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subject:"Anlageverhalten"
subject:"Portfolio-Management"
~accessRights:"free"
~isPartOf:"Insurance / Mathematics & economics"
~isPartOf:"Quantitative finance"
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Anlageverhalten
Portfolio-Management
Theorie
25
Theory
25
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5
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5
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5
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95
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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
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:
7
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:
8
A tale of two sentiment scales : disentangling short-run and long-run components in multivariate sentiment dynamics
Vassallo, Danilo
;
Bormetti, Giacomo
;
Lillo, Fabrizio
- In:
Quantitative finance
22
(
2022
)
12
,
pp. 2237-2255
Persistent link: https://www.econbiz.de/10013490941
Saved in:
9
Tile test for back-testing risk evaluation
Zumbach, Gilles O.
- In:
Quantitative finance
21
(
2021
)
10
,
pp. 1605-1619
Persistent link: https://www.econbiz.de/10012653703
Saved in:
10
Robust portfolio rebalancing with cardinality and diversification constraints
Zhao, Zhihua
;
Xu, Fengmin
;
Du, Donglei
;
Meihua, Wang
- In:
Quantitative finance
21
(
2021
)
10
,
pp. 1707-1721
Persistent link: https://www.econbiz.de/10012653708
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