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isPartOf:"Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques"
subject:"Schätztheorie"
~isPartOf:"Quantitative finance"
~isPartOf:"Research paper series / Swiss Finance Institute"
~subject:"Portfolio selection"
~subject:"Spekulationsblase"
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Schätztheorie
Portfolio selection
Spekulationsblase
Theorie
949
Theory
949
Portfolio-Management
246
Volatility
96
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96
Börsenkurs
92
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7
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Monfort, Alain
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Zakoïan, Jean-Michel
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Farkas, Walter
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Touzi, Nizar
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3
Arvanitis, Stelios
3
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3
Darolles, Serge
3
Demos, Guilherme
3
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3
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3
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Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
Quantitative finance
Research paper series / Swiss Finance Institute
Economics letters
486
Journal of econometrics
399
Working paper / National Bureau of Economic Research, Inc.
321
Econometric theory
288
NBER working paper series
284
Insurance / Mathematics & economics
277
European journal of operational research : EJOR
267
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
266
Journal of banking & finance
259
Journal of economic dynamics & control
230
NBER Working Paper
228
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
225
Série des documents de travail / Centre de Recherche en Économie et Statistique
172
Finance research letters
169
International journal of theoretical and applied finance
162
Mathematical finance : an international journal of mathematics, statistics and financial theory
161
Finance and stochastics
159
Journal of applied econometrics
146
Discussion paper / Tinbergen Institute
142
Journal of quantitative economics : official journal of the Indian Econometric Society
142
Econometric reviews
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Discussion paper / Centre for Economic Policy Research
140
The review of economics and statistics
129
Discussion paper / Center for Economic Research, Tilburg University
123
The review of financial studies
121
The journal of finance : the journal of the American Finance Association
120
Journal of financial economics
117
Journal of empirical finance
116
Management science : journal of the Institute for Operations Research and the Management Sciences
116
Applied economics
110
Economic modelling
105
Oxford bulletin of economics and statistics
103
The journal of portfolio management : a publication of Institutional Investor
101
Risks : open access journal
100
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
96
Swiss Finance Institute Research Paper
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ECONIS (ZBW)
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1
Sparse portfolio selection via topological data analysis based clustering
Goel, Anubha
;
Filipović, Damir
;
Pasricha, Puneet
-
2024
Persistent link: https://www.econbiz.de/10014485759
Saved in:
2
Sparse spanning portfolios and under-diversification with second-order stochastic dominance
Arvanitis, Stelios
;
Scaillet, Olivier
;
Topaloglou, Nikolas
-
2024
Persistent link: https://www.econbiz.de/10014485760
Saved in:
3
Distributionally robust end-to-end portfolio construction
Costa, Giorgio
;
Iyengar, Garud N.
- In:
Quantitative finance
23
(
2023
)
10
,
pp. 1465-1482
Persistent link: https://www.econbiz.de/10014419171
Saved in:
4
f-Betas and portfolio optimization with f-divergence induced risk measures
Ding, Rui
- In:
Quantitative finance
23
(
2023
)
10
,
pp. 1483-1496
Persistent link: https://www.econbiz.de/10014419172
Saved in:
5
Can volatility solve the naive portfolio puzzle?
Curran, Michael
;
O'Sullivan, Patrick
;
Zalla, Ryan
- In:
Quantitative finance
23
(
2023
)
11
,
pp. 1545-1560
Persistent link: https://www.econbiz.de/10014419177
Saved in:
6
Optimal portfolio choice of couples with tax-deferred accounts and survival-contingent products
Bae, Sanghyeon
;
Lee, Yongjae
;
Kim, Woo Chang
- In:
Quantitative finance
23
(
2023
)
11
,
pp. 1597-1615
Persistent link: https://www.econbiz.de/10014419181
Saved in:
7
Behavioral finance through the lens of evolution : "survival of the fittest" for portfolio rules
Evstigneev, Igor V.
;
Hens, Thorsten
;
Vanaei, Mohammad Javad
-
2023
Persistent link: https://www.econbiz.de/10014480306
Saved in:
8
Financial intermediaries and demand for duration
Plazzi, Alberto
;
Tamoni, Andrea
;
Zanotti, Marco
-
2023
-
This version: October 17, 2023
Persistent link: https://www.econbiz.de/10014482972
Saved in:
9
A comprehensive machine learning framework for dynamic portfolio choice with transaction costs
Gaegauf, Luca
;
Scheidegger, Simon
;
Trojani, Fabio
-
2023
Persistent link: https://www.econbiz.de/10014483248
Saved in:
10
Universal portfolio shrinkage
Kelly, Bryan T.
;
Malamud, Semyon
;
Pourmohammadi, Mohammad
; …
-
2023
Persistent link: https://www.econbiz.de/10014483260
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