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subject:"Capital income"
subject:"Zeitreihenanalyse"
~isPartOf:"Quantitative finance"
~subject:"Portfolio selection"
~subject:"Wohlfahrtsanalyse"
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Capital income
Zeitreihenanalyse
Portfolio selection
Wohlfahrtsanalyse
Theorie
297
Theory
297
Portfolio-Management
123
Stochastic process
54
Stochastischer Prozess
54
Forecasting model
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50
Volatility
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Volatilität
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Escobar, Marcos
5
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2
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2
Creamer Guillén, Germán
2
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2
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2
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2
Isaenko, Sergei
2
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2
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2
Kwon, Roy H.
2
Langrené, Nicolas
2
Lee, Yongjae
2
Li, Wai Keung
2
Loeper, Grégoire
2
Madan, Dilip B.
2
Olmo, Jose
2
Paterlini, Sandra
2
Pun, Chi Seng
2
Satchell, Stephen
2
Sornette, Didier
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2
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1
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1
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1
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1
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Quantitative finance
NBER working paper series
713
Working paper / National Bureau of Economic Research, Inc.
678
NBER Working Paper
625
Economics letters
481
Discussion paper / Centre for Economic Policy Research
400
Journal of econometrics
387
CESifo working papers
360
International journal of forecasting
357
Journal of banking & finance
350
European journal of operational research : EJOR
326
Journal of economic dynamics & control
310
Insurance / Mathematics & economics
305
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Economic modelling
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Finance research letters
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Journal of financial economics
207
Applied economics
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Econometric theory
192
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188
International review of economics & finance : IREF
174
The review of financial studies
174
International journal of theoretical and applied finance
169
Management science : journal of the Institute for Operations Research and the Management Sciences
168
Finance and stochastics
162
Mathematical finance : an international journal of mathematics, statistics and financial theory
159
Research paper series / Swiss Finance Institute
156
Econometric reviews
150
Applied economics letters
146
Computational economics
146
The European journal of finance
140
International review of financial analysis
136
Risks : open access journal
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The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
154
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1
A study on asset price bubble dynamics : explosive trend or quadratic variation?
Jarrow, Robert A.
;
Kwok, Simon Sai Man
- In:
Quantitative finance
24
(
2024
)
5
,
pp. 613-626
Persistent link: https://www.econbiz.de/10014552111
Saved in:
2
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:
3
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:
4
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:
5
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:
6
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:
7
Deep-learning models for forecasting financial risk premia and their interpretations
Lo, Andrew W.
;
Singh, Manish
- In:
Quantitative finance
23
(
2023
)
6
,
pp. 917-929
Persistent link: https://www.econbiz.de/10014304395
Saved in:
8
Improving the asymmetric stochastic volatility model with ex-post volatility : the identification of the asymmetry
Zhang, Zehua
;
Zhao, Ran
- In:
Quantitative finance
23
(
2023
)
1
,
pp. 35-51
Persistent link: https://www.econbiz.de/10013490951
Saved in:
9
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
Saved in:
10
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
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