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Theory
Portfolio-Management
51,748
Portfolio selection
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Theorie
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Fabozzi, Frank J.
145
Maurer, Raimond
77
Platen, Eckhard
57
Gollier, Christian
56
Korn, Ralf
48
Mitchell, Olivia S.
46
Uppal, Raman
45
Guidolin, Massimo
44
Satchell, Stephen
44
Ang, Andrew
43
Campbell, John Y.
43
Markowitz, Harry
43
Post, Thierry
40
Lo, Andrew W.
38
Levy, Haim
37
Prigent, Jean-Luc
36
Viceira, Luis M.
35
Wong, Wing Keung
35
Escobar, Marcos
34
Li, Duan
34
Zagst, Rudi
34
Bodie, Zvi
32
Vanduffel, Steven
32
Wang, Ruodu
32
Başak, Suleyman
31
Schenk-Hoppé, Klaus Reiner
31
Van Wincoop, Eric
31
Wong, Hoi Ying
31
Härdle, Wolfgang
30
Kane, Alex
30
Muhle-Karbe, Johannes
30
Hens, Thorsten
29
Kraft, Holger
29
Račev, Svetlozar T.
29
Blake, David
28
Bonaparte, Yosef
28
Gomes, Francisco J.
28
Lucas, André
28
Madan, Dilip B.
28
Albrecht, Peter
27
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National Bureau of Economic Research
295
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
6
Rodney L. White Center for Financial Research
6
Association of European Operational Research Societies / Working Group on Financial Modelling
5
Fachverlag für Wirtschafts- und Steuerrecht Schäffer <Stuttgart>
5
Friedrich-Schiller-Universität Jena
5
Universität Mannheim
5
Goethe-Universität Frankfurt am Main
4
Lunds Universitet / Nationalekonomiska Institutionen
4
Pensions Institute
4
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
4
World Bank
4
Association for Investment Management and Research
3
Bonn Graduate School of Economics
3
Centre for Economic Policy Research
3
Chambre de commerce et d'industrie de Paris
3
Edward Elgar Publishing
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Ekonomiska forskningsinstitutet <Stockholm>
3
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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International Monetary Fund
3
Johannes Gutenberg-Universität Mainz
3
Judge Institute of Management Studies
3
Københavns Universitet / Økonomisk Institut
3
Martin-Luther-Universität Halle-Wittenberg / Wirtschaftswissenschaftliche Fakultät
3
OECD
3
Springer-Verlag GmbH
3
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
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European journal of operational research : EJOR
350
Insurance
299
Journal of banking & finance
289
NBER working paper series
288
NBER Working Paper
236
Finance research letters
226
Working paper / National Bureau of Economic Research, Inc.
223
Journal of economic dynamics & control
181
Finance and stochastics
168
Mathematical finance : an international journal of mathematics, statistics and financial theory
158
International journal of theoretical and applied finance
155
Quantitative finance
147
Journal of financial economics
142
Management science : journal of the Institute for Operations Research and the Management Sciences
136
The journal of portfolio management : a publication of Institutional Investor
133
Research paper series / Swiss Finance Institute
124
Risks : open access journal
123
Journal of empirical finance
122
The journal of finance : the journal of the American Finance Association
118
Economics letters
106
The review of financial studies
105
The European journal of finance
103
International review of financial analysis
100
International review of economics & finance : IREF
99
Economic modelling
96
Applied economics
92
Computational economics
92
Discussion paper / Centre for Economic Policy Research
91
Swiss Finance Institute Research Paper
84
The journal of portfolio management : JPM
84
Discussion papers / CEPR
81
The North American journal of economics and finance : a journal of financial economics studies
81
Discussion paper / Tinbergen Institute
78
Mathematics and financial economics
78
The journal of asset management
77
Journal of risk and financial management : JRFM
76
SpringerLink / Bücher
71
Mathematical methods of operations research
70
CESifo working papers
67
Working paper
65
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ECONIS (ZBW)
23,187
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1
Optimal inattention to the stock market with information costs and transactions costs
Abel, Andrew B.
;
Eberly, Janice C.
;
Panageas, Stauros
- In:
Econometrica : journal of the Econometric Society, an …
81
(
2013
)
4
,
pp. 1455-1481
Persistent link: https://www.econbiz.de/10009793485
Saved in:
2
Better cross hedges with composite hedging? : hedging equity portfolios using financial and commodity futures
Chen, Fei
;
Sutcliffe, Charles M. S.
- In:
The European journal of finance
18
(
2012
)
5/6
,
pp. 575-595
Persistent link: https://www.econbiz.de/10009615711
Saved in:
3
Optimal trade execution with uncertain volume target
Vaes, Julien
;
Hauser, Raphael A.
- In:
The journal of computational finance
26
(
2022
)
1
,
pp. 37-80
Persistent link: https://www.econbiz.de/10014546277
Saved in:
4
The shadow price of liquidity in asset allocation : a case study
Van Luu, Bac
;
Sharaiha, Yazid M.
;
Doskov, Nikolay
; …
- In:
Journal of investment management : JOIM
12
(
2014
)
2
,
pp. 14-31
Persistent link: https://www.econbiz.de/10010388914
Saved in:
5
Optimal portfolio choice and the valuation of illiquid securities
Longstaff, Francis A.
- In:
The review of financial studies
14
(
2001
)
2
,
pp. 407-431
Persistent link: https://www.econbiz.de/10001570570
Saved in:
6
Using compromise programming in a stock market pricing model
Ballestero, Enrique
- In:
Research and practice in multiple criteria decision …
,
(pp. 388-399)
.
2000
Persistent link: https://www.econbiz.de/10001498022
Saved in:
7
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:
8
Is more always better? : empirical evidence on optimal portfolio size
Melkumian, Alla A.
;
Melkumian, Arsen V.
- In:
Eastern economic journal
35
(
2009
)
1
,
pp. 84-95
Persistent link: https://www.econbiz.de/10003817986
Saved in:
9
The opportunity cost of mean-variance choice under estimation risk
Simaan, Yusif E.
- In:
European journal of operational research : EJOR
234
(
2014
)
2
,
pp. 382-391
Persistent link: https://www.econbiz.de/10010356752
Saved in:
10
The opportunity cost of holding a "naive" portfolio
Melkumian, Alice A.
- In:
The journal of economics
38
(
2012
)
1
,
pp. 23-42
Persistent link: https://www.econbiz.de/10009623125
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