//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
type_genre:"Arbeitspapier"
type_genre:"Sammelwerk"
~person:"Babus, Ana"
~person:"Ślepaczuk, Robert"
~subject:"Portfolio selection"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Theory"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Portfolio selection
Theorie
32
Theory
32
Portfolio-Management
24
Forecasting model
10
Prognoseverfahren
10
Financial crisis
9
Finanzkrise
9
Business network
8
Unternehmensnetzwerk
8
Asset-liability management
7
Bank risk
7
Bankrisiko
7
Bilanzstrukturmanagement
7
Neural networks
7
Neuronale Netze
7
Systemic risk
7
Systemrisiko
7
Time series analysis
7
Zeitreihenanalyse
7
Financial market
6
Finanzmarkt
6
algorithmic investment strategies
6
recurrent neural networks
6
Securities trading
5
Wertpapierhandel
5
Algorithm
4
Algorithmus
4
Anlageverhalten
4
Bank
4
Behavioural finance
4
Financial analysis
4
Finanzanalyse
4
Risiko
4
Risk
4
machine learning
4
ARIMA
3
Algorithmic Investment Strategies
3
Ansteckungseffekt
3
Artificial intelligence
3
more ...
less ...
Online availability
All
Free
16
Undetermined
3
Type of publication
All
Book / Working Paper
24
Type of publication (narrower categories)
All
Arbeitspapier
Sammelwerk
Graue Literatur
24
Non-commercial literature
24
Working Paper
24
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
24
Author
All
Babus, Ana
Ślepaczuk, Robert
Platen, Eckhard
31
Uppal, Raman
27
Gollier, Christian
21
Fabozzi, Frank J.
19
Lucas, André
19
Maurer, Raimond
19
Campbell, John Y.
17
Başak, Suleyman
16
Schenk-Hoppé, Klaus Reiner
16
Hens, Thorsten
15
Van Wincoop, Eric
15
Vries, Casper G. de
15
Bacchetta, Philippe
14
Guidolin, Massimo
14
Viceira, Luis M.
14
Carletti, Elena
13
Scaillet, Olivier
13
Engle, Robert F.
12
Evstigneev, Igor V.
12
Gouriéroux, Christian
12
Härdle, Wolfgang
12
Ledoit, Olivier
12
Malamud, Semyon
12
Sentana, Enrique
12
Wolf, Michael
12
Allen, Franklin
11
Gomes, Francisco J.
11
Menoncin, Francesco
11
Palomino, Frédéric
11
Pástor, Ľuboš
11
Stambaugh, Robert F.
11
He, Xue-zhong
10
Huschens, Stefan
10
Kelly, Bryan T.
10
Nijman, Theodore E.
10
Pavlova, Anna
10
Pesaran, M. Hashem
10
Schmid, Wolfgang
10
more ...
less ...
Institution
All
European University Institute / Department of Law
2
Published in...
All
Working papers
12
Working papers / Financial Institutions Center
4
EUI working paper / ECO
2
Weiss Center working papers
2
Discussion paper / Center for Economic Research, Tilburg University
1
Discussion paper / Centre for Economic Policy Research
1
Discussion papers / CEPR
1
Working paper / National Bureau of Economic Research, Inc.
1
more ...
less ...
Source
All
ECONIS (ZBW)
24
Showing
1
-
10
of
24
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Optimal markowitz portfolio using returns forecasted with time series and machine learning models
Ślusarczyk, Damian
;
Ślepaczuk, Robert
-
2023
Persistent link: https://www.econbiz.de/10014446491
Saved in:
2
Ensembling ARIMAX model in algorithmic investment strategies on commodities market
Jakubowski, Paweł
;
Ślepaczuk, Robert
;
Windorbski, …
-
2023
Persistent link: https://www.econbiz.de/10014448210
Saved in:
3
Mean absolute directional loss as a new loss function for machine learning problems in algorithmic investment strategies
Michańków, Jakub
;
Sakowski, Paweł
;
Ślepaczuk, Robert
-
2023
Persistent link: https://www.econbiz.de/10014448222
Saved in:
4
Hedging properties of algorithmic investment strategies using long short-term memory and time series models for equity indices
Michańków, Jakub
;
Sakowsk, Paweł
;
Ślepaczuk, Robert
-
2023
Persistent link: https://www.econbiz.de/10014448237
Saved in:
5
The performance of time series forecasting based on classical and machine learning methods for S&P 500 index
Uzzal, Maudud Hassan
;
Ślepaczuk, Robert
-
2023
Persistent link: https://www.econbiz.de/10014305886
Saved in:
6
Ensembled LSTM with walk forward optimization in algorithmic trading
Chojnacki, Karol
;
Ślepaczuk, Robert
-
2023
Persistent link: https://www.econbiz.de/10014308890
Saved in:
7
The profitability of pairs trading strategies on Hong-Kong stock market : distance, cointegration, and correlation methods
Ma, Baiquan
;
Ślepaczuk, Robert
-
2022
Persistent link: https://www.econbiz.de/10012816711
Saved in:
8
A comparison of LSTM and GRU architectures with novel walk-forward approach to algorithmic investment strategy
Baranochnikov, Illia
;
Ślepaczuk, Robert
-
2022
Persistent link: https://www.econbiz.de/10013473692
Saved in:
9
The efficiency of various types of input layers of LSTM model in investment strategies on S&P500 index
Thi Thu Giang Nguyen
;
Ślepaczuk, Robert
-
2022
Persistent link: https://www.econbiz.de/10013474013
Saved in:
10
Enhanced index replication based on smart beta and tail-risk asset allocation
Korzeń, Kamil
;
Ślepaczuk, Robert
-
2021
Persistent link: https://www.econbiz.de/10012816699
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->