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subject:"Portfolio-Management"
subject:"Stochastischer Prozess"
~isPartOf:"Economic modelling"
~isPartOf:"Operations research letters"
~subject:"Volatility"
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Portfolio-Management
Stochastischer Prozess
Volatility
Theorie
2,675
Theory
2,675
Mathematical programming
553
Mathematische Optimierung
553
Estimation
196
Schätzung
196
Geldpolitik
149
Monetary policy
149
Stochastic process
143
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141
Algorithmus
141
Portfolio selection
124
United States
124
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123
Time series analysis
116
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110
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108
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89
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86
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86
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86
Ganzzahlige Optimierung
83
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78
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76
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73
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Prigent, Jean-Luc
5
Yao, Haixiang
5
Guan, Yongpei
4
Morton, David P.
4
Shapiro, Alexander
4
Siu, Tak Kuen
4
Yang, Chunpeng
4
Cha, Ji Hwan
3
Chiu, Mei Choi
3
Leclère, Vincent
3
Lim, Andrew E. B.
3
Schaefer, Andrew J.
3
Shen, Yang
3
Wong, Hoi Ying
3
Zeng, Yan
3
Ahmed, Shabbir
2
Branda, Martin
2
Castellano, Davide
2
Chen, Ping
2
Chen, Shumin
2
Chowdhury, Shovan
2
Claus, Matthias
2
Dowson, Oscar
2
Finkelstein, Maxim
2
Ghate, Archis
2
Guigues, Vincent
2
Gupta, Nitin
2
Hasenbein, John J.
2
Huang, Kai
2
Jawadi, Fredj
2
Jiang, Cuixia
2
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2
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2
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2
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2
Kundu, Amarjit
2
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2
Li, Shenghong
2
Li, Xiang
2
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Economic modelling
Operations research letters
European journal of operational research : EJOR
700
NBER working paper series
422
Insurance / Mathematics & economics
380
Working paper / National Bureau of Economic Research, Inc.
369
NBER Working Paper
360
Journal of banking & finance
338
Journal of economic dynamics & control
279
Finance research letters
276
Finance and stochastics
270
International journal of theoretical and applied finance
268
Mathematical finance : an international journal of mathematics, statistics and financial theory
252
Journal of econometrics
216
Economics letters
195
Quantitative finance
185
Computers & operations research : and their applications to problems of world concern ; an international journal
180
Discussion paper / Centre for Economic Policy Research
173
Risks : open access journal
172
Discussion paper / Tinbergen Institute
170
Journal of financial economics
165
The review of financial studies
165
Journal of empirical finance
163
Research paper series / Swiss Finance Institute
163
Operations research
158
Management science : journal of the Institute for Operations Research and the Management Sciences
150
The journal of finance : the journal of the American Finance Association
143
The European journal of finance
141
Journal of economic theory
135
Working paper
133
Computational economics
131
International journal of production research
131
International review of economics & finance : IREF
130
International review of financial analysis
128
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
120
Applied economics
119
Swiss Finance Institute Research Paper
114
SpringerLink / Bücher
106
The North American journal of economics and finance : a journal of financial economics studies
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Mathematics of operations research
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ECONIS (ZBW)
321
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1
Does exchange rate volatility affect the impact of appreciation and depreciation on the trade balance? : a nonlinear bivariate approach
Bosupeng, Mpho
;
Naranpanawa, Athula
;
Su, Jen-je
- In:
Economic modelling
130
(
2024
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014451157
Saved in:
2
Hedge fund fee structure and risk exposure
Braun, Matías
;
Riutort, Julio
;
Roche, Hervé
- In:
Economic modelling
132
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014547956
Saved in:
3
The impact of joint events on oil price volatility : evidence from a dynamic graphical news analysis model
Zhao, Lu-Tao
;
Wang, Dai-Song
;
Ren, Zhong-Yuan
- In:
Economic modelling
130
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014451154
Saved in:
4
Robust portfolio selection with subjective risk aversion under dependence uncertainty
Su, Xiaoshan
;
Li, Yuhan
- In:
Economic modelling
132
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014547968
Saved in:
5
Robust portfolio selection with smart return prediction
Tu, Xueyong
;
Li, Bin
- In:
Economic modelling
135
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014549061
Saved in:
6
Good and bad self-excitation : asymmetric self-exciting jumps in Bitcoin returns
Zhang, Chuanhai
;
Zhang, Zhengjun
;
Xu, Mengyu
;
Peng, Zhe
- In:
Economic modelling
119
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014249483
Saved in:
7
Portfolio constructions in cryptocurrency market : a CVaR-based deep reinforcement learning approach
Cui, Tianxiang
;
Ding, Shusheng
;
Jin, Huan
;
Zhang, Yongmin
- In:
Economic modelling
119
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014249655
Saved in:
8
Almost exact risk budgeting with return forecasts for portfolio allocation
Bhardwaj, Avinash
;
Hanawal, Manjesh K.
;
Parthasarathy, …
- In:
Operations research letters
51
(
2023
)
2
,
pp. 171-175
Persistent link: https://www.econbiz.de/10014311844
Saved in:
9
Answer to an open problem about stochastic comparison of parallel systems with geometric components
Affouf, Mahmoud
;
Wang, Jiantian
- In:
Operations research letters
51
(
2023
)
2
,
pp. 176-178
Persistent link: https://www.econbiz.de/10014311848
Saved in:
10
The complexity of branch-and-price algorithms for the capacitated vehicle routing problem with stochastic demands
Fukasawa, Ricardo
;
Gunter, Joshua
- In:
Operations research letters
51
(
2023
)
1
,
pp. 11-16
Persistent link: https://www.econbiz.de/10014283276
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