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~subject:"Portfolio selection"
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Portfolio selection
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Fabozzi, Frank J.
122
Maurer, Raimond
71
Platen, Eckhard
54
Gollier, Christian
49
Korn, Ralf
45
Uppal, Raman
43
Ang, Andrew
41
Mitchell, Olivia S.
41
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Li, Duan
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Markowitz, Harry
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Post, Thierry
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Lo, Andrew W.
34
Prigent, Jean-Luc
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Escobar, Marcos
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Schenk-Hoppé, Klaus Reiner
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Vanduffel, Steven
32
Viceira, Luis M.
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Zagst, Rudi
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Hens, Thorsten
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Kraft, Holger
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Bodie, Zvi
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Lucas, André
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Başak, Suleyman
27
Kane, Alex
27
Kelly, Bryan T.
27
Lioui, Abraham
27
Wang, Ruodu
27
Jarrow, Robert A.
26
Račev, Svetlozar T.
26
Sass, Jörn
26
Shleifer, Andrei
26
Bernard, Carole
25
Gouriéroux, Christian
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Pedersen, Lasse Heje
25
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National Bureau of Economic Research
247
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
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>
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Friedrich-Schiller-Universität Jena
4
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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Pensions Institute
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Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
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Universität Mannheim
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World Bank
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Association for Investment Management and Research
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Bonn Graduate School of Economics
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Ekonomiska forskningsinstitutet <Stockholm>
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Erasmus Research Institute of Management
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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
3
Springer-Verlag GmbH
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
Basel Committee on Banking Supervision
2
Birkbeck College / Department of Economics
2
Books on Demand GmbH <Norderstedt>
2
Chambre de commerce et d'industrie de Paris
2
Christian-Albrechts-Universität zu Kiel
2
De Gruyter Oldenbourg
2
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European journal of operational research : EJOR
282
Insurance / Mathematics & economics
277
NBER working paper series
241
Journal of banking & finance
239
Working paper / National Bureau of Economic Research, Inc.
192
NBER Working Paper
189
Finance research letters
188
Journal of economic dynamics & control
168
Mathematical finance : an international journal of mathematics, statistics and financial theory
154
Finance and stochastics
152
International journal of theoretical and applied finance
146
Quantitative finance
130
Research paper series / Swiss Finance Institute
123
Journal of financial economics
108
Risks : open access journal
107
Management science : journal of the Institute for Operations Research and the Management Sciences
103
The review of financial studies
99
The journal of portfolio management : a publication of Institutional Investor
98
The journal of finance : the journal of the American Finance Association
96
Journal of empirical finance
94
Economics letters
87
Discussion paper / Centre for Economic Policy Research
85
Economic modelling
84
Swiss Finance Institute Research Paper
84
The European journal of finance
79
Computational economics
74
Mathematics and financial economics
74
International review of economics & finance : IREF
71
The journal of asset management
71
International review of financial analysis
69
Mathematical methods of operations research
68
SpringerLink / Bücher
67
Journal of risk and financial management : JRFM
64
The North American journal of economics and finance : a journal of financial economics studies
64
The journal of portfolio management : JPM
63
Discussion paper / Tinbergen Institute
62
Journal of economic theory
61
Annals of finance
60
Applied economics
57
Journal of mathematical finance
57
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ECONIS (ZBW)
18,855
RePEc
2
EconStor
1
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1
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18,858
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1
Selecting algorithms for large berth allocation problems
Wawrzyniak, Jakub
;
Drozdowski, Maciej
;
Sanlaville, Eric
- In:
European journal of operational research : EJOR
283
(
2020
)
3
,
pp. 844-862
Persistent link: https://www.econbiz.de/10012171660
Saved in:
2
Stochastic multi-attribute acceptability analysis-based heuristic algorithms for multi-attribute project portfolio selection and
scheduling
problem
Song, Shiling
;
Wei, Tingting
;
Yang, Feng
;
Xia, Qiong
- In:
Journal of the Operational Research Society
72
(
2021
)
6
,
pp. 1373-1389
Persistent link: https://www.econbiz.de/10012588892
Saved in:
3
Machine Learning Optimization Algorithms & Portfolio Allocation
Perrin, Sarah
-
2019
coordinate descent, the alternating direction method of multipliers, the proximal gradient method and the Dykstra's
algorithm
…
Persistent link: https://www.econbiz.de/10012866023
Saved in:
4
Algorithmic trading methods : applications using advanced statistics, optimization, and machine learning techniques
Kissell, Robert
-
2021
-
Second edition
Persistent link: https://www.econbiz.de/10012383896
Saved in:
5
Algorithmic trading methods : applications using advanced statistics, optimization, and machine learning techniques
Kissell, Robert
-
2021
-
Second edition
is Electronic Trading? -- What is Algorithmic Trading? -- Trading
Algorithm
Classifications -- Trading
Algorithm
Styles …
Persistent link: https://www.econbiz.de/10012292300
Saved in:
6
Using a genetic
algorithm
to improve recurrent reinforcement learning for equity trading
Zhang, Jin
;
Maringer, Dietmar G.
- In:
Computational economics
47
(
2016
)
4
,
pp. 551-567
Persistent link: https://www.econbiz.de/10011712464
Saved in:
7
Factor-based portfolio optimization
Auh, Jun Kyung
;
Cho, Wonho
- In:
Economics letters
228
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014451319
Saved in:
8
Mean absolute directional loss as a new loss function for machine learning problems in algorithmic investment strategies
Michańków, Jakub
;
Sakowski, Paweł
;
Ślepaczuk, Robert
-
2023
Persistent link: https://www.econbiz.de/10014448222
Saved in:
9
Ensembled LSTM with walk forward optimization in algorithmic trading
Chojnacki, Karol
;
Ślepaczuk, Robert
-
2023
Persistent link: https://www.econbiz.de/10014308890
Saved in:
10
Optimization algorithms for multiple-asset portfolios with machine learning techniques : theoretical foundations of optimum and coherent economic capital structures
Janabi, Mazin A. M. al
- In:
Artificial intelligence and big data for financial risk …
,
(pp. 92-122)
.
2023
Persistent link: https://www.econbiz.de/10014265661
Saved in:
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