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isPartOf:"Journal of financial and quantitative analysis : JFQA"
subject:"Portfolio selection"
~isPartOf:"Mathematical methods of operations research"
~language:"eng"
~subject:"Stock market"
~subject:"Wahrscheinlichkeitsrechnung"
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Portfolio selection
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Wahrscheinlichkeitsrechnung
Theorie
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201
Mathematische Optimierung
201
Portfolio-Management
116
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Korn, Ralf
5
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Fortin, Ines
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Journal of financial and quantitative analysis : JFQA
Mathematical methods of operations research
Insurance / Mathematics & economics
367
European journal of operational research : EJOR
337
NBER working paper series
307
Journal of banking & finance
261
Working paper / National Bureau of Economic Research, Inc.
253
NBER Working Paper
245
Finance research letters
209
Journal of economic dynamics & control
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Mathematical finance : an international journal of mathematics, statistics and financial theory
173
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167
International journal of theoretical and applied finance
158
Economics letters
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The review of financial studies
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Discussion paper / Centre for Economic Policy Research
115
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Journal of financial economics
112
International review of financial analysis
106
International review of economics & finance : IREF
103
The journal of portfolio management : a publication of Institutional Investor
102
The European journal of finance
100
Computational economics
95
Journal of economic theory
88
The North American journal of economics and finance : a journal of financial economics studies
88
Swiss Finance Institute Research Paper
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Journal of risk and financial management : JRFM
84
Applied economics
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Operations research letters
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Mathematics and financial economics
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Journal of mathematical economics
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International journal of forecasting
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ECONIS (ZBW)
139
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1
Mining the short side : institutional investors and stock market anomalies
Gao, Xin
;
Wang, Ying
- In:
Journal of financial and quantitative analysis : JFQA
58
(
2023
)
1
,
pp. 392-418
Persistent link: https://www.econbiz.de/10014247825
Saved in:
2
Worst-case portfolio optimization in discrete time
Chen, Lihua
;
Korn, Ralf
- In:
Mathematical methods of operations research
90
(
2019
)
2
,
pp. 197-227
Persistent link: https://www.econbiz.de/10012132709
Saved in:
3
Nonconcave robust optimization with discrete strategies under Knightian uncertainty
Neufeld, Ariel
;
Ṥikić, Mario
- In:
Mathematical methods of operations research
90
(
2019
)
2
,
pp. 229-253
Persistent link: https://www.econbiz.de/10012132710
Saved in:
4
How does illiquidity affect delegated portfolio choice?
Dai, Min
;
Goncalves-Pinto, Luis
;
Xu, Jing
- In:
Journal of financial and quantitative analysis : JFQA
54
(
2019
)
2
,
pp. 539-585
Persistent link: https://www.econbiz.de/10012138916
Saved in:
5
Stock price co-movement and the foundations of pairs trading
Farago, Adam
;
Hjalmarsson, Erik
- In:
Journal of financial and quantitative analysis : JFQA
54
(
2019
)
2
,
pp. 629-665
Persistent link: https://www.econbiz.de/10012138924
Saved in:
6
Optimal Consumption and Investment under Time-Varying Liquidity Constraints
Ahn, Seryoong
;
Choi, Kyoung Jin
;
Lim, Byung Hwa
- In:
Journal of financial and quantitative analysis : JFQA
54
(
2019
)
4
,
pp. 1643-1681
Persistent link: https://www.econbiz.de/10012139951
Saved in:
7
New evidence on conditional factor models
Cooper, Ilan
;
Maio, Paulo
- In:
Journal of financial and quantitative analysis : JFQA
54
(
2019
)
5
,
pp. 1975-2016
Persistent link: https://www.econbiz.de/10012140056
Saved in:
8
An exact solution to a robust portfolio choice problem with multiple risk measures under ambiguous distribution
Kang, Zhilin
;
Li, Zhongfei
- In:
Mathematical methods of operations research
87
(
2018
)
2
,
pp. 169-195
Persistent link: https://www.econbiz.de/10011873984
Saved in:
9
Quantile Hedging in a semi-static market with model uncertainty
Bayraktar, Erhan
;
Wang, Gu
- In:
Mathematical methods of operations research
87
(
2018
)
2
,
pp. 197-277
Persistent link: https://www.econbiz.de/10011873985
Saved in:
10
Life-cycle asset allocation with ambiguity aversion and learning
Peijnenburg, Kim
- In:
Journal of financial and quantitative analysis : JFQA
53
(
2018
)
5
,
pp. 1962-1994
Persistent link: https://www.econbiz.de/10011959061
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