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~subject:"Portfolio selection"
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Portfolio selection
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Fabozzi, Frank J.
148
Maurer, Raimond
87
Platen, Eckhard
58
Gollier, Christian
57
Satchell, Stephen
53
Uppal, Raman
49
Ang, Andrew
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Korn, Ralf
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Prigent, Jean-Luc
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Bodie, Zvi
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Başak, Suleyman
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Wang, Ruodu
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Wong, Hoi Ying
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Bacchetta, Philippe
30
Guasoni, Paolo
30
Hens, Thorsten
30
Kane, Alex
30
McAleer, Michael
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Račev, Svetlozar T.
30
Albrecht, Peter
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Stambaugh, Robert F.
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Zhou, Guofu
29
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National Bureau of Economic Research
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Institute of Finance and Accounting <London>
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Frank J. Fabozzi Associates <New Hope, Pa.>
12
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Center for Economic Research <Tilburg>
9
International Center for Financial Asset Management and Engineering
9
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
8
Springer Fachmedien Wiesbaden
7
Universität Zürich / Institut für Schweizerisches Bankwesen
7
European University Institute / Department of Law
6
Rodney L. White Center for Financial Research
6
Association of European Operational Research Societies / Working Group on Financial Modelling
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Chambre de commerce et d'industrie de Paris
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Christian-Albrechts-Universität zu Kiel / Institut für Weltwirtschaft
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Erasmus Research Institute of Management
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Fachverlag für Wirtschafts- und Steuerrecht Schäffer <Stuttgart>
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Friedrich-Schiller-Universität Jena
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Lunds Universitet / Nationalekonomiska Institutionen
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Universität Mannheim
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Federal Reserve Bank of St. Louis
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Goethe-Universität Frankfurt am Main
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Pensions Institute
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Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
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World Bank
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Association for Investment Management and Research
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Bonn Graduate School of Economics
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Centre for Economic Policy Research
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Ekonomiska forskningsinstitutet <Stockholm>
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Gottfried Wilhelm Leibniz Universität Hannover
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International Association for the Study of Insurance Economics
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Johannes Gutenberg-Universität Mainz
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Judge Institute of Management Studies
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Københavns Universitet / Økonomisk Institut
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Martin-Luther-Universität Halle-Wittenberg / Wirtschaftswissenschaftliche Fakultät
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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
3
University of Toronto / Department of Economics
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European journal of operational research : EJOR
325
Journal of banking & finance
324
Insurance / Mathematics & economics
307
NBER working paper series
294
Finance research letters
237
NBER Working Paper
236
Working paper / National Bureau of Economic Research, Inc.
232
Journal of economic dynamics & control
188
Finance and stochastics
168
Journal of financial economics
159
International journal of theoretical and applied finance
158
Mathematical finance : an international journal of mathematics, statistics and financial theory
157
Quantitative finance
156
Journal of empirical finance
138
Research paper series / Swiss Finance Institute
138
The journal of portfolio management : a publication of Institutional Investor
138
Management science : journal of the Institute for Operations Research and the Management Sciences
136
International review of financial analysis
134
Risks : open access journal
119
The journal of finance : the journal of the American Finance Association
116
International review of economics & finance : IREF
112
The European journal of finance
110
The review of financial studies
109
Economics letters
104
Discussion paper / Centre for Economic Policy Research
103
Economic modelling
102
The North American journal of economics and finance : a journal of financial economics studies
100
Applied economics
97
Computational economics
95
Swiss Finance Institute Research Paper
94
Journal of risk and financial management : JRFM
87
The journal of portfolio management : JPM
84
Discussion paper / Tinbergen Institute
81
The journal of asset management
81
Mathematics and financial economics
80
Discussion papers / CEPR
77
Journal of financial and quantitative analysis : JFQA
75
SpringerLink / Bücher
74
Applied economics letters
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Journal of risk
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ECONIS (ZBW)
23,755
RePEc
2
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1
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1
The small firm effect and the random walk hypothesis : evidence from the London Stock Exchange using Markov chains
Mills, Terence C.
;
Jordanov, Jordan
-
1999
Persistent link: https://www.econbiz.de/10001428365
Saved in:
2
The size effect and the random walk hypothesis : evidence from the London stock exchange using Markov chains
Mills, Terence C.
;
Jordanov, J. V.
- In:
Applied financial economics
13
(
2003
)
11
,
pp. 807-815
Persistent link: https://www.econbiz.de/10001804430
Saved in:
3
A regime-switching model of stock returns with momentum and mean reversion
Giner, Javier
;
Zakamulin, Valeriy
- In:
Economic modelling
122
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014388630
Saved in:
4
Modeling price dynamics and risk forecasting in Tehran stock exchange : conditional variance heteroscedasticity hidden Markov models
Nilchi, Moslem
;
Farid, Daryush
;
Peymany, Moslem
; …
- In:
Iranian journal of finance
7
(
2023
)
3
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014429053
Saved in:
5
Semi-parametric financial risk forecasting incorporating multiple realized measures
Peiris, Rangika
;
Wang, Chao
;
Gerlach, Richard
; …
- In:
Quantitative finance
24
(
2024
)
12
,
pp. 1823-1837
Persistent link: https://www.econbiz.de/10015196974
Saved in:
6
Empirical performance of an ESG assets portfolio from US market
Pokou, Fredy
;
Kamdem, Jules Sadefo
;
Benhmad, François
- In:
Computational economics
64
(
2024
)
3
,
pp. 1569-1638
Persistent link: https://www.econbiz.de/10015143946
Saved in:
7
Essays in international economics and finance
Reidel, Demian Axel
-
2006
Persistent link: https://www.econbiz.de/10003965691
Saved in:
8
Allocation to industry portfolios under Markov switching returns
Tudor, Deniz Kebabci
- In:
Studies in economics and finance
30
(
2013
)
4
,
pp. 317-346
Persistent link: https://www.econbiz.de/10010207358
Saved in:
9
Strategic asset allocation and Markov Regime Switch with GARCH
Simi, Wei W.
- In:
The journal of business and economic studies
19
(
2013
)
1
,
pp. 41-51
Persistent link: https://www.econbiz.de/10009776452
Saved in:
10
Moments of multivariate regime switching with application to risk-return trade-off
Taamouti, Abderrahim
- In:
Journal of empirical finance
19
(
2012
)
2
,
pp. 292-308
Persistent link: https://www.econbiz.de/10009615702
Saved in:
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