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Keynes Meets Markowitz: The Tr...
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Portfolio selection
Theorie
174
Theory
173
Portfolio-Management
88
CAPM
37
Volatility
32
Volatilität
32
Allgemeines Gleichgewicht
29
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27
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27
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24
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23
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23
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22
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22
Incomplete market
20
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20
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18
Behavioural finance
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Capital income
17
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17
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Kapitaleinkommen
17
USA
16
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portfolio choice
15
Estimation
14
Schätzung
14
Transaction costs
14
Transaktionskosten
14
Allocative efficiency
12
Allokationseffizienz
12
Intertemporal allocation
12
Intertemporale Allokation
12
Kaufkraftparität
12
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Free
40
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58
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English
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Uppal, Raman
68
Garlappi, Lorenzo
17
DeMiguel, Victor
16
Vilkov, Grigory
14
Boyle, Phelim P.
13
Dumas, Bernard
11
Kurshev, Alexander
11
Wang, Tan
11
Buss, Adrian
10
Nogales, Francisco J.
7
Bhamra, Harjoat Singh
6
Kogan, Leonid
6
Das, Sanjiv R.
4
Martin-Utrera, Alberto
4
Plyakha, Yuliya
4
Skoulakis, Georgios
3
Makarov, Igor
2
Martín-Utrera, Alberto
2
Tian, Weidong
2
Zaffaroni, Paolo
2
Bernard, Carole
1
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1
Brown, Keith C.
1
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1
Daniel, Kent
1
Feng, Shui
1
Huang, Jennifer
1
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1
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1
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1
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1
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1
Sercu, Piet
1
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1
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1
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1
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1
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Institute of Finance and Accounting <London>
7
National Bureau of Economic Research
3
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1
Rodney L. White Center for Financial Research
1
University of British Columbia / Finance Division
1
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Discussion paper / Centre for Economic Policy Research
14
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9
The journal of finance : the journal of the American Finance Association
6
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5
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4
Discussion papers / CEPR
3
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3
Management science : journal of the Institute for Operations Research and the Management Sciences
3
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3
Journal of economic dynamics & control
2
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2
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2
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2
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2
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1
Advances in futures and options research : a research annual
1
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ECONIS (ZBW)
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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:
2
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:
3
Ambiguity aversion and the puzzle of own-company stock in pension plans
Boyle, Phelim P.
(
contributor
);
Uppal, Raman
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001777031
Saved in:
4
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:
5
Portfolio selection with parameter and model uncertainty : a multi-prior approach
Garlappi, Lorenzo
;
Uppal, Raman
;
Wang, Tan
-
2005
Persistent link: https://www.econbiz.de/10002863194
Saved in:
6
Portfolio selection with parameter and model uncertainty : a multi-prior approach
Garlappi, Lorenzo
;
Uppal, Raman
;
Wang, Tan
- In:
The review of financial studies
20
(
2007
)
1
,
pp. 41-81
Persistent link: https://www.econbiz.de/10003403673
Saved in:
7
Model misspecification and under-diversification
Uppal, Raman
(
contributor
);
Wang, Tan
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001700283
Saved in:
8
Model misspecification and underdiversification
Uppal, Raman
;
Wang, Tan
- In:
The journal of finance : the journal of the American …
58
(
2003
)
6
,
pp. 2465-2486
Persistent link: https://www.econbiz.de/10001845804
Saved in:
9
Model misspecification and under-diversification
Uppal, Raman
-
2002
Persistent link: https://www.econbiz.de/10013423894
Saved in:
10
How inefficient is the 1/N asset-allocation strategy?
DeMiguel, Victor
;
Garlappi, Lorenzo
;
Uppal, Raman
-
2005
Persistent link: https://www.econbiz.de/10003025635
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