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Dynamic portfolio replication...
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Kapitaleinkommen
Theorie
627,058
Theory
612,155
Portfolio-Management
44,233
Portfolio selection
43,891
USA
43,405
United States
42,242
Schätzung
31,677
Estimation
30,897
Welt
27,290
World
26,648
Mathematische Optimierung
24,706
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24,661
Deutschland
23,411
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22,782
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22,040
Germany
21,941
Risiko
19,841
Risk
19,631
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17,268
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16,822
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14,839
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14,558
Volatilität
13,664
Zeitreihenanalyse
13,586
Volatility
13,386
Wirtschaftswachstum
13,338
Spieltheorie
13,289
Time series analysis
13,176
Capital income
13,112
Börsenkurs
12,970
Share price
12,754
Economic growth
12,729
Game theory
12,551
Experiment
11,775
CAPM
11,544
Schätztheorie
11,278
Estimation theory
10,881
Asymmetrische Information
10,717
Finanzmarkt
10,579
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5,013
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7,133
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6,020
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Diebold, Francis X.
68
Bollerslev, Tim
57
Stambaugh, Robert F.
54
Bekaert, Geert
51
Zaremba, Adam
50
Harvey, Campbell R.
47
Timmermann, Allan
46
Ferson, Wayne E.
41
Guidolin, Massimo
41
Campbell, John Y.
36
Zhou, Guofu
36
Bali, Turan G.
34
Caporale, Guglielmo Maria
33
Fabozzi, Frank J.
28
McAleer, Michael
28
Lo, Andrew W.
27
Moskowitz, Tobias J.
27
Satchell, Stephen
27
Titman, Sheridan
27
Grobys, Klaus
26
Lettau, Martin
26
Pedersen, Lasse Heje
26
Andersen, Torben
25
Ludvigson, Sydney C.
25
Brandt, Michael W.
24
Cakici, Nusret
23
Engle, Robert F.
23
Lux, Thomas
23
Pesaran, M. Hashem
23
Ang, Andrew
22
Gupta, Rangan
22
Jondeau, Eric
22
Lakonishok, Josef
22
Lewis, Karen K.
22
Li, Kai
22
Pástor, Ľuboš
22
Zhang, Lu
22
Subrahmanyam, Avanidhar
21
Auer, Benjamin R.
20
Cochrane, John H.
20
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National Bureau of Economic Research
262
Rodney L. White Center for Financial Research
13
Erasmus Research Institute of Management
7
University of Chicago / Center for Research in Security Prices
7
The Wharton Financial Institutions Center
6
Birkbeck College / Department of Economics
5
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
5
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
5
Federal Reserve System / Division of Research and Statistics
4
Svenska Handelshögskolan <Helsinki>
4
Centre for Economic Policy Research
3
Institute of Finance and Accounting <London>
3
International Center for Financial Asset Management and Engineering
3
University of Canterbury / Dept. of Economics and Finance
3
Centre for Analytical Finance <Århus>
2
Chambre de commerce et d'industrie de Paris
2
Conference on Risk and the Rate of Return <1973, Vail, Colo.>
2
European University Institute / Department of Economics
2
Federal Reserve Bank of San Francisco
2
Federal Reserve Bank of St. Louis
2
Federal Reserve System / Board of Governors
2
Frank J. Fabozzi Associates <New Hope, Pa.>
2
Harvard Institute of Economic Research
2
Innocenzo Gasparini Institute for Economic Research <Mailand>
2
Institut für Statistik und Mathematische Wirtschaftstheorie <Augsburg>
2
Internationaler Währungsfonds / Western Hemisphere Department
2
Judge Institute of Management Studies
2
Massachusetts Institute of Technology / Department of Economics
2
Pensions Institute
2
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
2
University of British Columbia / Finance Division
2
University of Cambridge / Department of Applied Economics
2
University of Cambridge / Faculty of Economics
2
University of Exeter / Department of Economics
2
Universität Mannheim
2
Universität Zürich / Institut für Schweizerisches Bankwesen
2
Albert-Ludwigs-Universität Freiburg / Betriebswirtschaftliches Seminar
1
American Enterprise Institute for Public Policy Research
1
American Finance Association
1
American Management Association / Finance Division
1
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NBER working paper series
258
Working paper / National Bureau of Economic Research, Inc.
