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~person:"Satchell, Stephen"
~subject:"Mathematische Optimierung"
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Mathematische Optimierung
Portfolio selection
77
Portfolio-Management
77
Theorie
38
Theory
38
Capital income
18
Kapitaleinkommen
18
Forecasting model
16
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Großbritannien
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Statistische Verteilung
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Stock market
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Satchell, Stephen
Gilli, Manfred
13
Li, Duan
13
Post, Thierry
13
Schumann, Enrico
13
Fabozzi, Frank J.
12
Cesarone, Francesco
11
Korn, Ralf
11
Steffensen, Mogens
10
Scozzari, Andrea
9
Arvanitis, Stelios
8
Kim, Woo Chang
8
Kwon, Roy H.
8
Steuer, Ralph E.
8
Tardella, Fabio
8
Vanduffel, Steven
8
Zhang, Wei-guo
8
Ben Abdelaziz, Fouad
7
Cui, Xiangyu
7
Kim, Jang Ho
7
Pachamanova, Dessislava A.
7
Qi, Yue
7
Speranza, Maria Grazia
7
Takahashi, Akihiko
7
Topaloglou, Nikolas
7
Cajas, Dany
6
Chen, Jingnan
6
Chen, Zhiping
6
Hassapis, Christis
6
Lee, Yongjae
6
Li, Xun
6
Mansini, Renata
6
Mavrotas, George
6
McAleer, Michael
6
Muhle-Karbe, Johannes
6
Platanakis, Emmanouil
6
Schied, Alexander
6
Schmid, Wolfgang
6
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6
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Quantitative finance series
2
Advances in portfolio construction and implementation
1
DAE working paper
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Elsevier finance
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Forecasting expected returns in the financial markets
1
Optimizing optimization : the next generation of optimization applications and theory
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ECONIS (ZBW)
7
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1
Risk discriminating portfolio optimization
Deshpande, Amit
;
Ertley, Brian
;
Lundin, Mark
;
Satchell, …
- In:
Quantitative finance
19
(
2019
)
2
,
pp. 177-185
Persistent link: https://www.econbiz.de/10012194647
Saved in:
2
Computing optimal mean/downside risk frontiers : the role of ellipticity
Hall, Tony
;
Satchell, Stephen
- In:
Optimizing optimization : the next generation of …
,
(pp. 179-199)
.
2010
Persistent link: https://www.econbiz.de/10003939154
Saved in:
3
Optimizing optimization : the next generation of optimization applications and theory
Satchell, Stephen
-
2010
Persistent link: https://www.econbiz.de/10003904112
Saved in:
4
Bernstein approximations to the copula function and portfolio optimization
Sancetta, Alessio
;
Satchell, Stephen
-
2001
Persistent link: https://www.econbiz.de/10001592277
Saved in:
5
Robust optimization for utilizing forecasted returns in institutional investment
Koutsoyannis, Christos
;
Satchell, Stephen
- In:
Forecasting expected returns in the financial markets
,
(pp. 177-189)
.
2007
Persistent link: https://www.econbiz.de/10003557954
Saved in:
6
Linear factor models in finance
Knight, John
;
Knight, John L.
;
Satchell, Stephen
-
2005
Persistent link: https://www.econbiz.de/10001973380
Saved in:
7
Assessing the merits of rank-based optimization for portfolio construction
Hwang, Soosung
;
Satchell, Stephen
;
Wright, Stephen M.
- In:
Advances in portfolio construction and implementation
,
(pp. 269-289)
.
2003
Persistent link: https://www.econbiz.de/10001771118
Saved in:
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