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~isPartOf:"Journal of economic dynamics & control"
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Portfolio selection
252
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252
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25
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2
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2
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Journal of economic dynamics & control
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
432
European journal of operational research : EJOR
401
Insurance / Mathematics & economics
389
International review of financial analysis
305
Discussion paper / Centre for Economic Policy Research
293
Journal of financial economics
288
The journal of finance : the journal of the American Finance Association
276
The journal of asset management
260
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255
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245
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242
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227
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224
International journal of theoretical and applied finance
221
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217
IMF Staff Country Reports
214
Journal of empirical finance
213
The review of financial studies
211
International review of economics & finance : IREF
206
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199
Finance and stochastics
197
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196
Quantitative finance
196
Journal of financial and quantitative analysis : JFQA
188
IMF Working Papers
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Journal of international money and finance
183
The European journal of finance
180
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
167
Working paper
164
Journal of risk and financial management : JRFM
162
Pacific-Basin finance journal
162
Journal of international financial markets, institutions & money
153
Swiss Finance Institute Research Paper
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ECONIS (ZBW)
256
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256
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1
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:
2
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:
3
Asset home bias in debtor and creditor countries
Zhang, Ning
- In:
Journal of economic dynamics & control
157
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014495377
Saved in:
4
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
Saved in:
5
A general method for analysis and valuation of drawdown risk
Zhang, Gongqiu
;
Li, Lingfei
- In:
Journal of economic dynamics & control
152
(
2023
),
pp. 1-37
Persistent link: https://www.econbiz.de/10014427618
Saved in:
6
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:
7
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:
8
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:
9
Optimal investment problem under behavioral setting : a Lagrange duality perspective
Bi, Xiuchun
;
Cui, Zhenyu
;
Fan, Jiacheng
;
Yuan, Lvning
; …
- In:
Journal of economic dynamics & control
156
(
2023
),
pp. 1-31
Persistent link: https://www.econbiz.de/10014480345
Saved in:
10
Interest rate changes and the cross-section of global equity returns
Zaremba, Adam
;
Cakici, Nusret
;
Bianchi, Robert
;
Long, …
- In:
Journal of economic dynamics & control
147
(
2023
),
pp. 1-32
Persistent link: https://www.econbiz.de/10014249731
Saved in:
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