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Portfolio selection
221
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Hens, Thorsten
17
Jondeau, Eric
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Malamud, Semyon
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Evstigneev, Igor V.
12
Schenk-Hoppé, Klaus Reiner
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Filipović, Damir
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Muhle-Karbe, Johannes
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Soner, Halil Mete
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Sornette, Didier
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Bacchetta, Philippe
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Gilli, Manfred
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Mele, Antonio
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Farkas, Walter
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Hoesli, Martin
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Obayashi, Yoshiki
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Paolella, Marc S.
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5
Cvitanić, Jakša
5
Hugonnier, Julien
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Scaillet, Olivier
5
Schumann, Enrico
5
Schweizer, Martin
5
Amir, Rabah
4
Kelly, Bryan T.
4
Polak, Pawel
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Rockinger, Michael
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Sala, Carlo
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Wagner, Alexander F.
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Alessandrini, Fabio
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Belkov, Sergei
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Research paper series / Swiss Finance Institute
Journal of banking & finance
570
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534
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460
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437
European journal of operational research : EJOR
397
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264
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ECONIS (ZBW)
221
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1
Large (and deep) factor models
Kelly, Bryan T.
;
Kuznetsov, Boris
;
Malamud, Semyon
;
Xu, …
-
2024
Persistent link: https://www.econbiz.de/10014483267
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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
Pension liquidity risk
Jansen, Kristy A. E.
;
Klingler, Sven
;
Ranaldo, Angelo
; …
-
2024
Persistent link: https://www.econbiz.de/10014486912
Saved in:
6
Financial intermediaries and demand for duration
Plazzi, Alberto
;
Tamoni, Andrea
;
Zanotti, Marco
-
2023
-
This version: October 17, 2023
Persistent link: https://www.econbiz.de/10014482972
Saved in:
7
A joint factor model for bonds, stocks, and options
Bali, Turan G.
;
Beckmeyer, Heiner
;
Goyal, Amit
-
2023
-
This version: November 8, 2023
Persistent link: https://www.econbiz.de/10014483091
Saved in:
8
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:
9
Universal portfolio shrinkage
Kelly, Bryan T.
;
Malamud, Semyon
;
Pourmohammadi, Mohammad
; …
-
2023
Persistent link: https://www.econbiz.de/10014483260
Saved in:
10
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
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