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~subject:"Portfolio selection"
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Portfolio selection
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Fabozzi, Frank J.
145
Maurer, Raimond
77
Platen, Eckhard
57
Gollier, Christian
55
Korn, Ralf
48
Mitchell, Olivia S.
46
Uppal, Raman
45
Satchell, Stephen
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Ang, Andrew
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Campbell, John Y.
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Guidolin, Massimo
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Markowitz, Harry
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Lo, Andrew W.
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Prigent, Jean-Luc
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Levy, Haim
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Li, Duan
34
Zagst, Rudi
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Bodie, Zvi
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Vanduffel, Steven
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Van Wincoop, Eric
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Wong, Hoi Ying
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Härdle, Wolfgang
30
Kane, Alex
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Hens, Thorsten
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Kraft, Holger
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Račev, Svetlozar T.
29
Blake, David
28
Gomes, Francisco J.
28
Lucas, André
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Albrecht, Peter
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Bayraktar, Erhan
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Bonaparte, Yosef
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Guasoni, Paolo
27
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National Bureau of Economic Research
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Institute of Finance and Accounting <London>
15
Frank J. Fabozzi Associates <New Hope, Pa.>
12
Center for Economic Research <Tilburg>
9
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
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Springer Fachmedien Wiesbaden
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Universität Zürich / Institut für Schweizerisches Bankwesen
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European University Institute / Department of Law
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International Center for Financial Asset Management and Engineering
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Rodney L. White Center for Financial Research
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Association of European Operational Research Societies / Working Group on Financial Modelling
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Fachverlag für Wirtschafts- und Steuerrecht Schäffer <Stuttgart>
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Friedrich-Schiller-Universität Jena
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Universität Mannheim
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Goethe-Universität Frankfurt am Main
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Lunds Universitet / Nationalekonomiska Institutionen
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Pensions Institute
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Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
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World Bank
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Association for Investment Management and Research
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Bonn Graduate School of Economics
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Centre for Economic Policy Research
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Chambre de commerce et d'industrie de Paris
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Ekonomiska forskningsinstitutet <Stockholm>
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International Association for the Study of Insurance Economics
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Johannes Gutenberg-Universität Mainz
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Judge Institute of Management Studies
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Martin-Luther-Universität Halle-Wittenberg / Wirtschaftswissenschaftliche Fakultät
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OECD
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Springer-Verlag GmbH
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Technische Universität Ilmenau
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The Wharton Financial Institutions Center
3
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
3
Banco Central do Brasil
2
Bank für Internationalen Zahlungsausgleich
2
Basel Committee on Banking Supervision
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European journal of operational research : EJOR
335
Insurance / Mathematics & economics
299
Journal of banking & finance
286
NBER working paper series
271
Finance research letters
226
NBER Working Paper
221
Working paper / National Bureau of Economic Research, Inc.
212
Journal of economic dynamics & control
180
Finance and stochastics
166
Mathematical finance : an international journal of mathematics, statistics and financial theory
157
International journal of theoretical and applied finance
154
Quantitative finance
147
Journal of financial economics
141
The journal of portfolio management : a publication of Institutional Investor
133
Management science : journal of the Institute for Operations Research and the Management Sciences
131
Research paper series / Swiss Finance Institute
123
Journal of empirical finance
120
Risks : open access journal
119
The journal of finance : the journal of the American Finance Association
105
The review of financial studies
103
Economics letters
100
International review of financial analysis
99
International review of economics & finance : IREF
98
The European journal of finance
98
Economic modelling
92
Computational economics
87
Discussion paper / Centre for Economic Policy Research
87
The journal of portfolio management : JPM
84
Applied economics
83
Swiss Finance Institute Research Paper
83
The North American journal of economics and finance : a journal of financial economics studies
80
Discussion papers / CEPR
78
Mathematics and financial economics
78
The journal of asset management
77
Journal of risk and financial management : JRFM
76
Discussion paper / Tinbergen Institute
73
SpringerLink / Bücher
71
Mathematical methods of operations research
68
Journal of investment management : JOIM
63
CESifo working papers
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ECONIS (ZBW)
22,194
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1
The Marginal Cost of Capital : A Portfolio
Theory
Perspective
Levy, Haim
-
2016
theory
perspective provides a unified explanation for the price reaction to SEOs, IPOs, and stock repurchases …
Persistent link: https://www.econbiz.de/10012998225
Saved in:
2
Valuing a lost opportunity : an alternative perspective on the illiquidity discount
Baz, Jamil
;
Sapra, Steve
;
Stracke, Christian
;
Zhao, Wentao
- In:
The journal of portfolio management : JPM
47
(
2021
)
3
,
pp. 112-121
Persistent link: https://www.econbiz.de/10012423066
Saved in:
3
Robust min-max portfolio strategies for rival forecast and risk scenarios
Rustem, Berç
;
Becker, Robin G.
;
Marty, Wolfgang
- In:
Journal of economic dynamics & control
24
(
2000
)
11/12
,
pp. 1591-1621
Persistent link: https://www.econbiz.de/10001508754
Saved in:
4
Optimal portfolio policies with borrowing and shortsale constraints
Teplá, Lucie
- In:
Journal of economic dynamics & control
24
(
2000
)
11/12
,
pp. 1623-1639
Persistent link: https://www.econbiz.de/10001508757
Saved in:
5
Minimum-cost portfolio insurance
Aliprantis, Charalambos D.
;
Brown, D. J.
;
Werner, Jan
- In:
Journal of economic dynamics & control
24
(
2000
)
11/12
,
pp. 1703-1719
Persistent link: https://www.econbiz.de/10001508766
Saved in:
6
On dynamic investment strategies
Cox, John Carrington
;
Leland, Hayne Ellis
- In:
Journal of economic dynamics & control
24
(
2000
)
11/12
,
pp. 1859-1880
Persistent link: https://www.econbiz.de/10001508778
Saved in:
7
Quantifying the value of initial investment information
Amendinger, Jürgen
;
Becherer, Dirk
;
Schweizer, Martin
-
2000
Persistent link: https://www.econbiz.de/10001509224
Saved in:
8
International lending by US banks
Barron, John M.
;
Valev, Neven T.
- In:
Journal of money, credit and banking : JMCB
32
(
2000
)
3,1
,
pp. 357-381
Persistent link: https://www.econbiz.de/10001509270
Saved in:
9
Branchenorientierte Steuerung eines Kreditportfolios
Frank, Martin
-
1999
Persistent link: https://www.econbiz.de/10001509839
Saved in:
10
Bernoulli speculator and trading strategy risk
Lioui, Abraham
;
Poncet, Patrice
- In:
The journal of futures markets
20
(
2000
)
6
,
pp. 507-523
Persistent link: https://www.econbiz.de/10001509969
Saved in:
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