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~subject:"Portfolio selection"
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Portfolio selection
Theorie
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Theory
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Börsenkurs
52,709
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51,186
USA
47,314
United States
46,037
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Portfolio-Management
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20,135
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Risk
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17,686
Volatility
17,355
Mathematische Optimierung
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Aktienmarkt
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Forecasting model
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Wirtschaftswachstum
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Time series analysis
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Economic growth
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Spieltheorie
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Game theory
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Finanzmarkt
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Asymmetrische Information
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CAPM
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Fabozzi, Frank J.
134
Maurer, Raimond
72
Platen, Eckhard
56
Guidolin, Massimo
53
Gollier, Christian
51
Campbell, John Y.
48
Uppal, Raman
46
Korn, Ralf
45
Ang, Andrew
43
Mitchell, Olivia S.
41
Viceira, Luis M.
39
Li, Duan
38
Markowitz, Harry
38
Post, Thierry
38
Satchell, Stephen
38
Lo, Andrew W.
34
Prigent, Jean-Luc
33
Vanduffel, Steven
33
Escobar, Marcos
32
Kraft, Holger
32
Schenk-Hoppé, Klaus Reiner
32
Wong, Wing Keung
32
Shleifer, Andrei
31
Bacchetta, Philippe
30
Hens, Thorsten
30
Van Wincoop, Eric
30
Zagst, Rudi
30
Levy, Haim
29
Bodie, Zvi
28
Lucas, André
28
Wong, Hoi Ying
28
Başak, Suleyman
27
Jarrow, Robert A.
27
Kane, Alex
27
Lioui, Abraham
27
Wang, Ruodu
27
Račev, Svetlozar T.
26
Sass, Jörn
26
Bernard, Carole
25
Cui, Xiangyu
25
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National Bureau of Economic Research
267
Institute of Finance and Accounting <London>
15
Frank J. Fabozzi Associates <New Hope, Pa.>
12
Center for Economic Research <Tilburg>
9
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
9
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
8
Basel Committee on Banking Supervision
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
6
Rodney L. White Center for Financial Research
6
Association of European Operational Research Societies / Working Group on Financial Modelling
5
Fachverlag für Wirtschafts- und Steuerrecht Schäffer <Stuttgart>
5
Friedrich-Schiller-Universität Jena
4
Goethe-Universität Frankfurt am Main
4
Judge Institute of Management Studies
4
Nationalekonomiska Institutionen <Lund>
4
Pensions Institute
4
Springer-Verlag GmbH
4
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
4
Universität Mannheim
4
World Bank
4
Association for Investment Management and Research
3
Bonn Graduate School of Economics
3
Ekonomiska forskningsinstitutet <Stockholm>
3
Erasmus Research Institute of Management
3
Institut für Weltwirtschaft
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International Association for the Study of Insurance Economics
3
Johannes Gutenberg-Universität Mainz
3
Københavns Universitet / Økonomisk Institut
3
Martin-Luther-Universität Halle-Wittenberg / Wirtschaftswissenschaftliche Fakultät
3
New York Institute of Finance
3
The Wharton Financial Institutions Center
3
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
3
Banco Central do Brasil
2
Bank für Internationalen Zahlungsausgleich
2
Birkbeck College / Department of Economics
2
Books on Demand GmbH <Norderstedt>
2
Chambre de commerce et d'industrie de Paris
2
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European journal of operational research : EJOR
284
Insurance / Mathematics & economics
278
Journal of banking & finance
274
NBER working paper series
261
Working paper / National Bureau of Economic Research, Inc.
219
Finance research letters
218
NBER Working Paper
207
Journal of economic dynamics & control
172
Mathematical finance : an international journal of mathematics, statistics and financial theory
157
Finance and stochastics
153
International journal of theoretical and applied finance
152
Quantitative finance
136
Research paper series / Swiss Finance Institute
129
Journal of financial economics
127
The journal of finance : the journal of the American Finance Association
116
Journal of empirical finance
114
Management science : journal of the Institute for Operations Research and the Management Sciences
114
Risks : open access journal
109
The review of financial studies
109
The journal of portfolio management : a publication of Institutional Investor
103
International review of financial analysis
102
Discussion paper / Centre for Economic Policy Research
98
Economics letters
94
Swiss Finance Institute Research Paper
92
The European journal of finance
90
International review of economics & finance : IREF
89
The journal of asset management
88
Economic modelling
86
The North American journal of economics and finance : a journal of financial economics studies
81
Computational economics
78
Journal of risk and financial management : JRFM
76
Applied economics
75
Mathematics and financial economics
75
SpringerLink / Bücher
75
Mathematical methods of operations research
69
Discussion paper / Tinbergen Institute
67
The journal of portfolio management : JPM
65
Annals of finance
63
Journal of economic theory
62
Journal of financial and quantitative analysis : JFQA
61
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20,708
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1
Single- and multiplayer trade execution strategies under transient price impact
Strehle, Elias
-
2017
Persistent link: https://www.econbiz.de/10012197703
Saved in:
2
Optimal execution in illiquid market with the absence of price manipulation
Kuno, Seiya
;
Ohnishi, Masamitsu
- In:
Journal of mathematical finance
5
(
2015
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10011398566
Saved in:
3
Time, trading and algorithms in financial sector security
Thompson, Grahame
- In:
New political economy
22
(
2017
)
1
,
pp. 1-11
Persistent link: https://www.econbiz.de/10011667007
Saved in:
4
Execution and block trade pricing with optimal constant rate of participation
Guéant, Olivier
- In:
Journal of mathematical finance
4
(
2014
)
4
,
pp. 255-264
Persistent link: https://www.econbiz.de/10011312420
Saved in:
5
Market making and portfolio liquidation under uncertainty
Nyström, Kaj
;
Aly, Sidi Mohamed Ould
;
Zhang, Changyong
- In:
International journal of theoretical and applied finance
17
(
2014
)
5
,
pp. 1-33
Persistent link: https://www.econbiz.de/10010437189
Saved in:
6
Modelling asset prices for algorithmic and high-frequency trading
Cartea, Álvaro
;
Jaimungal, Sebastian
- In:
Applied mathematical finance
20
(
2013
)
5/6
,
pp. 512-547
Persistent link: https://www.econbiz.de/10010235563
Saved in:
7
Inferring trade directions in fast markets
Jurkatis, Simon Willi
- In:
Journal of financial markets
58
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013254020
Saved in:
8
Do high-frequency traders improve your implementation shortfall?
Korajczyk, Robert A.
;
Murphy, Dermot
- In:
Journal of investment management : JOIM
18
(
2020
)
1
,
pp. 18-33
Persistent link: https://www.econbiz.de/10012254346
Saved in:
9
Algorithmic trading of co-integrated assets
Cartea, Álvaro
;
Jaimungal, Sebastian
- In:
International journal of theoretical and applied finance
19
(
2016
)
6
,
pp. 1-18
Persistent link: https://www.econbiz.de/10011572368
Saved in:
10
Inferring trade directions in fast markets
Jurkatis, Simon Willi
-
2020
Persistent link: https://www.econbiz.de/10012597973
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