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~institution:"International Center for Financial Asset Management and Engineering"
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International Center for Financial Asset Management and Engineering
National Bureau of Economic Research
737
OECD
38
Institut für Schweizerisches Bankwesen <Zürich>
28
Springer Fachmedien Wiesbaden
24
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
22
Institute of Finance and Accounting <London>
20
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
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European Central Bank
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National Centre of Competence in Research North South <Bern>
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Frank J. Fabozzi Associates <New Hope, Pa.>
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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World Bank
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Center for Economic Research <Tilburg>
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Ekonomiska forskningsinstitutet <Stockholm>
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Springer International Publishing
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Departamento de Estadistica, Universidad Carlos III de Madrid
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Max-Planck-Institut für Ökonomik <Jena> / Abteilung Strategische Interaktion
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Sveriges Riksbank
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Fisher Investments Inc. <Woodside, Calif.>
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Rodney L. White Center for Financial Research
12
University of Strathclyde / Department of Economics
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Université Paris-Dauphine (Paris IX)
12
Basel Committee on Banking Supervision
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CFA Institute <Charlottesville, Va.>
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European Innovation Council and SMEs Executive Agency
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Fachverlag für Wirtschafts- und Steuerrecht Schäffer <Stuttgart>
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Goethe-Universität Frankfurt am Main
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ECONIS (ZBW)
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Optimal Asset Allocation for Pension Funds Under Mortality Risk During the Accumulation and Decumulation Phases
Battocchio, Paolo
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001795066
Saved in:
2
The allocation of assets under higher moments
Jondeau, Eric
(
contributor
);
Rockinger, Michael
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001791441
Saved in:
3
International evidence on real estate as a portfolio diversifier
Hoesli, Martin
(
contributor
);
Lekander, Jon
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001791443
Saved in:
4
Geographical versus industrial diversification : a mean variance spanning approach
Ehling, Paul
(
contributor
);
Ramos, Sofia B.
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001791454
Saved in:
5
Portfolio diversification in Europe
Adjaoute, Kpate
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001791457
Saved in:
6
The maximum drawdown as a risk measure : the role of real estate in the optimal portfolio revisited
Hamelink, Foort
(
contributor
);
Hoesli, Martin
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001791461
Saved in:
7
Quantitative selection of long-short hedge funds
Chen, Kaifeng
(
contributor
);
Passow, Alexander
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001864630
Saved in:
8
Mutual fund flows and performance in rational markets
Berk, Jonathan B.
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001865022
Saved in:
9
Mortality risk and real optimal asset allocation for pension funds
Menoncin, Francesco
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001865031
Saved in:
10
Portfolio optimization with concave transaction costs
Demchuk, Andriy
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001865036
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