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~isPartOf:"Management Science"
~isPartOf:"Research paper series / Swiss Finance Institute"
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Search: subject:"Portfolio"
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Portfolio selection
418
Portfolio-Management
418
Theorie
274
Theory
274
Mathematical programming
52
Mathematische Optimierung
52
Stochastic process
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48
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Hens, Thorsten
17
Malamud, Semyon
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Muhle-Karbe, Johannes
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Jondeau, Eric
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Evstigneev, Igor V.
13
Soner, Halil Mete
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Filipović, Damir
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Schenk-Hoppé, Klaus Reiner
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Sornette, Didier
9
Bacchetta, Philippe
7
Farkas, Walter
7
Gilli, Manfred
7
Kabanov, Jurij M.
7
Mele, Antonio
7
Van Wincoop, Eric
7
Cvitanić, Jakša
6
Hoesli, Martin
6
Obayashi, Yoshiki
6
Paolella, Marc S.
6
Schweizer, Martin
6
Barone-Adesi, Giovanni
5
Guasoni, Paolo
5
Hugonnier, Julien
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Seifried, Frank Thomas
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Amir, Rabah
4
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4
Brown, David B.
4
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4
Czichowsky, Christoph
4
Karatzas, Ioannis
4
Kelly, Bryan T.
4
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4
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4
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Finance and stochastics
Management Science
Research paper series / Swiss Finance Institute
NBER working paper series
631
Journal of banking & finance
609
Working paper / National Bureau of Economic Research, Inc.
580
NBER Working Paper
459
Finance research letters
409
European journal of operational research : EJOR
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International review of financial analysis
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The journal of finance : the journal of the American Finance Association
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Journal of economic dynamics & control
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MPRA Paper
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Management science : journal of the Institute for Operations Research and the Management Sciences
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International journal of theoretical and applied finance
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IMF Staff Country Reports
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Journal of empirical finance
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The review of financial studies
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International review of economics & finance : IREF
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IMF Working Papers
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Mathematical finance : an international journal of mathematics, statistics and financial theory
178
Risks : open access journal
169
The North American journal of economics and finance : a journal of financial economics studies
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Journal of risk and financial management : JRFM
162
Pacific-Basin finance journal
160
Journal of international financial markets, institutions & money
152
Swiss Finance Institute Research Paper
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ECONIS (ZBW)
422
RePEc
77
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1
Sparse
portfolio
selection via topological data analysis based clustering
Goel, Anubha
;
Filipović, Damir
;
Pasricha, Puneet
-
2024
Persistent link: https://www.econbiz.de/10014485759
Saved in:
2
A càdlàg rough path foundation for robust finance
Allan, Andrew L.
;
Liu, Chong
;
Prömel, David Johannes
- In:
Finance and stochastics
28
(
2024
)
1
,
pp. 215-257
Persistent link: https://www.econbiz.de/10014447739
Saved in:
3
Pension liquidity risk
Jansen, Kristy A. E.
;
Klingler, Sven
;
Ranaldo, Angelo
; …
-
2024
Persistent link: https://www.econbiz.de/10014486912
Saved in:
4
Investments and asset pricing in a world of satisficing agents
Berrada, Tony
;
Bossaerts, Peter L.
;
Ugazio, Giuseppe
-
2024
Persistent link: https://www.econbiz.de/10014484612
Saved in:
5
Sparse spanning portfolios and under-diversification with second-order stochastic dominance
Arvanitis, Stelios
;
Scaillet, Olivier
;
Topaloglou, Nikolas
-
2024
Persistent link: https://www.econbiz.de/10014485760
Saved in:
6
Large (and deep) factor models
Kelly, Bryan T.
;
Kuznetsov, Boris
;
Malamud, Semyon
;
Xu, …
-
2024
Persistent link: https://www.econbiz.de/10014483267
Saved in:
7
Fundamental theorem of asset pricing with acceptable risk in markets with frictions
Arduca, Maria
;
Munari, Cosimo-Andrea
- In:
Finance and stochastics
27
(
2023
)
3
,
pp. 831-862
Persistent link: https://www.econbiz.de/10014328991
Saved in:
8
A stochastic control perspective on term structure models with roll-over risk
Fontana, Claudio
;
Pavarana, Simone
;
Runggaldier, Wolfgang J.
- In:
Finance and stochastics
27
(
2023
)
4
,
pp. 903-932
Persistent link: https://www.econbiz.de/10014426396
Saved in:
9
Behavioral finance through the lens of evolution : "survival of the fittest" for
portfolio
rules
Evstigneev, Igor V.
;
Hens, Thorsten
;
Vanaei, Mohammad Javad
-
2023
Persistent link: https://www.econbiz.de/10014480306
Saved in:
10
A comprehensive machine learning framework for dynamic
portfolio
choice with transaction costs
Gaegauf, Luca
;
Scheidegger, Simon
;
Trojani, Fabio
-
2023
Persistent link: https://www.econbiz.de/10014483248
Saved in:
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