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subject:"Estimation"
~isPartOf:"Quantitative finance"
~subject:"Game theory"
~subject:"Portfolio-Management"
~subject:"Spieltheorie"
~subject:"Tariff policy"
~type_genre:"Article in journal"
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Search: subject_exact:"Theory"
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Estimation
Game theory
Portfolio-Management
Spieltheorie
Tariff policy
Theorie
304
Theory
304
Portfolio selection
129
Stochastic process
53
Stochastischer Prozess
53
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52
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52
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50
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Escobar, Marcos
5
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
Li, Yuying
2
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2
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1
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1
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1
Alexander, Carol
1
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1
Arratia, Argimiro
1
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1
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Quantitative finance
Games and economic behavior
664
Journal of economic theory
508
Economics letters
487
Applied economics
375
Journal of economic dynamics & control
343
Journal of banking & finance
342
European journal of operational research : EJOR
320
Insurance / Mathematics & economics
292
Economic modelling
287
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
244
Finance research letters
240
Economic theory : official journal of the Society for the Advancement of Economic Theory
228
Applied economics letters
210
Journal of economic behavior & organization : JEBO
209
The American economic review
205
Journal of econometrics
193
International review of economics & finance : IREF
191
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
190
International journal of game theory : official journal of the Game Theory Society
186
Journal of international money and finance
182
European economic review : EER
176
Management science : journal of the Institute for Operations Research and the Management Sciences
172
Journal of empirical finance
171
The journal of finance : the journal of the American Finance Association
171
Journal of financial economics
169
Journal of international economics
168
Mathematical finance : an international journal of mathematics, statistics and financial theory
163
The review of financial studies
161
International journal of theoretical and applied finance
157
Finance and stochastics
154
Journal of applied econometrics
152
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
151
The European journal of finance
142
International economic review
135
The economic journal : the journal of the Royal Economic Society
135
The review of economic studies
135
The Canadian journal of economics
133
Mathematical social sciences
128
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ECONIS (ZBW)
154
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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
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:
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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