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~isPartOf:"Quantitative finance"
~subject:"Portfolio-Management"
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Portfolio-Management
Theorie
305
Theory
305
Portfolio selection
129
Stochastic process
54
Stochastischer Prozess
54
Volatility
53
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Escobar, Marcos
5
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2
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2
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2
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2
Lee, Yongjae
2
Li, Yuying
2
Loeper, Grégoire
2
Madan, Dilip B.
2
Ni, Chendi
2
Paterlini, Sandra
2
Pun, Chi Seng
2
Satchell, Stephen
2
Wu, Lan
2
Zumbach, Gilles O.
2
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1
Aboussalah, Amine Mohamed
1
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1
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1
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1
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1
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1
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1
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1
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1
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Quantitative finance
Insurance / Mathematics & economics
277
European journal of operational research : EJOR
275
Journal of banking & finance
246
NBER working paper series
245
Working paper / National Bureau of Economic Research, Inc.
200
Finance research letters
194
NBER Working Paper
192
Journal of economic dynamics & control
168
Mathematical finance : an international journal of mathematics, statistics and financial theory
154
Finance and stochastics
152
International journal of theoretical and applied finance
146
Research paper series / Swiss Finance Institute
121
Journal of financial economics
107
Risks : open access journal
104
Management science : journal of the Institute for Operations Research and the Management Sciences
102
The review of financial studies
102
Discussion paper / Centre for Economic Policy Research
99
The journal of portfolio management : a publication of Institutional Investor
99
The journal of finance : the journal of the American Finance Association
97
Journal of empirical finance
96
Economic modelling
87
Economics letters
85
Swiss Finance Institute Research Paper
84
The European journal of finance
84
International review of economics & finance : IREF
76
The journal of asset management
76
Mathematics and financial economics
74
Computational economics
73
International review of financial analysis
73
SpringerLink / Bücher
69
Mathematical methods of operations research
68
Journal of risk and financial management : JRFM
67
The North American journal of economics and finance : a journal of financial economics studies
64
Working paper
64
Discussion paper / Tinbergen Institute
63
The journal of portfolio management : JPM
63
Journal of economic theory
61
Annals of finance
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ECONIS (ZBW)
129
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1
Estimation risk and the implicit value of index-tracking
Clark, Brian
;
Edirisinghe, Chanaka
;
Simaan, Majeed
- In:
Quantitative finance
22
(
2022
)
2
,
pp. 303-319
Persistent link: https://www.econbiz.de/10013167745
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2
Portfolio optimization with a prescribed terminal wealth distribution
Guo, Ivan
;
Langrené, Nicolas
;
Loeper, Grégoire
;
Ning, Wei
- In:
Quantitative finance
22
(
2022
)
2
,
pp. 333-347
Persistent link: https://www.econbiz.de/10013167753
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3
Sparse index clones via the sorted ℓ1-Norm
Kremer, Philipp J.
;
Brzyski, Damian
;
Bogdan, Małgorzata
; …
- In:
Quantitative finance
22
(
2022
)
2
,
pp. 349-366
Persistent link: https://www.econbiz.de/10013167757
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4
Kelly investing with downside risk control in a regime-switching market
MacLean, Leonard C.
;
Zhao, Yonggan
- In:
Quantitative finance
22
(
2022
)
1
,
pp. 75-94
Persistent link: https://www.econbiz.de/10012872522
Saved in:
5
The value and cost of more stages in stochastic programing : a statistical analysis on a set of portfolio choice problems
Birge, John R.
;
Blomvall, Jörgen
;
Ekblom, Jonas
- In:
Quantitative finance
22
(
2022
)
1
,
pp. 95-112
Persistent link: https://www.econbiz.de/10012872523
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6
Distributionally robust portfolio optimization with linearized STARR performance measure
Ji, Ran
;
Lejeune, Miguel A.
;
Fan, Zhengyang
- In:
Quantitative finance
22
(
2022
)
1
,
pp. 113-127
Persistent link: https://www.econbiz.de/10012872526
Saved in:
7
Geometry of unconditionally efficient portfolios formed with conditioning information : the efficient semicircle
Siegel, Andrew F.
- In:
Quantitative finance
21
(
2021
)
6
,
pp. 881-889
Persistent link: https://www.econbiz.de/10012515623
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8
A practical guide to robust portfolio optimization
Yin, Chenyang
;
Perchet, Romain
;
Soupé, François
- In:
Quantitative finance
21
(
2021
)
6
,
pp. 911-928
Persistent link: https://www.econbiz.de/10012515625
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9
Robust portfolios with commodities and stochastic interest rates
Chen, Junhe
;
Davison, Matt
;
Escobar, Marcos
;
Zafari, Golara
- In:
Quantitative finance
21
(
2021
)
6
,
pp. 991-1010
Persistent link: https://www.econbiz.de/10012515629
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10
Portfolio selection with tail nonlinearly transformed risk measures : a comparison with mean-CVaR analysis
Bergk, Kerstin
;
Brandtner, Mario
;
Kürsten, Wolfgang
- In:
Quantitative finance
21
(
2021
)
6
,
pp. 1011-1025
Persistent link: https://www.econbiz.de/10012515633
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