Narrow search
Showing 1 - 10 of 252
Cover Image
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
Cover Image
Smart Alpha : active management with unstable and latent factors
Boucher, Christophe; Jasinski, Alexandre; Kouontchou, … - In: Quantitative finance 21 (2021) 6, pp. 893-909
Persistent link: https://www.econbiz.de/10012515624
Cover Image
Portfolio choices : comparative statics under both expected return and volatility uncertainty
Lin, Qian; Tian, Dejian - In: Quantitative finance 21 (2021) 6, pp. 1027-1035
Persistent link: https://www.econbiz.de/10012515634
Cover Image
Continuous-time stochastic mutual fund management game between active and passive funds
Han, Kai; Rong, Ximin; Shen, Yang; Zhao, Hui - In: Quantitative finance 21 (2021) 10, pp. 1647-1667
Persistent link: https://www.econbiz.de/10012653705
Cover Image
Coherent portfolio performance ratios
Kroll, Yoram; Marchioni, Andrea; Ben-Horin, Moshe - In: Quantitative finance 21 (2021) 9, pp. 1589-1603
Persistent link: https://www.econbiz.de/10012624159
Cover Image
The implied Sharpe ratio
Agarwal, Ankush; Lorig, Matthew - In: Quantitative finance 20 (2020) 6, pp. 1009-1026
Persistent link: https://www.econbiz.de/10012262655
Cover Image
Macroeconomic fundamentals, jump dynamics and expected volatility
Pan, Zhiyuan; Bu, Ruijun; Liu, Li; Wang, Yudong - In: Quantitative finance 20 (2020) 8, pp. 1345-1371
Persistent link: https://www.econbiz.de/10012262666
Cover Image
Welfare effects of information and rationality in portfolio decisions under parameter uncertainty
Longo, M.; Mainini, A. - In: Quantitative finance 18 (2018) 12, pp. 2035-2050
Persistent link: https://www.econbiz.de/10012262961
Cover Image
m-Double Poisson Lévy markets
Buckley, Winston S.; Long, Hongwei; Perera, Sandun - In: Quantitative finance 20 (2020) 10, pp. 1663-1679
Persistent link: https://www.econbiz.de/10012295630
Cover Image
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