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~subject:"Portfolio selection"
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Portfolio selection
Risk
60,687
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60,316
Theorie
54,337
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53,727
Portfolio-Management
51,712
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26,698
Measurement
26,455
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16,180
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15,792
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8,316
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7,978
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7,775
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6,748
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6,693
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6,688
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6,509
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6,474
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5,803
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5,725
Entscheidung unter Unsicherheit
5,536
Decision under uncertainty
5,528
Kapitalanlage
5,299
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4,976
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4,960
Risikoaversion
4,921
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4,868
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4,700
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risk
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Fabozzi, Frank J.
251
Maurer, Raimond
134
Mitchell, Olivia S.
125
Guidolin, Massimo
101
Platen, Eckhard
96
Zaremba, Adam
95
Satchell, Stephen
86
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85
Lo, Andrew W.
80
Ang, Andrew
75
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74
Gollier, Christian
73
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68
Wong, Wing Keung
68
Hens, Thorsten
64
Kraft, Holger
62
Markowitz, Harry
60
Stambaugh, Robert F.
60
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58
Weber, Martin
58
Wermers, Russ
58
Kelly, Bryan T.
56
Korn, Ralf
55
Levy, Haim
55
Bodie, Zvi
53
Post, Thierry
53
Viceira, Luis M.
53
Prigent, Jean-Luc
52
Zagst, Rudi
52
Zhou, Guofu
52
Blake, David
51
Li, Duan
51
Schenk-Hoppé, Klaus Reiner
51
Van Wincoop, Eric
50
Lucas, André
49
Härdle, Wolfgang
48
Bali, Turan G.
47
Clare, Andrew D.
47
Hammoudeh, Shawkat
47
Račev, Svetlozar T.
47
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National Bureau of Economic Research
610
OECD
35
Institute of Finance and Accounting <London>
20
Frank J. Fabozzi Associates <New Hope, Pa.>
15
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
14
World Bank
13
Rodney L. White Center for Financial Research
12
Springer Fachmedien Wiesbaden
12
Basel Committee on Banking Supervision
11
Fisher Investments Inc. <Woodside, Calif.>
11
World Bank Group
11
CFA Institute <Charlottesville, Va.>
10
Center for Economic Research <Tilburg>
10
International Center for Financial Asset Management and Engineering
10
Universität Zürich / Institut für Schweizerisches Bankwesen
10
Ekonomiska forskningsinstitutet <Stockholm>
9
Erasmus Research Institute of Management
9
European Innovation Council and SMEs Executive Agency
9
Pensions Institute
9
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
9
FinanzBuch Verlag
8
Goethe-Universität Frankfurt am Main
8
European University Institute / Department of Law
7
Fachverlag für Wirtschafts- und Steuerrecht Schäffer <Stuttgart>
7
Friedrich-Schiller-Universität Jena
7
Universität Mannheim
7
Centre for Economic Policy Research
6
Federal Reserve Bank of St. Louis
6
Institut für Finanzdienstleistungen Zug
6
Lunds Universitet / Nationalekonomiska Institutionen
6
Springer International Publishing
6
Association for Investment Management and Research
5
Association of European Operational Research Societies / Working Group on Financial Modelling
5
Börsen-Buchverlag
5
Chambre de commerce et d'industrie de Paris
5
Christian-Albrechts-Universität zu Kiel / Institut für Weltwirtschaft
5
European Central Bank
5
International Association for the Study of Insurance Economics
5
Københavns Universitet / Økonomisk Institut
5
The Party History Institute of the C. C. of the Workers' Party of Korea
5
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Journal of banking & finance
670
