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~accessRights:"restricted"
~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"Quantitative finance"
~subject:"CAPM"
~subject:"Risk"
~type_genre:"Article in journal"
~type_genre:"Conference paper"
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Search: subject:"Portfolio-Management"
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CAPM
Risk
Portfolio selection
242
Portfolio-Management
242
Theorie
156
Theory
156
Stochastic process
46
Stochastischer Prozess
46
Risiko
40
Capital income
37
Kapitaleinkommen
37
Risikomaß
34
Risk measure
34
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Option pricing theory
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22
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64
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64
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Branger, Nicole
3
Lin, Qian
3
Satchell, Stephen
3
Sun, Xianming
2
Zaremba, Adam
2
Adão, Luiz F. S.
1
Avanzi, B.
1
Bauder, David
1
Ben-Horin, Moshe
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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Journal of economic dynamics & control
Quantitative finance
Finance research letters
93
Insurance / Mathematics & economics
87
Journal of banking & finance
68
European journal of operational research : EJOR
60
International review of financial analysis
54
Journal of empirical finance
48
Journal of financial economics
47
International review of economics & finance : IREF
43
Management science : journal of the Institute for Operations Research and the Management Sciences
38
The North American journal of economics and finance : a journal of financial economics studies
37
The journal of asset management
36
Economic modelling
30
Pacific-Basin finance journal
27
Applied economics
26
Economics letters
25
Journal of international financial markets, institutions & money
24
International journal of theoretical and applied finance
23
Journal of risk
22
Scandinavian actuarial journal
21
Mathematics and financial economics
20
Research in international business and finance
20
The journal of portfolio management : JPM
20
The European journal of finance
19
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
19
Applied economics letters
18
Finance and stochastics
17
International journal of financial engineering
15
Operations research
15
Annals of finance
14
International journal of finance & economics : IJFE
14
Journal of econometrics
14
The journal of investment strategies
14
Computational economics
13
Energy economics
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Journal of economic behavior & organization : JEBO
13
Financial markets and portfolio management
12
Journal of financial and quantitative analysis : JFQA
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Journal of financial markets
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ECONIS (ZBW)
64
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1
Mind the cap!-constrained portfolio optimisation in Heston's stochastic volatility model
Escobar, Marcos
;
Kschonnek, M.
;
Zagst, Rudi
- In:
Quantitative finance
23
(
2023
)
12
,
pp. 1793-1813
Persistent link: https://www.econbiz.de/10014452471
Saved in:
2
Cryptocurrency factor momentum
Fieberg, Christian
;
Liedtke, Gerrit
;
Metko, Daniel
; …
- In:
Quantitative finance
23
(
2023
)
12
,
pp. 1853-1869
Persistent link: https://www.econbiz.de/10014452477
Saved in:
3
Stable dividends under linear-quadratic optimisation
Avanzi, B.
;
Falden, Debbie Kusch
;
Steffensen, Mogens
- In:
Quantitative finance
23
(
2023
)
9
,
pp. 1199-1215
Persistent link: https://www.econbiz.de/10014339901
Saved in:
4
Interest rate changes and the cross-section of global equity returns
Zaremba, Adam
;
Cakici, Nusret
;
Bianchi, Robert
;
Long, …
- In:
Journal of economic dynamics & control
147
(
2023
),
pp. 1-32
Persistent link: https://www.econbiz.de/10014249731
Saved in:
5
Kurtosis-based risk parity : methodology and portfolio effects
Braga, M. D.
;
Nava, C. R.
;
Zoia, M. G.
- In:
Quantitative finance
23
(
2023
)
3
,
pp. 453-469
Persistent link: https://www.econbiz.de/10014232668
Saved in:
6
Quantification of risk in classical models of finance
Pichler, Alois
;
Schlotter, Ruben
- In:
Quantitative finance
22
(
2022
)
1
,
pp. 31-45
Persistent link: https://www.econbiz.de/10012872493
Saved in:
7
Robust investment strategies with two risky assets
Lin, Qian
;
Luo, Yulei
;
Sun, Xianming
- In:
Journal of economic dynamics & control
134
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013383753
Saved in:
8
Optimal solution of the liquidation problem under execution and price impact risks
Mariani, Francesca
;
Fatone, Lorella
- In:
Quantitative finance
22
(
2022
)
6
,
pp. 1037-1049
Persistent link: https://www.econbiz.de/10013367883
Saved in:
9
Drawdown beta and portfolio optimization
Ding, Rui
;
Uryasev, Stan
- In:
Quantitative finance
22
(
2022
)
7
,
pp. 1265-1276
Persistent link: https://www.econbiz.de/10013367906
Saved in:
10
Risk contributions of lambda quantiles
Ince, Akif
;
Peri, Ilaria
;
Pesenti, Silvana
- In:
Quantitative finance
22
(
2022
)
10
,
pp. 1871-1891
Persistent link: https://www.econbiz.de/10013367959
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