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accessRights:"restricted"
subject:"Portfolio-Management"
~isPartOf:"Mathematics and financial economics"
~isPartOf:"The journal of investment strategies"
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Portfolio-Management
Theorie
131
Theory
131
Portfolio selection
72
Risiko
28
Risk
28
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18
Risk measure
18
CAPM
15
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14
Mathematische Optimierung
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Ishizaki, Fumio
2
Jarrow, Robert A.
2
Katsuki, Ryota
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Langrené, Nicolas
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Rosazza Gianin, Emanuela
2
Sakurai, Yutaka
2
Yazane, Takashi
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Yuki, Yusuke
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AitSahlia, Farid
1
Ankirchner, Stefan
1
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1
Ararat, Çağın
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
Bellini, Fabio
1
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Mathematics and financial economics
The journal of investment strategies
Insurance / Mathematics & economics
164
European journal of operational research : EJOR
153
Finance research letters
138
Quantitative finance
112
Journal of banking & finance
87
Discussion paper / Centre for Economic Policy Research
79
Management science : journal of the Institute for Operations Research and the Management Sciences
69
SpringerLink / Bücher
65
The journal of portfolio management : JPM
63
Journal of empirical finance
60
The North American journal of economics and finance : a journal of financial economics studies
58
International journal of theoretical and applied finance
56
International review of financial analysis
55
Computational economics
53
International review of economics & finance : IREF
52
Working paper / National Bureau of Economic Research, Inc.
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Economic modelling
50
Journal of economic dynamics & control
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Journal of financial economics
47
The journal of investing : JOI
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Finance and stochastics
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The European journal of finance
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The journal of asset management
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Discussion papers / CEPR
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Applied economics
35
Economics letters
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Journal of risk
33
Scandinavian actuarial journal
31
Journal of mathematical finance
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Journal of the Operational Research Society
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Operations research letters
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International journal of financial engineering
27
IMA journal of management mathematics
25
Research paper series / Swiss Finance Institute
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Annals of finance
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Computers & operations research : and their applications to problems of world concern ; an international journal
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ECONIS (ZBW)
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1
Non-concave portfolio optimization with average value-at-risk
Zhang, Fangyuan
- In:
Mathematics and financial economics
17
(
2023
)
2
,
pp. 203-237
Persistent link: https://www.econbiz.de/10014328920
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2
Optimal collective investment : an analysis of individual welfare
Branger, Nicole
;
Chen, An
;
Mahayni, Antje
;
Nguyen, Thai
- In:
Mathematics and financial economics
17
(
2023
)
1
,
pp. 101-125
Persistent link: https://www.econbiz.de/10014226255
Saved in:
3
An optimal portfolio and consumption problem with a benchmark and partial information
Bellalah, Mondher
;
Zhang, Detao
;
Zhang, Panpan
- In:
Mathematics and financial economics
17
(
2023
)
1
,
pp. 127-152
Persistent link: https://www.econbiz.de/10014226256
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4
Sherman ratio optimization : constructing alternative ultrashort sovereign bond portfolios
Henide, Karim
- In:
The journal of investment strategies
12
(
2023
)
1
,
pp. 23-44
Persistent link: https://www.econbiz.de/10014484621
Saved in:
5
Implementing mean-variance spanning tests with short-sales constraints
AitSahlia, Farid
;
Doellman, Thomas
;
Sardarli, Sabuhi
- In:
The journal of investment strategies
12
(
2023
)
2
,
pp. 1-12
Persistent link: https://www.econbiz.de/10014484630
Saved in:
6
Optimal trend-following portfolios
Valeyre, Sebastien
- In:
The journal of investment strategies
12
(
2023
)
3
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014484648
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7
The risk-reversal premium
Hull, Blair
;
Sinclair, Euan
- In:
The journal of investment strategies
11
(
2022
)
1
,
pp. 59-75
Persistent link: https://www.econbiz.de/10014335810
Saved in:
8
Dynamic signal selection strategies
Madan, Dilip B.
;
Sharaiha, Yazid M.
;
Sundsøy, Pål
- In:
The journal of investment strategies
11
(
2022
)
4
,
pp. 31-50
Persistent link: https://www.econbiz.de/10014335858
Saved in:
9
Robust utility maximization under model uncertainty via a penalization approach
Guo, Ivan
;
Langrené, Nicolas
;
Loeper, Grégoire
;
Ning, Wei
- In:
Mathematics and financial economics
16
(
2022
)
1
,
pp. 51-88
Persistent link: https://www.econbiz.de/10013167700
Saved in:
10
A novel derivation and interpretation of the Kelly criterion
Kull, Andreas
- In:
The journal of investment strategies
11
(
2022
)
2
,
pp. 47-58
Persistent link: https://www.econbiz.de/10013462912
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