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subject:"Deutschland"
type_genre:"Article in journal"
~isPartOf:"Quantitative finance"
~subject:"Forecasting model"
~subject:"Portfolio selection"
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Deutschland
Forecasting model
Portfolio selection
Theorie
283
Theory
283
Portfolio-Management
118
Stochastic process
51
Stochastischer Prozess
51
Prognoseverfahren
48
Volatility
46
Volatilität
46
Börsenkurs
41
Share price
41
Capital income
35
Kapitaleinkommen
35
Risikomaß
35
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35
Risiko
34
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34
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31
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31
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25
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25
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23
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23
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23
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23
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23
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22
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20
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20
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20
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19
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19
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17
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Article
154
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Article in journal
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156
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4
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English
156
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Escobar, Marcos
5
Stübinger, Johannes
3
Birge, John R.
2
Chen, Qian
2
Cheng, Yuyang
2
Costa, Giorgio
2
Creamer Guillén, Germán
2
Ding, Rui
2
Endres, Sylvia
2
Gerlach, Richard
2
Kim, Woo Chang
2
Krauss, Christopher
2
Kwon, Roy H.
2
Langrené, Nicolas
2
Lee, Yongjae
2
Li, Wai Keung
2
Liu, Li
2
Loeper, Grégoire
2
Madan, Dilip B.
2
Paterlini, Sandra
2
Pun, Chi Seng
2
Satchell, Stephen
2
Shi, Fangquan
2
Shu, Lianjie
2
Sornette, Didier
2
Taleb, Nassim Nicholas
2
Wang, Chao
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
Antonov, Anton
1
Arratia, Argimiro
1
Aste, Tomaso
1
Auer, Benjamin R.
1
Bae, Sanghyeon
1
Bai, Yang
1
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Forecasting Financial Markets Conference <23.>
1
Published in...
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Quantitative finance
International journal of forecasting
686
Journal of forecasting
440
European journal of operational research : EJOR
372
Insurance / Mathematics & economics
317
Journal of banking & finance
293
Journal of economic dynamics & control
217
Finance research letters
210
Economics letters
171
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
171
Economic modelling
169
Journal of econometrics
160
Risks : open access journal
157
Mathematical finance : an international journal of mathematics, statistics and financial theory
156
Management science : journal of the Institute for Operations Research and the Management Sciences
155
International journal of theoretical and applied finance
154
Finance and stochastics
152
Journal of empirical finance
151
Applied economics
150
Computational economics
149
Journal of financial economics
132
The review of financial studies
124
The European journal of finance
123
The journal of finance : the journal of the American Finance Association
108
Applied economics letters
105
International review of economics & finance : IREF
105
The journal of portfolio management : a publication of Institutional Investor
105
Energy economics
104
International review of financial analysis
102
The North American journal of economics and finance : a journal of financial economics studies
98
Journal of international money and finance
94
Journal of risk and financial management : JRFM
94
Technological forecasting & social change : an international journal
84
Journal of applied econometrics
80
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
76
Mathematics and financial economics
73
The journal of asset management
70
Journal of economic theory
67
The journal of portfolio management : JPM
67
Wirtschaftswissenschaftliches Studium : WiSt ; Zeitschrift für Studium und Forschung
66
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ECONIS (ZBW)
156
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156
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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
Deep-learning models for forecasting financial risk premia and their interpretations
Lo, Andrew W.
;
Singh, Manish
- In:
Quantitative finance
23
(
2023
)
6
,
pp. 917-929
Persistent link: https://www.econbiz.de/10014304395
Saved in:
7
A generative model of a limit order book using recurrent neural networks
Hultin, Hanna
;
Hult, Henrik
;
Proutiere, Alexandre
; …
- In:
Quantitative finance
23
(
2023
)
6
,
pp. 931-958
Persistent link: https://www.econbiz.de/10014304400
Saved in:
8
Improving the asymmetric stochastic volatility model with ex-post volatility : the identification of the asymmetry
Zhang, Zehua
;
Zhao, Ran
- In:
Quantitative finance
23
(
2023
)
1
,
pp. 35-51
Persistent link: https://www.econbiz.de/10013490951
Saved in:
9
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:
10
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
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