//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
isPartOf:"Journal of financial and quantitative analysis : JFQA"
subject:"Portfolio selection"
~isPartOf:"Computational economics"
~isPartOf:"The journal of portfolio management : JPM"
~subject:"Hedging"
~subject:"Volatilität"
~type_genre:"Article in journal"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Theory"
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Portfolio selection
Hedging
Volatilität
Theorie
1,030
Theory
1,030
Portfolio-Management
180
Forecasting model
108
Prognoseverfahren
108
USA
103
United States
103
Börsenkurs
98
Share price
98
CAPM
89
Time series analysis
79
Zeitreihenanalyse
79
Capital income
77
Kapitaleinkommen
77
Volatility
77
Mathematical programming
75
Mathematische Optimierung
75
Estimation
72
Schätzung
71
Agent-based modeling
64
Agentenbasierte Modellierung
64
Stock market
50
Aktienmarkt
49
Stochastic process
49
Stochastischer Prozess
49
Risk
47
Simulation
47
Risiko
46
Financial market
41
Finanzmarkt
41
Derivat
39
Derivative
39
Yield curve
38
Zinsstruktur
38
Neural networks
34
Neuronale Netze
34
Anlageverhalten
33
Behavioural finance
33
more ...
less ...
Online availability
All
Undetermined
164
Free
12
Type of publication
All
Article
256
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
256
Aufsatzsammlung
2
Language
All
English
256
Author
All
Simonian, Joseph
5
Fabozzi, Frank J.
4
Li, Yong
3
Prigent, Jean-Luc
3
Schlag, Christian
3
Beheshti, Bijan
2
Best, Michael J.
2
Bhansali, Vineer
2
Caporale, Guglielmo Maria
2
Ceffer, Attila
2
Chen, Yi-Ting
2
Copeland, Thomas E.
2
Gil-Alaña, Luis A.
2
Guerard, John Baynard
2
Han, Liyan
2
Hilliard, Jimmy E.
2
Hixon, Scott
2
Holdom, Jeremie
2
Jordan, Susan D.
2
Kolm, Petter N.
2
Konstantinov, Gueorgui
2
Korniotis, George M.
2
Kristjanpoller Rodríguez, Werner
2
Kritzman, Mark
2
Li, Handong
2
Luo, Qixuan
2
Markowitz, Harry
2
Müller, Fernanda Maria
2
Naik, Narayan Y.
2
Plastun, Alex
2
Righi, Marcelo Brutti
2
Sun, Edward W.
2
Turkington, David
2
Yin, Libo
2
Zeitsch, Peter J.
2
Zhang, Weiguo
2
Abbes, Mouna Boujelbène
1
Abdoh, Hussein
1
Abid, Ilyes
1
Addoum, Jawad M.
1
more ...
less ...
Published in...
All
Journal of financial and quantitative analysis : JFQA
Computational economics
The journal of portfolio management : JPM
Journal of banking & finance
357
Insurance / Mathematics & economics
301
European journal of operational research : EJOR
298
Finance research letters
263
Mathematical finance : an international journal of mathematics, statistics and financial theory
256
International journal of theoretical and applied finance
247
Journal of economic dynamics & control
245
Finance and stochastics
223
The journal of futures markets
184
Journal of financial economics
179
Economics letters
175
Quantitative finance
173
Journal of empirical finance
164
Economic modelling
163
The review of financial studies
159
Journal of econometrics
150
The journal of finance : the journal of the American Finance Association
146
International review of economics & finance : IREF
140
The European journal of finance
137
Risks : open access journal
136
International review of financial analysis
134
Management science : journal of the Institute for Operations Research and the Management Sciences
124
Applied economics
115
Journal of international money and finance
107
The North American journal of economics and finance : a journal of financial economics studies
107
The journal of portfolio management : a publication of Institutional Investor
106
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
102
Applied mathematical finance
101
Journal of risk and financial management : JRFM
101
Energy economics
98
International journal of forecasting
94
Applied economics letters
89
Journal of economic theory
87
Annals of finance
86
Mathematics and financial economics
81
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
71
Applied financial economics
70
Journal of mathematical finance
70
more ...
less ...
Source
All
ECONIS (ZBW)
256
Showing
1
-
10
of
256
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Nonparametric test for volatility in clustered multiple time series
Barrios, Erniel B.
;
Redondo, Paolo Victor T.
- In:
Computational economics
63
(
2024
)
2
,
pp. 861-876
Persistent link: https://www.econbiz.de/10014475068
Saved in:
2
Industry clusters and the geography of portfolio choice
Addoum, Jawad M.
;
Delikouras, Stefanos
;
Da Ke
; …
- In:
Journal of financial and quantitative analysis : JFQA
59
(
2024
)
3
,
pp. 1031-1063
Persistent link: https://www.econbiz.de/10015055399
Saved in:
3
A new neural network approach for predicting the volatility of stock market
Koo, Eunho
;
Kim, Geonwoo
- In:
Computational economics
61
(
2023
)
4
,
pp. 1665-1679
Persistent link: https://www.econbiz.de/10014327101
Saved in:
4
A synthetic data-plus-features driven approach for portfolio optimization
Pagnoncelli, Bernardo K.
;
Ramírez, Domingo
;
Rahimian, Hamed
- In:
Computational economics
62
(
2023
)
1
,
pp. 187-204
Persistent link: https://www.econbiz.de/10014327294
Saved in:
5
Optimal limit order book trading strategies with stochastic volatility in the underlying asset
Aydoğan, Burcu
;
Uğur, Ömür
;
Aksoy, Ümit
- In:
Computational economics
62
(
2023
)
1
,
pp. 289-324
Persistent link: https://www.econbiz.de/10014327497
Saved in:
6
Portfolio optimization via online gradient descent and risk control
Yamim, J. D. M.
;
Borges, C. C. H.
;
Neto, R. F.
- In:
Computational economics
62
(
2023
)
1
,
pp. 361-381
Persistent link: https://www.econbiz.de/10014327502
Saved in:
7
On the modeling and simulation of portfolio allocation schemes : an approach based on network community detection
Ferretti, Stefano
- In:
Computational economics
62
(
2023
)
3
,
pp. 969-1005
Persistent link: https://www.econbiz.de/10014382852
Saved in:
8
Market clearing and Krusell-Smith algorithm in an economy with multiple assets
Bakota, Ivo
- In:
Computational economics
62
(
2023
)
3
,
pp. 1007-1045
Persistent link: https://www.econbiz.de/10014382858
Saved in:
9
The impact of large investors on the portfolio optimization of single-family houses in housing markets
Yilmaz, Bilgi
;
Korn, Ralf
;
Selcuk-Kestel, A. Sevtap
- In:
Computational economics
61
(
2023
)
2
,
pp. 855-873
Persistent link: https://www.econbiz.de/10014228464
Saved in:
10
Solving high-dimensional dynamic portfolio choice models with hierarchical B-splines on sparse grids
Schober, Peter
;
Valentin, Julian
;
Pflüger, Dirk
- In:
Computational economics
59
(
2022
)
1
,
pp. 185-224
Persistent link: https://www.econbiz.de/10013168972
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->