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isPartOf:"Journal of economic theory"
subject:"Portfolio selection"
~isPartOf:"Insurance / Mathematics & economics"
~isPartOf:"Quantitative finance"
~source:"econis"
~subject:"Nash-Gleichgewicht"
~subject:"Risikomaß"
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Portfolio selection
Nash-Gleichgewicht
Risikomaß
Theorie
4,189
Theory
4,189
Portfolio-Management
467
Game theory
441
Spieltheorie
441
Risk
434
Risiko
427
Stochastic process
262
Stochastischer Prozess
262
Asymmetric information
216
Asymmetrische Information
216
Risk measure
215
Equilibrium theory
211
Gleichgewichtstheorie
211
Risk management
192
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191
Risk model
184
Risikomodell
183
Statistical distribution
182
Statistische Verteilung
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Decision under uncertainty
172
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Probability theory
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149
Agency theory
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Risikoaversion
136
Risk aversion
136
Economics of information
132
Informationsökonomik
132
Learning process
130
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130
Measurement
121
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121
Nash equilibrium
121
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121
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681
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Li, Zhongfei
11
Liang, Zongxia
11
Zeng, Yan
10
Mao, Tiantian
7
Tan, Ken Seng
7
Weng, Chengguo
7
Cheung, Ka Chun
6
Escobar, Marcos
6
Furman, Edward
6
Landsman, Zinoviy
6
Wang, Ruodu
6
Wong, Hoi Ying
6
Yao, Haixiang
6
Young, Virginia R.
6
Boonen, Tim J.
5
Chi, Yichun
5
Chiu, Mei Choi
5
Guan, Guohui
5
Guillén, Montserrat
5
Hu, Taizhong
5
Laeven, Roger J. A.
5
Li, Danping
5
Li, Jinzhu
5
Yam, Sheung Chi Phillip
5
Zhuo, Jin
5
Asimit, Alexandru V.
4
Chen, Ping
4
Dhaene, Jan
4
Forsyth, Peter A.
4
Rüschendorf, Ludger
4
Sandholm, William H.
4
Shen, Yang
4
Sordo, Miguel A.
4
Su, Jianxi
4
Tang, Qihe
4
Weber, Shlomo
4
Wei, Jiaqin
4
Zhang, Ling
4
Zhang, Yiying
4
Zhao, Hui
4
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Journal of economic theory
Insurance / Mathematics & economics
Quantitative finance
European journal of operational research : EJOR
320
Journal of banking & finance
275
NBER working paper series
244
Working paper / National Bureau of Economic Research, Inc.
209
Journal of economic dynamics & control
200
NBER Working Paper
195
Finance research letters
186
Games and economic behavior
182
Mathematical finance : an international journal of mathematics, statistics and financial theory
167
Finance and stochastics
161
International journal of theoretical and applied finance
157
Risks : open access journal
140
Economics letters
133
Research paper series / Swiss Finance Institute
131
Economic theory : official journal of the Society for the Advancement of Economic Theory
114
Journal of empirical finance
114
Economic modelling
111
Discussion paper / Centre for Economic Policy Research
109
Management science : journal of the Institute for Operations Research and the Management Sciences
107
The journal of portfolio management : a publication of Institutional Investor
102
Journal of financial economics
101
The review of financial studies
101
Discussion paper / Tinbergen Institute
99
The journal of finance : the journal of the American Finance Association
96
Swiss Finance Institute Research Paper
90
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88
Mathematical methods of operations research
85
Mathematics and financial economics
85
The European journal of finance
85
SpringerLink / Bücher
83
Computational economics
81
International review of financial analysis
81
International review of economics & finance : IREF
78
Discussion paper / Center for Economic Research, Tilburg University
77
CESifo working papers
76
Applied economics
72
Journal of risk and financial management : JRFM
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ECONIS (ZBW)
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1
Cross-section without factors : a string model for expected returns
Distaso, Walter
;
Mele, Antonio
;
Vilkov, Grigory
- In:
Quantitative finance
24
(
2024
)
6
,
pp. 693-718
Persistent link: https://www.econbiz.de/10015050788
Saved in:
2
Assessing network risk with FRM : links with pricing kernel volatility and application to cryptocurrencies
Wang, Ruting
;
Potì, Valerio
;
Härdle, Wolfgang
- In:
Quantitative finance
24
(
2024
)
7
,
pp. 975-992
Persistent link: https://www.econbiz.de/10015050808
Saved in:
3
Assessing the accuracy of exponentially weighted moving average models for value-at-risk and expected shortfall of crypto portfolios
Alexander, Carol
;
Dakos, Michael
- In:
Quantitative finance
23
(
2023
)
3
,
pp. 393-427
Persistent link: https://www.econbiz.de/10014232660
Saved in:
4
Multivariate systemic risk measures and computation by deep learning algorithms
Doldi, A.
;
Feng, Y.
;
Fouque, Jean-Pierre
;
Frittelli, Marco
- In:
Quantitative finance
23
(
2023
)
10
,
pp. 1431-1444
Persistent link: https://www.econbiz.de/10014419169
Saved in:
5
Distributionally robust end-to-end portfolio construction
Costa, Giorgio
;
Iyengar, Garud N.
- In:
Quantitative finance
23
(
2023
)
10
,
pp. 1465-1482
Persistent link: https://www.econbiz.de/10014419171
Saved in:
6
f-Betas and portfolio optimization with f-divergence induced risk measures
Ding, Rui
- In:
Quantitative finance
23
(
2023
)
10
,
pp. 1483-1496
Persistent link: https://www.econbiz.de/10014419172
Saved in:
7
Can volatility solve the naive portfolio puzzle?
Curran, Michael
;
O'Sullivan, Patrick
;
Zalla, Ryan
- In:
Quantitative finance
23
(
2023
)
11
,
pp. 1545-1560
Persistent link: https://www.econbiz.de/10014419177
Saved in:
8
Optimal portfolio choice of couples with tax-deferred accounts and survival-contingent products
Bae, Sanghyeon
;
Lee, Yongjae
;
Kim, Woo Chang
- In:
Quantitative finance
23
(
2023
)
11
,
pp. 1597-1615
Persistent link: https://www.econbiz.de/10014419181
Saved in:
9
Estimation risk and the implicit value of index-tracking
Clark, Brian
;
Edirisinghe, Chanaka
;
Simaan, Majeed
- In:
Quantitative finance
22
(
2022
)
2
,
pp. 303-319
Persistent link: https://www.econbiz.de/10013167745
Saved in:
10
The value and cost of more stages in stochastic programing : a statistical analysis on a set of portfolio choice problems
Birge, John R.
;
Blomvall, Jörgen
;
Ekblom, Jonas
- In:
Quantitative finance
22
(
2022
)
1
,
pp. 95-112
Persistent link: https://www.econbiz.de/10012872523
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