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subject:"Schätzung"
type_genre:"Article in journal"
~isPartOf:"Quantitative finance"
~subject:"Game theory"
~subject:"Portfolio-Management"
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Schätzung
Game theory
Portfolio-Management
Theorie
283
Theory
283
Portfolio selection
118
Stochastic process
51
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51
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48
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Escobar, Marcos
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2
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2
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2
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1
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1
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1
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1
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Quantitative finance
Games and economic behavior
664
Journal of economic theory
508
Economics letters
470
Applied economics
371
Journal of banking & finance
342
Journal of economic dynamics & control
337
European journal of operational research : EJOR
307
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292
Economic modelling
272
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
241
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227
Finance research letters
213
Journal of economic behavior & organization : JEBO
208
Applied economics letters
205
The American economic review
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193
International journal of game theory : official journal of the Game Theory Society
186
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183
International review of economics & finance : IREF
178
Journal of international money and finance
176
European economic review : EER
175
The journal of finance : the journal of the American Finance Association
171
Journal of financial economics
169
Journal of empirical finance
168
Management science : journal of the Institute for Operations Research and the Management Sciences
164
Mathematical finance : an international journal of mathematics, statistics and financial theory
163
The review of financial studies
161
International journal of theoretical and applied finance
157
Finance and stochastics
154
Journal of applied econometrics
151
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
150
The European journal of finance
138
The review of economic studies
135
Journal of international economics
132
The economic journal : the journal of the Royal Economic Society
132
Mathematical social sciences
128
Journal of macroeconomics
127
Applied financial economics
126
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ECONIS (ZBW)
142
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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
A tale of two sentiment scales : disentangling short-run and long-run components in multivariate sentiment dynamics
Vassallo, Danilo
;
Bormetti, Giacomo
;
Lillo, Fabrizio
- In:
Quantitative finance
22
(
2022
)
12
,
pp. 2237-2255
Persistent link: https://www.econbiz.de/10013490941
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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