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~subject:"Portfolio selection"
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Portfolio selection
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Fabozzi, Frank J.
147
Maurer, Raimond
77
Platen, Eckhard
58
Gollier, Christian
54
Korn, Ralf
47
Mitchell, Olivia S.
46
Satchell, Stephen
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Uppal, Raman
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Guidolin, Massimo
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Ang, Andrew
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Campbell, John Y.
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Levy, Haim
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Li, Duan
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Račev, Svetlozar T.
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Van Wincoop, Eric
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Wang, Ruodu
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Härdle, Wolfgang
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Kane, Alex
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Hens, Thorsten
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Kraft, Holger
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Gomes, Francisco J.
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Lucas, André
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Albrecht, Peter
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Bayraktar, Erhan
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Blake, David
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Bonaparte, Yosef
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Guasoni, Paolo
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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.>
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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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Universität Mannheim
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Goethe-Universität Frankfurt am Main
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Judge Institute of Management Studies
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Pensions Institute
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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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Chambre de commerce et d'industrie de Paris
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Ekonomiska forskningsinstitutet <Stockholm>
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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
3
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
3
University of British Columbia / Finance Division
3
Banco Central do Brasil
2
Bank für Internationalen Zahlungsausgleich
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European journal of operational research : EJOR
322
Insurance / Mathematics & economics
302
Journal of banking & finance
287
NBER working paper series
274
NBER Working Paper
223
Finance research letters
219
Working paper / National Bureau of Economic Research, Inc.
214
Journal of economic dynamics & control
183
Finance and stochastics
168
Mathematical finance : an international journal of mathematics, statistics and financial theory
157
International journal of theoretical and applied finance
156
Quantitative finance
152
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
126
Research paper series / Swiss Finance Institute
125
Journal of empirical finance
124
Risks : open access journal
120
The review of financial studies
104
The journal of finance : the journal of the American Finance Association
102
International review of financial analysis
101
The European journal of finance
101
Economics letters
100
International review of economics & finance : IREF
99
Economic modelling
95
Computational economics
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Discussion paper / Centre for Economic Policy Research
87
Swiss Finance Institute Research Paper
86
The journal of portfolio management : JPM
84
Applied economics
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The journal of asset management
82
Discussion paper / Tinbergen Institute
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The North American journal of economics and finance : a journal of financial economics studies
80
Journal of risk and financial management : JRFM
78
Mathematics and financial economics
78
Discussion papers / CEPR
76
SpringerLink / Bücher
71
Mathematical methods of operations research
69
Journal of investment management : JOIM
65
CESifo working papers
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ECONIS (ZBW)
22,334
RePEc
1
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1
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22,335
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date (oldest first)
1
Bayesian risk forecasting for long horizons
Borowska, Agnieszka
;
Hoogerheide, Lennart
;
Koopman, Siem Jan
-
2019
risk. The key insight behind our importance
sampling
based approach is the sequential construction of marginal and …
Persistent link: https://www.econbiz.de/10011979983
Saved in:
2
Efficient algorithms for calculating risk measures and risk contributions in copula credit risk models
Huang, Zhenzhen
;
Kwok, Yue-Kuen
;
Xu, Ziqing
- In:
Insurance : mathematics and economics
115
(
2024
),
pp. 132-150
Persistent link: https://www.econbiz.de/10015066737
Saved in:
3
Sequential importance
sampling
and resampling for dynamic portfolio credit risk
Deng, Shaojie
;
Giesecke, Kay
;
Lai, Tze Leung
- In:
Operations research
60
(
2012
)
1
,
pp. 78-91
Persistent link: https://www.econbiz.de/10009532668
Saved in:
4
Estimating the distribution of total default losses on the Spanish financial system
García-Céspedes, Rubén
;
Moreno, Manuel
- In:
Journal of banking & finance
49
(
2014
),
pp. 242-261
Persistent link: https://www.econbiz.de/10010508036
Saved in:
5
Importance
sampling
for integrated market and credit portfolio models
Grundke, Peter
- In:
European journal of operational research : EJOR
194
(
2009
)
1
,
pp. 206-226
Persistent link: https://www.econbiz.de/10003835434
Saved in:
6
A general importance
sampling
algorithm for estimating portfolio loss probabilities in linear factor models
Scott, Alexandre
;
Metzler, Adam
- In:
Insurance / Mathematics & economics
64
(
2015
),
pp. 279-293
Persistent link: https://www.econbiz.de/10011398073
Saved in:
7
Simulating risk contributions of credit portfolios
Liu, Guangwu
- In:
Operations research
63
(
2015
)
1
,
pp. 104-121
Persistent link: https://www.econbiz.de/10010519509
Saved in:
8
Portfolio credit risk model with extremal dependence of defaults and random recovery
Jeon, Jong-June
;
Kim, Sunggon
;
Lee, Yonghee
- In:
The journal of credit risk : published quarterly by …
13
(
2017
)
2
,
pp. 1-31
Persistent link: https://www.econbiz.de/10011777675
Saved in:
9
Sequential Importance
Sampling
and Resampling for Dynamic Portfolio Credit Risk
Deng, Shaojie
-
2011
sampling
scheme …
Persistent link: https://www.econbiz.de/10013132957
Saved in:
10
Importance
sampling
in stochastic optimization : an application to intertemporal portfolio choice
Ekblom, J.
;
Blomvall, J.
- In:
European journal of operational research : EJOR
285
(
2020
)
1
,
pp. 106-119
Persistent link: https://www.econbiz.de/10012239487
Saved in:
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