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subject:"Financial market"
~isPartOf:"Journal of economic dynamics & control"
~subject:"Theory"
~subject:"Volatility"
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Search: subject_exact:"Portfolio management"
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Financial market
Theory
Volatility
Portfolio selection
250
Portfolio-Management
250
Theorie
165
CAPM
33
Stochastic process
25
Stochastischer Prozess
25
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Journal of economic dynamics & control
Insurance / Mathematics & economics
281
European journal of operational research : EJOR
278
Journal of banking & finance
266
NBER working paper series
266
Working paper / National Bureau of Economic Research, Inc.
213
NBER Working Paper
208
Finance research letters
195
Finance and stochastics
159
Mathematical finance : an international journal of mathematics, statistics and financial theory
154
International journal of theoretical and applied finance
148
Research paper series / Swiss Finance Institute
134
Quantitative finance
126
Journal of financial economics
117
The journal of portfolio management : a publication of Institutional Investor
109
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107
Journal of empirical finance
105
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104
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102
The review of financial studies
102
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97
International review of financial analysis
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Discussion paper / Centre for Economic Policy Research
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International review of economics & finance : IREF
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The North American journal of economics and finance : a journal of financial economics studies
88
Economics letters
87
The European journal of finance
82
Journal of risk and financial management : JRFM
78
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76
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Computational economics
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SpringerLink / Bücher
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Discussion paper / Tinbergen Institute
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ECONIS (ZBW)
177
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177
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1
Reinforcement learning for continuous-time mean-variance portfolio selection in a regime-switching market
Wu, Bo
;
Li, Lingfei
- In:
Journal of economic dynamics & control
158
(
2024
),
pp. 1-28
Persistent link: https://www.econbiz.de/10014532362
Saved in:
2
Dynamic CVaR portfolio construction with attention-powered generative factor learning
Sun, Chuting
;
Wu, Qi
;
Yan, Xing
- In:
Journal of economic dynamics & control
160
(
2024
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014532506
Saved in:
3
Dynamic spending and portfolio decisions with a soft social norm
Mork, Knut Anton
;
Harang, Fabian Andsem
;
Trønnes, …
- In:
Journal of economic dynamics & control
151
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014478676
Saved in:
4
Portfolio instability and socially responsible investment : experiments with financial professionals and students
Tatarnikova, Olga
;
Duchêne, Sébastien
;
Sentis, Patrick
; …
- In:
Journal of economic dynamics & control
153
(
2023
),
pp. 1-42
Persistent link: https://www.econbiz.de/10014479352
Saved in:
5
A general method for analysis and valuation of drawdown risk
Zhang, Gongqiu
;
Li, Lingfei
- In:
Journal of economic dynamics & control
152
(
2023
),
pp. 1-37
Persistent link: https://www.econbiz.de/10014427618
Saved in:
6
Asset home bias in debtor and creditor countries
Zhang, Ning
- In:
Journal of economic dynamics & control
157
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014495377
Saved in:
7
Optimal investment problem under behavioral setting : a Lagrange duality perspective
Bi, Xiuchun
;
Cui, Zhenyu
;
Fan, Jiacheng
;
Yuan, Lvning
; …
- In:
Journal of economic dynamics & control
156
(
2023
),
pp. 1-31
Persistent link: https://www.econbiz.de/10014480345
Saved in:
8
Contagion accounting in stress-testing
Aldasoro, Iñaki
;
Hüser, Anne-Caroline
;
Kok Sørensen, …
- In:
Journal of economic dynamics & control
137
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013464710
Saved in:
9
Copula shrinkage and portfolio allocation in ultra-high dimensions
Anatolyev, Stanislav
;
Pyrlik, Vladimir
- In:
Journal of economic dynamics & control
143
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013539522
Saved in:
10
Equilibrium investment and reinsurance strategies under smooth ambiguity with a general second-order distribution
Guan, Guohui
;
Li, Bin
- In:
Journal of economic dynamics & control
143
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013539527
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