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isPartOf:"Working paper series"
subject:"Portfolio-Management"
~isPartOf:"Computational economics"
~isPartOf:"International journal of theoretical and applied finance"
~type:"article"
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Portfolio-Management
Theorie
1,089
Theory
1,089
Portfolio selection
213
Stochastic process
159
Stochastischer Prozess
159
Volatility
118
Volatilität
118
Option pricing theory
106
Optionspreistheorie
106
Forecasting model
97
Prognoseverfahren
97
Mathematical programming
91
Mathematische Optimierung
91
Credit risk
81
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Korn, Ralf
7
Fabozzi, Frank J.
5
Konno, Hiroshi
5
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4
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3
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3
Wilmott, Paul
3
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2
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2
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2
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2
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2
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2
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2
Herzog, Florian
2
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2
Kim, Young Shin
2
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2
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2
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2
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2
Oosterlee, Cornelis Willebrordus
2
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2
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2
Prigent, Jean-Luc
2
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2
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2
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2
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2
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2
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1
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1
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1
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1
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1
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1
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Working paper series
Computational economics
International journal of theoretical and applied finance
Insurance / Mathematics & economics
277
European journal of operational research : EJOR
265
Journal of banking & finance
238
Journal of economic dynamics & control
162
Finance research letters
156
Mathematical finance : an international journal of mathematics, statistics and financial theory
154
Finance and stochastics
152
Quantitative finance
117
The review of financial studies
99
Journal of financial economics
98
Risks : open access journal
98
The journal of portfolio management : a publication of Institutional Investor
97
Management science : journal of the Institute for Operations Research and the Management Sciences
95
The journal of finance : the journal of the American Finance Association
95
Journal of empirical finance
91
Economic modelling
80
Economics letters
79
The European journal of finance
75
Mathematics and financial economics
71
International review of economics & finance : IREF
70
Mathematical methods of operations research
68
The journal of asset management
68
International review of financial analysis
66
The North American journal of economics and finance : a journal of financial economics studies
64
Journal of risk and financial management : JRFM
63
Journal of economic theory
61
The journal of portfolio management : JPM
61
Annals of finance
59
Applied economics
56
Journal of mathematical finance
56
Applied mathematical finance
49
Journal of financial and quantitative analysis : JFQA
48
Journal of investment management : JOIM
46
The journal of investing : JOI
45
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
44
Financial markets and portfolio management
42
The journal of wealth management
42
Operations research letters
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ECONIS (ZBW)
213
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1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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
Saved in:
8
Portfolio correlations in the bank-firm credit market of Japan
Luu, Duc Thi
- In:
Computational economics
60
(
2022
)
2
,
pp. 529-569
Persistent link: https://www.econbiz.de/10013380791
Saved in:
9
On ESG portfolio construction : a multi-objective optimization approach
Xidonas, Panos
;
Essner, Eric
- In:
Computational economics
63
(
2024
)
1
,
pp. 21-45
Persistent link: https://www.econbiz.de/10014471935
Saved in:
10
Uncertainty optimization based feature selection model for stock marketing
Sinha, Arvind Kumar
;
Shende, Pradeep
- In:
Computational economics
63
(
2024
)
1
,
pp. 357-389
Persistent link: https://www.econbiz.de/10014472223
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