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~isPartOf:"Finance and stochastics"
~isPartOf:"Quantitative finance"
~isPartOf:"Research paper series / Swiss Finance Institute"
~language:"eng"
~subject:"Portfolio selection"
~subject:"Theory"
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Search: subject_exact:"Portfoliomanagement"
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Portfolio selection
Theory
Portfolio-Management
612
Theorie
395
Stochastic process
88
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88
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84
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84
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Hens, Thorsten
17
Malamud, Semyon
16
Muhle-Karbe, Johannes
15
Jondeau, Eric
14
Evstigneev, Igor V.
13
Soner, Halil Mete
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Schenk-Hoppé, Klaus Reiner
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Sornette, Didier
10
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7
Farkas, Walter
7
Gilli, Manfred
7
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7
Mele, Antonio
7
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7
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6
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6
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6
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5
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4
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4
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4
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4
Karatzas, Ioannis
4
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4
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4
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Finance and stochastics
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Research paper series / Swiss Finance Institute
Journal of banking & finance
570
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532
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460
Finance research letters
414
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International review of economics & finance : IREF
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Risks : open access journal
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ECONIS (ZBW)
612
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1
Pension liquidity risk
Jansen, Kristy A. E.
;
Klingler, Sven
;
Ranaldo, Angelo
; …
-
2024
Persistent link: https://www.econbiz.de/10014486912
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2
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:
3
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:
4
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:
5
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:
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
Deep learning for enhanced index tracking
Dai, Zhiwen
;
Li, Lingfei
- In:
Quantitative finance
24
(
2024
)
5
,
pp. 569-591
Persistent link: https://www.econbiz.de/10014552105
Saved in:
8
Optimal execution with multiplicative price impact and incomplete information on the return
Dammann, Felix
;
Ferrari, Giorgio
- In:
Finance and stochastics
27
(
2023
)
3
,
pp. 713-768
Persistent link: https://www.econbiz.de/10014328989
Saved in:
9
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:
10
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
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