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~accessRights:"restricted"
~isPartOf:"Mathematics and financial economics"
~isPartOf:"Quantitative finance"
~subject:"Investment Fund"
~subject:"Theorie"
~subject:"Theory"
~subject:"World"
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Search: subject:"Portfolio-Management"
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Investment Fund
Theorie
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World
Portfolio selection
232
Portfolio-Management
232
Stochastic process
45
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45
Risiko
41
Risk
41
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40
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Escobar, Marcos
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2
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2
Ning, Wei
2
Parolya, Nestor
2
Paterlini, Sandra
2
Rosazza Gianin, Emanuela
2
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2
Satchell, Stephen
2
Schmid, Wolfgang
2
Simonato, Jean-Guy
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Wong, Hoi Ying
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2
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1
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Assa, Hirbod
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1
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1
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Mathematics and financial economics
Quantitative finance
Finance research letters
194
Insurance / Mathematics & economics
164
European journal of operational research : EJOR
156
Journal of banking & finance
135
International review of financial analysis
110
Discussion paper / Centre for Economic Policy Research
99
Management science : journal of the Institute for Operations Research and the Management Sciences
94
SpringerLink / Bücher
85
Journal of financial economics
84
International review of economics & finance : IREF
80
Journal of empirical finance
79
The North American journal of economics and finance : a journal of financial economics studies
78
The journal of portfolio management : JPM
75
The journal of asset management
69
Economic modelling
67
Discussion papers / CEPR
61
The journal of investing : JOI
61
Working paper / National Bureau of Economic Research, Inc.
61
International journal of theoretical and applied finance
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Journal of economic dynamics & control
56
Applied economics
55
The European journal of finance
54
Computational economics
53
Economics letters
47
Finance and stochastics
46
Research in international business and finance
45
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
41
Journal of international financial markets, institutions & money
39
Journal of risk
38
Pacific-Basin finance journal
36
The journal of investment strategies
36
Journal of international money and finance
35
Energy economics
34
Applied economics letters
32
Journal of financial and quantitative analysis : JFQA
32
Scandinavian actuarial journal
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International journal of financial engineering
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ECONIS (ZBW)
157
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1
Adaptive online mean-variance portfolio selection with transaction costs
Guo, Sini
;
Gu, Jia-Wen
;
Ching, Wai Ki
;
Lyu, Benmeng
- In:
Quantitative finance
24
(
2024
)
1
,
pp. 59-82
Persistent link: https://www.econbiz.de/10014551906
Saved in:
2
Optimal stop-loss rules in markets with long-range dependence
Xiang, Yun
;
Deng, Shijie
- In:
Quantitative finance
24
(
2024
)
2
,
pp. 253-263
Persistent link: https://www.econbiz.de/10014551974
Saved in:
3
Dynamic currency hedging with non-Gaussianity and ambiguity
Polak, Pawel
;
Ulrych, Urban
- In:
Quantitative finance
24
(
2024
)
2
,
pp. 305-327
Persistent link: https://www.econbiz.de/10014551995
Saved in:
4
A modified CTGAN-plus-features-based method for optimal asset allocation
Peña, José-Manuel
;
Suárez, Fernando
;
Larré, Omar
; …
- In:
Quantitative finance
24
(
2024
)
3/4
,
pp. 465-479
Persistent link: https://www.econbiz.de/10014552083
Saved in:
5
Risk management under weighted limited expected loss
Chen, An
;
Nguyen, Thai
- In:
Quantitative finance
24
(
2024
)
5
,
pp. 593-612
Persistent link: https://www.econbiz.de/10014552107
Saved in:
6
A basket half full : sparse portfolios
Seregina, Ekaterina
- In:
Quantitative finance
23
(
2023
)
12
,
pp. 1833-1852
Persistent link: https://www.econbiz.de/10014452457
Saved in:
7
Dynamic core-satellite investing using higher order moments : an explicit solution
Wang, Yanfeng
;
Lu, Wanbo
;
Boudt, Kris
- In:
Quantitative finance
23
(
2023
)
12
,
pp. 1815-1831
Persistent link: https://www.econbiz.de/10014452472
Saved in:
8
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:
9
Non-concave portfolio optimization with average value-at-risk
Zhang, Fangyuan
- In:
Mathematics and financial economics
17
(
2023
)
2
,
pp. 203-237
Persistent link: https://www.econbiz.de/10014328920
Saved in:
10
Large-scale financial planning via a partially observable stochastic dual dynamic programming framework
Lee, Jinkyu
;
Kwon, Do-Gyun
;
Lee, Yongjae
;
Kim, Jang Ho
; …
- In:
Quantitative finance
23
(
2023
)
9
,
pp. 1341-1360
Persistent link: https://www.econbiz.de/10014339931
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