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accessRights:"restricted"
subject:"Portfolio-Management"
~isPartOf:"Finance and stochastics"
~isPartOf:"Quantitative finance"
~subject:"Heuristics"
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Portfolio-Management
Heuristics
Theorie
380
Theory
380
Portfolio selection
157
Stochastic process
81
Stochastischer Prozess
81
Risiko
57
Risk
57
Volatility
49
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49
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47
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46
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46
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46
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45
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Capital income
34
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Escobar, Marcos
5
Choulli, Tahir
4
Deng, Jun
3
Madan, Dilip B.
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Pun, Chi Seng
3
Stübinger, Johannes
3
Aksamit, Anna
2
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2
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2
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2
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2
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2
Gu, Jia-Wen
2
Jeanblanc, Monique
2
Jiao, Ying
2
Karatzas, Ioannis
2
Kim, Donghan
2
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2
Kwon, Roy H.
2
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2
Larsen, Kasper
2
Loeper, Grégoire
2
Lépinette, Emmanuel
2
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1
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1
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1
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1
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1
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1
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1
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1
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Finance and stochastics
Quantitative finance
European journal of operational research : EJOR
498
Computers & operations research : and their applications to problems of world concern ; an international journal
410
International journal of production research
166
Insurance / Mathematics & economics
164
Finance research letters
138
Journal of banking & finance
87
SpringerLink / Bücher
87
Journal of the Operational Research Society
82
Discussion paper / Centre for Economic Policy Research
79
Management science : journal of the Institute for Operations Research and the Management Sciences
75
Omega : the international journal of management science
67
The journal of portfolio management : JPM
63
Journal of empirical finance
61
The North American journal of economics and finance : a journal of financial economics studies
61
International journal of production economics
58
Operations research letters
58
Operational research : an international journal
57
Computational economics
56
International journal of theoretical and applied finance
56
International review of financial analysis
55
International review of economics & finance : IREF
52
Journal of economic dynamics & control
52
Working paper / National Bureau of Economic Research, Inc.
52
Economic modelling
51
Transportation research / E : an international journal
49
Journal of financial economics
47
The journal of investing : JOI
47
Mathematics and financial economics
42
The European journal of finance
41
The journal of asset management
39
INFORMS journal on computing : JOC
37
Operations research
37
Discussion papers / CEPR
36
Applied economics
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Economics letters
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Computers & operations research : an international journal
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Journal of the Operational Research Society : OR
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ECONIS (ZBW)
157
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1
Adaptive online mean-variance portfolio selection with transaction costs
Guo, Sini
;
Gu, Jia-Wen
;
Ching, Wai Ki
;
Lyu, Benmeng
- In:
Quantitative finance
24
(
2024
)
1
,
pp. 59-82
Persistent link: https://www.econbiz.de/10014551906
Saved in:
2
Optimal stop-loss rules in markets with long-range dependence
Xiang, Yun
;
Deng, Shijie
- In:
Quantitative finance
24
(
2024
)
2
,
pp. 253-263
Persistent link: https://www.econbiz.de/10014551974
Saved in:
3
Dynamic currency hedging with non-Gaussianity and ambiguity
Polak, Pawel
;
Ulrych, Urban
- In:
Quantitative finance
24
(
2024
)
2
,
pp. 305-327
Persistent link: https://www.econbiz.de/10014551995
Saved in:
4
A modified CTGAN-plus-features-based method for optimal asset allocation
Peña, José-Manuel
;
Suárez, Fernando
;
Larré, Omar
; …
- In:
Quantitative finance
24
(
2024
)
3/4
,
pp. 465-479
Persistent link: https://www.econbiz.de/10014552083
Saved in:
5
Risk management under weighted limited expected loss
Chen, An
;
Nguyen, Thai
- In:
Quantitative finance
24
(
2024
)
5
,
pp. 593-612
Persistent link: https://www.econbiz.de/10014552107
Saved in:
6
A basket half full : sparse portfolios
Seregina, Ekaterina
- In:
Quantitative finance
23
(
2023
)
12
,
pp. 1833-1852
Persistent link: https://www.econbiz.de/10014452457
Saved in:
7
Dynamic core-satellite investing using higher order moments : an explicit solution
Wang, Yanfeng
;
Lu, Wanbo
;
Boudt, Kris
- In:
Quantitative finance
23
(
2023
)
12
,
pp. 1815-1831
Persistent link: https://www.econbiz.de/10014452472
Saved in:
8
Large-scale financial planning via a partially observable stochastic dual dynamic programming framework
Lee, Jinkyu
;
Kwon, Do-Gyun
;
Lee, Yongjae
;
Kim, Jang Ho
; …
- In:
Quantitative finance
23
(
2023
)
9
,
pp. 1341-1360
Persistent link: https://www.econbiz.de/10014339931
Saved in:
9
High-dimensional sparse index tracking based on a multi-step convex optimization approach
Shi, Fangquan
;
Shu, Lianjie
;
Luo, Yiling
;
Huo, Xiaoming
- In:
Quantitative finance
23
(
2023
)
9
,
pp. 1361-1372
Persistent link: https://www.econbiz.de/10014339936
Saved in:
10
Market-to-book ratio in stochastic portfolio theory
Kim, Donghan
- In:
Finance and stochastics
27
(
2023
)
2
,
pp. 401-434
Persistent link: https://www.econbiz.de/10014253650
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