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subject:"Zeitreihenanalyse"
~isPartOf:"Computational economics"
~subject:"Monte-Carlo-Simulation"
~subject:"Portfolio selection"
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Zeitreihenanalyse
Monte-Carlo-Simulation
Portfolio selection
Theorie
532
Theory
532
Forecasting model
85
Prognoseverfahren
85
Time series analysis
71
Portfolio-Management
69
Mathematical programming
67
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67
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Computational economics
Journal of econometrics
418
Economics letters
392
European journal of operational research : EJOR
339
International journal of forecasting
326
Insurance / Mathematics & economics
308
NBER working paper series
290
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of banking & finance
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Discussion paper / Tinbergen Institute
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Journal of economic dynamics & control
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Econometric theory
201
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Finance research letters
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Applied economics
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Mathematical finance : an international journal of mathematics, statistics and financial theory
166
Econometric reviews
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International journal of theoretical and applied finance
163
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143
Journal of empirical finance
142
Risks : open access journal
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Research paper series / Swiss Finance Institute
132
Discussion paper / Centre for Economic Policy Research
125
Management science : journal of the Institute for Operations Research and the Management Sciences
124
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
114
Journal of financial economics
114
Applied economics letters
112
The journal of finance : the journal of the American Finance Association
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
111
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
109
The review of financial studies
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Journal of applied econometrics
108
The journal of portfolio management : a publication of Institutional Investor
102
CESifo working papers
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ECONIS (ZBW)
151
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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
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:
4
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:
5
Exploring uncertainty, sensitivity and robust solutions in mathematical programming through bayesian analysis
Tsionas, Efthymios G.
;
Philippas, Dionisis
;
Zopounidis, …
- In:
Computational economics
62
(
2023
)
1
,
pp. 205-227
Persistent link: https://www.econbiz.de/10014327494
Saved in:
6
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:
7
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:
8
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:
9
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:
10
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
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