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~subject:"Portfolio selection"
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Portfolio selection
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Fabozzi, Frank J.
138
Maurer, Raimond
76
Guidolin, Massimo
61
Platen, Eckhard
60
Ang, Andrew
55
Satchell, Stephen
55
Gollier, Christian
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Uppal, Raman
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Lo, Andrew W.
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Li, Duan
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Zagst, Rudi
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Pedersen, Lasse Heje
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Hens, Thorsten
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Stambaugh, Robert F.
31
Van Wincoop, Eric
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Wong, Hoi Ying
30
Başak, Suleyman
29
Hammoudeh, Shawkat
29
Lee, Cheng F.
29
Lioui, Abraham
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Shleifer, Andrei
29
Bekaert, Geert
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Bodie, Zvi
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National Bureau of Economic Research
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Institute of Finance and Accounting <London>
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Frank J. Fabozzi Associates <New Hope, Pa.>
12
Center for Economic Research <Tilburg>
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
9
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
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European University Institute / Department of Law
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International Center for Financial Asset Management and Engineering
6
Association of European Operational Research Societies / Working Group on Financial Modelling
5
Erasmus Research Institute of Management
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Fachverlag für Wirtschafts- und Steuerrecht Schäffer <Stuttgart>
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Friedrich-Schiller-Universität Jena
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Pensions Institute
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Universität Mannheim
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Association for Investment Management and Research
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Ekonomiska forskningsinstitutet <Stockholm>
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Goethe-Universität Frankfurt am Main
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Judge Institute of Management Studies
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Nationalekonomiska Institutionen <Lund>
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World Bank
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Federal Reserve System / Division of Research and Statistics
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Gottfried Wilhelm Leibniz Universität Hannover
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Institut für Weltwirtschaft
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International Association for the Study of Insurance Economics
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Johannes Gutenberg-Universität Mainz
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Københavns Universitet / Økonomisk Institut
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Martin-Luther-Universität Halle-Wittenberg / Wirtschaftswissenschaftliche Fakultät
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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
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Universitat Pompeu Fabra / Departament d'Economia i Empresa
3
University of Canterbury / Dept. of Economics and Finance
3
Banco Central do Brasil
2
Bank für Internationalen Zahlungsausgleich
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Journal of banking & finance
349
Finance research letters
304
NBER working paper series
304
European journal of operational research : EJOR
291
Insurance / Mathematics & economics
289
Working paper / National Bureau of Economic Research, Inc.
250
NBER Working Paper
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Journal of financial economics
190
Journal of economic dynamics & control
187
International review of financial analysis
165
Journal of empirical finance
156
Finance and stochastics
155
Mathematical finance : an international journal of mathematics, statistics and financial theory
155
International journal of theoretical and applied finance
151
Research paper series / Swiss Finance Institute
151
Quantitative finance
149
The journal of asset management
149
The journal of portfolio management : a publication of Institutional Investor
139
Management science : journal of the Institute for Operations Research and the Management Sciences
130
The journal of finance : the journal of the American Finance Association
127
Risks : open access journal
124
The review of financial studies
124
Applied economics
121
The European journal of finance
120
International review of economics & finance : IREF
117
Economic modelling
116
The North American journal of economics and finance : a journal of financial economics studies
115
Discussion paper / Centre for Economic Policy Research
113
Economics letters
113
Swiss Finance Institute Research Paper
106
Journal of risk and financial management : JRFM
104
Journal of investment management : JOIM
97
Financial markets and portfolio management
88
Computational economics
87
Applied economics letters
86
Journal of financial and quantitative analysis : JFQA
86
Research in international business and finance
85
Discussion paper / Tinbergen Institute
79
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
79
Pacific-Basin finance journal
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ECONIS (ZBW)
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1
Do high-frequency data improve multivariate
volatility
forecasting
for investors with different investment horizons?
Yu, Limin
;
Huang, Zhuo
-
2022
Persistent link: https://www.econbiz.de/10015053841
Saved in:
2
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:
3
Forecasting
value-at-risk and expected shortfall in large portfolios : a general dynamic factor approach
Hallin, Marc
;
Trucios, Carlos
-
2020
Persistent link: https://www.econbiz.de/10012437084
Saved in:
4
Forecasting
market risk of portfolios: copula-Markov switching multifractal approach
Segnon, Mawuli
;
Trede, Mark
- In:
The European journal of finance
24
(
2018
)
14
,
pp. 1123-1143
Persistent link: https://www.econbiz.de/10012258877
Saved in:
5
Forecasting
conditional covariance matrices in high-dimensional time series : a general dynamic factor approach
Trucíos, Carlos
;
Mazzeu, João H. G.
;
Hallin, Marc
; …
-
2019
Persistent link: https://www.econbiz.de/10012064776
Saved in:
6
Covariance
forecasting
in equity markets
Symitsi, Efthymia
;
Symeonidis, Lazaros
;
Kourtis, Apostolos
- In:
Journal of banking & finance
96
(
2018
),
pp. 153-168
Persistent link: https://www.econbiz.de/10011967197
Saved in:
7
Long vs. short term asymmetry in
volatility
and the term structure of risk
Lönnbark, Carl
- In:
Finance research letters
23
(
2017
),
pp. 202-209
Persistent link: https://www.econbiz.de/10011808396
Saved in:
8
On the modelling and
forecasting
of multivariate realized
volatility
: generalized heterogeneous autoregressive (GHAR) model
Čech, František
;
Baruník, Jozef
- In:
Journal of forecasting
36
(
2017
)
2
,
pp. 181-206
Persistent link: https://www.econbiz.de/10011729136
Saved in:
9
Forecasting
conditional covariance matrices in high-dimensional time series : a general dynamic factor approach
Trucíos, Carlos
;
Mazzeu, João H. G.
;
Hallin, Marc
; …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 40-52
Persistent link: https://www.econbiz.de/10013540629
Saved in:
10
Forecasting
tail risk measures for financial time series : an extreme value approach with covariates
James, Robert
;
Leung, Henry
;
Leung, Jessica Wai Yin
; …
- In:
Journal of empirical finance
71
(
2023
),
pp. 29-50
Persistent link: https://www.econbiz.de/10014292519
Saved in:
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