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~isPartOf:"Computational economics"
~subject:"Portfolio-Management"
~subject:"USA"
~type_genre:"Article in journal"
~type_genre:"Sammlung"
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Portfolio-Management
USA
Portfolio selection
113
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96
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96
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44
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44
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26
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Journal of banking & finance
567
European journal of operational research : EJOR
431
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413
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385
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287
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262
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252
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177
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174
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170
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167
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159
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Economics letters
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Research in international business and finance
126
Journal of international financial markets, institutions & money
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The journal of portfolio management : JPM
117
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
115
Journal of international money and finance
113
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111
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ECONIS (ZBW)
113
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113
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1
On ESG portfolio construction : a multi-objective
optimization
approach
Xidonas, Panos
;
Essner, Eric
- In:
Computational economics
63
(
2024
)
1
,
pp. 21-45
Persistent link: https://www.econbiz.de/10014471935
Saved in:
2
Uncertainty
optimization
based feature selection model for stock marketing
Sinha, Arvind Kumar
;
Shende, Pradeep
- In:
Computational economics
63
(
2024
)
1
,
pp. 357-389
Persistent link: https://www.econbiz.de/10014472223
Saved in:
3
A synthetic data-plus-features driven approach for portfolio
optimization
Pagnoncelli, Bernardo K.
;
Ramírez, Domingo
;
Rahimian, Hamed
- In:
Computational economics
62
(
2023
)
1
,
pp. 187-204
Persistent link: https://www.econbiz.de/10014327294
Saved in:
4
Solving high-dimensional dynamic portfolio choice models with hierarchical B-splines on sparse grids
Schober, Peter
;
Valentin, Julian
;
Pflüger, Dirk
- In:
Computational economics
59
(
2022
)
1
,
pp. 185-224
Persistent link: https://www.econbiz.de/10013168972
Saved in:
5
OG‑CAT: a novel algorithmic trading alternative to investment in crypto market
Surinder Singh Khurana
;
Singh, Parvinder
;
Garg, Naresh Kumar
- In:
Computational economics
63
(
2024
)
5
,
pp. 1735-1756
Persistent link: https://www.econbiz.de/10014549239
Saved in:
6
V-shaped BAS : applications on large portfolios selection problem
Mourtas, Spyridon D.
;
Katsikis, Vasilios N.
- In:
Computational economics
60
(
2022
)
4
,
pp. 1353-1373
Persistent link: https://www.econbiz.de/10013445763
Saved in:
7
On the modeling and simulation of portfolio allocation schemes : an approach based on network community detection
Ferretti, Stefano
- In:
Computational economics
62
(
2023
)
3
,
pp. 969-1005
Persistent link: https://www.econbiz.de/10014382852
Saved in:
8
Market clearing and Krusell-Smith algorithm in an economy with multiple assets
Bakota, Ivo
- In:
Computational economics
62
(
2023
)
3
,
pp. 1007-1045
Persistent link: https://www.econbiz.de/10014382858
Saved in:
9
Optimal limit order book trading strategies with stochastic volatility in the underlying asset
Aydoğan, Burcu
;
Uğur, Ömür
;
Aksoy, Ümit
- In:
Computational economics
62
(
2023
)
1
,
pp. 289-324
Persistent link: https://www.econbiz.de/10014327497
Saved in:
10
Portfolio
optimization
via online gradient descent and risk control
Yamim, J. D. M.
;
Borges, C. C. H.
;
Neto, R. F.
- In:
Computational economics
62
(
2023
)
1
,
pp. 361-381
Persistent link: https://www.econbiz.de/10014327502
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