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isPartOf:"Working paper series"
subject:"Portfolio-Management"
~isPartOf:"Computational economics"
~isPartOf:"International journal of theoretical and applied finance"
~subject:"Time series analysis"
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Portfolio-Management
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Spectral and Cubature Methods in Finance and Econometrics, an Interdisciplinary International Research Workshop <2009, Leicester>
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ECONIS (ZBW)
344
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1
Nonparametric test for volatility in clustered multiple time series
Barrios, Erniel B.
;
Redondo, Paolo Victor T.
- In:
Computational economics
63
(
2024
)
2
,
pp. 861-876
Persistent link: https://www.econbiz.de/10014475068
Saved in:
2
A synthetic data-plus-features driven approach for portfolio optimization
Pagnoncelli, Bernardo K.
;
Ramírez, Domingo
;
Rahimian, Hamed
- In:
Computational economics
62
(
2023
)
1
,
pp. 187-204
Persistent link: https://www.econbiz.de/10014327294
Saved in:
3
Modelling and forecasting energy market cycles : a generalized smooth transition approach
Canepa, Alessandra
;
Zanetti Chini, Emilio
;
Alqaralleh, …
-
2023
Persistent link: https://www.econbiz.de/10014443885
Saved in:
4
On the modeling and simulation of portfolio allocation schemes : an approach based on network community detection
Ferretti, Stefano
- In:
Computational economics
62
(
2023
)
3
,
pp. 969-1005
Persistent link: https://www.econbiz.de/10014382852
Saved in:
5
Market clearing and Krusell-Smith algorithm in an economy with multiple assets
Bakota, Ivo
- In:
Computational economics
62
(
2023
)
3
,
pp. 1007-1045
Persistent link: https://www.econbiz.de/10014382858
Saved in:
6
Optimal limit order book trading strategies with stochastic volatility in the underlying asset
Aydoğan, Burcu
;
Uğur, Ömür
;
Aksoy, Ümit
- In:
Computational economics
62
(
2023
)
1
,
pp. 289-324
Persistent link: https://www.econbiz.de/10014327497
Saved in:
7
Portfolio optimization via online gradient descent and risk control
Yamim, J. D. M.
;
Borges, C. C. H.
;
Neto, R. F.
- In:
Computational economics
62
(
2023
)
1
,
pp. 361-381
Persistent link: https://www.econbiz.de/10014327502
Saved in:
8
The impact of large investors on the portfolio optimization of single-family houses in housing markets
Yilmaz, Bilgi
;
Korn, Ralf
;
Selcuk-Kestel, A. Sevtap
- In:
Computational economics
61
(
2023
)
2
,
pp. 855-873
Persistent link: https://www.econbiz.de/10014228464
Saved in:
9
On the growth rate of superadditive processes and the stability of functional GARCH models
Kandji, Baye Matar
-
2023
Persistent link: https://www.econbiz.de/10014321021
Saved in:
10
Solving high-dimensional dynamic portfolio choice models with hierarchical B-splines on sparse grids
Schober, Peter
;
Valentin, Julian
;
Pflüger, Dirk
- In:
Computational economics
59
(
2022
)
1
,
pp. 185-224
Persistent link: https://www.econbiz.de/10013168972
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