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isPartOf:"Working paper series"
subject:"Portfolio-Management"
~isPartOf:"Mathematics and financial economics"
~isPartOf:"Quantitative finance"
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Portfolio-Management
Theorie
1,649
Theory
1,649
Portfolio selection
214
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114
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113
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102
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102
Stochastic process
93
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Escobar, Marcos
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4
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3
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3
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3
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Pun, Chi Seng
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Rosazza Gianin, Emanuela
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2
Bodnar, Taras
2
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2
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2
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2
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2
Pennanen, Teemu
2
Pirvu, Traian A.
2
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2
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2
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Working paper series
Mathematics and financial economics
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Insurance / Mathematics & economics
277
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266
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239
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237
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191
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188
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165
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Mathematical finance : an international journal of mathematics, statistics and financial theory
154
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152
International journal of theoretical and applied finance
145
Research paper series / Swiss Finance Institute
120
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
98
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
Discussion paper / Centre for Economic Policy Research
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Swiss Finance Institute Research Paper
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Economic modelling
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Economics letters
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International review of economics & finance : IREF
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68
International review of financial analysis
66
SpringerLink / Bücher
64
The North American journal of economics and finance : a journal of financial economics studies
64
Journal of risk and financial management : JRFM
63
The journal of portfolio management : JPM
63
Discussion paper / Tinbergen Institute
61
Journal of economic theory
61
Annals of finance
59
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ECONIS (ZBW)
214
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1
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:
2
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:
3
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:
4
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:
5
Assessing the accuracy of exponentially weighted moving average models for value-at-risk and expected shortfall of crypto portfolios
Alexander, Carol
;
Dakos, Michael
- In:
Quantitative finance
23
(
2023
)
3
,
pp. 393-427
Persistent link: https://www.econbiz.de/10014232660
Saved in:
6
Robust utility maximization with nonlinear continuous semimartingales
Criens, David
;
Niemann, Lars
- In:
Mathematics and financial economics
17
(
2023
)
3
,
pp. 499-536
Persistent link: https://www.econbiz.de/10014381096
Saved in:
7
The value and cost of more stages in stochastic programing : a statistical analysis on a set of portfolio choice problems
Birge, John R.
;
Blomvall, Jörgen
;
Ekblom, Jonas
- In:
Quantitative finance
22
(
2022
)
1
,
pp. 95-112
Persistent link: https://www.econbiz.de/10012872523
Saved in:
8
Optimal portfolios in the presence of stress scenarios : a worst-case approach
Korn, Ralf
;
Müller, Lukas
- In:
Mathematics and financial economics
16
(
2022
)
1
,
pp. 153-185
Persistent link: https://www.econbiz.de/10013167740
Saved in:
9
Estimation risk and the implicit value of index-tracking
Clark, Brian
;
Edirisinghe, Chanaka
;
Simaan, Majeed
- In:
Quantitative finance
22
(
2022
)
2
,
pp. 303-319
Persistent link: https://www.econbiz.de/10013167745
Saved in:
10
Robust utility maximizing strategies under model uncertainty and their convergence
Sass, Jörn
;
Westphal, Dorothee
- In:
Mathematics and financial economics
16
(
2022
)
2
,
pp. 367-397
Persistent link: https://www.econbiz.de/10013167940
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