//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Portfolio selection"
subject:"Risk"
~isPartOf:"Computational economics"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Theory"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Portfolio selection
Risk
Theorie
532
Theory
532
Forecasting model
85
Prognoseverfahren
85
Time series analysis
71
Zeitreihenanalyse
71
Portfolio-Management
69
Mathematical programming
67
Mathematische Optimierung
67
Agent-based modeling
64
Agentenbasierte Modellierung
64
Stochastic process
43
Stochastischer Prozess
43
Volatility
42
Volatilität
42
Simulation
39
Börsenkurs
36
Share price
36
Estimation
33
Neural networks
32
Neuronale Netze
32
Schätzung
32
State space model
29
Zustandsraummodell
29
Learning process
27
Lernprozess
27
Stock market
27
Aktienmarkt
26
Financial market
24
Finanzmarkt
24
Monte Carlo simulation
23
Monte-Carlo-Simulation
23
Algorithm
21
Algorithmus
21
Markov chain
21
Markov-Kette
21
USA
21
United States
21
Allgemeines Gleichgewicht
20
more ...
less ...
Online availability
All
Undetermined
56
Free
8
Type of publication
All
Article
78
Type of publication (narrower categories)
All
Article in journal
Aufsatz im Buch
Aufsatz in Zeitschrift
78
Language
All
English
78
Author
All
Ceffer, Attila
2
Han, Liyan
2
Li, Handong
2
Luo, Qixuan
2
Prigent, Jean-Luc
2
Street, Alexandre
2
Yin, Libo
2
Abbes, Mouna Boujelbène
1
Abid, Ilyes
1
Aksoy, Ümit
1
Alfaro-Cid, Eva
1
Arratia, Argimiro
1
Avdoulas, Christos
1
Aydoğan, Burcu
1
Badshah, Muffasir
1
Baixauli-Soler, J. Samuel
1
Bakota, Ivo
1
Beaumont, Paul Michael
1
Bekiros, Stelios
1
Belkacem, Lotfi
1
Bellalah, Mondher
1
Ben Ameur, Hachmi
1
Berkhouch, Mohammed
1
Best, Michael J.
1
Borges, C. C. H.
1
Boubaker, Heni
1
Bouzianis, G.
1
Cai, Yongyang
1
Caldeira, João F.
1
Cao, Xinwei
1
Caporale, Guglielmo Maria
1
Cerda, José
1
Chen, Chien-Ming
1
Chen, Yi-Ting
1
Chen, Yu
1
Cheng, Hsiu-tzu
1
Cifuentes, Arturo
1
Cohen, Gil
1
Coleman, Thomas F.
1
Cong, Fei
1
more ...
less ...
Published in...
All
Computational economics
Insurance / Mathematics & economics
442
European journal of operational research : EJOR
435
Journal of banking & finance
297
Journal of economic dynamics & control
257
Economics letters
225
Finance research letters
195
Journal of economic theory
189
Finance and stochastics
183
Mathematical finance : an international journal of mathematics, statistics and financial theory
182
Management science : journal of the Institute for Operations Research and the Management Sciences
171
International journal of theoretical and applied finance
161
Risks : open access journal
149
The review of financial studies
141
Journal of financial economics
136
Journal of risk and uncertainty : JRU
132
Economic modelling
130
Quantitative finance
125
The journal of finance : the journal of the American Finance Association
117
Journal of empirical finance
114
Journal of economic behavior & organization : JEBO
107
The journal of portfolio management : a publication of Institutional Investor
105
International review of economics & finance : IREF
100
International review of financial analysis
93
Mathematics and financial economics
93
Applied economics
90
The European journal of finance
89
Journal of mathematical economics
84
Journal of monetary economics
83
The North American journal of economics and finance : a journal of financial economics studies
83
Journal of risk and financial management : JRFM
78
Theory and decision : an international journal for multidisciplinary advances in decision science
77
American journal of agricultural economics
75
European economic review : EER
75
Applied economics letters
74
Annals of finance
72
Journal of mathematical finance
72
Mathematical methods of operations research
71
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
71
The journal of asset management
70
more ...
less ...
Source
All
ECONIS (ZBW)
78
Showing
1
-
10
of
78
Sort
Relevance
Date (newest first)
Date (oldest first)
1
A synthetic data-plus-features driven approach for portfolio optimization
Pagnoncelli, Bernardo K.
;
Ramírez, Domingo
;
Rahimian, Hamed
- In:
Computational economics
62
(
2023
)
1
,
pp. 187-204
Persistent link: https://www.econbiz.de/10014327294
Saved in:
2
On the modeling and simulation of portfolio allocation schemes : an approach based on network community detection
Ferretti, Stefano
- In:
Computational economics
62
(
2023
)
3
,
pp. 969-1005
Persistent link: https://www.econbiz.de/10014382852
Saved in:
3
Market clearing and Krusell-Smith algorithm in an economy with multiple assets
Bakota, Ivo
- In:
Computational economics
62
(
2023
)
3
,
pp. 1007-1045
Persistent link: https://www.econbiz.de/10014382858
Saved in:
4
Optimal limit order book trading strategies with stochastic volatility in the underlying asset
Aydoğan, Burcu
;
Uğur, Ömür
;
Aksoy, Ümit
- In:
Computational economics
62
(
2023
)
1
,
pp. 289-324
Persistent link: https://www.econbiz.de/10014327497
Saved in:
5
Portfolio optimization via online gradient descent and risk control
Yamim, J. D. M.
;
Borges, C. C. H.
;
Neto, R. F.
- In:
Computational economics
62
(
2023
)
1
,
pp. 361-381
Persistent link: https://www.econbiz.de/10014327502
Saved in:
6
The impact of large investors on the portfolio optimization of single-family houses in housing markets
Yilmaz, Bilgi
;
Korn, Ralf
;
Selcuk-Kestel, A. Sevtap
- In:
Computational economics
61
(
2023
)
2
,
pp. 855-873
Persistent link: https://www.econbiz.de/10014228464
Saved in:
7
Solving high-dimensional dynamic portfolio choice models with hierarchical B-splines on sparse grids
Schober, Peter
;
Valentin, Julian
;
Pflüger, Dirk
- In:
Computational economics
59
(
2022
)
1
,
pp. 185-224
Persistent link: https://www.econbiz.de/10013168972
Saved in:
8
Portfolio correlations in the bank-firm credit market of Japan
Luu, Duc Thi
- In:
Computational economics
60
(
2022
)
2
,
pp. 529-569
Persistent link: https://www.econbiz.de/10013380791
Saved in:
9
On ESG portfolio construction : a multi-objective optimization approach
Xidonas, Panos
;
Essner, Eric
- In:
Computational economics
63
(
2024
)
1
,
pp. 21-45
Persistent link: https://www.econbiz.de/10014471935
Saved in:
10
Uncertainty optimization based feature selection model for stock marketing
Sinha, Arvind Kumar
;
Shende, Pradeep
- In:
Computational economics
63
(
2024
)
1
,
pp. 357-389
Persistent link: https://www.econbiz.de/10014472223
Saved in:
1
2
3
4
5
6
7
8
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->