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subject:"Anlageverhalten"
subject:"Portfolio-Management"
~isPartOf:"Quantitative finance"
~subject:"Behavioural finance"
~subject:"Welt"
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Anlageverhalten
Portfolio-Management
Behavioural finance
Welt
Theorie
283
Theory
283
Portfolio selection
118
Stochastic process
51
Stochastischer Prozess
51
Forecasting model
48
Prognoseverfahren
48
Volatility
46
Volatilität
46
Börsenkurs
41
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Kapitaleinkommen
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Escobar, Marcos
5
Stübinger, Johannes
3
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2
Cheng, Yuyang
2
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2
Ding, Rui
2
Endres, Sylvia
2
Kim, Woo Chang
2
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2
Kwon, Roy H.
2
Langrené, Nicolas
2
Lee, Yongjae
2
Loeper, Grégoire
2
Madan, Dilip B.
2
Paterlini, Sandra
2
Pun, Chi Seng
2
Satchell, Stephen
2
Sornette, Didier
2
Wu, Lan
2
Zumbach, Gilles O.
2
Abergel, Frédéric
1
Aboussalah, Amine Mohamed
1
Al-Aradi, Ali
1
Alexander, Carol
1
Anagnostou, I.
1
Arratia, Argimiro
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
Bel Hadj Ayed, Ahmed
1
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1
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1
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1
Bianchi, Michele Leonardo
1
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1
Bodnar, Taras
1
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1
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International Conference on Futures and Other Derivatives <7., 2018, Schanghai>
1
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Quantitative finance
NBER working paper series
687
NBER Working Paper
590
Working paper / National Bureau of Economic Research, Inc.
575
Journal of banking & finance
314
Discussion paper / Centre for Economic Policy Research
300
Insurance / Mathematics & economics
280
European journal of operational research : EJOR
279
SpringerLink / Bücher
244
CESifo working papers
243
Journal of economic dynamics & control
219
Finance research letters
192
Economics letters
177
Working paper
167
Economic modelling
164
Journal of international economics
161
Mathematical finance : an international journal of mathematics, statistics and financial theory
154
Finance and stochastics
152
The review of financial studies
152
International journal of theoretical and applied finance
149
Journal of financial economics
147
Research paper series / Swiss Finance Institute
145
Europäische Hochschulschriften / 5
144
Journal of international money and finance
144
Discussion paper / Tinbergen Institute
137
Applied economics
133
The journal of finance : the journal of the American Finance Association
129
Management science : journal of the Institute for Operations Research and the Management Sciences
125
International review of economics & finance : IREF
124
IMF working papers
119
Journal of empirical finance
119
An Elgar reference collection
108
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108
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104
European economic review : EER
104
The journal of portfolio management : a publication of Institutional Investor
102
Risks : open access journal
101
International review of financial analysis
100
Applied economics letters
95
Journal of economic behavior & organization : JEBO
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ECONIS (ZBW)
126
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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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