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~subject:"Capital income"
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Capital income
Theorie
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Zaremba, Adam
88
Diebold, Francis X.
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Bali, Turan G.
69
Bekaert, Geert
60
Timmermann, Allan
58
Bollerslev, Tim
54
Guidolin, Massimo
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Stambaugh, Robert F.
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Lo, Andrew W.
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38
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Ang, Andrew
33
Nieuwerburgh, Stijn van
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Satchell, Stephen
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Andersen, Torben
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Jagannathan, Ravi
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McMillan, David G.
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Titman, Sheridan
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Brown, Stephen J.
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Grobys, Klaus
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Moskowitz, Tobias J.
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Guirguis, Michel
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Hoesli, Martin
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Lettau, Martin
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Li, Kai
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Madan, Dilip B.
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Zhang, Lu
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Brandt, Michael W.
25
Demirtas, K. Ozgur
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Pesaran, M. Hashem
25
Clare, Andrew D.
24
Kacperczyk, Marcin
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Ludvigson, Sydney C.
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Plastun, Alex
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Centre for Economic Policy Research
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Dow Jones-Irwin
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Federal Reserve Bank of San Francisco
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Federal Reserve Bank of St. Louis
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Federal Reserve System / Division of Research and Statistics
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Frank J. Fabozzi Associates <New Hope, Pa.>
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Harvard Institute of Economic Research
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Innocenzo Gasparini Institute for Economic Research <Mailand>
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International Center for Financial Asset Management and Engineering
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Internationaler Währungsfonds / Western Hemisphere Department
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Massachusetts Institute of Technology / Department of Economics
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Pensions Institute
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Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
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University of Cambridge / Faculty of Economics
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University of Canterbury / Dept. of Economics and Finance
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University of Exeter / Department of Economics
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Universität Augsburg / Institut für Statistik und Mathematische Wirtschaftstheorie
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Universität Mannheim
2
Universität Zürich / Institut für Schweizerisches Bankwesen
2
Albert-Ludwigs-Universität Freiburg / Betriebswirtschaftliches Seminar
1
American Finance Association
1
Association for Investment Management and Research
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Finance research letters
291
NBER working paper series
288
Journal of banking & finance
285
Journal of financial economics
270
Working paper / National Bureau of Economic Research, Inc.
252
Journal of empirical finance
220
NBER Working Paper
220
International review of financial analysis
212
Pacific-Basin finance journal
148
Applied economics
133
International review of economics & finance : IREF
128
Management science : journal of the Institute for Operations Research and the Management Sciences
124
The European journal of finance
124
The journal of finance : the journal of the American Finance Association
119
The North American journal of economics and finance : a journal of financial economics studies
105
Journal of financial and quantitative analysis : JFQA
102
Applied economics letters
101
The journal of asset management
101
Review of quantitative finance and accounting
99
Journal of international financial markets, institutions & money
97
The review of financial studies
96
Research in international business and finance
93
Economics letters
90
Research paper series / Swiss Finance Institute
87
Discussion paper / Centre for Economic Policy Research
81
Applied financial economics
80
Economic modelling
80
Journal of economic dynamics & control
72
Journal of risk and financial management : JRFM
72
Journal of econometrics
68
Journal of international money and finance
67
Journal of financial markets
66
International journal of economics and finance
63
Journal of investment management : JOIM
62
Financial markets and portfolio management
61
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
59
Journal of forecasting
58
Discussion papers / CEPR
56
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
55
The journal of investing
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ECONIS (ZBW)
16,674
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1
Optimal portfolio selection with maximal risk adjusted return
Wang, Yue
;
Qiu, Zhijian
;
Qu, Xiaomei
- In:
Applied economics letters
24
(
2017
)
13/15
,
pp. 1035-1040
Persistent link: https://www.econbiz.de/10011716547
Saved in:
2
Optimal guaranteed return portfolios and the casino effect
Dert, Cees
;
Oldenkamp, Bart
-
1997
Persistent link: https://www.econbiz.de/10000969031
Saved in:
3
Ranking joint stock companies : an analysis of different multi criteria methods
Tamm, Sabrina
-
1997
Persistent link: https://www.econbiz.de/10000980431
Saved in:
4
Distribution assumption and risk constraints in portfolio optimization
Maringer, Dietmar G.
-
2003
Persistent link: https://www.econbiz.de/10001786452
Saved in:
5
An active asset management investment process for drawdown-averse investors
Reveiz-Herault, Alejandro
- In:
Intelligent systems in accounting finance and …
23
(
2016
)
1/2
,
pp. 85-96
Persistent link: https://www.econbiz.de/10011668115
Saved in:
6
Optimal solutions for optimization in practice
Roxburgh, Daryl
;
Scherer, Katja
;
Matthews, Tim
- In:
Optimizing optimization : the next generation of …
,
(pp. 53-92)
.
2010
Persistent link: https://www.econbiz.de/10003939057
Saved in:
7
Modeling, estimation, and optimization of equity portfolios with heavy-tailed distrbutions
Biglova, Almira
;
Ortobelli, Sergio
;
Račev, Svetlozar T.
; …
- In:
Optimizing optimization : the next generation of …
,
(pp. 117-141)
.
2010
Persistent link: https://www.econbiz.de/10003939075
Saved in:
8
Constrained mean-variance portfolio optimization with alternative return estimation
Georgiev, Boris
- In:
Atlantic economic journal : AEJ
42
(
2014
)
1
,
pp. 91-107
Persistent link: https://www.econbiz.de/10010364842
Saved in:
9
Robust tracking error portfolio selection with worst-case downside risk measures
Ling, Aifan
;
Sun, Jie
;
Yang, Xiaoguang
- In:
Journal of economic dynamics & control
39
(
2014
),
pp. 178-207
Persistent link: https://www.econbiz.de/10010388754
Saved in:
10
60 years portfolio optimization : practical challenges and current trends
Kolm, Petter N.
;
Tütüncü, Reha
;
Fabozzi, Frank J.
- In:
European journal of operational research : EJOR
234
(
2014
)
2
,
pp. 356-371
Persistent link: https://www.econbiz.de/10010356756
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