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~isPartOf:"Quantitative finance"
~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
415
Portfolio-Management
414
Theorie
210
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59
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Escobar, Marcos
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Shleifer, Andrei
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Kim, Woo Chang
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Lee, Yongjae
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Uppal, Raman
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Quantitative finance
The journal of finance : the journal of the American Finance Association
Journal of banking & finance
567
European journal of operational research : EJOR
386
Insurance / Mathematics & economics
385
Finance research letters
384
International review of financial analysis
272
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262
The journal of asset management
255
The journal of portfolio management : a publication of Institutional Investor
252
Journal of economic dynamics & control
248
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220
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202
Journal of empirical finance
197
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The review of financial studies
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Journal of financial and quantitative analysis : JFQA
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Economic modelling
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Risks : open access journal
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The European journal of finance
164
The North American journal of economics and finance : a journal of financial economics studies
159
Journal of risk and financial management : JRFM
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International review of economics & finance : IREF
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Journal of investment management : JOIM
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The journal of investing
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Economics letters
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Pacific-Basin finance journal
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The journal of wealth management
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Applied economics letters
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Research in international business and finance
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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
112
Applied financial economics
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Financial markets and portfolio management
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ECONIS (ZBW)
415
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1
Distributionally robust end-to-end portfolio construction
Costa, Giorgio
;
Iyengar, Garud N.
- In:
Quantitative finance
23
(
2023
)
10
,
pp. 1465-1482
Persistent link: https://www.econbiz.de/10014419171
Saved in:
2
f-Betas and portfolio optimization with f-divergence induced risk measures
Ding, Rui
- In:
Quantitative finance
23
(
2023
)
10
,
pp. 1483-1496
Persistent link: https://www.econbiz.de/10014419172
Saved in:
3
Bayesian nonparametric portfolio selection with rolling maximum drawdown control
Mei, Xiaoling
;
Wang, Yachong
;
Zhu, Weixuan
- In:
Quantitative finance
23
(
2023
)
10
,
pp. 1497-1510
Persistent link: https://www.econbiz.de/10014419173
Saved in:
4
Can volatility solve the naive portfolio puzzle?
Curran, Michael
;
O'Sullivan, Patrick
;
Zalla, Ryan
- In:
Quantitative finance
23
(
2023
)
11
,
pp. 1545-1560
Persistent link: https://www.econbiz.de/10014419177
Saved in:
5
Optimal portfolio choice of couples with tax-deferred accounts and survival-contingent products
Bae, Sanghyeon
;
Lee, Yongjae
;
Kim, Woo Chang
- In:
Quantitative finance
23
(
2023
)
11
,
pp. 1597-1615
Persistent link: https://www.econbiz.de/10014419181
Saved in:
6
How does price (in)efficiency influence cryptocurrency portfolios performance? : the role of multifractality
Salis, Eduardo Amorim Vilela de
;
Maciel, Leandro
- In:
Quantitative finance
23
(
2023
)
11
,
pp. 1637-1658
Persistent link: https://www.econbiz.de/10014419183
Saved in:
7
Assessing the accuracy of exponentially weighted moving average models for value-at-risk and expected shortfall of crypto portfolios
Alexander, Carol
;
Dakos, Michael
- In:
Quantitative finance
23
(
2023
)
3
,
pp. 393-427
Persistent link: https://www.econbiz.de/10014232660
Saved in:
8
An eigenvalue distribution derived "Stability Measure" for evaluating Minimum Variance portfolios
Smyth, William
;
Broby, Daniel
- In:
Quantitative finance
23
(
2023
)
3
,
pp. 521-537
Persistent link: https://www.econbiz.de/10014232686
Saved in:
9
Leveraged funds : robust replication and performance evaluation
Guasoni, Paolo
;
Mayerhofer, Eberhard
- In:
Quantitative finance
23
(
2023
)
7/8
,
pp. 1155-1176
Persistent link: https://www.econbiz.de/10014321669
Saved in:
10
Hedging error as generalized timing risk
Akahori, J.
;
Barsotti, F.
;
Imamura, Y.
- In:
Quantitative finance
23
(
2023
)
4
,
pp. 693-703
Persistent link: https://www.econbiz.de/10014304316
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