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Portfolio selection
195
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Escobar, Marcos
6
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4
Lee, Yongjae
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3
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3
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3
Stübinger, Johannes
3
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3
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3
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3
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2
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2
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2
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2
Costa, Giorgio
2
Ding, Rui
2
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2
Endres, Sylvia
2
Grobys, Klaus
2
Gu, Jia-Wen
2
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2
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2
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Zhu, Song-Ping
2
Zumbach, Gilles O.
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Quantitative finance
Journal of banking & finance
577
NBER working paper series
537
Working paper / National Bureau of Economic Research, Inc.
466
Finance research letters
415
European journal of operational research : EJOR
405
Insurance / Mathematics & economics
385
NBER Working Paper
383
Journal of business research : JBR
366
International review of financial analysis
288
Journal of financial economics
272
SpringerLink / Bücher
270
The journal of asset management
255
The journal of portfolio management : a publication of Institutional Investor
253
Journal of economic dynamics & control
252
Strategic management journal
242
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235
Management science : journal of the Institute for Operations Research and the Management Sciences
229
Research paper series / Swiss Finance Institute
222
International journal of theoretical and applied finance
220
Applied economics
213
Discussion paper / Centre for Economic Policy Research
212
Journal of empirical finance
202
Industrial marketing management : the international journal for industrial and high-tech firms
197
Finance and stochastics
196
The review of financial studies
195
Journal of financial and quantitative analysis : JFQA
180
Economic modelling
177
Mathematical finance : an international journal of mathematics, statistics and financial theory
177
International review of economics & finance : IREF
176
The European journal of finance
170
Risks : open access journal
168
Journal of risk and financial management : JRFM
166
The North American journal of economics and finance : a journal of financial economics studies
159
Swiss Finance Institute Research Paper
151
Journal of investment management : JOIM
146
The journal of investing
140
Economics letters
139
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137
Pacific-Basin finance journal
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ECONIS (ZBW)
195
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195
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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
Pairs trading under transaction costs using model predictive control
Primbs, James A.
;
Yamada, Yuji
- In:
Quantitative finance
18
(
2018
)
6
,
pp. 885-895
Persistent link: https://www.econbiz.de/10011907977
Saved in:
4
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:
5
Pricing and hedging guaranteed minimum withdrawal benefits under a general Lévy framework using the COS method
Alonso-García, Jennifer
;
Wood, Oliver
;
Ziveyi, Jonathan
- In:
Quantitative finance
18
(
2018
)
6
,
pp. 1049-1075
Persistent link: https://www.econbiz.de/10011911282
Saved in:
6
Risk-managed 52-week high industry momentum, momentum crashes and hedging macroeconomic risk
Grobys, Klaus
- In:
Quantitative finance
18
(
2018
)
7
,
pp. 1233-1247
Persistent link: https://www.econbiz.de/10011911534
Saved in:
7
Beyond risk-based portfolios: balancing performance and risk contributions in asset allocation
Ardia, David
;
Boudt, Kris
;
Nguyen, Giang
- In:
Quantitative finance
18
(
2018
)
8
,
pp. 1249-1259
Persistent link: https://www.econbiz.de/10011911535
Saved in:
8
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:
9
Portfolio optimization under Expected Shortfall : contour maps of estimation error
Caccioli, Fabio
;
Kondor, Imre
;
Papp, Gábor
- In:
Quantitative finance
18
(
2018
)
8
,
pp. 1295-1313
Persistent link: https://www.econbiz.de/10011911538
Saved in:
10
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
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