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accessRights:"restricted"
subject:"Portfolio-Management"
~isPartOf:"The journal of investment strategies"
~source:"econis"
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Portfolio-Management
Theorie
39
Theory
39
Portfolio selection
30
Anlageverhalten
8
Behavioural finance
8
Risiko
8
Risk
8
Capital income
6
Kapitaleinkommen
6
Mathematical programming
6
Mathematische Optimierung
6
Risikomanagement
6
Risk management
6
Simulation
6
Volatility
5
Volatilität
5
portfolio optimization
5
Correlation
4
Korrelation
4
Risikomaß
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Risk measure
4
Statistical test
4
Statistischer Test
4
risk parity
4
Forecasting model
3
Kelly criterion
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Prognoseverfahren
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Securities trading
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Wertpapierhandel
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ARCH-Modell
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Agent-based modeling
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Agentenbasierte Modellierung
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CAPM
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30
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Ishizaki, Fumio
2
Katsuki, Ryota
2
Sakurai, Yutaka
2
Yazane, Takashi
2
Yuki, Yusuke
2
AitSahlia, Farid
1
Baitinger, Eduard
1
Bangur, Peeyush
1
Bouchaud, Jean-Philippe
1
Cai, Haotian
1
Carvalho, Raul Leote de
1
Chan, Raymond H.
1
Chen, Longchong
1
Chen, Xianzhe
1
Cooper, Ricky Alyn
1
Dao, Tung-Lam
1
Das, Sanjiv R.
1
Deremble, Cyril
1
Ding, Dennis Yi
1
Doellman, Thomas
1
Firoozye, Nikan B.
1
Fong, Wai-mun
1
Gao, Jun
1
Heckel, Thomas
1
Henide, Karim
1
Hirsch, Michael J.
1
Hull, Blair
1
Jongh, Pieter Juriaan de
1
Kakushadze, Zura
1
Kan, Yu Hang
1
Koshiyama, Adriano S.
1
Kull, Andreas
1
Langrené, Nicolas
1
Lemperiere, Yves
1
Lu, Xiao
1
Ma, Alfred Ka Chun
1
Madan, Dilip B.
1
Molyboga, Marat
1
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The journal of investment strategies
Insurance / Mathematics & economics
164
European journal of operational research : EJOR
154
Finance research letters
145
Quantitative finance
116
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
73
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
Computational economics
55
International review of financial analysis
55
International review of economics & finance : IREF
52
Journal of economic dynamics & control
51
Working paper / National Bureau of Economic Research, Inc.
51
Economic modelling
50
Journal of financial economics
47
The journal of investing : JOI
47
Finance and stochastics
45
Mathematics and financial economics
43
The European journal of finance
41
The journal of asset management
39
Discussion papers / CEPR
37
Applied economics
35
Economics letters
35
Journal of risk
33
Scandinavian actuarial journal
31
Journal of mathematical finance
29
Journal of the Operational Research Society
29
Operations research
29
Operations research letters
29
International journal of financial engineering
27
IMA journal of management mathematics
26
Research paper series / Swiss Finance Institute
25
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
25
Annals of finance
24
Computers & operations research : and their applications to problems of world concern ; an international journal
23
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ECONIS (ZBW)
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1
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:
2
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:
3
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
Saved in:
4
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
Saved in:
5
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:
6
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:
7
Is volatility a friend or enemy of your stock and fund investments?
Chen, Longchong
;
Gao, Jun
;
Sheng, Zhu
- In:
The journal of investment strategies
11
(
2022
)
3
,
pp. 61-87
Persistent link: https://www.econbiz.de/10013555707
Saved in:
8
Correlation diversified passive portfolio strategy based on permutation of assets
Sakurai, Yutaka
;
Yuki, Yusuke
;
Katsuki, Ryota
;
Yazane, …
- In:
The journal of investment strategies
10
(
2021
)
2
,
pp. 1-22
Persistent link: https://www.econbiz.de/10013167944
Saved in:
9
Correlation diversified passive portfolio strategy based on permutation of assets
Sakurai, Yutaka
;
Yuki, Yusuke
;
Katsuki, Ryota
;
Yazane, …
- In:
The journal of investment strategies
10
(
2021
)
2
,
pp. 1-22
Persistent link: https://www.econbiz.de/10013270033
Saved in:
10
Portfolio allocation based on expected profit and loss measures
Venter, J. H.
;
Jongh, Pieter Juriaan de
- In:
The journal of investment strategies
9
(
2020
)
4
,
pp. 19-60
Persistent link: https://www.econbiz.de/10012598974
Saved in:
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