan, Xiangwei
- In:
Management science : journal of the Institute for …
68
(
2022
)
11
,
pp. 8368-8385
Persistent link: https://www.econbiz.de/10014280204
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21
Competitive entry of information goods under quality uncertainty
Zhang, Zan
;
Nan, Guofang
;
Li, Minqiang
;
Tan, Yong
- In:
Management science : journal of the Institute for …
68
(
2022
)
4
,
pp. 2869-2888
Persistent link: https://www.econbiz.de/10013368321
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22
Competition and agency problems within banks : evidence from insider lending
Girotti, Mattia
;
Salvadè, Federica
- In:
Management science : journal of the Institute for …
68
(
2022
)
5
,
pp. 3791-3812
Persistent link: https://www.econbiz.de/10013368945
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23
Implied ambiguity : mean-variance inefficiency and pricing errors
Hara, Chiaki
;
Honda, Toshiki
- In:
Management science : journal of the Institute for …
68
(
2022
)
6
,
pp. 4246-4260
Persistent link: https://www.econbiz.de/10013369050
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24
Does the potential to merge reduce competition?
Hackbarth, Dirk
;
Taub, Bart
- In:
Management science : journal of the Institute for …
68
(
2022
)
7
,
pp. 5364-5383
Persistent link: https://www.econbiz.de/10013369310
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25
Industry networks and the geography of firm behavior
Grieser, William
;
Lesage, James P.
;
Zekhnini, Morad
- In:
Management science : journal of the Institute for …
68
(
2022
)
8
,
pp. 6163-6183
Persistent link: https://www.econbiz.de/10013372934
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26
The willingness to pay for diversification
Mahmoud, Ola
- In:
Management science : journal of the Institute for …
68
(
2022
)
8
,
pp. 6235-6249
Persistent link: https://www.econbiz.de/10013372959
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27
Distributionally robust mean-variance portfolio selection with Wasserstein distances
Blanchet, Jose
;
Chen, Lin
;
Zhou, Xun Yu
- In:
Management science : journal of the Institute for …
68
(
2022
)
9
,
pp. 6382-6410
Persistent link: https://www.econbiz.de/10013373005
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28
The effect of outsourcing pricing algorithms on market competition
Harrington, Joseph Emmett
- In:
Management science : journal of the Institute for …
68
(
2022
)
9
,
pp. 6889-6906
Persistent link: https://www.econbiz.de/10013373132
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29
Does competition improve analysts' forecast informativeness?
Banerjee, Sanjay
- In:
Management science : journal of the Institute for …
67
(
2021
)
5
,
pp. 3219-3238
Persistent link: https://www.econbiz.de/10012581366
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30
Tail risk and robust portfolio decisions
Jin, Xing
;
Luo, Dan
;
Zeng, Xudong
- In:
Management science : journal of the Institute for …
67
(
2021
)
5
,
pp. 3254-3275
Persistent link: https://www.econbiz.de/10012581376
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31
How to play fantasy sports strategically (and win)
Haugh, Martin B.
;
Signal, Raghav
- In:
Management science : journal of the Institute for …
67
(
2021
)
1
,
pp. 72-92
Persistent link: https://www.econbiz.de/10012435254
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32
The effects of search advertising on competitors : an experiment before a merger
Golden, Joseph
;
Horton, John Joseph
- In:
Management science : journal of the Institute for …
67
(
2021
)
1
,
pp. 342-362
Persistent link: https://www.econbiz.de/10012435280
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33
A dynamic mean-variance analysis for log returns
Dai, Min
;
Jin, Hanqing
;
Kou, Steven
;
Xu, Yuhong
- In:
Management science : journal of the Institute for …
67
(
2021
)
2
,
pp. 1093-1108
Persistent link: https://www.econbiz.de/10012505370
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34
Short-sales constraints and the diversification puzzle
Reed, Adam V.
;
Saffi, Pedro A. C.
;
Van Wesep, Edward D.
- In:
Management science : journal of the Institute for …
67
(
2021
)
2
,
pp. 1159-1182
Persistent link: https://www.econbiz.de/10012505399
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35
Transaction costs, portfolio characteristics, and mutual fund performance
Busse, Jeffrey A.