235
Journal of banking & finance
226
Journal of financial economics
218
Finance research letters
212
NBER Working Paper
193
Journal of empirical finance
172
International review of financial analysis
159
The journal of finance : the journal of the American Finance Association
111
The European journal of finance
104
Applied economics
101
International review of economics & finance : IREF
99
The review of financial studies
99
The journal of asset management
85
The North American journal of economics and finance : a journal of financial economics studies
82
Economics letters
80
Journal of econometrics
80
Discussion paper / Centre for Economic Policy Research
79
Management science : journal of the Institute for Operations Research and the Management Sciences
79
Research in international business and finance
79
Applied economics letters
77
Journal of financial and quantitative analysis : JFQA
77
Review of quantitative finance and accounting
76
Pacific-Basin finance journal
75
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
72
Applied financial economics
70
Journal of international financial markets, institutions & money
69
Journal of risk and financial management : JRFM
68
Journal of economic dynamics & control
65
Research paper series / Swiss Finance Institute
65
Economic modelling
59
Journal of financial markets
59
Journal of forecasting
56
Financial markets and portfolio management
55
International journal of forecasting
55
Journal of investment management : JOIM
52
Journal of international money and finance
50
Quantitative finance
50
The journal of portfolio management : a publication of Institutional Investor
49
The journal of investing
48
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ECONIS (ZBW)
13,111
EconStor
43
OLC EcoSci
1
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1
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1
Portfolio management without probabilities or statistics
Flåm, Sjur D.
- In:
Annals of finance
6
(
2010
)
3
,
pp. 357-368
Persistent link: https://www.econbiz.de/10003978880
Saved in:
2
Parallel optimization of sparse portfolios with AR-HMMs
Sipos, I. Róbert
;
Ceffer, Attila
;
Levendovszky, János
- In:
Computational economics
49
(
2017
)
4
,
pp. 563-578
Persistent link: https://www.econbiz.de/10011762135
Saved in:
3
Covariance estimation for risk-based portfolio optimization : an integrated approach
Butler, Andrew
;
Kwon, Roy H.
- In:
Journal of risk
24
(
2021
)
2
,
pp. 11-41
Persistent link: https://www.econbiz.de/10013284828
Saved in:
4
The possibilities and consequences of investment decisions by stepwise optimization
Okunevičiūtė Neverauskienė, Laima
; …
- In:
Economic research
35
(
2022
)
1,1
,
pp. 1061-1087
Persistent link: https://www.econbiz.de/10014374968
Saved in:
5
Kapitalmarktmodelle und erwartete Renditen am deutschen Aktienmarkt
Schneider, Sebastian
-
2001
Persistent link: https://www.econbiz.de/10001530439
Saved in:
6
A multiobjective model for passive portfolio management : an application on the S&P 100 index
García, Fernando
;
Guijarro, Francisco
;
Moya, Ismael
- In:
Journal of business economics and management
14
(
2013
)
4
,
pp. 758-775
Persistent link: https://www.econbiz.de/10010188972
Saved in:
7
Optimal portfolio selection with maximal risk adjusted return
Wang, Yue
;
Qiu, Zhijian
;
Qu, Xiaomei
- In:
Applied economics letters
24
(
2017
)
13/15
,
pp. 1035-1040
Persistent link: https://www.econbiz.de/10011716547
Saved in:
8
An Omega portfolio model with dynamic return thresholds
Yu, Jing-Rung
;
Chiou, Wan-jiun Paul
;
Lee, Wen-Yi
- In:
International transactions in operational research : a …
30
(
2023
)
5
,
pp. 2528-2545
Persistent link: https://www.econbiz.de/10014259294
Saved in:
9
Long run forward rates and long yields of bonds and options in heterogeneous equilibria
Malamud, Semyon
- In:
Finance and stochastics
12
(
2008
)
2
,
pp. 245-264
Persistent link: https://www.econbiz.de/10003716265
Saved in:
10
Asset allocation with a high dimensional latent factor stochastic volatility model
Han, Yufeng
- In:
The review of financial studies
19
(
2006
)
1
,
pp. 237-271
Persistent link: https://www.econbiz.de/10003325179
Saved in:
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