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~subject:"Portfolio selection"
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Portfolio selection
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Fabozzi, Frank J.
125
Maurer, Raimond
72
Platen, Eckhard
54
Gollier, Christian
53
Guidolin, Massimo
49
Korn, Ralf
45
Satchell, Stephen
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Zhou, Guofu
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Başak, Suleyman
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Wang, Ruodu
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Jarrow, Robert A.
26
Kelly, Bryan T.
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Lee, Cheng F.
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Munk, Claus
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Pedersen, Lasse Heje
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Račev, Svetlozar T.
26
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Institute of Finance and Accounting <London>
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Center for Economic Research <Tilburg>
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
8
Rodney L. White Center for Financial Research
7
Springer Fachmedien Wiesbaden
7
Universität Zürich / Institut für Schweizerisches Bankwesen
7
European University Institute / Department of Law
6
International Center for Financial Asset Management and Engineering
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Association of European Operational Research Societies / Working Group on Financial Modelling
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Fachverlag für Wirtschafts- und Steuerrecht Schäffer <Stuttgart>
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Erasmus Research Institute of Management
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Friedrich-Schiller-Universität Jena
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Goethe-Universität Frankfurt am Main
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Pensions Institute
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World Bank
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Bonn Graduate School of Economics
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International Association for the Study of Insurance Economics
3
Johannes Gutenberg-Universität Mainz
3
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Springer-Verlag GmbH
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The Wharton Financial Institutions Center
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Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
3
Banco Central do Brasil
2
Bank für Internationalen Zahlungsausgleich
2
Basel Committee on Banking Supervision
2
Birkbeck College / Department of Economics
2
Books on Demand GmbH <Norderstedt>
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Chambre de commerce et d'industrie de Paris
2
Christian-Albrechts-Universität zu Kiel
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European journal of operational research : EJOR
278
Insurance / Mathematics & economics
277
Journal of banking & finance
264
NBER working paper series
244
Finance research letters
206
Working paper / National Bureau of Economic Research, Inc.
196
NBER Working Paper
191
Journal of economic dynamics & control
170
Mathematical finance : an international journal of mathematics, statistics and financial theory
154
Finance and stochastics
153
International journal of theoretical and applied finance
146
Quantitative finance
134
Research paper series / Swiss Finance Institute
125
Journal of financial economics
120
Risks : open access journal
108
Journal of empirical finance
105
Management science : journal of the Institute for Operations Research and the Management Sciences
105
The review of financial studies
104
The journal of portfolio management : a publication of Institutional Investor
102
The journal of finance : the journal of the American Finance Association
100
Discussion paper / Centre for Economic Policy Research
91
Swiss Finance Institute Research Paper
90
Economic modelling
89
The European journal of finance
89
Economics letters
87
International review of financial analysis
84
The journal of asset management
80
Computational economics
77
Mathematics and financial economics
74
International review of economics & finance : IREF
73
Discussion paper / Tinbergen Institute
72
The North American journal of economics and finance : a journal of financial economics studies
71
Applied economics
69
Mathematical methods of operations research
68
Journal of risk and financial management : JRFM
67
SpringerLink / Bücher
67
The journal of portfolio management : JPM
63
Annals of finance
61
Journal of economic theory
61
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ECONIS (ZBW)
19,423
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1
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1
Momentum of return predictability
Wang, Yudong
;
Liu, Li
;
Ma, Feng
;
Diao, Xundi
- In:
Journal of empirical finance
45
(
2018
),
pp. 141-156
Persistent link: https://www.econbiz.de/10012102447
Saved in:
2
Allocating and forecasting changes in risk
Gaigall, Daniel
- In:
Journal of risk
25
(
2023
)
3
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014283880
Saved in:
3
Allocating and forecasting changes in risk
Gaigall, Daniel
- In:
Journal of risk : JOR
25
(
2023
)
3
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014487054
Saved in:
4
Forecasting VaR and ES using a joint quantile regression and its implications in portfolio allocation
Merlo, Luca
;
Petrella, Lea
;
Raponi, Valentina
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013256440
Saved in:
5
Return distribution predictability and its implications for portfolio selection
Zhu, Min
- In:
International review of economics & finance : IREF
27
(
2013
),
pp. 209-223
Persistent link: https://www.econbiz.de/10009740823
Saved in:
6
Quantile aggregation and combination for stock return prediction
Jiang, Chuanliang
;
Maasoumi, Esfandiar
;
Xiao, Zhijie
- In:
Econometric reviews
39
(
2020
)
7
,
pp. 715-743
Persistent link: https://www.econbiz.de/10012262517
Saved in:
7
A parsimonious quantile regression model to
forecast
day-ahead value-at-risk
Haugom, Erik
;
Ray, Rina
;
Ullrich, Carl J.
;
Veka, Steinar
; …
- In:
Finance research letters
16
(
2016
),
pp. 196-207
Persistent link: https://www.econbiz.de/10011656176
Saved in:
8
The Black-Litterman approach and views from predictive regressions :
theory
and implementation
Geyer, Alois
;
Lučivjanská, Katarína
- In:
The journal of portfolio management : a publication of …
42
(
2016
)
4
,
pp. 38-48
Persistent link: https://www.econbiz.de/10011686085
Saved in:
9
An efficient portfolio construction model using stock price predicted by support vector regression
Mishra, Sasmita
;
Padhy, Sudarsan
- In:
The North American journal of economics and finance : a …
50
(
2019
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012203697
Saved in:
10
Nonparametric expected shortfall forecasting incorporating weighted quantiles
Storti, Giuseppe
;
Wang, Chao
- In:
International journal of forecasting
38
(
2022
)
1
,
pp. 224-239
Persistent link: https://www.econbiz.de/10013347785
Saved in:
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