;
Chordia, Tarun
;
Jiang, Lei
;
Tang, Yuehua
- In:
Management science : journal of the Institute for …
67
(
2021
)
2
,
pp. 1227-1248
Persistent link: https://www.econbiz.de/10012505424
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36
An axiomatic foundation for the expected shortfall
Wang, Ruodu
;
Zitikis, Ričardas
- In:
Management science : journal of the Institute for …
67
(
2021
)
3
,
pp. 1413-1429
Persistent link: https://www.econbiz.de/10012505987
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37
Risk, ambiguity, and the value of diversification
Berger, Loïc
;
Eeckhoudt, Louis R.
- In:
Management science : journal of the Institute for …
67
(
2021
)
3
,
pp. 1639-1647
Persistent link: https://www.econbiz.de/10012506017
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38
Competition and opacity in the financial system
Zhang, Gaoqing
- In:
Management science : journal of the Institute for …
67
(
2021
)
3
,
pp. 1895-1913
Persistent link: https://www.econbiz.de/10012506064
Saved in:
39
Announcing high prices to deter innovation
Marshall, Guillermo
;
Parra, Álvaro
- In:
Management science : journal of the Institute for …
67
(
2021
)
4
,
pp. 2448-2465
Persistent link: https://www.econbiz.de/10012522802
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40
The unintended impact of academic research on asset returns : the capital asset pricing model alpha
Horenstein, Alex R.
- In:
Management science : journal of the Institute for …
67
(
2021
)
6
,
pp. 3655-3673
Persistent link: https://www.econbiz.de/10012606964
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41
Affine modeling of credit risk, pricing of credit events, and contagion
Monfort, Alain
;
Pegoraro, Fulvio
;
Renne, Jean-Paul
; …
- In:
Management science : journal of the Institute for …
67
(
2021
)
6
,
pp. 3674-3693
Persistent link: https://www.econbiz.de/10012606968
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42
Asymmetric returns and the economic content of accruals and investment
Del Viva, Luca
;
Kothari, S. P.
;
Lambertides, Neophytos
; …
- In:
Management science : journal of the Institute for …
67
(
2021
)
6
,
pp. 3921-3942
Persistent link: https://www.econbiz.de/10012607194
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43
Incomplete information and the liquidity premium puzzle
Chen, Yingshan
;
Dai, Min
;
Goncalves-Pinto, Luis
;
Xu, Jing
; …
- In:
Management science : journal of the Institute for …
67
(
2021
)
9
,
pp. 5703-5729
Persistent link: https://www.econbiz.de/10012650154
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44
How complementors benefit from taking competition to the system level
Reisinger, Markus
;
Schmidt, Jens
;
Stieglitz, Nils
- In:
Management science : journal of the Institute for …
67
(
2021
)
8
,
pp. 5106-5123
Persistent link: https://www.econbiz.de/10012625091
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45
Revisiting Ellsberg's and Machina's paradoxes : a two-stage evaluation model under ambiguity
He, Ying
- In:
Management science : journal of the Institute for …
67
(
2021
)
11
,
pp. 6897-6914
Persistent link: https://www.econbiz.de/10012703736
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46
An experimental comparison of two exchange economies : long-lived asset vs. short-lived asset
Carbone, Enrica
;
Hey, John Denis
;
Neugebauer, Tibor
- In:
Management science : journal of the Institute for …
67
(
2021
)
11
,
pp. 6946-6962
Persistent link: https://www.econbiz.de/10012703757
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47
Stochastic bounds for reference sets in portfolio analysis
Arvanitis, Stelios
;
Post, Thierry
;
Topaloglou, Nikolas
- In:
Management science : journal of the Institute for …
67
(
2021
)
12
,
pp. 7737-7754
Persistent link: https://www.econbiz.de/10012815733
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48
Justifying mean-variance portfolio selection when asset returns are skewed
Schuhmacher, Frank
;
Kohrs, Hendrik
;
Auer, Benjamin R.
- In:
Management science : journal of the Institute for …
67
(
2021
)
12
,
pp. 7812-7824
Persistent link: https://www.econbiz.de/10012815763
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49
Predictability and the cross-section of expected returns : a challenge for asset pricing models
Schlag, Christian
;
Semenischev, Michael
;
Thimme, Julian
- In:
Management science : journal of the Institute for …
67
(
2021
)
12
,
pp. 7932-7950
Persistent link: https://www.econbiz.de/10012815810
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50
Do politicians "put their money where their mouth is?" : ideology and portfolio choice
Aiken, Adam L.
;
Ellis, Jesse A.
;
Kang, Minjeong
- In:
Management science : journal of the Institute for …
66
(
2020
)
1
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pp. 376-396
Persistent link: https://www.econbiz.de/10012156631
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