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Portfolio selection
174
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93
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31
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Yang, Chunpeng
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Economic modelling
European journal of operational research : EJOR
678
Journal of banking & finance
581
NBER working paper series
564
Working paper / National Bureau of Economic Research, Inc.
486
MPRA Paper
435
Finance research letters
414
Insurance / Mathematics & economics
413
NBER Working Paper
402
Journal of economic dynamics & control
371
International review of financial analysis
288
Management science : journal of the Institute for Operations Research and the Management Sciences
279
Journal of financial economics
265
The journal of asset management
255
The journal of portfolio management : a publication of Institutional Investor
253
Research paper series / Swiss Finance Institute
251
International journal of theoretical and applied finance
236
The journal of finance : the journal of the American Finance Association
233
Discussion paper / Centre for Economic Policy Research
224
Working paper
221
SpringerLink / Bücher
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Finance and stochastics
208
Applied economics
207
Quantitative finance
204
Journal of empirical finance
202
The review of financial studies
194
Mathematical finance : an international journal of mathematics, statistics and financial theory
190
Risks : open access journal
183
CESifo working papers
182
Journal of financial and quantitative analysis : JFQA
179
International review of economics & finance : IREF
178
Swiss Finance Institute Research Paper
173
The European journal of finance
172
Operations research
168
Journal of risk and financial management : JRFM
167
Discussion paper / Tinbergen Institute
161
Economics letters
159
The North American journal of economics and finance : a journal of financial economics studies
159
Computational economics
147
Journal of investment management : JOIM
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ECONIS (ZBW)
195
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1
Fiscal policy tracking design in the time : frequency domain using wavelet analysis
Crowley, Patrick M.
;
Hudgins, David
- In:
Economic modelling
51
(
2015
),
pp. 502-514
Persistent link: https://www.econbiz.de/10011476134
Saved in:
2
A model for international capital markets closure in an economy with incomplete markets and short sales
Bellalah, Mondher
;
Zhang, Detao
- In:
Economic modelling
67
(
2017
),
pp. 316-324
Persistent link: https://www.econbiz.de/10011813834
Saved in:
3
Time-consistent mean-variance portfolio selection with only risky assets
Pun, Chi Seng
- In:
Economic modelling
75
(
2018
),
pp. 281-292
Persistent link: https://www.econbiz.de/10012101523
Saved in:
4
Multi-period mean-variance asset-liability management with uncontrolled cash flow and uncertain time-horizon
Yao, Haixiang
;
Zeng, Yan
;
Chen, Shumin
- In:
Economic modelling
30
(
2013
),
pp. 492-500
Persistent link: https://www.econbiz.de/10009708888
Saved in:
5
Optimal investment and consumption strategies with state-dependent utility functions and uncertain time-horizon
Zeng, Yan
;
Wu, Huiling
;
Lai, Yongzeng
- In:
Economic modelling
33
(
2013
),
pp. 462-470
Persistent link: https://www.econbiz.de/10010192881
Saved in:
6
Multi-period Markowitz's mean-variance portfolio selection with state-dependent exit probability
Wu, Huiling
;
Zeng, Yan
;
Yao, Haixiang
- In:
Economic modelling
36
(
2014
),
pp. 69-78
Persistent link: https://www.econbiz.de/10010412027
Saved in:
7
Continuous-time mean-variance portfolio selection with only risky assets
Yao, Haixiang
;
Li, Zhongfei
;
Chen, Shumin
- In:
Economic modelling
36
(
2014
),
pp. 244-251
Persistent link: https://www.econbiz.de/10010412352
Saved in:
8
Do better institutions offset the adverse effect of a financial crisis on investment? : evidence from East Asia
Eslamloueyan, Karim
;
Jafari, Mahboubeh
- In:
Economic modelling
79
(
2019
),
pp. 154-172
Persistent link: https://www.econbiz.de/10012199098
Saved in:
9
Testing for integration and cointegration when time series are observed with noise
Gianfreda, Angelica
;
Maranzano, Paolo
;
Parisio, Lucia
; …
- In:
Economic modelling
125
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014463618
Saved in:
10
Optimal resource allocation in a representative investor economy
Gomes, Orlando
- In:
Economic modelling
50
(
2015
),
pp. 72-84
Persistent link: https://www.econbiz.de/10011439621
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