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subject:"Portfolio-Management"
subject:"Stochastischer Prozess"
~isPartOf:"Quantitative finance"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~subject:"Estimation theory"
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Portfolio-Management
Stochastischer Prozess
Estimation theory
Theorie
1,107
Theory
1,107
USA
217
United States
216
Portfolio selection
213
CAPM
181
Börsenkurs
180
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119
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Estimation
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Escobar, Marcos
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Brandt, Michael W.
4
Uppal, Raman
4
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3
Barberis, Nicholas
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Brennan, Michael J.
3
Dammon, Robert Mark
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Dumas, Bernard
3
Green, Richard C.
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Liu, Hong
3
Shleifer, Andrei
3
Stübinger, Johannes
3
Adler, Michael
2
Aït-Sahalia, Yacine
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Birge, John R.
2
Britten-Jones, Mark
2
Carr, Peter
2
Chandra, Ramesh
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Chen, Jing
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Cheng, Yuyang
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Costa, Giorgio
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DeLong, James Bradford
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Detemple, Jérôme B.
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Ding, Rui
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Gennaioli, Nicola
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Gérard, Bruno
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Jagannathan, Ravi
2
Kan, Raymond
2
Kim, Woo Chang
2
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2
Kwon, Roy H.
2
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2
Lee, Yongjae
2
Lo, Andrew W.
2
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2
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International Conference on Stochastic Programming <15., 2019, Trondheim>
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Quantitative finance
The journal of finance : the journal of the American Finance Association
European journal of operational research : EJOR
666
Economics letters
510
Journal of econometrics
497
Insurance / Mathematics & economics
378
Econometric theory
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Working paper / National Bureau of Economic Research, Inc.
310
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
285
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271
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Journal of banking & finance
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Finance and stochastics
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International journal of theoretical and applied finance
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Série des documents de travail / Centre de Recherche en Économie et Statistique
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Econometric reviews
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Finance research letters
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Operations research letters
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The review of financial studies
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
135
The review of economics and statistics
135
Economic modelling
130
International journal of production research
129
Journal of empirical finance
124
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ECONIS (ZBW)
275
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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
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:
7
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:
8
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:
9
Optimal trade execution for Gaussian signals with power-law resilience
Forde, Martin
;
Sánchez-Betancourt, Leandro
;
Smith, Benjamin
- In:
Quantitative finance
22
(
2022
)
3
,
pp. 585-596
Persistent link: https://www.econbiz.de/10013167782
Saved in:
10
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
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