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Portfolio selection
106
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106
Theorie
73
Theory
73
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43
Transaktionskosten
43
Risiko
24
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24
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transaction costs
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145
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English
149
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Lucas, André
23
Butter, Frank A. G. den
19
Vries, Casper G. de
14
Hyung, Namwon
8
McAleer, Michael
8
Dijk, Dick van
7
Dijk, Herman K. van
7
Hoogerheide, Lennart
6
Zou, Liang
6
Koopman, Siem Jan
5
Kräussl, Roman
5
Martens, Martin
4
Menkveld, Albert J.
4
Ommeren, Jos van
4
Schwaab, Bernd
4
Allen, David E.
3
Botshekan, Mahmoud
3
Dijk, Ronald van
3
Hallerbach, Winfried G.
3
Hayat, Raphie
3
Kloek, Teunis
3
Moraga-González, José Luis
3
Pérez Amaral, Teodosio
3
Siegmann, Adriaan Hendrik
3
Adema, Yvonne
2
Alessie, Rob
2
Atanasov, Victoria
2
Banachewicz, Konrad
2
Basturk, Nalan
2
Bekkum, Sjoerd van
2
Berghuis, Ebel
2
Bertrand, Robert M. M.
2
Bonenkamp, Jan
2
Borowska, Agnieszka
2
Chang, Chia-Lin
2
Chang, Rosita P.
2
Dalhuisen, Jasper M.
2
Daníelsson, Jón
2
Dert, Cees
2
Gatarek, Lukasz
2
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Discussion paper / Tinbergen Institute
NBER working paper series
604
Journal of banking & finance
603
Working paper / National Bureau of Economic Research, Inc.
534
NBER Working Paper
438
Finance research letters
396
Insurance / Mathematics & economics
391
European journal of operational research : EJOR
389
Journal of financial economics
300
International review of financial analysis
288
Journal of economic dynamics & control
274
The journal of finance : the journal of the American Finance Association
272
The journal of portfolio management : a publication of Institutional Investor
259
Discussion paper / Centre for Economic Policy Research
258
The journal of asset management
255
The review of financial studies
233
International journal of theoretical and applied finance
232
Finance and stochastics
231
Research paper series / Swiss Finance Institute
231
Applied economics
227
SpringerLink / Bücher
217
Management science : journal of the Institute for Operations Research and the Management Sciences
212
Journal of empirical finance
203
Mathematical finance : an international journal of mathematics, statistics and financial theory
196
Journal of financial and quantitative analysis : JFQA
195
Quantitative finance
191
Economic modelling
183
International review of economics & finance : IREF
179
The European journal of finance
174
Economics letters
172
Risks : open access journal
170
Europäische Hochschulschriften / 5
167
The North American journal of economics and finance : a journal of financial economics studies
164
Journal of risk and financial management : JRFM
163
Swiss Finance Institute Research Paper
158
Journal of investment management : JOIM
147
Working paper
146
Applied economics letters
145
The journal of investing
141
Pacific-Basin finance journal
138
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ECONIS (ZBW)
149
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1
Theory of dynamic portfolio choice for maximization of survival probability
Roy, Santanu
-
1992
Persistent link: https://www.econbiz.de/10000122474
Saved in:
2
Approximating the uncertainty in portfolio optimization models with market imperfections
Klaassen, Pieter
-
1995
Persistent link: https://www.econbiz.de/10000904890
Saved in:
3
Crossed classification credibility models
Dannenburg, Dennis Ramon
-
1995
Persistent link: https://www.econbiz.de/10000908997
Saved in:
4
Portfolio choice and adjustment costs : an Euler equation approach
Broer, Dirk Peter
;
Jansen, Willem Jos
-
1995
Persistent link: https://www.econbiz.de/10000909193
Saved in:
5
Operationalizing safety first portfolio selection using extreme value theory
Jansen, Dennis W.
;
Koedijk, Kees
;
Vries, Casper G. de
-
1995
Persistent link: https://www.econbiz.de/10000909287
Saved in:
6
Mean-variance pricing and risk preferences
Mercurio, Fabio
-
1996
Persistent link: https://www.econbiz.de/10000932106
Saved in:
7
The mean-variance model with capital controls and expectations formation : a test on German portfolio data
Jansen, Willem Jos
-
1995
Persistent link: https://www.econbiz.de/10000915603
Saved in:
8
Outperforming the market using biliniarities in fundamentals and macroeconomic variables
Kloek, Teunis
;
Lucas, André
;
Dijk, Ronald van
-
1995
Persistent link: https://www.econbiz.de/10000922344
Saved in:
9
Decomposing portfolio value-at-risk : a general analysis
Hallerbach, Winfried G.
-
1999
-
Rev.
Persistent link: https://www.econbiz.de/10001375090
Saved in:
10
Value at risk as a diagnostic tool for corporates : the airline industry
Hallerbach, Winfried
;
Menkveld, Bert
-
1999
Persistent link: https://www.econbiz.de/10001363631
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