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subject:"Portfolio selection"
~person:"Locarek-Junge, Hermann"
~person:"Escobar, Marcos"
~isPartOf:"International journal of theoretical and applied finance"
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Portfolio selection
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Locarek-Junge, Hermann
Escobar, Marcos
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Decision making and risk/return optimization in financial economics
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Decisions in economics and finance : a journal of applied mathematics
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Finance research letters
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Financial markets and portfolio management
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German financial markets and institutions: selected studies
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IMA journal of management mathematics
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Informationssysteme in der Finanzwirtschaft : mit 35 Tabellen
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International review of economics & finance : IREF
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Mathematische Methoden der Wirtschaftswissenschaften : Festschrift für Otto Opitz
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Operations research proceedings 1999 : selected papers of the Symposium on Operations Research (SOR '99), Magdeburg, September 1 - 3, 1999
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Behavioral portfolio choice under hyperbolic absolute risk aversion
Escobar, Marcos
;
Lichtenstern, Andreas
;
Zagst, Rudi
- In:
International journal of theoretical and applied finance
23
(
2020
)
7
,
pp. 1-33
Persistent link: https://www.econbiz.de/10012496902
Saved in:
2
Portfolio optimization in affine models with Markov switching
Escobar, Marcos
;
Neykova, Daniela
;
Zagst, Rudi
- In:
International journal of theoretical and applied finance
18
(
2015
)
5
,
pp. 1-46
Persistent link: https://www.econbiz.de/10011403855
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