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~subject:"Portfolio selection"
~type_genre:"Aufsatz im Buch"
~type_genre:"Conference paper"
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Portfolio selection
Volatility
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Handbook of the equity risk premium
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Interest rate models, asset allocation and quantitative techniques for central banks and sovereign wealth funds
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Portfolio construction, measurement, and efficiency : essays in honor of Jack Treynor
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The global structure of financial markets : an overview
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Annals of operations research ; volume 284, numbers 1 (January 2020)
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Annals of operations research ; volume 302, number 1 (July 2021)
1
Artificial intelligence and machine learning-powered smart finance
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Banking and capital markets : new international perspectives
1
Business information systems workshops : BIS 2012 international workshops and future internet symposium, Vilnius, Lithuania, May 21-23, 2012 ; revised papers
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Capital flows and the emerging economies : theory, evidence, and controversies ; [a National Bureau of Economic Research conference report]
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Computational finance and its applications II : [Second International Conference on Computational Finance - Computational finance II ; held in London in June 2006]
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Contemporary issues in business economics and finance
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Evolutionary computation in economics and finance : with 66 tables
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Factor investing : from traditional to alternative risk premia
1
Financial econometrics and empirical market microstructure
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Financial markets : imperfect information and risk management
1
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Handbook of investors' behavior during financial crises
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Kooperation im Wettbewerb : neue Formen und Gestaltungskonzepte im Zeichen von Globalisierung und Informationstechnologie; 61. wissenschaftliche Jahrestagung des Verbandes der Hochschullehrer für Betriebswirtschaft e.V. 1999 in Bamberg
1
Methods and applications in natural resources management
1
Network connectivity, systematic and systemic risk
1
Operations research proceedings 1998 : selected papers of the International Conference on Operations Research, Zurich, August 31 - September 3, 1998 ; with 51 tables
1
Operations research proceedings 2000 : selected papers of the Symposium on Operations Research (OR 2000) ; Dresden, September 9 - 12, 2000
1
Operations research proceedings 2003 : selected papers of the International Conference on Operations Research (OR 2003), Heidelberg, September 3 - 5, 2003 ; with 51 tables
1
Political economy of international monetary interdependence ; Pt. 5
1
Political economy of international monetary interdependence ; Pt. 6
1
Risk management : a modern perspective
1
Risk management decisions and wealth management in financial economics
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Stochastic optimization: theory and applications
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ECONIS (ZBW)
51
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1
Diversification benefits and cross-volatility effects in cryptocurrency portfolios : a diagonal BEKK model perspective on Bitcoin and Bitgreen
Gupta, Muskan
;
Bhatnagar, Mukul
;
Kumar, Pawan
;
Taneja, …
- In:
Artificial intelligence and machine learning-powered …
,
(pp. 1-22)
.
2024
Persistent link: https://www.econbiz.de/10014524934
Saved in:
2
Variable tradeoff between diversification and volatility on risk-averse approaches to crypto allocation for Indian retail investors
Agarwal, Ajay
- In:
Advances in Management Research : Emerging Challenges …
,
(pp. 210-228)
.
2022
Persistent link: https://www.econbiz.de/10014434884
Saved in:
3
Oil price risk exposure of BRIC stock markets and hedging effectiveness
Shahzad, Syed Jawad Hussain
;
Bouri, Elie
;
Ur Rehman, Mobeen
- In:
Financial modeling and risk management of energy and …
,
(pp. 145-170)
.
2022
Persistent link: https://www.econbiz.de/10013349933
Saved in:
4
Is gold a hedge or safe haven against oil and currency market movements? : a revisit using multifractal approach
Madani, Mohamed Arbi
;
Ftiti, Zied
- In:
Financial modeling and risk management of energy and …
,
(pp. 367-400)
.
2022
Persistent link: https://www.econbiz.de/10013350020
Saved in:
5
Leveraged ETPs across asset classes
Tosi, Adriano
- In:
Essays in systematic asset pricing
,
(pp. 149-194)
.
2019
Persistent link: https://www.econbiz.de/10012103532
Saved in:
6
The impact of network connectivity on factor exposures, asset pricing and portfolio diversification
Billio, Monica
;
Caporin, Massimiliano
;
Panzica, Roberto …
- In:
Network connectivity, systematic and systemic risk
,
(pp. 9-51)
.
2018
Persistent link: https://www.econbiz.de/10012305837
Saved in:
7
A collective investment problem in a stochastic volatility environment : the impact of sharing rules
Chen, An
;
Nguyen, Thai
;
Rach, Manuel Matthias
-
2021
Persistent link: https://www.econbiz.de/10012605876
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8
Volatility spillover analysis in commodity markets : volatility spillover from oil prices to precious metals under different regimes
Kirkpinar, Aysegul
- In:
Contemporary issues in business economics and finance
,
(pp. 45-56)
.
2020
Persistent link: https://www.econbiz.de/10012313140
Saved in:
9
Joint tails impact in stochastic volatility portfolio selection models
Bonomelli, Marco
;
Giacometti, Rosella
;
Ortobelli Lozza, …
- In:
Stochastic optimization: theory and applications
,
(pp. 833-848)
.
2020
Persistent link: https://www.econbiz.de/10012290845
Saved in:
10
On mutual funds-of-ETFs asset allocation with rebalancing : sample covariance versus EWMA and GARCH
Xidonas, Panos
;
Tsionas, Mike
;
Zopounidis, Constantin
-
2020
Persistent link: https://www.econbiz.de/10012165614
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