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subject:"Zeitreihenanalyse"
~isPartOf:"Computational economics"
~language:"eng"
~subject:"Portfolio-Management"
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Zeitreihenanalyse
Portfolio-Management
Theorie
551
Theory
551
Forecasting model
91
Prognoseverfahren
91
Time series analysis
76
Portfolio selection
72
Mathematical programming
69
Mathematische Optimierung
69
Agent-based modeling
65
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65
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46
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Avdoulas, Christos
2
Bekiros, Stelios
2
Boubaker, Heni
2
Ceffer, Attila
2
Chen, Cathy W. S.
2
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2
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2
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2
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2
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2
Li, Handong
2
Li, Yushu
2
Luo, Qixuan
2
Pollock, David Stephen G.
2
Prigent, Jean-Luc
2
Sephton, Peter S.
2
Sun, Edward W.
2
Tsao, Chueh-Yung
2
Yin, Libo
2
Zhang, Weiguo
2
Abbes, Mouna Boujelbène
1
Abid, Ilyes
1
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1
Alfaro-Cid, Eva
1
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Arce, Paola
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1
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1
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1
Baixauli-Soler, J. Samuel
1
Bakota, Ivo
1
Banerjee, Sayak
1
Barrio Castro, Tomás del
1
Barrios, Erniel B.
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Computational economics
Journal of econometrics
354
Economics letters
353
International journal of forecasting
334
European journal of operational research : EJOR
321
Insurance / Mathematics & economics
297
NBER working paper series
288
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
263
Journal of banking & finance
261
Working paper / National Bureau of Economic Research, Inc.
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Journal of forecasting
238
Journal of economic dynamics & control
231
Discussion paper / Tinbergen Institute
228
Finance research letters
225
Economic modelling
193
Econometric theory
191
Applied economics
158
Finance and stochastics
158
International journal of theoretical and applied finance
155
Mathematical finance : an international journal of mathematics, statistics and financial theory
155
Quantitative finance
148
Econometric reviews
139
Journal of empirical finance
139
Risks : open access journal
130
Research paper series / Swiss Finance Institute
129
Management science : journal of the Institute for Operations Research and the Management Sciences
128
Working paper
123
Discussion paper / Centre for Economic Policy Research
121
Journal of financial economics
114
The journal of finance : the journal of the American Finance Association
114
Applied economics letters
107
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
106
The review of financial studies
106
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
103
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
100
The journal of portfolio management : a publication of Institutional Investor
100
CESifo working papers
98
Journal of applied econometrics
96
International review of economics & finance : IREF
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ECONIS (ZBW)
142
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1
Nonparametric test for volatility in clustered multiple time series
Barrios, Erniel B.
;
Redondo, Paolo Victor T.
- In:
Computational economics
63
(
2024
)
2
,
pp. 861-876
Persistent link: https://www.econbiz.de/10014475068
Saved in:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
A bootstrap method to test Granger-causality in the frequency domain
Farnè, Matteo
;
Montanari, Angela
- In:
Computational economics
59
(
2022
)
3
,
pp. 935-966
Persistent link: https://www.econbiz.de/10013169203
Saved in:
10
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
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