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~subject:"Portfolio selection"
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Portfolio selection
Theorie
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30
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30
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28
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28
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25
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Leippold, Markus
21
Vanini, Paolo
7
Trojani, Fabio
6
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4
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3
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2
Filipović, Damir
2
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2
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2
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2
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1
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1
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1
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1
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Journal of economic dynamics & control
3
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2
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Asset allocation and international investments
1
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
1
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Funds of hedge funds : performance, assessment, diversification, and statistical properties
1
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ECONIS (ZBW)
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A geometric approach to multiperiod mean variance optimization of assets and liabilities
Leippold, Markus
;
Trojani, Fabio
;
Vanini, Paolo
- In:
Journal of economic dynamics & control
28
(
2004
)
6
,
pp. 1079-1113
Persistent link: https://www.econbiz.de/10001856096
Saved in:
2
Learning and asset prices under ambiguous information
Trojani, Fabio
;
Leippold, Markus
;
Vanini, Paolo
-
2005
Persistent link: https://www.econbiz.de/10002771748
Saved in:
3
Subsampled factor models for asset pricing : the rise of Vasa
De Nard, Gianluca
;
Hediger, Simon
;
Leippold, Markus
- In:
Journal of forecasting
41
(
2022
)
6
,
pp. 1217-1247
Persistent link: https://www.econbiz.de/10013465694
Saved in:
4
Mixed-frequency predictive regressions with parameter learning
Leippold, Markus
;
Yang, Hanlin
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 1955-1972
Persistent link: https://www.econbiz.de/10014432824
Saved in:
5
A geometric approach to multiperiod mean variance optimization of assets and liabilities
Leippold, Markus
;
Trojani, Fabio
;
Vanini, Paolo
-
2002
Persistent link: https://www.econbiz.de/10001683059
Saved in:
6
International price and earnings momentum
Leippold, Markus
;
Lohre, Harald
- In:
The European journal of finance
18
(
2012
)
5/6
,
pp. 535-573
Persistent link: https://www.econbiz.de/10009615713
Saved in:
7
Equilibrium implications of delegated asset management under benchmarking
Leippold, Markus
;
Rohner, Philippe
- In:
Review of finance : journal of the European Finance …
16
(
2012
)
4
,
pp. 935-984
Persistent link: https://www.econbiz.de/10009681994
Saved in:
8
Learning and asset prices under ambiguous information
Leippold, Markus
(
contributor
);
Trojani, Fabio
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003674270
Saved in:
9
Quantitative hedge fund selection for funds of funds
Joehri, Stephan
;
Leippold, Markus
- In:
Funds of hedge funds : performance, assessment, …
,
(pp. 433-454)
.
2006
Persistent link: https://www.econbiz.de/10003377841
Saved in:
10
Equilibrium impact of value-at-risk regulation
Leippold, Markus
;
Trojani, Fabio
;
Vanini, Paolo
- In:
Journal of economic dynamics & control
30
(
2006
)
8
,
pp. 1277-1313
Persistent link: https://www.econbiz.de/10003349914
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