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Search: subject:"Portfolio-Management"
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Portfolio selection
220
Portfolio-Management
220
Theorie
130
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130
Risiko
34
Risk
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Stochastic process
34
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Escobar, Marcos
6
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Kim, Jang Ho
3
Kim, Woo Chang
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Lee, Yongjae
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Vanduffel, Steven
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2
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Quantitative finance
The review of financial studies
Finance research letters
382
European journal of operational research : EJOR
228
Journal of banking & finance
227
Insurance / Mathematics & economics
226
International review of financial analysis
219
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
133
Applied economics
129
The journal of asset management
119
Journal of empirical finance
116
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
Energy economics
89
The journal of investing : JOI
89
Computational economics
88
The European journal of finance
86
Journal of economic dynamics & control
83
Journal of international financial markets, institutions & money
79
Applied economics letters
75
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
65
Mathematics and financial economics
64
Journal of risk
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 journal of asset management : a major new, international quarterly journal for the financial community
47
Review of quantitative finance and accounting
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ECONIS (ZBW)
220
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220
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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
Centred expected shortfall (CES) : a traditional asset manager's view on decomposing downside investment risk
Kroon, Erik
;
Hacini, Mehdi-Vincent
;
Somefun, Koye
- In:
Quantitative finance
24
(
2024
)
1
,
pp. 83-104
Persistent link: https://www.econbiz.de/10014551942
Saved in:
3
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:
4
A unified formula of the optimal portfolio for piecewise hyperbolic absolute risk aversion utilities
Liang, Zongxia
;
Liu, Yang
;
Ma, Ming
;
Vinoth, Rahul Pothi
- In:
Quantitative finance
24
(
2024
)
2
,
pp. 281-303
Persistent link: https://www.econbiz.de/10014551987
Saved in:
5
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:
6
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:
7
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:
8
Weight bound constraints in mean-variance models : a robust control theory foundation via machine learning
Koumou, Gilles Boevi
- In:
Quantitative finance
24
(
2024
)
6
,
pp. 719-733
Persistent link: https://www.econbiz.de/10015050790
Saved in:
9
Mean-variance portfolio with wealth and volatility dependent risk aversion
Liu, Shican
- In:
Quantitative finance
24
(
2024
)
6
,
pp. 735-751
Persistent link: https://www.econbiz.de/10015050791
Saved in:
10
Neural network approach to portfolio optimization with leverage constraints : a case study on high inflation investment
Ni, Chendi
;
Li, Yuying
;
Forsyth, Peter A.
- In:
Quantitative finance
24
(
2024
)
6
,
pp. 753-777
Persistent link: https://www.econbiz.de/10015050794
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