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accessRights:"restricted"
subject:"Portfolio-Management"
~isPartOf:"The journal of investment strategies"
~subject:"Statistical test"
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Portfolio-Management
Statistical test
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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portfolio optimization
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risk parity
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33
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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
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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
Fong, Wai-mun
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
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1
Lu, Xiao
1
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The journal of investment strategies
Insurance / Mathematics & economics
166
European journal of operational research : EJOR
160
Finance research letters
143
Quantitative finance
117
Journal of banking & finance
91
Discussion paper / Centre for Economic Policy Research
90
Management science : journal of the Institute for Operations Research and the Management Sciences
74
Journal of econometrics
70
SpringerLink / Bücher
67
The journal of portfolio management : JPM
63
Economics letters
62
Journal of empirical finance
62
International review of financial analysis
59
Computational economics
58
International journal of theoretical and applied finance
58
The North American journal of economics and finance : a journal of financial economics studies
58
Working paper / National Bureau of Economic Research, Inc.
58
Economic modelling
54
International review of economics & finance : IREF
54
Journal of economic dynamics & control
52
Journal of financial economics
49
The journal of investing : JOI
47
Finance and stochastics
45
Mathematics and financial economics
42
The European journal of finance
42
The journal of asset management
39
Discussion papers / CEPR
38
Applied economics
36
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
36
Journal of risk
36
International journal of forecasting
33
Operations research letters
32
Scandinavian actuarial journal
31
Journal of mathematical finance
29
Journal of the Operational Research Society
29
Operations research
29
International journal of financial engineering
27
Research paper series / Swiss Finance Institute
26
Annals of finance
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ECONIS (ZBW)
33
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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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