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~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Systematic review"
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Search: subject_exact:"Portfolio optimization"
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Portfolio selection
479
Portfolio-Management
479
Theorie
257
Theory
257
USA
98
United States
98
CAPM
62
Capital income
56
Kapitaleinkommen
56
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Mathematische Optimierung
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476
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Aufsatz in Zeitschrift
Systematic review
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479
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Kraft, Holger
6
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5
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5
Munk, Claus
5
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4
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4
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4
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4
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4
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4
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3
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3
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3
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3
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3
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3
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3
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2
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2
Baptista, Alexandre M.
2
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2
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2
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2
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Journal of economic dynamics & control
The journal of finance : the journal of the American Finance Association
Journal of banking & finance
567
Finance research letters
432
European journal of operational research : EJOR
391
Insurance / Mathematics & economics
385
International review of financial analysis
287
Journal of financial economics
262
The journal of asset management
255
The journal of portfolio management : a publication of Institutional Investor
252
International journal of theoretical and applied finance
220
Applied economics
203
Journal of empirical finance
200
Management science : journal of the Institute for Operations Research and the Management Sciences
199
Finance and stochastics
196
Quantitative finance
195
The review of financial studies
191
International review of economics & finance : IREF
177
Mathematical finance : an international journal of mathematics, statistics and financial theory
177
Journal of financial and quantitative analysis : JFQA
175
Economic modelling
174
The European journal of finance
170
Risks : open access journal
167
The North American journal of economics and finance : a journal of financial economics studies
159
Journal of risk and financial management : JRFM
158
Journal of investment management : JOIM
146
The journal of investing
140
Economics letters
137
Pacific-Basin finance journal
134
The journal of wealth management
131
Applied economics letters
130
Research in international business and finance
126
Journal of international financial markets, institutions & money
124
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
Computational economics
113
Journal of international money and finance
113
Applied financial economics
111
Financial markets and portfolio management
111
Journal of risk
110
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ECONIS (ZBW)
479
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479
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1
Principal portfolios
Kelly, Bryan T.
;
Malamud, Semyon
;
Pedersen, Lasse Heje
- In:
The journal of finance : the journal of the American …
78
(
2023
)
1
,
pp. 347-387
Persistent link: https://www.econbiz.de/10014311360
Saved in:
2
Naïve buying diversification and narrow framing by individual investors
Gathergood, John
;
Hirshleifer, David
;
Leake, David
; …
- In:
The journal of finance : the journal of the American …
78
(
2023
)
3
,
pp. 1705-1741
Persistent link: https://www.econbiz.de/10014312053
Saved in:
3
Reinforcement learning for continuous-time mean-variance portfolio selection in a regime-switching market
Wu, Bo
;
Li, Lingfei
- In:
Journal of economic dynamics & control
158
(
2024
),
pp. 1-28
Persistent link: https://www.econbiz.de/10014532362
Saved in:
4
Dynamic CVaR portfolio construction with attention-powered generative factor learning
Sun, Chuting
;
Wu, Qi
;
Yan, Xing
- In:
Journal of economic dynamics & control
160
(
2024
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014532506
Saved in:
5
Countercyclical income risk and portfolio choices : evidence from Sweden
Catherine, Sylvain
;
Sodini, Paolo
;
Zhang, Yapei
- In:
The journal of finance : the journal of the American …
79
(
2024
)
3
,
pp. 1755-1788
Persistent link: https://www.econbiz.de/10014535619
Saved in:
6
A portfolio approach to global imbalances
Jiang, Zhengyang
;
Richmond, Robert J.
;
Zhang, Tony
- In:
The journal of finance : the journal of the American …
79
(
2024
)
3
,
pp. 2025-2076
Persistent link: https://www.econbiz.de/10014535643
Saved in:
7
Counter-cyclical margins for option portfolios
Chen, Yuanyuan
;
Wu, Qi
;
Li, Duan
- In:
Journal of economic dynamics & control
146
(
2023
),
pp. 1-33
Persistent link: https://www.econbiz.de/10014478163
Saved in:
8
Dynamic spending and portfolio decisions with a soft social norm
Mork, Knut Anton
;
Harang, Fabian Andsem
;
Trønnes, …
- In:
Journal of economic dynamics & control
151
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014478676
Saved in:
9
Systemic risk of optioned portfolio : controllability and optimization
Pang, Xiaochuan
;
Zhu, Shushang
;
Cui, Xueting
;
Ma, Jiali
- In:
Journal of economic dynamics & control
153
(
2023
),
pp. 1-29
Persistent link: https://www.econbiz.de/10014479336
Saved in:
10
Portfolio instability and socially responsible investment : experiments with financial professionals and students
Tatarnikova, Olga
;
Duchêne, Sébastien
;
Sentis, Patrick
; …
- In:
Journal of economic dynamics & control
153
(
2023
),
pp. 1-42
Persistent link: https://www.econbiz.de/10014479352
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