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~subject:"Portfolio selection"
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Portfolio selection
Theorie
35
Theory
35
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30
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17
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8
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8
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8
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investment horizon
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Decision under uncertainty
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Entscheidung unter Unsicherheit
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4
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3
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English
30
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Levy, Moshe
29
Levy, Haim
14
Roll, Richard
4
Kaplanski, Guy
2
Duchin, Ran
1
Huang, Rachel J.
1
Levy, Matthew
1
Liguori, Eric
1
Tzeng, Larry Y.
1
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1
Zhao, Lin
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European journal of operational research : EJOR
4
Journal of banking & finance
4
Journal of investment management : JOIM
4
Management science : journal of the Institute for Operations Research and the Management Sciences
2
Applied mathematical finance
1
Finance research letters
1
Journal of financial and quantitative analysis : JFQA
1
Journal of small business & enterprise development
1
Risks : open access journal
1
The journal of investing : JOI
1
The journal of portfolio management : a publication of Institutional Investor
1
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ECONIS (ZBW)
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Prospect theory and mean-variance analysis
Levy, Haim
;
Levy, Moshe
- In:
The review of financial studies
17
(
2004
)
4
,
pp. 1015-1041
Persistent link: https://www.econbiz.de/10002396431
Saved in:
2
Disagreement, portfolio optimization, and excess volatility
Duchin, Ran
;
Levy, Moshe
- In:
Journal of financial and quantitative analysis : JFQA
45
(
2010
)
3
,
pp. 623-640
Persistent link: https://www.econbiz.de/10008657215
Saved in:
3
On the spurious correlation between sample betas and mean returns
Levy, Moshe
- In:
Applied mathematical finance
19
(
2012
)
3/4
,
pp. 341-360
Persistent link: https://www.econbiz.de/10009710969
Saved in:
4
The benefits of differential variance-based constraints in portfolio optimization
Levy, Haim
;
Levy, Moshe
- In:
European journal of operational research : EJOR
234
(
2014
)
2
,
pp. 372-381
Persistent link: https://www.econbiz.de/10010356754
Saved in:
5
Portfolio selection in a two-regime world
Levy, Moshe
;
Kaplanski, Guy
- In:
European journal of operational research : EJOR
242
(
2015
)
2
,
pp. 514-524
Persistent link: https://www.econbiz.de/10010491664
Saved in:
6
The home bias is here to stay
Levy, Haim
;
Levy, Moshe
- In:
Journal of banking & finance
47
(
2014
),
pp. 29-40
Persistent link: https://www.econbiz.de/10010506513
Saved in:
7
Keeping up with the Joneses and optimal diversification
Levy, Moshe
;
Levy, Haim
- In:
Journal of banking & finance
58
(
2015
),
pp. 29-38
Persistent link: https://www.econbiz.de/10011543860
Saved in:
8
Measuring portfolio performance : Sharpe, alpha, or the geometric mean?
Levy, Moshe
- In:
Journal of investment management : JOIM
15
(
2017
)
3
,
pp. 6-22
Persistent link: https://www.econbiz.de/10011914779
Saved in:
9
Seeking alpha? : it's a bad guideline for portfolio optimization
Levy, Moshe
;
Roll, Richard
- In:
The journal of portfolio management : a publication of …
42
(
2016
)
5
,
pp. 107-112
Persistent link: https://www.econbiz.de/10011686777
Saved in:
10
It's easy to beat the market
Levy, Moshe
- In:
Journal of investment management : JOIM
14
(
2016
)
3
,
pp. 38-50
Persistent link: https://www.econbiz.de/10011691083
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