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~isPartOf:"Quantitative finance"
~subject:"Deutschland"
~subject:"Portfolio-Management"
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Deutschland
Portfolio-Management
Theorie
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Quantitative finance
Europäische Hochschulschriften / 5
814
Gabler Edition Wissenschaft
492
SpringerLink / Bücher
466
Insurance / Mathematics & economics
278
European journal of operational research : EJOR
275
NBER working paper series
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245
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240
Springer-Lehrbuch
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174
Finance research letters
166
Mathematical finance : an international journal of mathematics, statistics and financial theory
154
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152
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145
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136
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121
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111
Vahlens Handbücher der Wirtschafts- und Sozialwissenschaften
110
DUV / Wirtschaftswissenschaft
107
Neue betriebswirtschaftliche Forschung : Nbf
105
Journal of financial economics
103
The review of financial studies
101
Journal of empirical finance
100
Management science : journal of the Institute for Operations Research and the Management Sciences
100
The journal of finance : the journal of the American Finance Association
100
Economic modelling
98
Risks : open access journal
98
The journal of portfolio management : a publication of Institutional Investor
98
Economics letters
96
Gabler-Edition Wissenschaft
91
Discussion paper series / IZA
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The European journal of finance
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ECONIS (ZBW)
124
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1
Neural network copula portfolio optimization for exchange traded funds
Zhao, Yang
;
Stasinakis, Charalampos
;
Sermpinis, Georgios
; …
- In:
Quantitative finance
18
(
2018
)
5
,
pp. 761-775
Persistent link: https://www.econbiz.de/10011907933
Saved in:
2
Estimating a regime switching pairs trading model
Elliott, Robert J.
;
Bradrania, Reza
- In:
Quantitative finance
18
(
2018
)
5
,
pp. 877-883
Persistent link: https://www.econbiz.de/10011907956
Saved in:
3
Rao's quadratic entropy and maximum diversification indexation
Carmichael, Benoît
;
Koumou, Gilles Boevi
;
Moran, Kevin
- In:
Quantitative finance
18
(
2018
)
6
,
pp. 1017-1031
Persistent link: https://www.econbiz.de/10011911262
Saved in:
4
Robust multivariate portfolio choice with stochastic covariance in the presence of ambiguity
Bergen, V.
;
Escobar, Marcos
;
Rubtsov, A.
;
Zagst, Rudi
- In:
Quantitative finance
18
(
2018
)
8
,
pp. 1265-1294
Persistent link: https://www.econbiz.de/10011911537
Saved in:
5
Modelling fundamental analysis in portfolio selection
Zhang, Huazhu
;
Yan, Cheng
- In:
Quantitative finance
18
(
2018
)
8
,
pp. 1315-1326
Persistent link: https://www.econbiz.de/10011911539
Saved in:
6
Instantaneous portfolio
theory
Madan, Dilip B.
- In:
Quantitative finance
18
(
2018
)
8
,
pp. 1345-1364
Persistent link: https://www.econbiz.de/10011911544
Saved in:
7
Buy-and-hold mean-variance portfolios with a random exit strategy
Fuh, C. D.
;
Luo, S. F.
- In:
Quantitative finance
18
(
2018
)
8
,
pp. 1365-1377
Persistent link: https://www.econbiz.de/10011911545
Saved in:
8
Transaction costs and crowding
Chincarini, Ludwig Boris
- In:
Quantitative finance
18
(
2018
)
8
,
pp. 1389-1410
Persistent link: https://www.econbiz.de/10011911547
Saved in:
9
Transaction cost optimization for online portfolio selection
Li, Bin
;
Wang, Jialei
;
Huang, Dingjiang
;
Hoi, Steven C.H.
- In:
Quantitative finance
18
(
2018
)
8
,
pp. 1411-1424
Persistent link: https://www.econbiz.de/10011911549
Saved in:
10
Portfolio performance of linear SDF models : an out-of-sample assessment
Guidolin, Massimo
;
Hansen, Erwin
;
Lozano-Banda, Martín
- In:
Quantitative finance
18
(
2018
)
8
,
pp. 1425-1436
Persistent link: https://www.econbiz.de/10011911550
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