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~subject:"Portfolio selection"
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Portfolio selection
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Hanke, Michael
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5
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4
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2
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2
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European journal of operational research : EJOR
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1
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ECONIS (ZBW)
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1
The impact of endogenous and exogenous cash inflows in experimental asset markets
Angerer, Martin
;
Szymczak, Wiebke
- In:
Journal of economic behavior & organization : JEBO
166
(
2019
),
pp. 216-238
Persistent link: https://www.econbiz.de/10012149053
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2
PRIX : a risk index for global private investors
Stöckl, Sebastian
;
Hanke, Michael
;
Angerer, Martin
- In:
Journal of risk finance : the convergence of financial …
18
(
2017
)
2
,
pp. 214-231
Persistent link: https://www.econbiz.de/10011701765
Saved in:
3
Cross-border wealth management
Angerer, Martin
;
Hanke, Michael
;
Kirn, Tanja
;
Preiner, …
- In:
Cross-Border Life and Work : Social, Economic, …
,
(pp. 59-92)
.
2023
Persistent link: https://www.econbiz.de/10014446200
Saved in:
4
A test of the Modigliani-Miller theorem, dividend policy and algorithmic arbitrage in experimental asset markets
Neugebauer, Tibor
;
Shachat, Jason M.
;
Szymczak, Wiebke
- In:
Journal of banking & finance
154
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014492173
Saved in:
5
Objective and subjective risks of investing into cryptocurrencies
Angerer, Martin
;
Hoffmann, Christian Hugo
;
Neitzert, Florian
- In:
Finance research letters
40
(
2021
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012819832
Saved in:
6
Arbitrage bots in experimental asset markets
Angerer, Martin
;
Neugebauer, Tibor
;
Shachat, Jason M.
- In:
Journal of economic behavior & organization : JEBO
206
(
2023
),
pp. 262-278
Persistent link: https://www.econbiz.de/10014247343
Saved in:
7
No-arbitrage conditions, scenario trees, and multi-asset financial optimization
Geyer, Alois
;
Hanke, Michael
;
Weissensteiner, Alex
- In:
European journal of operational research : EJOR
206
(
2010
)
3
,
pp. 609-613
Persistent link: https://www.econbiz.de/10003982022
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8
Scenario tree generation and multi-asset financial optimization problems
Geyer, Alois
;
Hanke, Michael
;
Weissensteiner, Alex
- In:
Operations research letters
41
(
2013
)
5
,
pp. 494-498
Persistent link: https://www.econbiz.de/10010189850
Saved in:
9
No-arbitrage bounds for financial scenarios
Geyer, Alois
;
Hanke, Michael
;
Weissensteiner, Alex
- In:
European journal of operational research : EJOR
236
(
2014
)
2
,
pp. 657-663
Persistent link: https://www.econbiz.de/10010366120
Saved in:
10
A stochastic programming approach for multi-period portfolio optimization
Geyer, Alois
;
Hanke, Michael
;
Weissensteiner, Alex
- In:
Computational Management Science : CMS
6
(
2009
)
2
,
pp. 187-208
Persistent link: https://www.econbiz.de/10003828694
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