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isPartOf:"SFB 649 discussion paper"
type_genre:"Working Paper"
~isPartOf:"Netspar academic series"
~isPartOf:"Working paper series"
~isPartOf:"Working papers"
~subject:"Portfolio selection"
~subject:"Portfolio-Management"
~type_genre:"Amtsdruckschrift"
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Portfolio selection
Portfolio-Management
Theorie
1,948
Theory
1,948
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177
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109
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109
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Ślepaczuk, Robert
12
Härdle, Wolfgang
10
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5
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Dempster, Michael A. H.
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Pelizzon, Loriana
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Barro, Diana
3
Canestrelli, Elio
3
Chlebus, Marcin
3
Hlawatsch, Stefan
3
Okhrin, Ostap
3
Reichling, Peter
3
Sakowski, Paweł
3
Bagliano, Fabio C.
2
Balter, Anne
2
Caporin, Massimiliano
2
Corradin, Fausto
2
Evstigneev, Igor V.
2
Fugazza, Carolina
2
Hautsch, Nikolaus
2
Kennedy, Richard
2
Lee, David Kuo Chuen
2
Malec, Peter
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Medova, E. A.
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Michańków, Jakub
2
Nasekin, Sergey
2
Nicodano, Giovanna
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Odening, Martin
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Sartore, Domenico
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Schenk-Hoppé, K. R.
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Schied, Alexander
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Xu, Wei
2
Almeida, Rui Jorge
1
Amendola, Alessandra
1
Andriyashin, Anton
1
Andriyashin, Anton V.
1
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1
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SFB 649 discussion paper
Netspar academic series
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Working paper / National Bureau of Economic Research, Inc.
191
Research paper series / Swiss Finance Institute
120
Discussion paper / Centre for Economic Policy Research
85
Swiss Finance Institute Research Paper
81
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61
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44
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39
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37
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Sonderforschungsbereich 504, Rationalitätskonzepte, Entscheidungsverhalten und Ökonomische Modellierung
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Dresdner Beiträge zu quantitativen Verfahren
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Working paper series / University of Zurich, Department of Economics
14
Working papers / Rodney L. White Center for Financial Research
14
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
13
Research paper / International Center for Financial Asset Management and Engineering
13
Working papers / Financial Institutions Center
13
SAFE working paper
12
Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
11
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
10
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ECONIS (ZBW)
95
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1
Optimal savings and portfolio choice with risky labor income and reference-dependent preferences
Bilsen, Servaas van
;
Laeven, Roger
;
Nijman, Theodore E.
-
2023
Persistent link: https://www.econbiz.de/10014458737
Saved in:
2
Target-based investment for long-term investors under stochastic volatility
Pelsser, Antoon André Jean
;
Yang, Li
-
2023
Persistent link: https://www.econbiz.de/10014458738
Saved in:
3
Modeling and evaluating conditional quantile dynamics in VaR forecasts
Cipollini, Fabrizio
;
Gallo, Giampiero M.
;
Palandri, …
-
2023
-
Prima edizione
Persistent link: https://www.econbiz.de/10014321854
Saved in:
4
Optimal markowitz portfolio using returns forecasted with time series and machine learning models
Ślusarczyk, Damian
;
Ślepaczuk, Robert
-
2023
Persistent link: https://www.econbiz.de/10014446491
Saved in:
5
Portfolio return maximization using robust optimization and directional changes
Almeida, Rui Jorge
;
Bastürk, Nalan
;
Rodrigues, Paulo …
-
2023
Persistent link: https://www.econbiz.de/10014448097
Saved in:
6
Comparative risk aversion vs. threshold choice in the Omega ratio
Balter, Anne
;
Chau, Ki Wai
;
Schweizer, Nikolaus
-
2023
Persistent link: https://www.econbiz.de/10014448116
Saved in:
7
Ensembling ARIMAX model in algorithmic investment strategies on commodities market
Jakubowski, Paweł
;
Ślepaczuk, Robert
;
Windorbski, …
-
2023
Persistent link: https://www.econbiz.de/10014448210
Saved in:
8
Mean absolute directional loss as a new loss function for machine learning problems in algorithmic investment strategies
Michańków, Jakub
;
Sakowski, Paweł
;
Ślepaczuk, Robert
-
2023
Persistent link: https://www.econbiz.de/10014448222
Saved in:
9
Hedging properties of algorithmic investment strategies using long short-term memory and time series models for equity indices
Michańków, Jakub
;
Sakowsk, Paweł
;
Ślepaczuk, Robert
-
2023
Persistent link: https://www.econbiz.de/10014448237
Saved in:
10
Hedging permanent income shocks
Bagliano, Fabio C.
;
Corvino, Raffaele
;
Fugazza, Carolina
; …
-
2023
Persistent link: https://www.econbiz.de/10014312833
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