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subject:"Portfolio selection"
~isPartOf:"Computational economics"
~isPartOf:"Finance and stochastics"
~isPartOf:"NBER Working Paper"
~isPartOf:"The journal of futures markets"
~subject:"Commodity derivative"
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Portfolio selection
Commodity derivative
Theorie
7,721
Theory
7,721
Geldpolitik
554
Monetary policy
554
Estimation
502
Schätzung
501
Portfolio-Management
447
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381
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381
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278
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278
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272
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272
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477
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Lien, Da-hsiang Donald
8
Mitchell, Olivia S.
7
Kabanov, Jurij M.
6
Maurer, Raimond
6
Shleifer, Andrei
5
Bodie, Zvi
4
Choulli, Tahir
4
Cooper, Russell
4
Friedman, Benjamin M.
4
Jeanblanc, Monique
4
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4
Karatzas, Ioannis
4
Lo, Andrew W.
4
Longstaff, Francis A.
4
Pedersen, Lasse Heje
4
Pham, Huyên
4
Roley, V. Vance
4
Rüschendorf, Ludger
4
Schied, Alexander
4
Van Nieuwerburgh, Stijn
4
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3
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3
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3
Benth, Fred Espen
3
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3
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3
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3
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3
Elie, Romuald
3
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3
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3
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3
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3
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3
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3
Lustig, Hanno N.
3
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3
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3
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3
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3
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Computational economics
Finance and stochastics
NBER Working Paper
The journal of futures markets
Insurance / Mathematics & economics
277
European journal of operational research : EJOR
266
Journal of banking & finance
248
NBER working paper series
243
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197
Journal of economic dynamics & control
167
Finance research letters
163
Mathematical finance : an international journal of mathematics, statistics and financial theory
156
International journal of theoretical and applied finance
148
Research paper series / Swiss Finance Institute
121
Quantitative finance
120
The review of financial studies
105
Journal of financial economics
100
Risks : open access journal
100
The journal of finance : the journal of the American Finance Association
100
The journal of portfolio management : a publication of Institutional Investor
98
Management science : journal of the Institute for Operations Research and the Management Sciences
95
Journal of empirical finance
94
Discussion paper / Centre for Economic Policy Research
89
Economic modelling
89
Swiss Finance Institute Research Paper
83
Economics letters
81
The European journal of finance
77
International review of economics & finance : IREF
74
International review of financial analysis
74
Mathematics and financial economics
71
Applied economics
69
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68
SpringerLink / Bücher
68
The journal of asset management
68
The North American journal of economics and finance : a journal of financial economics studies
66
Journal of risk and financial management : JRFM
64
The journal of portfolio management : JPM
63
Journal of economic theory
62
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ECONIS (ZBW)
477
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477
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1
A càdlàg rough path foundation for robust finance
Allan, Andrew L.
;
Liu, Chong
;
Prömel, David Johannes
- In:
Finance and stochastics
28
(
2024
)
1
,
pp. 215-257
Persistent link: https://www.econbiz.de/10014447739
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
Fundamental theorem of asset pricing with acceptable risk in markets with frictions
Arduca, Maria
;
Munari, Cosimo-Andrea
- In:
Finance and stochastics
27
(
2023
)
3
,
pp. 831-862
Persistent link: https://www.econbiz.de/10014328991
Saved in:
4
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:
5
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:
6
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:
7
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:
8
Less disagreement, better forecasts : adjusted risk measures in the energy futures market
Zhang, Ning
;
Gong, Yujing
;
Xue, Xiaohan
- In:
The journal of futures markets
43
(
2023
)
10
,
pp. 1332-1372
Persistent link: https://www.econbiz.de/10014339438
Saved in:
9
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:
10
A tale of two premiums revisited
Maréchal, Loïc
- In:
The journal of futures markets
43
(
2023
)
5
,
pp. 580-614
Persistent link: https://www.econbiz.de/10014293173
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