//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Guiso, Luigi"
~person:"Ślepaczuk, Robert"
~subject:"Portfolio-Management"
~subject:"Stock market"
~type_genre:"Arbeitspapier"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Portfoliomanagement"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Portfolio-Management
Stock market
Portfolio selection
43
Anlageverhalten
22
Behavioural finance
22
Theorie
17
Theory
17
Forecasting model
10
Prognoseverfahren
10
Financial investment
9
Kapitalanlage
9
Italien
8
Italy
8
Neural networks
8
Neuronale Netze
8
Capital income
7
Kapitaleinkommen
7
Norway
7
Norwegen
7
Algorithm
6
Algorithmus
6
Household
6
Privater Haushalt
6
Time series analysis
6
Zeitreihenanalyse
6
algorithmic investment strategies
6
machine learning
6
recurrent neural networks
6
Aktienmarkt
5
Artificial intelligence
5
Financial analysis
5
Finanzanalyse
5
Künstliche Intelligenz
5
Securities trading
5
Wertpapierhandel
5
Aktienindex
4
Electronic trading
4
Elektronisches Handelssystem
4
Estimation
4
LSTM
4
more ...
less ...
Online availability
All
Free
32
Undetermined
8
Type of publication
All
Book / Working Paper
43
Type of publication (narrower categories)
All
Arbeitspapier
Working Paper
43
Graue Literatur
41
Non-commercial literature
41
Article in journal
11
Aufsatz in Zeitschrift
11
Collection of articles of several authors
2
Konferenzschrift
2
Sammelwerk
2
Aufsatz im Buch
1
Aufsatzsammlung
1
Book section
1
more ...
less ...
Language
All
English
43
Author
All
Guiso, Luigi
Ślepaczuk, Robert
Platen, Eckhard
51
McAleer, Michael
43
Maurer, Raimond
37
Campbell, John Y.
35
Guidolin, Massimo
35
Mitchell, Olivia S.
35
Uppal, Raman
35
Hens, Thorsten
30
Gollier, Christian
29
Blake, David
28
Lucas, André
28
Van Wincoop, Eric
28
Başak, Suleyman
25
Schenk-Hoppé, Klaus Reiner
25
Bacchetta, Philippe
24
Jondeau, Eric
24
Evstigneev, Igor V.
22
Stambaugh, Robert F.
22
Agarwal, Vikas
21
Kelly, Bryan T.
21
Malamud, Semyon
21
Viceira, Luis M.
21
Warnock, Francis E.
21
Pesaran, M. Hashem
20
Pástor, Ľuboš
20
Sentana, Enrique
20
Timmermann, Allan
20
Vries, Casper G. de
20
Gouriéroux, Christian
19
Scaillet, Olivier
19
Hlouskova, Jaroslava
18
Hoesli, Martin
18
Kempf, Alexander
18
Ledoit, Olivier
18
Pavlova, Anna
18
Pelizzon, Loriana
18
Werker, Bas J. M.
18
Wolf, Michael
18
more ...
less ...
Institution
All
Uniwersytet Warszawski / Wydział Nauk Ekonomicznych
3
European University Institute / Department of Law
2
Published in...
All
Working papers
23
Discussion paper / Centre for Economic Policy Research
8
EUI working paper / ECO
3
Working paper / National Bureau of Economic Research, Inc.
3
Discussion papers / Statistics Norway, Research Department
2
CFS working paper series
1
EIEF working paper
1
SAFE Working Paper
1
SAFE working paper
1
Working paper series / Center for Research in Security Prices
1
more ...
less ...
Source
All
ECONIS (ZBW)
43
Showing
1
-
10
of
43
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Supervised autoencoder MLP for financial time series forecasting
Bieganowski, Bartosz
;
Ślepaczuk, Robert
-
2024
Persistent link: https://www.econbiz.de/10014507808
Saved in:
2
Optimal markowitz portfolio using returns forecasted with time series and machine learning models
Ślusarczyk, Damian
;
Ślepaczuk, Robert
-
2023
Persistent link: https://www.econbiz.de/10014446491
Saved in:
3
Ensembling ARIMAX model in algorithmic investment strategies on commodities market
Jakubowski, Paweł
;
Ślepaczuk, Robert
;
Windorbski, …
-
2023
Persistent link: https://www.econbiz.de/10014448210
Saved in:
4
Mean absolute directional loss as a new loss function for machine learning problems in algorithmic investment strategies
Michańków, Jakub
;
Sakowski, Paweł
;
Ślepaczuk, Robert
-
2023
Persistent link: https://www.econbiz.de/10014448222
Saved in:
5
Hedging properties of algorithmic investment strategies using long short-term memory and time series models for equity indices
Michańków, Jakub
;
Sakowsk, Paweł
;
Ślepaczuk, Robert
-
2023
Persistent link: https://www.econbiz.de/10014448237
Saved in:
6
The performance of time series forecasting based on classical and machine learning methods for S&P 500 index
Uzzal, Maudud Hassan
;
Ślepaczuk, Robert
-
2023
Persistent link: https://www.econbiz.de/10014305886
Saved in:
7
Ensembled LSTM with walk forward optimization in algorithmic trading
Chojnacki, Karol
;
Ślepaczuk, Robert
-
2023
Persistent link: https://www.econbiz.de/10014308890
Saved in:
8
How much and how fast do investors respond to equity premium changes? : evidence from wealth taxation
Fagereng, Andreas
;
Guiso, Luigi
;
Ring, Marius
-
2023
Persistent link: https://www.econbiz.de/10014311002
Saved in:
9
The profitability of pairs trading strategies on Hong-Kong stock market : distance, cointegration, and correlation methods
Ma, Baiquan
;
Ślepaczuk, Robert
-
2022
Persistent link: https://www.econbiz.de/10012816711
Saved in:
10
A comparison of LSTM and GRU architectures with novel walk-forward approach to algorithmic investment strategy
Baranochnikov, Illia
;
Ślepaczuk, Robert
-
2022
Persistent link: https://www.econbiz.de/10013473692
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->