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subject:"Portfolio selection"
~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"Quantitative finance"
~isPartOf:"The journal of futures markets"
~subject:"Commodity derivative"
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Portfolio selection
Commodity derivative
Theorie
3,154
Theory
3,154
Portfolio-Management
328
Monetary policy
281
Geldpolitik
280
USA
216
United States
210
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194
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194
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177
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359
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Lien, Da-hsiang Donald
8
Lioui, Abraham
8
Escobar, Marcos
6
Munk, Claus
5
Branger, Nicole
3
Huang, Chi-fu
3
Kraft, Holger
3
Li, Bin
3
Li, Duan
3
Li, Kai
3
Li, Lingfei
3
Lillo, Fabrizio
3
Lin, Qian
3
Poncet, Patrice
3
Stübinger, Johannes
3
Alexander, Gordon J.
2
Baptista, Alexandre M.
2
Birge, John R.
2
Bookstaber, Richard
2
Brooks, Robert
2
Chacko, George
2
Cheng, Yuyang
2
Cong, F.
2
Coqueret, Guillaume
2
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2
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2
Cvitanić, Jakša
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
Gu, Jia-Wen
2
He, Xue-zhong
2
Hindy, Ayman
2
Kim, Woo Chang
2
Krauss, Christopher
2
Kwon, Roy H.
2
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2
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Journal of economic dynamics & control
Quantitative finance
The journal of futures markets
Insurance / Mathematics & economics
277
European journal of operational research : EJOR
271
Journal of banking & finance
248
NBER working paper series
243
Working paper / National Bureau of Economic Research, Inc.
197
NBER Working Paper
192
Finance research letters
175
Mathematical finance : an international journal of mathematics, statistics and financial theory
156
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152
International journal of theoretical and applied finance
148
Research paper series / Swiss Finance Institute
121
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
Management science : journal of the Institute for Operations Research and the Management Sciences
98
The journal of portfolio management : a publication of Institutional Investor
98
Journal of empirical finance
97
Economic modelling
92
Discussion paper / Centre for Economic Policy Research
89
Swiss Finance Institute Research Paper
83
Economics letters
81
The European journal of finance
80
International review of economics & finance : IREF
76
International review of financial analysis
76
Mathematics and financial economics
71
Computational economics
70
Applied economics
69
Mathematical methods of operations research
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
Discussion paper / Tinbergen Institute
61
Annals of finance
60
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ECONIS (ZBW)
359
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359
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1
Risky times : seasonality and event risk of commodities
Boos, Dominik
- In:
The journal of futures markets
44
(
2024
)
5
,
pp. 767-783
Persistent link: https://www.econbiz.de/10014536682
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
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:
7
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:
8
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
Saved in:
9
Modeling skewness in portfolio choice
Trung Hai Le
;
Kourtis, Apostolos
;
Markellos, Raphaēl N.
- In:
The journal of futures markets
43
(
2023
)
6
,
pp. 734-770
Persistent link: https://www.econbiz.de/10014293220
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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