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~subject:"Portfolio selection"
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Computational methods for risk...
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Portfolio selection
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Fabozzi, Frank J.
161
Maurer, Raimond
94
Platen, Eckhard
60
Gollier, Christian
56
Korn, Ralf
52
McAleer, Michael
52
Satchell, Stephen
52
Guidolin, Massimo
51
Ang, Andrew
47
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46
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45
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42
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40
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39
Lo, Andrew W.
39
Levy, Haim
38
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38
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38
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36
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36
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35
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35
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Wang, Ruodu
34
Bayraktar, Erhan
33
Forsyth, Peter
33
Bodie, Zvi
32
Schenk-Hoppé, Klaus Reiner
32
Başak, Suleyman
31
Hens, Thorsten
31
Kelly, Bryan T.
31
Van Wincoop, Eric
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31
Weber, Martin
31
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National Bureau of Economic Research
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12
Center for Economic Research <Tilburg>
9
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Universität Zürich / Institut für Schweizerisches Bankwesen
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Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
8
Springer Fachmedien Wiesbaden
7
European University Institute / Department of Law
6
International Center for Financial Asset Management and Engineering
6
Rodney L. White Center for Financial Research
6
Universität Mannheim
6
Association of European Operational Research Societies / Working Group on Financial Modelling
5
Fachverlag für Wirtschafts- und Steuerrecht Schäffer <Stuttgart>
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Friedrich-Schiller-Universität Jena
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Goethe-Universität Frankfurt am Main
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World Bank
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Chambre de commerce et d'industrie de Paris
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Lunds Universitet / Nationalekonomiska Institutionen
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OECD
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Association for Investment Management and Research
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Basel Committee on Banking Supervision
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Bonn Graduate School of Economics
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CSES
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European Commission / Directorate-General for Research and Innovation
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Federal Reserve Bank of St. Louis
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Gottfried Wilhelm Leibniz Universität Hannover
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International Association for the Study of Insurance Economics
3
Johannes Gutenberg-Universität Mainz
3
Judge Institute of Management Studies
3
Københavns Universitet / Økonomisk Institut
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Martin-Luther-Universität Halle-Wittenberg / Wirtschaftswissenschaftliche Fakultät
3
Oxford Research
3
Springer-Verlag GmbH
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European journal of operational research : EJOR
373
Insurance / Mathematics & economics
356
Journal of banking & finance
350
Finance research letters
322
NBER working paper series
308
NBER Working Paper
251
Working paper / National Bureau of Economic Research, Inc.
231
Journal of economic dynamics & control
202
Finance and stochastics
181
International journal of theoretical and applied finance
180
Quantitative finance
175
Mathematical finance : an international journal of mathematics, statistics and financial theory
166
Journal of financial economics
164
Risks : open access journal
158
The journal of portfolio management : a publication of Institutional Investor
152
Management science : journal of the Institute for Operations Research and the Management Sciences
149
Research paper series / Swiss Finance Institute
145
Journal of empirical finance
143
International review of financial analysis
138
International review of economics & finance : IREF
128
The North American journal of economics and finance : a journal of financial economics studies
125
The European journal of finance
119
Economic modelling
116
Applied economics
115
The review of financial studies
113
Economics letters
112
Computational economics
111
The journal of asset management
109
The journal of finance : the journal of the American Finance Association
108
Journal of risk and financial management : JRFM
104
Discussion paper / Centre for Economic Policy Research
98
Swiss Finance Institute Research Paper
97
The journal of portfolio management : JPM
96
Mathematics and financial economics
95
Discussion paper / Tinbergen Institute
93
Journal of risk
91
Discussion papers / CEPR
88
Applied economics letters
79
Mathematical methods of operations research
77
The journal of investing
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ECONIS (ZBW)
26,216
RePEc
5
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1
Risk
filtering and
risk
-averse control of Markovian systems subject to model uncertainty
Bielecki, Tomasz R.
;
Cialenco, Igor
;
Ruszczyński, …
- In:
Mathematical methods of operations research : ZOR
98
(
2023
)
2
,
pp. 231-268
Persistent link: https://www.econbiz.de/10014423851
Saved in:
2
Dual SDDP for
risk
-averse multistage stochastic programs
Costa, Bernardo Freitas Paulo da
;
Leclère, Vincent
- In:
Operations research letters
51
(
2023
)
3
,
pp. 332-337
Persistent link: https://www.econbiz.de/10014374928
Saved in:
3
Risk
neutral reformulation approach to
risk
averse stochastic programming
Liu, Rui Peng
;
Shapiro, Alexander
- In:
European journal of operational research : EJOR
286
(
2020
)
1
,
pp. 21-31
Persistent link: https://www.econbiz.de/10012239878
Saved in:
4
Dynamic hedging in incomplete markets using
risk
measures
Gaillardetz, Patrice
;
Hachem, Saeb
- In:
IMA journal of management mathematics
33
(
2022
)
2
,
pp. 345-367
Persistent link: https://www.econbiz.de/10012798787
Saved in:
5
Technical note:
risk
-averse regret minimization in multistage stochastic programs
Poursoltani, Mehran
;
Delage, Erick
;
Georghiou, Angelos
- In:
Operations research
72
(
2024
)
4
,
pp. 1727-1738
Persistent link: https://www.econbiz.de/10015045703
Saved in:
6
Modeling time-dependent randomness in stochastic dual dynamic programming
Löhndorf, Nils
;
Shapiro, Alexander
- In:
European journal of operational research : EJOR
273
(
2019
)
2
,
pp. 650-661
Persistent link: https://www.econbiz.de/10011987574
Saved in:
7
On the dynamic representation of some time-inconsistent
risk
measures in a Brownian filtration
Backhoff-Veraguas, Julio
;
Tangpi, Ludovic
- In:
Mathematics and financial economics
14
(
2020
)
3
,
pp. 433-460
Persistent link: https://www.econbiz.de/10012240302
Saved in:
8
Risk
measurement and
risk
-averse control of partially observable discrete-time Markov systems
Fan, Jingnan
;
Ruszcy´nski, Andrzej
- In:
Mathematical methods of operations research
88
(
2018
)
2
,
pp. 161-184
Persistent link: https://www.econbiz.de/10011935391
Saved in:
9
Multilevel optimization modeling for
risk
-averse stochastic programming
Eckstein, Jonathan
;
Eskandani, Deniz
;
Fan, Jingnan
- In:
INFORMS journal on computing : JOC
28
(
2016
)
1
,
pp. 112-128
Persistent link: https://www.econbiz.de/10011453805
Saved in:
10
Time-inconsistent multistage stochastic programs : martingale bounds
Pflug, Georg
;
Pichler, Alois
- In:
European journal of operational research : EJOR
249
(
2016
)
1
,
pp. 155-163
Persistent link: https://www.econbiz.de/10011434903
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