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~subject:"Portfolio selection"
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Portfolio selection
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Fabozzi, Frank J.
145
Maurer, Raimond
77
Platen, Eckhard
57
Gollier, Christian
55
Korn, Ralf
48
Mitchell, Olivia S.
46
Uppal, Raman
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Satchell, Stephen
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Ang, Andrew
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Campbell, John Y.
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Guidolin, Massimo
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Markowitz, Harry
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Lo, Andrew W.
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Prigent, Jean-Luc
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Levy, Haim
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Viceira, Luis M.
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Wong, Wing Keung
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Escobar, Marcos
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Li, Duan
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Zagst, Rudi
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Bodie, Zvi
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Vanduffel, Steven
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Başak, Suleyman
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Schenk-Hoppé, Klaus Reiner
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Van Wincoop, Eric
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Wong, Hoi Ying
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Härdle, Wolfgang
30
Kane, Alex
30
Hens, Thorsten
29
Kraft, Holger
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Lucas, André
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Račev, Svetlozar T.
29
Blake, David
28
Gomes, Francisco J.
28
Lee, Cheng F.
28
Weber, Martin
28
Albrecht, Peter
27
Bayraktar, Erhan
27
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National Bureau of Economic Research
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Institute of Finance and Accounting <London>
15
Frank J. Fabozzi Associates <New Hope, Pa.>
12
Center for Economic Research <Tilburg>
9
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
9
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
8
Springer Fachmedien Wiesbaden
7
Universität Zürich / Institut für Schweizerisches Bankwesen
7
European University Institute / Department of Law
6
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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Lunds Universitet / Nationalekonomiska Institutionen
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Pensions Institute
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Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
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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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Centre for Economic Policy Research
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Chambre de commerce et d'industrie de Paris
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Ekonomiska forskningsinstitutet <Stockholm>
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Erasmus Research Institute of Management
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Gottfried Wilhelm Leibniz Universität Hannover
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International Association for the Study of Insurance Economics
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Johannes Gutenberg-Universität Mainz
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Judge Institute of Management Studies
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Københavns Universitet / Økonomisk Institut
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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
3
The Wharton Financial Institutions Center
3
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
3
Banco Central do Brasil
2
Bank für Internationalen Zahlungsausgleich
2
Basel Committee on Banking Supervision
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European journal of operational research : EJOR
335
Insurance / Mathematics & economics
300
Journal of banking & finance
288
NBER working paper series
272
Finance research letters
227
NBER Working Paper
222
Working paper / National Bureau of Economic Research, Inc.
213
Journal of economic dynamics & control
180
Finance and stochastics
166
Mathematical finance : an international journal of mathematics, statistics and financial theory
157
International journal of theoretical and applied finance
155
Quantitative finance
147
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
132
Research paper series / Swiss Finance Institute
124
Journal of empirical finance
121
Risks : open access journal
120
The journal of finance : the journal of the American Finance Association
106
The review of financial studies
105
Economics letters
100
International review of financial analysis
99
The European journal of finance
99
International review of economics & finance : IREF
98
Economic modelling
93
Discussion paper / Centre for Economic Policy Research
89
Computational economics
87
The journal of portfolio management : JPM
84
Applied economics
83
Swiss Finance Institute Research Paper
83
Discussion papers / CEPR
80
The North American journal of economics and finance : a journal of financial economics studies
80
Mathematics and financial economics
78
Journal of risk and financial management : JRFM
77
The journal of asset management
77
Discussion paper / Tinbergen Institute
76
SpringerLink / Bücher
72
Mathematical methods of operations research
68
Journal of investment management : JOIM
64
CESifo working papers
62
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ECONIS (ZBW)
22,320
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1
Econometric issues in the estimation of household portfolio models
Miniaci, Raffaele
;
Weber, Guglielmo
- In:
Household portfolios : [papers presented at the …
,
(pp. 143-178)
.
2002
Persistent link: https://www.econbiz.de/10001721339
Saved in:
2
Algorithmic portfolio choice : lessons from
panel
survey data
Scherer, Bernd
- In:
Financial markets and portfolio management
31
(
2017
)
1
,
pp. 49-67
Persistent link: https://www.econbiz.de/10011944589
Saved in:
3
What does the cross-section tell about itself? : explaining equity risk premia with stock return moments
Cooper, Ilan
;
Ma, Liang
;
Maio, Paulo
- In:
Journal of money, credit and banking : JMCB
54
(
2022
)
1
,
pp. 73-118
Persistent link: https://www.econbiz.de/10012819566
Saved in:
4
Spectral factor models
Bandi, Federico M.
;
Chaudhuri, Shomesh E.
;
Lo, Andrew W.
; …
- In:
Journal of financial economics
142
(
2021
)
1
,
pp. 214-238
Persistent link: https://www.econbiz.de/10012650703
Saved in:
5
What is the value of the cross-sectional approach to deep reinforcement learning?
Aboussalah, Amine Mohamed
;
Xu, Ziyun
;
Lee, Chi-Guhn
- In:
Quantitative finance
22
(
2022
)
6
,
pp. 1091-1111
Persistent link: https://www.econbiz.de/10013367887
Saved in:
6
Which uncertainty measures matter for the cross-section of stock returns?
Lee, Kiryoung
;
Jeon, Yoontae
;
Kim, Minki
- In:
Finance research letters
46
(
2022
)
2
,
pp. 1-8
Persistent link: https://www.econbiz.de/10013341608
Saved in:
7
Portfolio concentration and equity market contagion : evidence on the "flight to familiarity" across indexing methods
Kaiser, Lars
- In:
The journal of investment strategies
7
(
2017
)
1
,
pp. 41-60
Persistent link: https://www.econbiz.de/10011880104
Saved in:
8
The
sampling
error in estimates of mean-variance efficient portfolio weights
Britten-Jones, Mark
- In:
The journal of finance : the journal of the American …
54
(
1999
)
2
,
pp. 655-671
Persistent link: https://www.econbiz.de/10001367859
Saved in:
9
Data-snooping biases in tests of financial asset pricing models
Lo, Andrew W.
- In:
The review of financial studies
3
(
1990
)
3
,
pp. 431-467
Persistent link: https://www.econbiz.de/10001105895
Saved in:
10
Sampling
error in first order stochastic dominance
Stein, William E.
- In:
The journal of financial research
10
(
1987
)
3
,
pp. 259-268
Persistent link: https://www.econbiz.de/10001078527
Saved in:
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