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~subject:"Portfolio selection"
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Portfolio selection
Theorie
110
Theory
110
Portfolio-Management
71
Altersvorsorge
50
Retirement provision
50
Kapitalanlage
38
Betriebliche Altersversorgung
36
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35
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35
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33
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28
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21
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20
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Optionspreistheorie
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Portfoliomanagement
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Financial market
16
Finanzmarkt
16
Investition
15
Private Altersvorsorge
14
Private retirement provision
14
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13
Life cycle
13
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12
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12
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Free
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Book / Working Paper
49
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8
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English
69
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Bodie, Zvi
53
Kane, Alex
24
Marcus, Alan J.
21
Detemple, Jérôme B.
15
Rindisbacher, Marcel
8
Merton, Robert C.
6
Samuelson, William
6
Briere, Marie
4
Garcia, René
4
Adler, Michael
2
Light, Jay O.
2
McDonald, Robert L.
2
Morck, Randall
2
Berrada, Tony
1
Cleeton, David L.
1
Detemple, Jerome
1
Fullmer, Richard K.
1
Hugonnier, Julien
1
Karatzas, Ioannis
1
Laminou Abdou, Souleymane
1
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1
Lo, Andrew W.
1
McDonald, Robert
1
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1
Murthy, Shashidhar
1
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1
Otruba, Susanne
1
Samuelson, William F.
1
Serrat, Angel
1
Sundaresan, Suresh M.
1
Taggart jr., Robert A.
1
Taggart, Robert A, Jr
1
Taggart, Robert A.
1
Taqqu, Rachelle L.
1
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1
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National Bureau of Economic Research
7
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The McGraw-Hill/Irwin series in finance, insurance, and real estate
9
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7
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6
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5
The McGraw-Hill/Irwin series in finance, insurance and real estate
4
The review of financial studies
4
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2
Financial analysts' journal : FAJ
2
Journal of economic dynamics & control
2
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2
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2
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1
European journal of operational research : EJOR
1
Financial engineering
1
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1
Journal of banking & finance
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1
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1
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1
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1
Paris December 2010 Finance Meeting EUROFIDAI - AFFI
1
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1
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1
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1
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ECONIS (ZBW)
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1
Optimal consumption-portfolio choices and retirement planning
Bodie, Zvi
;
Detemple, Jérôme B.
;
Otruba, Susanne
; …
- In:
Journal of economic dynamics & control
28
(
2004
)
6
,
pp. 1115-1148
Persistent link: https://www.econbiz.de/10001856107
Saved in:
2
A Monte Carlo method for optimal portfolios
Detemple, Jérôme B.
;
Garcia, René
;
Rindisbacher, Marcel
- In:
The journal of finance : the journal of the American …
58
(
2003
)
1
,
pp. 401-446
Persistent link: https://www.econbiz.de/10001737303
Saved in:
3
Intertemporal asset allocation : a comparison of methods
Detemple, Jérôme B.
;
Garcia, René
;
Rindisbacher, Marcel
- In:
Journal of banking & finance
29
(
2005
)
11
,
pp. 2821-2848
Persistent link: https://www.econbiz.de/10003121055
Saved in:
4
Closed-form solutions for optimal portfolio selection with stochastic interest rate and investment constraints
Detemple, Jérôme B.
;
Rindisbacher, Marcel
- In:
Mathematical finance : an international journal of …
15
(
2005
)
4
,
pp. 539-568
Persistent link: https://www.econbiz.de/10003121127
Saved in:
5
Simulationmethods for optimal portfolios
Detemple, Jérôme B.
;
Garcia, René
;
Rindisbacher, Marcel
- In:
Financial engineering
,
(pp. 867-923)
.
2008
Persistent link: https://www.econbiz.de/10003567829
Saved in:
6
Dynamic asset allocation : portfolio decomposition formula and applications
Detemple, Jérôme B.
;
Rindisbacher, Marcel
- In:
The review of financial studies
23
(
2010
)
1
,
pp. 25-100
Persistent link: https://www.econbiz.de/10003941596
Saved in:
7
The private information price of risk
Detemple, Jérôme B.
;
Rindisbacher, Marcel
- In:
The handbook of post crisis financial modelling
,
(pp. 190-213)
.
2016
Persistent link: https://www.econbiz.de/10011475766
Saved in:
8
Nontraded asset valuation with portfolio constraints : a binominal appraoch
Detemple, Jérôme B.
;
Sundaresan, Suresh M.
- In:
The review of financial studies
12
(
1999
)
4
,
pp. 835-872
Persistent link: https://www.econbiz.de/10001421875
Saved in:
9
Hedging with futures in an intertemporal portfolio context
Adler, Michael
;
Detemple, Jérôme B.
-
1987
Persistent link: https://www.econbiz.de/10000739200
Saved in:
10
Equilibrium asset prices and no-arbitrage with portfolio constraints
Detemple, Jérôme B.
- In:
The review of financial studies
10
(
1997
)
4
,
pp. 1133-1174
Persistent link: https://www.econbiz.de/10001229600
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