Finance research letters
644
NBER working paper series
606
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481
European journal of operational research : EJOR
445
NBER Working Paper
441
Insurance / Mathematics & economics
419
International review of financial analysis
372
Journal of financial economics
338
The journal of portfolio management : a publication of Institutional Investor
291
Journal of economic dynamics & control
268
The journal of asset management
268
Management science : journal of the Institute for Operations Research and the Management Sciences
266
Research paper series / Swiss Finance Institute
262
Journal of empirical finance
255
International review of economics & finance : IREF
250
Applied economics
249
The journal of finance : the journal of the American Finance Association
246
International journal of theoretical and applied finance
234
Pacific-Basin finance journal
227
Quantitative finance
227
Discussion paper / Centre for Economic Policy Research
214
The European journal of finance
210
Risks : open access journal
209
Finance and stochastics
208
Economic modelling
201
The North American journal of economics and finance : a journal of financial economics studies
195
The review of financial studies
194
Economics letters
188
Journal of financial and quantitative analysis : JFQA
186
Research in international business and finance
186
SpringerLink / Bücher
183
Journal of international financial markets, institutions & money
179
Journal of risk and financial management : JRFM
179
Mathematical finance : an international journal of mathematics, statistics and financial theory
179
Applied economics letters
172
Discussion papers / CEPR
171
The journal of investing
169
Swiss Finance Institute Research Paper
168
Journal of investment management : JOIM
162
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ECONIS (ZBW)
51,237
RePEc
110
EconStor
11
Other ZBW resources
4
BASE
3
USB Cologne (EcoSocSci)
1
Showing
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1
Risk
sharing with lambda value at
risk
Liu, Peng
- In:
Mathematics of operations research
50
(
2025
)
1
,
pp. 313-333
Persistent link: https://www.econbiz.de/10015211691
Saved in:
2
The average
risk
sharing problem under
risk
measure and expected utility theory
Mao, Tiantian
;
Hu, Jiuyun
;
Liu, Haiyan
- In:
Insurance / Mathematics & economics
83
(
2018
),
pp. 170-179
Persistent link: https://www.econbiz.de/10011944126
Saved in:
3
Decision-making under
risk
: when is utility-maximization equivalent to
risk
-minimization?
Ruscitti, Francesco
;
Dubey, Ram Sewak
;
Laguzzi, Giorgio
- In:
Theory and decision : an international journal for …
97
(
2024
)
1
,
pp. 23-38
Persistent link: https://www.econbiz.de/10015126871
Saved in:
4
Insurance premium-based shortfall
risk
measure induced by cumulative prospect theory
Zhang, Sainan
;
Xu, Huifu
- In:
Computational management science
19
(
2022
)
4
,
pp. 703-738
Persistent link: https://www.econbiz.de/10013447511
Saved in:
5
Adjusted higher-order expected shortfall
Zou, Zhenfeng
;
Hu, Taizhong
- In:
Insurance : mathematics and economics
115
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10015066721
Saved in:
6
The natural Banach space for version independent
risk
measures
Pichler, Alois
- In:
Insurance / Mathematics & economics
53
(
2013
)
2
,
pp. 405-415
Persistent link: https://www.econbiz.de/10010195914
Saved in:
7
Entropy based
risk
measures
Pichler, Alois
;
Schlotter, Ruben
- In:
European journal of operational research : EJOR
285
(
2020
)
1
,
pp. 223-236
Persistent link: https://www.econbiz.de/10012239544
Saved in:
8
A functional Itô's calculus approach to convex
risk
measures with jump diffusion
Siu, Tak Kuen
- In:
European journal of operational research : EJOR
250
(
2016
)
3
,
pp. 874-883
Persistent link: https://www.econbiz.de/10011445346
Saved in:
9
Optimal portfolio in the presence of transaction costs and convex
risk
measure
Doctor, O.
;
Offen, E. R.
;
Lungu, E. M.
- In:
International journal of financial engineering
4
(
2017
)
4
,
pp. 1-15
Persistent link: https://www.econbiz.de/10011807095
Saved in:
10
Aumann-Serrano index of
risk
in portfolio optimization
Li, Tiantian
;
Kim, Young Shin
;
Fan, Qi
;
Zhu, Fumin
- In:
Mathematical methods of operations research : ZOR
94
(
2021
)
2
,
pp. 197-217
Persistent link: https://www.econbiz.de/10012793510
Saved in:
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