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~subject:"Portfolio selection"
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Portfolio selection
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Fabozzi, Frank J.
170
Maurer, Raimond
83
Zaremba, Adam
79
Guidolin, Massimo
64
Satchell, Stephen
63
Platen, Eckhard
62
Gollier, Christian
59
Ang, Andrew
58
Lo, Andrew W.
54
Uppal, Raman
54
Mitchell, Olivia S.
49
Korn, Ralf
48
Campbell, John Y.
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Markowitz, Harry
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Levy, Haim
43
McAleer, Michael
41
Zhou, Guofu
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Escobar, Marcos
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Post, Thierry
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Viceira, Luis M.
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Zagst, Rudi
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Prigent, Jean-Luc
37
Lee, Cheng F.
36
Li, Duan
36
Račev, Svetlozar T.
36
Van Wincoop, Eric
36
Wong, Hoi Ying
35
Albrecht, Peter
34
Bali, Turan G.
34
Hammoudeh, Shawkat
34
Härdle, Wolfgang
34
Kraft, Holger
34
Stambaugh, Robert F.
34
Başak, Suleyman
33
Blake, David
33
Caporale, Guglielmo Maria
33
Kang, Sang Hoon
33
Vanduffel, Steven
33
Bodie, Zvi
32
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National Bureau of Economic Research
346
Institute of Finance and Accounting <London>
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Frank J. Fabozzi Associates <New Hope, Pa.>
12
Center for Economic Research <Tilburg>
10
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
10
Rodney L. White Center for Financial Research
8
Universität Zürich / Institut für Schweizerisches Bankwesen
8
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
8
Springer Fachmedien Wiesbaden
7
Erasmus Research Institute of Management
6
European University Institute / Department of Law
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Friedrich-Schiller-Universität Jena
6
International Center for Financial Asset Management and Engineering
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Universität Mannheim
6
Association of European Operational Research Societies / Working Group on Financial Modelling
5
Fachverlag für Wirtschafts- und Steuerrecht Schäffer <Stuttgart>
5
Pensions Institute
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World Bank
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Association for Investment Management and Research
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Chambre de commerce et d'industrie de Paris
4
Ekonomiska forskningsinstitutet <Stockholm>
4
Federal Reserve Bank of St. Louis
4
Goethe-Universität Frankfurt am Main
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Lunds Universitet / Nationalekonomiska Institutionen
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Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
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Bonn Graduate School of Economics
3
Centre for Economic Policy Research
3
Christian-Albrechts-Universität zu Kiel / Institut für Weltwirtschaft
3
Gottfried Wilhelm Leibniz Universität Hannover
3
International Association for the Study of Insurance Economics
3
Johannes Gutenberg-Universität Mainz
3
Judge Institute of Management Studies
3
Københavns Universitet / Økonomisk Institut
3
Martin-Luther-Universität Halle-Wittenberg / Wirtschaftswissenschaftliche Fakultät
3
OECD
3
Springer-Verlag GmbH
3
Technische Universität Ilmenau
3
The Wharton Financial Institutions Center
3
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
3
Universitat Pompeu Fabra / Departament d'Economia i Empresa
3
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Journal of banking & finance
445
Finance research letters
411
European journal of operational research : EJOR
355
NBER working paper series
340
Insurance
322
NBER Working Paper
272
Working paper / National Bureau of Economic Research, Inc.
270
Journal of financial economics
246
International review of financial analysis
245
Journal of empirical finance
207
Management science : journal of the Institute for Operations Research and the Management Sciences
198
Journal of economic dynamics & control
197
Quantitative finance
174
International review of economics & finance : IREF
172
Finance and stochastics
170
Applied economics
169
The journal of portfolio management : a publication of Institutional Investor
169
Research paper series / Swiss Finance Institute
168
International journal of theoretical and applied finance
164
The journal of asset management
163
Mathematical finance : an international journal of mathematics, statistics and financial theory
160
Risks : open access journal
157
The European journal of finance
155
Pacific-Basin finance journal
152
The North American journal of economics and finance : a journal of financial economics studies
151
Economic modelling
145
The journal of finance : the journal of the American Finance Association
145
Economics letters
131
The review of financial studies
125
Journal of risk and financial management : JRFM
119
Applied economics letters
118
Swiss Finance Institute Research Paper
115
Discussion paper / Centre for Economic Policy Research
114
Journal of international financial markets, institutions & money
111
Discussion papers / CEPR
110
Research in international business and finance
108
Journal of investment management : JOIM
107
The journal of portfolio management : JPM
105
Journal of financial and quantitative analysis : JFQA
103
Computational economics
101
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ECONIS (ZBW)
30,069
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1
Commodity value-at-risk modeling : comparing riskmetrics, historic simulation and quantile regression
Steen, Marie
;
Westgaard, Sjur
;
Gjølberg, Ole
- In:
The journal of risk model validation
9
(
2015
)
2
,
pp. 49-78
Persistent link: https://www.econbiz.de/10011326305
Saved in:
2
Optimal portfolio management in highly volatile markets
Stoyanov, Stoyan V.
-
2005
Persistent link: https://www.econbiz.de/10003346695
Saved in:
3
Characterizing dependence in financial series
Chollete, Lorán
-
2004
Persistent link: https://www.econbiz.de/10003549398
Saved in:
4
Dynamic tail risk forecasting : what do realized skewness and kurtosis add?
Gallo, Giampiero M.
;
Okhrin, Ostap
;
Storti, Giuseppe
-
2024
-
Prima edizione
Persistent link: https://www.econbiz.de/10015099208
Saved in:
5
Investor sentiment and skewness risk premium
Yaakoubi, Soumaya
- In:
Applied economics
56
(
2024
)
35
,
pp. 4194-4208
Persistent link: https://www.econbiz.de/10014559279
Saved in:
6
Mutual fund style drift measured using higher moments and its cash flow incentive
Chen, Qi
;
Wang, Peng
;
Yang, Dong
- In:
The North American journal of economics and finance : a …
76
(
2025
),
pp. 1-19
Persistent link: https://www.econbiz.de/10015372664
Saved in:
7
A RGARCH-CARR-SK model : a new high-frequency
volatility
forecasting and risk measurement model based on dynamic higher moments and generalized realized measures
Liu, Junjie
;
Zhou, Qingnan
;
Chen, Zhenlong
- In:
The North American journal of economics and finance : a …
77
(
2025
),
pp. 1-16
Persistent link: https://www.econbiz.de/10015374491
Saved in:
8
Forecasting extreme financial risk : a score-driven approach
Fuentes, Fernanda
;
Herrera, Rodrigo
;
Clements, Adam
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 720-735
Persistent link: https://www.econbiz.de/10014465107
Saved in:
9
Multivariate downside risk : normal versus variance Gamma
Wallmeier, Martin
;
Diethelm, Martin
- In:
The journal of futures markets
32
(
2012
)
5
,
pp. 431-458
Persistent link: https://www.econbiz.de/10010218781
Saved in:
10
Businesses risks aggregation with Copula
Kamdem, J. Sadefo
- In:
Journal of quantitative economics : official journal of …
9
(
2011
)
2
,
pp. 58-72
Persistent link: https://www.econbiz.de/10010337911
Saved in:
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