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subject:"Portfolio-Management"
type_genre:"Sammlung"
~accessRights:"restricted"
~isPartOf:"The journal of investment strategies"
~type_genre:"Aufsatz in Zeitschrift"
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Portfolio-Management
Theorie
39
Theory
39
Portfolio selection
30
Anlageverhalten
8
Behavioural finance
8
Risiko
8
Risk
8
Capital income
6
Kapitaleinkommen
6
Mathematical programming
6
Mathematische Optimierung
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Risikomanagement
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Risk management
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Simulation
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Volatility
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Volatilität
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portfolio optimization
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Correlation
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Korrelation
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Risikomaß
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Risk measure
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Statistical test
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Statistischer Test
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risk parity
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Forecasting model
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Kelly criterion
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Prognoseverfahren
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Securities trading
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Wertpapierhandel
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ARCH-Modell
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Agentenbasierte Modellierung
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Sammlung
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English
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Ishizaki, Fumio
2
Katsuki, Ryota
2
Sakurai, Yutaka
2
Yazane, Takashi
2
Yuki, Yusuke
2
AitSahlia, Farid
1
Baitinger, Eduard
1
Bangur, Peeyush
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Bouchaud, Jean-Philippe
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Cai, Haotian
1
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Chan, Raymond H.
1
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1
Cooper, Ricky Alyn
1
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1
Das, Sanjiv R.
1
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1
Ding, Dennis Yi
1
Doellman, Thomas
1
Firoozye, Nikan B.
1
Fong, Wai-mun
1
Gao, Jun
1
Heckel, Thomas
1
Henide, Karim
1
Hirsch, Michael J.
1
Hull, Blair
1
Jongh, Pieter Juriaan de
1
Kakushadze, Zura
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Koshiyama, Adriano S.
1
Kull, Andreas
1
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1
Lemperiere, Yves
1
Lu, Xiao
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Ma, Alfred Ka Chun
1
Madan, Dilip B.
1
Molyboga, Marat
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The journal of investment strategies
Insurance / Mathematics & economics
164
European journal of operational research : EJOR
152
Finance research letters
127
Quantitative finance
107
Journal of banking & finance
87
Management science : journal of the Institute for Operations Research and the Management Sciences
66
The journal of portfolio management : JPM
62
The North American journal of economics and finance : a journal of financial economics studies
58
Journal of empirical finance
57
International journal of theoretical and applied finance
56
International review of financial analysis
53
Computational economics
52
International review of economics & finance : IREF
51
Journal of economic dynamics & control
49
Economic modelling
47
Journal of financial economics
47
Finance and stochastics
45
The journal of investing : JOI
45
Mathematics and financial economics
42
The journal of asset management
39
The European journal of finance
38
Applied economics
35
Economics letters
35
Journal of risk
31
Scandinavian actuarial journal
31
Journal of mathematical finance
29
Operations research letters
29
Journal of the Operational Research Society
28
Operations research
28
International journal of financial engineering
27
IMA journal of management mathematics
25
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
25
Annals of finance
24
Computers & operations research : and their applications to problems of world concern ; an international journal
23
Financial markets and portfolio management
20
Mathematics of operations research
20
Omega : the international journal of management science
20
Mathematical finance : an international journal of mathematics, statistics and financial theory
19
Applied mathematical finance
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ECONIS (ZBW)
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1
Sherman ratio optimization : constructing alternative ultrashort sovereign bond portfolios
Henide, Karim
- In:
The journal of investment strategies
12
(
2023
)
1
,
pp. 23-44
Persistent link: https://www.econbiz.de/10014484621
Saved in:
2
Implementing mean-variance spanning tests with short-sales constraints
AitSahlia, Farid
;
Doellman, Thomas
;
Sardarli, Sabuhi
- In:
The journal of investment strategies
12
(
2023
)
2
,
pp. 1-12
Persistent link: https://www.econbiz.de/10014484630
Saved in:
3
Optimal trend-following portfolios
Valeyre, Sebastien
- In:
The journal of investment strategies
12
(
2023
)
3
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014484648
Saved in:
4
The risk-reversal premium
Hull, Blair
;
Sinclair, Euan
- In:
The journal of investment strategies
11
(
2022
)
1
,
pp. 59-75
Persistent link: https://www.econbiz.de/10014335810
Saved in:
5
Dynamic signal selection strategies
Madan, Dilip B.
;
Sharaiha, Yazid M.
;
Sundsøy, Pål
- In:
The journal of investment strategies
11
(
2022
)
4
,
pp. 31-50
Persistent link: https://www.econbiz.de/10014335858
Saved in:
6
A novel derivation and interpretation of the Kelly criterion
Kull, Andreas
- In:
The journal of investment strategies
11
(
2022
)
2
,
pp. 47-58
Persistent link: https://www.econbiz.de/10013462912
Saved in:
7
Is volatility a friend or enemy of your stock and fund investments?
Chen, Longchong
;
Gao, Jun
;
Sheng, Zhu
- In:
The journal of investment strategies
11
(
2022
)
3
,
pp. 61-87
Persistent link: https://www.econbiz.de/10013555707
Saved in:
8
Correlation diversified passive portfolio strategy based on permutation of assets
Sakurai, Yutaka
;
Yuki, Yusuke
;
Katsuki, Ryota
;
Yazane, …
- In:
The journal of investment strategies
10
(
2021
)
2
,
pp. 1-22
Persistent link: https://www.econbiz.de/10013167944
Saved in:
9
Correlation diversified passive portfolio strategy based on permutation of assets
Sakurai, Yutaka
;
Yuki, Yusuke
;
Katsuki, Ryota
;
Yazane, …
- In:
The journal of investment strategies
10
(
2021
)
2
,
pp. 1-22
Persistent link: https://www.econbiz.de/10013270033
Saved in:
10
Optimal dynamic strategies on Gaussian returns
Firoozye, Nikan B.
;
Koshiyama, Adriano S.
- In:
The journal of investment strategies
9
(
2020
)
1
,
pp. 23-53
Persistent link: https://www.econbiz.de/10012597125
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