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accessRights:"restricted"
subject:"Portfolio-Management"
~isPartOf:"The journal of investment strategies"
~subject:"Entropy"
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Portfolio-Management
Entropy
Theorie
39
Theory
39
Portfolio selection
30
Anlageverhalten
8
Behavioural finance
8
Risiko
8
Risk
8
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6
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portfolio optimization
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risk parity
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Ishizaki, Fumio
2
Katsuki, Ryota
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2
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1
Baitinger, Eduard
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The journal of investment strategies
Insurance / Mathematics & economics
169
European journal of operational research : EJOR
159
Finance research letters
152
Quantitative finance
119
Journal of banking & finance
88
Discussion paper / Centre for Economic Policy Research
83
Management science : journal of the Institute for Operations Research and the Management Sciences
75
SpringerLink / Bücher
65
The journal of portfolio management : JPM
63
Computational economics
62
The North American journal of economics and finance : a journal of financial economics studies
61
Journal of empirical finance
60
International journal of theoretical and applied finance
56
International review of financial analysis
55
International review of economics & finance : IREF
54
Working paper / National Bureau of Economic Research, Inc.
54
Journal of economic dynamics & control
53
Economic modelling
51
Journal of financial economics
47
The journal of investing : JOI
47
Finance and stochastics
45
Mathematics and financial economics
45
Economics letters
42
The European journal of finance
41
Discussion papers / CEPR
40
The journal of asset management
39
Applied economics
36
Journal of risk
34
Operations research
34
Scandinavian actuarial journal
31
Journal of mathematical finance
30
Journal of the Operational Research Society
30
Operations research letters
29
International journal of financial engineering
28
IMA journal of management mathematics
27
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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