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~subject:"Portfolio selection"
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Historical returns on portfoli...
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Portfolio selection
Portfolio-Management
19
Theorie
11
Theory
11
CAPM
10
Kapitalanlage
9
Kapitalanlage Portefeuilleplanung
9
USA
7
United States
7
Kapitalmarkt
6
Nutzen
4
Risiko
4
Dividende
3
Estimation
3
Kapitalertrag
3
Mathematical programming
3
Mathematische Optimierung
3
Schätzung
3
1934-1986
2
Anlageverhalten
2
Behavioural finance
2
Betriebsrechnungswesen
2
Capital income
2
Entscheidung
2
Kapitalanlagetechnik
2
Kapitaleinkommen
2
Kapitalzinsstruktur
2
Portfolio-insurance
2
Power-utility and prospect-theory portfolios
2
Prospect Theory
2
Prospect theory
2
Solvency
2
Statistical error
2
Statistischer Fehler
2
Utility
2
Value-at-risk and conditional-value-at-risk constraints
2
Verbrauchstheorie
2
Vereinigte Staaten
2
Vermögen
2
Wohlstandstheorie
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English
19
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Grauer, Robert R.
15
Hakansson, Nils Hemming
7
Best, Michael J.
5
Best, Michal J.
1
Gray, William S.
1
Hlouskova, Jaroslava
1
Lea, Richard B.
1
Shen, Frederick C.
1
Zhang, Xili
1
Ziemba, William T.
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Financial information requirements for security analysis : december 2-3, 1976
3
Journal of banking & finance
2
Journal of financial and quantitative analysis : JFQA
2
Management science : journal of the Institute for Operations Research and the Management Sciences
2
Computational economics
1
Finance
1
International review of financial analysis
1
Review of quantitative finance and accounting
1
The journal of business : B
1
The journal of finance : the journal of the American Finance Association
1
The journal of portfolio management : a publication of Institutional Investor
1
The quarterly journal of finance
1
The review of financial studies
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ECONIS (ZBW)
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A half century of returns on levered and unlevered portfolios of stocks, bonds, and bills, with and without small stocks
Grauer, Robert R.
- In:
The journal of business : B
59
(
1986
)
2
,
pp. 287-318
Persistent link: https://www.econbiz.de/10001010462
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2
Stein and CAPM estimators of the means in asset allocation
Grauer, Robert R.
- In:
International review of financial analysis
4
(
1995
)
1
,
pp. 35-66
Persistent link: https://www.econbiz.de/10001201560
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3
Applying portfolio change and conditional performance measures : the case of industry rotation via dynamic investment model
Grauer, Robert R.
;
Hakansson, Nils Hemming
- In:
Review of quantitative finance and accounting
17
(
2001
)
3
,
pp. 237-265
Persistent link: https://www.econbiz.de/10001748157
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4
Information needs for portfolio choice : some normative aspects
Hakansson, Nils Hemming
- In:
Financial information requirements for security …
,
(pp. 18-46)
.
1976
Persistent link: https://www.econbiz.de/10001268761
Saved in:
5
Capital growth theory
Hakansson, Nils Hemming
- In:
Finance
,
(pp. 65-86)
.
1995
Persistent link: https://www.econbiz.de/10001318023
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6
Information needs for portfolio choice : some normative aspects ; a comment
Lea, Richard B.
- In:
Financial information requirements for security …
,
(pp. 53-58)
.
1976
Persistent link: https://www.econbiz.de/10001268759
Saved in:
7
Information needs for portfolio choice : some normative aspects ; a comment
Gray, William S.
- In:
Financial information requirements for security …
,
(pp. 47-52)
.
1976
Persistent link: https://www.econbiz.de/10001268760
Saved in:
8
Normality, solvency, and portfolio choice
Grauer, Robert R.
- In:
Journal of financial and quantitative analysis : JFQA
21
(
1986
)
3
,
pp. 265-278
Persistent link: https://www.econbiz.de/10001012669
Saved in:
9
Beta in linear risk tolerance economies
Grauer, Robert R.
- In:
Management science : journal of the Institute for …
31
(
1985
)
11
,
pp. 1390-1402
Persistent link: https://www.econbiz.de/10001015549
Saved in:
10
Limiting losses may be injurious to your wealth
Grauer, Robert R.
- In:
Journal of banking & finance
37
(
2013
)
12
,
pp. 5088-5100
Persistent link: https://www.econbiz.de/10010342790
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