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~accessRights:"restricted"
~isPartOf:"Journal of forecasting"
~language:"eng"
~language:"fra"
~language:"jpn"
~language:"vie"
~source:"econis"
~subject:"Portfolio selection"
~type_genre:"Article in journal"
~type_genre:"Conference proceedings"
~type_genre:"Graue Literatur"
~type_genre:"Working Paper"
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Portfolio selection
Forecasting model
243
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243
Theorie
127
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127
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72
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72
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61
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Journal of forecasting
Finance research letters
327
Journal of banking & finance
227
European journal of operational research : EJOR
226
Insurance / Mathematics & economics
226
International review of financial analysis
206
Discussion paper / Centre for Economic Policy Research
201
Quantitative finance
164
Journal of financial economics
137
The North American journal of economics and finance : a journal of financial economics studies
137
International review of economics & finance : IREF
134
Applied economics
127
Management science : journal of the Institute for Operations Research and the Management Sciences
125
The journal of asset management
118
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116
Journal of empirical finance
113
Economic modelling
106
Pacific-Basin finance journal
104
Research in international business and finance
103
Discussion papers / CEPR
100
Working paper / National Bureau of Economic Research, Inc.
95
International journal of theoretical and applied finance
91
The journal of investing : JOI
89
Journal of economic dynamics & control
82
Computational economics
81
Journal of international financial markets, institutions & money
78
The European journal of finance
78
Energy economics
76
Economics letters
73
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
73
Applied economics letters
72
Finance and stochastics
66
Journal of financial and quantitative analysis : JFQA
64
Mathematics and financial economics
63
Journal of risk
57
The journal of investment strategies
56
Journal of international money and finance
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International journal of financial engineering
51
Scandinavian actuarial journal
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ECONIS (ZBW)
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15
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1
A comparison of Range Value at Risk (RVaR) forecasting models
Müller, Fernanda Maria
;
Gössling, Thalles Weber
; …
- In:
Journal of forecasting
43
(
2024
)
3
,
pp. 509-543
Persistent link: https://www.econbiz.de/10014532345
Saved in:
2
A multivariate GARCH-jump mixture model
Li, Chenxing
;
Maheu, John M.
- In:
Journal of forecasting
43
(
2024
)
1
,
pp. 182-207
Persistent link: https://www.econbiz.de/10014443194
Saved in:
3
The battle of the factors : macroeconomic variables or investor sentiment?
Mascio, David A.
;
Molyboga, Marat
;
Fabozzi, Frank J.
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 2280-2291
Persistent link: https://www.econbiz.de/10014432891
Saved in:
4
Default return spread : a powerful predictor of crude oil price returns
Han, Qingxiang
;
He, Mengxi
;
Zhang, Yaojie
;
Umar, Muhammad
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1786-1804
Persistent link: https://www.econbiz.de/10014432770
Saved in:
5
Large covariance estimation using a factor model with common and group-specific factors
Shi, Yafeng
;
Ai, Chunrong
;
Shi, Yanlong
;
Ying, Tingting
; …
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 2217-2248
Persistent link: https://www.econbiz.de/10014432877
Saved in:
6
Multiobjective portfolio optimization : forecasting and evaluation under investment horizon heterogeneity
Dai, Xingyu
;
Zhang, Dongna
;
Lau, Chi Keung
;
Wang, Qunwei
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 2167-2196
Persistent link: https://www.econbiz.de/10014432869
Saved in:
7
Semiparametric estimation of expected shortfall and its application in finance
Fang, Yan
;
Li, Jian
;
Liu, Yinglin
;
Zhao, Yunfan
- In:
Journal of forecasting
42
(
2023
)
4
,
pp. 835-851
Persistent link: https://www.econbiz.de/10014292830
Saved in:
8
Cryptocurrencies trading algorithms : a review
Silva, Isabela Ruiz Roque da
;
Hadad Junior, Eli
;
Balbi, …
- In:
Journal of forecasting
41
(
2022
)
8
,
pp. 1661-1668
Persistent link: https://www.econbiz.de/10013465735
Saved in:
9
Forecasting stock return volatility : the role of shrinkage approaches in a data-rich environment
Dai, Zhifeng
;
Li, Tingyu
;
Yang, Mi
- In:
Journal of forecasting
41
(
2022
)
5
,
pp. 980-996
Persistent link: https://www.econbiz.de/10013287893
Saved in:
10
The global latent factor and international index futures returns predictability
Chang, Shu-Lien
;
Lee, Hsiu-chuan
;
Lien, Da-hsiang Donald
- In:
Journal of forecasting
41
(
2022
)
3
,
pp. 514-538
Persistent link: https://www.econbiz.de/10013166158
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