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subject:"Portfolio selection"
~isPartOf:"Quantitative finance"
~isPartOf:"The journal of portfolio management : JPM"
~subject:"Financial analysis"
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Portfolio selection
Financial analysis
Theorie
406
Theory
406
Portfolio-Management
192
Volatility
61
Volatilität
61
Forecasting model
59
Prognoseverfahren
59
Stochastic process
55
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55
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Messung
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performance measurement
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Escobar, Marcos
5
Simonian, Joseph
5
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3
Kim, Woo Chang
3
Lee, Yongjae
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Satchell, Stephen
3
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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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1
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Quantitative finance
The journal of portfolio management : JPM
Insurance / Mathematics & economics
278
European journal of operational research : EJOR
276
NBER working paper series
255
Journal of banking & finance
254
Working paper / National Bureau of Economic Research, Inc.
211
NBER Working Paper
201
Finance research letters
182
Journal of economic dynamics & control
174
Finance and stochastics
154
Mathematical finance : an international journal of mathematics, statistics and financial theory
154
International journal of theoretical and applied finance
148
Research paper series / Swiss Finance Institute
123
Journal of financial economics
111
The journal of finance : the journal of the American Finance Association
107
Management science : journal of the Institute for Operations Research and the Management Sciences
106
The review of financial studies
105
Journal of empirical finance
103
Risks : open access journal
103
The journal of portfolio management : a publication of Institutional Investor
99
Discussion paper / Centre for Economic Policy Research
93
SpringerLink / Bücher
86
Swiss Finance Institute Research Paper
86
Economic modelling
84
The European journal of finance
83
Economics letters
80
International review of economics & finance : IREF
77
Computational economics
75
International review of financial analysis
75
Mathematics and financial economics
74
The journal of asset management
70
Mathematical methods of operations research
68
The North American journal of economics and finance : a journal of financial economics studies
65
Journal of risk and financial management : JRFM
63
Annals of finance
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Discussion paper / Tinbergen Institute
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Journal of economic theory
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ECONIS (ZBW)
200
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1
Cross-section without factors : a string model for expected returns
Distaso, Walter
;
Mele, Antonio
;
Vilkov, Grigory
- In:
Quantitative finance
24
(
2024
)
6
,
pp. 693-718
Persistent link: https://www.econbiz.de/10015050788
Saved in:
2
Assessing network risk with FRM : links with pricing kernel volatility and application to cryptocurrencies
Wang, Ruting
;
Potì, Valerio
;
Härdle, Wolfgang
- In:
Quantitative finance
24
(
2024
)
7
,
pp. 975-992
Persistent link: https://www.econbiz.de/10015050808
Saved in:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
A tale of two sentiment scales : disentangling short-run and long-run components in multivariate sentiment dynamics
Vassallo, Danilo
;
Bormetti, Giacomo
;
Lillo, Fabrizio
- In:
Quantitative finance
22
(
2022
)
12
,
pp. 2237-2255
Persistent link: https://www.econbiz.de/10013490941
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