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subject:"Hedging"
~isPartOf:"Computational economics"
~isPartOf:"Journal of mathematical economics"
~isPartOf:"Mathematical methods of operations research"
~subject:"Mathematische Optimierung"
~subject:"Portfolio selection"
~subject:"Risk aversion"
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Search: subject_exact:"Portfolio-Theorie"
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Hedging
Mathematische Optimierung
Portfolio selection
Risk aversion
Portfolio-Management
250
Theorie
176
Theory
176
Stochastic process
42
Stochastischer Prozess
42
Mathematical programming
40
Risiko
38
Risk
38
Risikomaß
30
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Portfolio optimization
22
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Korn, Ralf
6
Hlouskova, Jaroslava
5
Fortin, Ines
4
Hens, Thorsten
4
Semmler, Willi
4
Koo, Hyeng-keun
3
Kraft, Holger
3
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2
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2
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Bi, Junna
2
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2
Han, Liyan
2
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2
Kallsen, Jan
2
Katsikis, Vasilios N.
2
Li, Handong
2
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2
Ma, Guiyuan
2
Mazur, Stepan
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Prigent, Jean-Luc
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2
Soner, Halil Mete
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2
Sun, Edward W.
2
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2
Wenzelburger, Jan
2
Xu, Weidong
2
Yang, Xingyu
2
Yin, Libo
2
Yu, Min-Teh
2
Yuen, Kam Chuen
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Computational economics
Journal of mathematical economics
Mathematical methods of operations research
Journal of banking & finance
570
NBER working paper series
534
Working paper / National Bureau of Economic Research, Inc.
460
Finance research letters
435
European journal of operational research : EJOR
391
Insurance / Mathematics & economics
385
NBER Working Paper
379
International review of financial analysis
287
Journal of financial economics
264
The journal of asset management
255
The journal of portfolio management : a publication of Institutional Investor
253
Journal of economic dynamics & control
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The journal of finance : the journal of the American Finance Association
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Research paper series / Swiss Finance Institute
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International journal of theoretical and applied finance
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Applied economics
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Journal of empirical finance
199
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Finance and stochastics
196
Quantitative finance
195
The review of financial studies
191
Journal of financial and quantitative analysis : JFQA
178
International review of economics & finance : IREF
177
Mathematical finance : an international journal of mathematics, statistics and financial theory
177
Risks : open access journal
175
Economic modelling
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SpringerLink / Bücher
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The European journal of finance
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The North American journal of economics and finance : a journal of financial economics studies
159
Journal of risk and financial management : JRFM
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Swiss Finance Institute Research Paper
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The journal of investing
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Economics letters
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Pacific-Basin finance journal
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The journal of wealth management
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Applied economics letters
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Research in international business and finance
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ECONIS (ZBW)
250
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1
Portfolio selection with a rank-deficient covariance matrix
Gulliksson, Mårten
;
Oleynik, Anna
;
Mazur, Stepan
- In:
Computational economics
63
(
2024
)
6
,
pp. 2247-2269
Persistent link: https://www.econbiz.de/10014636734
Saved in:
2
A synthetic data-plus-features driven approach for portfolio optimization
Pagnoncelli, Bernardo K.
;
Ramírez, Domingo
;
Rahimian, Hamed
- In:
Computational economics
62
(
2023
)
1
,
pp. 187-204
Persistent link: https://www.econbiz.de/10014327294
Saved in:
3
Optimal limit order book trading strategies with stochastic volatility in the underlying asset
Aydoğan, Burcu
;
Uğur, Ömür
;
Aksoy, Ümit
- In:
Computational economics
62
(
2023
)
1
,
pp. 289-324
Persistent link: https://www.econbiz.de/10014327497
Saved in:
4
Portfolio optimization via online gradient descent and risk control
Yamim, J. D. M.
;
Borges, C. C. H.
;
Neto, R. F.
- In:
Computational economics
62
(
2023
)
1
,
pp. 361-381
Persistent link: https://www.econbiz.de/10014327502
Saved in:
5
On the modeling and simulation of portfolio allocation schemes : an approach based on network community detection
Ferretti, Stefano
- In:
Computational economics
62
(
2023
)
3
,
pp. 969-1005
Persistent link: https://www.econbiz.de/10014382852
Saved in:
6
Market clearing and Krusell-Smith algorithm in an economy with multiple assets
Bakota, Ivo
- In:
Computational economics
62
(
2023
)
3
,
pp. 1007-1045
Persistent link: https://www.econbiz.de/10014382858
Saved in:
7
The impact of large investors on the portfolio optimization of single-family houses in housing markets
Yilmaz, Bilgi
;
Korn, Ralf
;
Selcuk-Kestel, A. Sevtap
- In:
Computational economics
61
(
2023
)
2
,
pp. 855-873
Persistent link: https://www.econbiz.de/10014228464
Saved in:
8
Solving high-dimensional dynamic portfolio choice models with hierarchical B-splines on sparse grids
Schober, Peter
;
Valentin, Julian
;
Pflüger, Dirk
- In:
Computational economics
59
(
2022
)
1
,
pp. 185-224
Persistent link: https://www.econbiz.de/10013168972
Saved in:
9
Portfolio correlations in the bank-firm credit market of Japan
Luu, Duc Thi
- In:
Computational economics
60
(
2022
)
2
,
pp. 529-569
Persistent link: https://www.econbiz.de/10013380791
Saved in:
10
Fuzzy portfolio selection using stochastic correlation
Jo, Gumsong
;
Kim, Hyokil
;
Kim, Hoyong
;
Ri, Gyongho
- In:
Computational economics
63
(
2024
)
4
,
pp. 1493-1509
Persistent link: https://www.econbiz.de/10014549109
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