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accessRights:"restricted"
subject:"Portfolio-Management"
~isPartOf:"The journal of investment strategies"
~subject:"Risikomanagement"
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Portfolio-Management
Risikomanagement
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
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Risk management
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Simulation
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Volatilität
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portfolio optimization
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Correlation
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risk parity
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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
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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
Firoozye, Nikan B.
1
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1
Fong, Wai-mun
1
Gao, Jun
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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The journal of investment strategies
Insurance / Mathematics & economics
211
European journal of operational research : EJOR
208
Finance research letters
146
Quantitative finance
118
SpringerLink / Bücher
115
Journal of banking & finance
99
Discussion paper / Centre for Economic Policy Research
94
Management science : journal of the Institute for Operations Research and the Management Sciences
87
Journal of empirical finance
65
The journal of portfolio management : JPM
64
The North American journal of economics and finance : a journal of financial economics studies
62
International review of financial analysis
61
International journal of theoretical and applied finance
60
Computational economics
58
Economic modelling
57
Journal of economic dynamics & control
56
Working paper / National Bureau of Economic Research, Inc.
55
International review of economics & finance : IREF
54
Journal of financial economics
50
The journal of investing : JOI
48
Finance and stochastics
47
Mathematics and financial economics
45
The European journal of finance
43
Discussion papers / CEPR
42
Journal of risk
42
Applied economics
41
Scandinavian actuarial journal
40
The journal of asset management
40
Economics letters
35
Journal of the Operational Research Society
35
Journal of mathematical finance
33
Operations research letters
32
International journal of financial engineering
31
Operations research
31
IMA journal of management mathematics
29
Research paper series / Swiss Finance Institute
29
Computers & operations research : and their applications to problems of world concern ; an international journal
27
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
27
Annals of finance
26
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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
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:
5
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:
6
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:
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
Optimal dynamic strategies on Gaussian returns
Firoozye, Nikan B.
;
Koshiyama, Adriano S.
- In:
The journal of investment strategies
9
(
2020
)
1
,
pp. 23-53
Persistent link: https://www.econbiz.de/10012597125
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