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~subject:"Portfolio selection"
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Portfolio selection
Theorie
52
Theory
51
Portfolio-Management
22
Anlageverhalten
17
Behavioural finance
17
China
16
Kreditrisiko
15
Credit risk
14
Risikoprämie
14
Risk premium
14
Capital income
13
Kapitaleinkommen
13
USA
13
United States
13
Credit derivative
11
Kreditderivat
11
Börsenkurs
10
Share price
10
Capital structure
9
Credit insurance
9
Kreditversicherung
9
Estimation
8
Institutional investor
8
Institutioneller Investor
8
Investment Fund
8
Investmentfonds
8
Kapitalstruktur
8
Schätzung
8
Innovation
7
Lieferkette
7
Supply chain
7
Yield curve
7
Zinsstruktur
7
Börsengang
6
Capital market returns
6
Financial analysis
6
Finanzanalyse
6
Fusion
6
Initial public offering
6
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Undetermined
8
Free
3
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Article
14
Book / Working Paper
8
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Article in journal
14
Aufsatz in Zeitschrift
14
Arbeitspapier
8
Graue Literatur
8
Non-commercial literature
8
Working Paper
8
Language
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English
22
Author
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Garlappi, Lorenzo
17
Uppal, Raman
9
Wang, Tan
5
DeMiguel, Victor
4
Yan, Hong
4
Carlson, Murray
3
Chapman, David A.
3
Kaniel, Ron
3
Skoulakis, Georgios
3
Boyle, Phelim P.
2
Huang, Jennifer
2
Nogales, Francisco J.
2
Brown, Keith C.
1
Daniel, Kent
1
Liu, Clark
1
Naik, Vasanttilak
1
Shu, Tao
1
Slive, Joshua
1
Song, Zhongzhi
1
Sulaeman, Johan
1
Tiu, Cristian
1
Wei, Kelsey D.
1
Xiao, Kairong
1
Yeung, P. Eric
1
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University of British Columbia / Finance Division
1
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Discussion paper / Centre for Economic Policy Research
5
Management science : journal of the Institute for Operations Research and the Management Sciences
3
The review of financial studies
3
Computational economics
1
Finance working papers
1
Financial management : FM
1
IFA working paper
1
International review of finance
1
Journal of financial markets
1
Journal of public economics
1
Mathematics and financial economics
1
Review of finance : journal of the European Finance Association
1
The quarterly journal of finance
1
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ECONIS (ZBW)
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Life is too short? : bereaved managers and investment decisions
Liu, Clark
;
Sulaeman, Johan
;
Shu, Tao
;
Yeung, P. Eric
- In:
Review of finance : journal of the European Finance …
27
(
2023
)
4
,
pp. 1373-1421
Persistent link: https://www.econbiz.de/10014318287
Saved in:
2
Portfolio selection with multiple risky assets and capital gains taxes
Garlappi, Lorenzo
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001598538
Saved in:
3
Portfolio selection with parameter and model uncertainty : a multi-prior approach
Garlappi, Lorenzo
;
Uppal, Raman
;
Wang, Tan
-
2005
Persistent link: https://www.econbiz.de/10003023172
Saved in:
4
How inefficient is the 1/N asset-allocation strategy?
DeMiguel, Victor
;
Garlappi, Lorenzo
;
Uppal, Raman
-
2005
Persistent link: https://www.econbiz.de/10003025635
Saved in:
5
Solving consumption and portfolio choice problems : the state variable decomposition method
Garlappi, Lorenzo
;
Skoulakis, Georgios
- In:
The review of financial studies
23
(
2010
)
9
,
pp. 3346-3400
Persistent link: https://www.econbiz.de/10008664113
Saved in:
6
Keynes meets Markowitz : the trade-off between familiarity and diversification
Boyle, Phelim P.
;
Garlappi, Lorenzo
;
Uppal, Raman
;
Wang, Tan
-
2010
Persistent link: https://www.econbiz.de/10003948898
Saved in:
7
Taylor series approximations to expected utility and optimal portfolio choice
Garlappi, Lorenzo
;
Skoulakis, Georgios
- In:
Mathematics and financial economics
5
(
2011
)
2
,
pp. 121-156
Persistent link: https://www.econbiz.de/10009315536
Saved in:
8
Asset allocation and portfolio performance : evidence from university endowment funds
Brown, Keith C.
;
Garlappi, Lorenzo
;
Tiu, Cristian
- In:
Journal of financial markets
13
(
2010
)
2
,
pp. 268-294
Persistent link: https://www.econbiz.de/10009262107
Saved in:
9
Keynes meets Markowitz : the trade-off between familiarity and diversification
Boyle, Phelim P.
;
Garlappi, Lorenzo
;
Uppal, Raman
;
Wang, Tan
- In:
Management science : journal of the Institute for …
58
(
2012
)
2
,
pp. 253-272
Persistent link: https://www.econbiz.de/10009512174
Saved in:
10
Numerical solutions to dynamic portfolio problems : the case for value function iteration using Taylor approximation
Garlappi, Lorenzo
;
Skoulakis, Georgios
- In:
Computational economics
33
(
2009
)
2
,
pp. 193-207
Persistent link: https://www.econbiz.de/10003811680
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