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~accessRights:"restricted"
~isPartOf:"Applied mathematical finance"
~isPartOf:"Journal of empirical finance"
~subject:"Mathematische Optimierung"
~subject:"Portfolio selection"
~type_genre:"Article in journal"
~type_genre:"Conference paper"
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Mathematische Optimierung
Portfolio selection
Portfolio-Management
149
Theorie
78
Theory
78
Capital income
61
Kapitaleinkommen
61
CAPM
38
Risiko
31
Risk
31
Estimation
28
Schätzung
28
Volatility
25
Volatilität
25
Anlageverhalten
24
Behavioural finance
24
Börsenkurs
22
Share price
22
Forecasting model
21
Prognoseverfahren
21
Stochastic process
19
Stochastischer Prozess
19
Investment Fund
18
Investmentfonds
18
Hedging
16
Risikomaß
16
Risk measure
16
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11
Risikomanagement
11
Risk management
11
Stock market
11
Estimation theory
9
Option pricing theory
9
Optionspreistheorie
9
Risikoprämie
9
Risk premium
9
Schätztheorie
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149
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English
149
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Rhee, S. Ghon
3
Wang, Yudong
3
Bernardi, Mauro
2
Cheng, Tingting
2
Chiang, I-Hsuan Ethan
2
Christiansen, Charlotte
2
Conlon, Thomas
2
Forsyth, Peter A.
2
Jaimungal, Sebastian
2
Ko, Kuan-Cheng
2
Lee, Minjoon
2
Liao, Yin
2
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2
Rakowski, David
2
Rüschendorf, Ludger
2
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2
Scherer, Bernd
2
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2
Vetzal, Kenneth R.
2
Wu, Chongfeng
2
Yan, Cheng
2
Zwinkels, Remco C. J.
2
Aboulamer, Anas
1
Adcock, Christopher
1
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1
Alexander, Gordon J.
1
Allaj, Erindi
1
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1
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1
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1
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Applied mathematical finance
Journal of empirical finance
Finance research letters
358
Journal of banking & finance
227
European journal of operational research : EJOR
226
Insurance / Mathematics & economics
226
International review of financial analysis
219
Quantitative finance
169
International review of economics & finance : IREF
137
Journal of financial economics
137
The North American journal of economics and finance : a journal of financial economics studies
137
Management science : journal of the Institute for Operations Research and the Management Sciences
129
Applied economics
128
The journal of asset management
118
The journal of portfolio management : JPM
116
Economic modelling
109
Pacific-Basin finance journal
105
Research in international business and finance
103
International journal of theoretical and applied finance
91
The journal of investing : JOI
89
Computational economics
86
The European journal of finance
84
Journal of economic dynamics & control
82
Journal of international financial markets, institutions & money
78
Energy economics
77
Applied economics letters
74
Economics letters
73
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
73
Finance and stochastics
66
Journal of financial and quantitative analysis : JFQA
64
Journal of risk
63
Mathematics and financial economics
63
The journal of investment strategies
56
Journal of international money and finance
55
International journal of financial engineering
52
Scandinavian actuarial journal
49
Investment management and financial innovations
48
Journal of mathematical finance
48
The review of financial studies
47
Review of quantitative finance and accounting
46
The journal of asset management : a major new, international quarterly journal for the financial community
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ECONIS (ZBW)
149
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1
Expensive anomalies
Anginer, Deniz
;
Ray, Sugata
;
Seyhun, H. Nejat
;
Xu, Luqi
- In:
Journal of empirical finance
75
(
2024
),
pp. 1-25
Persistent link: https://www.econbiz.de/10014474374
Saved in:
2
Factor momentum in the Chinese stock market
Ma, Tian
;
Liao, Cunfei
;
Jiang, Fuwei
- In:
Journal of empirical finance
75
(
2024
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014491862
Saved in:
3
Combining the MGHyp distribution with nonlinear shrinkage in modeling financial asset returns
Hediger, Simon
- In:
Journal of empirical finance
77
(
2024
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014578530
Saved in:
4
Aggregate portfolio choice
Inkmann, Joachim
- In:
Journal of empirical finance
77
(
2024
),
pp. 1-
Persistent link: https://www.econbiz.de/10014578534
Saved in:
5
An empirical review of dynamic extreme value models for forecasting value at risk, expected shortfall and expectile
Candia Campano, Claudio
;
Herrera, Rodrigo
- In:
Journal of empirical finance
77
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014578542
Saved in:
6
Maximum likelihood estimation of the Hull-White model
Kladívko, Kamil
;
Rusý, Tomáš
- In:
Journal of empirical finance
70
(
2023
),
pp. 227-247
Persistent link: https://www.econbiz.de/10014423686
Saved in:
7
Overlapping momentum portfolios
Blanco, Ivan
;
Jesus, Miguel de
;
Remesal, Alvaro
- In:
Journal of empirical finance
72
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014476787
Saved in:
8
Using, taming or avoiding the factor zoo? : a double-shrinkage estimator for covariance matrices
De Nard, Gianluca
;
Zhao, Zhao
- In:
Journal of empirical finance
72
(
2023
),
pp. 23-35
Persistent link: https://www.econbiz.de/10014476795
Saved in:
9
Time series momentum and reversal : intraday information from realized semivariance
Liu, Zhenya
;
Lu, Shanglin
;
Li, Bo
;
Wang, Shixuan
- In:
Journal of empirical finance
72
(
2023
),
pp. 54-77
Persistent link: https://www.econbiz.de/10014476799
Saved in:
10
Uncertainty in the Black-Litterman model : empirical estimation of the equilibrium
Fuhrer, Adrian
;
Hock, Thorsten
- In:
Journal of empirical finance
72
(
2023
),
pp. 251-275
Persistent link: https://www.econbiz.de/10014476878
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