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subject:"Portfolio selection"
~isPartOf:"Quantitative finance"
~isPartOf:"The journal of futures markets"
~subject:"Börsenkurs"
~subject:"Commodity derivative"
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Portfolio selection
Börsenkurs
Commodity derivative
Theorie
748
Theory
748
Portfolio-Management
162
Hedging
146
Derivat
137
Derivative
137
USA
114
United States
108
Volatility
88
Volatilität
88
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76
Estimation
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Option pricing theory
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Lien, Da-hsiang Donald
8
Escobar, Marcos
5
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4
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3
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3
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3
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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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Cont, Rama
2
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2
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2
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2
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Gu, Jia-Wen
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2
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2
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2
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Quantitative finance
The journal of futures markets
NBER working paper series
434
Working paper / National Bureau of Economic Research, Inc.
382
Journal of banking & finance
336
NBER Working Paper
336
European journal of operational research : EJOR
280
Insurance / Mathematics & economics
280
Finance research letters
257
Journal of economic dynamics & control
234
The journal of finance : the journal of the American Finance Association
228
The review of financial studies
226
Journal of financial economics
200
Mathematical finance : an international journal of mathematics, statistics and financial theory
182
Discussion paper / Centre for Economic Policy Research
176
International journal of theoretical and applied finance
176
Journal of empirical finance
169
Finance and stochastics
168
Research paper series / Swiss Finance Institute
156
Economics letters
149
International review of financial analysis
147
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146
International review of economics & finance : IREF
135
Management science : journal of the Institute for Operations Research and the Management Sciences
128
The European journal of finance
127
Applied economics
114
Risks : open access journal
112
The North American journal of economics and finance : a journal of financial economics studies
112
The journal of portfolio management : a publication of Institutional Investor
109
Computational economics
103
Swiss Finance Institute Research Paper
103
Journal of financial and quantitative analysis : JFQA
100
SpringerLink / Bücher
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Journal of economic theory
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Applied economics letters
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Journal of risk and financial management : JRFM
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ECONIS (ZBW)
261
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1
A study on asset price bubble dynamics : explosive trend or quadratic variation?
Jarrow, Robert A.
;
Kwok, Simon Sai Man
- In:
Quantitative finance
24
(
2024
)
5
,
pp. 613-626
Persistent link: https://www.econbiz.de/10014552111
Saved in:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
Analysis and modeling of client order flow in limit order markets
Cont, Rama
;
Cucuringu, Mihai
;
Glukhov, Vacslav
; …
- In:
Quantitative finance
23
(
2023
)
2
,
pp. 187-205
Persistent link: https://www.econbiz.de/10014232614
Saved in:
9
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:
10
A generative model of a limit order book using recurrent neural networks
Hultin, Hanna
;
Hult, Henrik
;
Proutiere, Alexandre
; …
- In:
Quantitative finance
23
(
2023
)
6
,
pp. 931-958
Persistent link: https://www.econbiz.de/10014304400
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