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~subject:"Portfolio selection"
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Portfolio selection
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Fabozzi, Frank J.
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Platen, Eckhard
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Gollier, Christian
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Korn, Ralf
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Mitchell, Olivia S.
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Uppal, Raman
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Li, Duan
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Kane, Alex
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Hens, Thorsten
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Kraft, Holger
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Račev, Svetlozar T.
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Blake, David
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Gomes, Francisco J.
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Lucas, André
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Albrecht, Peter
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National Bureau of Economic Research
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Institute of Finance and Accounting <London>
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Center for Economic Research <Tilburg>
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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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World Bank
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Judge Institute of Management Studies
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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
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Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
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Banco Central do Brasil
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Bank für Internationalen Zahlungsausgleich
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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
132
Research paper series / Swiss Finance Institute
123
Risks : open access journal
121
Journal of empirical finance
120
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)
22,203
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1
The demand for risky assets : sample selection and household portfolios
Perraudin, William R. M.
;
Sørensen, Bent E.
- In:
Journal of econometrics
97
(
2000
)
1
,
pp. 117-144
Persistent link: https://www.econbiz.de/10001487321
Saved in:
2
Relative risk aversion once more : an analysis of Japanese households' financial asset holding pattern
Asano, Seki
- In:
Financial engineering and the Japanese markets
1
(
1994
)
2
,
pp. 137-154
Persistent link: https://www.econbiz.de/10001187913
Saved in:
3
A discrete time benchmark approach for finance and insurance
Bühlmann, Hans
;
Platen, Eckhard
-
2002
Persistent link: https://www.econbiz.de/10001732818
Saved in:
4
Econometric issues in the estimation of household portfolio models
Miniaci, Raffaele
;
Weber, Guglielmo
- In:
Household portfolios : [papers presented at the …
,
(pp. 143-178)
.
2002
Persistent link: https://www.econbiz.de/10001721339
Saved in:
5
Long-term performance evaluation : methodological issues and empirical applications
Hoechle, Daniel
-
2007
Persistent link: https://www.econbiz.de/10003591346
Saved in:
6
Essays on consumption choice, well-being, and pension design
Zimmermann, Stefan
-
2014
Persistent link: https://www.econbiz.de/10011809715
Saved in:
7
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:
8
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:
9
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:
10
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
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