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subject:"Game theory"
subject:"Incomplete information"
~isPartOf:"Quantitative finance"
~subject:"Portfolio-Management"
~subject:"Wettbewerb"
~type:"article"
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Game theory
Incomplete information
Portfolio-Management
Wettbewerb
Theorie
293
Theory
293
Portfolio selection
122
Stochastic process
53
Stochastischer Prozess
53
Forecasting model
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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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1
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Quantitative finance
Games and economic behavior
736
Journal of economic theory
580
Economics letters
368
European journal of operational research : EJOR
346
Insurance / Mathematics & economics
285
Journal of banking & finance
278
Economic theory : official journal of the Society for the Advancement of Economic Theory
269
Journal of economic dynamics & control
257
Journal of economic behavior & organization : JEBO
240
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
223
International journal of game theory : official journal of the Game Theory Society
200
International journal of industrial organization
188
Management science : journal of the Institute for Operations Research and the Management Sciences
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Finance research letters
178
The American economic review
173
Finance and stochastics
159
Mathematical finance : an international journal of mathematics, statistics and financial theory
157
The review of financial studies
151
International journal of theoretical and applied finance
145
European economic review : EER
141
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140
Journal of mathematical economics
137
Social choice and welfare
128
Journal of financial economics
124
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Public choice
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The journal of finance : the journal of the American Finance Association
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Risks : open access journal
98
The economic journal : the journal of the Royal Economic Society
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97
Theory and decision : an international journal for multidisciplinary advances in decision science
97
Journal of empirical finance
96
European journal of political economy
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ECONIS (ZBW)
122
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1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
Adaptive online mean-variance portfolio selection with transaction costs
Guo, Sini
;
Gu, Jia-Wen
;
Ching, Wai Ki
;
Lyu, Benmeng
- In:
Quantitative finance
24
(
2024
)
1
,
pp. 59-82
Persistent link: https://www.econbiz.de/10014551906
Saved in:
9
Optimal stop-loss rules in markets with long-range dependence
Xiang, Yun
;
Deng, Shijie
- In:
Quantitative finance
24
(
2024
)
2
,
pp. 253-263
Persistent link: https://www.econbiz.de/10014551974
Saved in:
10
Dynamic currency hedging with non-Gaussianity and ambiguity
Polak, Pawel
;
Ulrych, Urban
- In:
Quantitative finance
24
(
2024
)
2
,
pp. 305-327
Persistent link: https://www.econbiz.de/10014551995
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