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type_genre:"Article in journal"
~accessRights:"restricted"
~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~subject:"Forecasting model"
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Forecasting model
Portfolio selection
125
Portfolio-Management
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Theorie
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Behavioural finance
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portfolio choice
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asset pricing
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Andrei, Daniel
1
Ban, Gah-Yi
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Chen, Jiaqi
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Demetrescu, Matei
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El Karoui, Noureddine
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Hasler, Michael
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Hoga, Yannick
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Semenischev, Michael
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Management science : journal of the Institute for Operations Research and the Management Sciences
Journal of banking & finance
24
Finance research letters
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International review of financial analysis
21
Journal of empirical finance
20
International journal of forecasting
19
Pacific-Basin finance journal
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The North American journal of economics and finance : a journal of financial economics studies
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Quantitative finance
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Applied economics
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Research in international business and finance
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International review of economics & finance : IREF
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Journal of econometrics
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Journal of financial and quantitative analysis : JFQA
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Energy economics
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Financial analysts journal : FAJ
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Financial markets and portfolio management
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International journal of finance & economics : IJFE
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Journal of risk
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of financial markets
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Review of finance : journal of the European Finance Association
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Review of quantitative finance and accounting
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The journal of risk model validation
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Applied economics letters
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Econometric reviews
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Journal of international financial markets, institutions & money
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Technological forecasting & social change : an international journal
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Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
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Asia Pacific financial markets
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1
Monitoring value-at-risk and expected shortfall forecasts
Hoga, Yannick
;
Demetrescu, Matei
- In:
Management science : journal of the Institute for …
69
(
2023
)
5
,
pp. 2954-2971
Persistent link: https://www.econbiz.de/10014305469
Saved in:
2
Targets, predictability, and performance
Peñaranda, Francisco
;
Wu, Liuren
- In:
Management science : journal of the Institute for …
68
(
2022
)
2
,
pp. 1537-1555
Persistent link: https://www.econbiz.de/10012887642
Saved in:
3
Understanding alpha decay
Pénasse, Julien
- In:
Management science : journal of the Institute for …
68
(
2022
)
5
,
pp. 3966-3973
Persistent link: https://www.econbiz.de/10013368971
Saved in:
4
A cross-sectional machine learning approach for hedge fund return prediction and selection
Wu, Wenbo
;
Chen, Jiaqi
;
Yang, Zhibin
;
Tindall, Michael L.
- In:
Management science : journal of the Institute for …
67
(
2021
)
7
,
pp. 4577-4601
Persistent link: https://www.econbiz.de/10012624639
Saved in:
5
Predictability and the cross-section of expected returns : a challenge for asset pricing models
Schlag, Christian
;
Semenischev, Michael
;
Thimme, Julian
- In:
Management science : journal of the Institute for …
67
(
2021
)
12
,
pp. 7932-7950
Persistent link: https://www.econbiz.de/10012815810
Saved in:
6
Dynamic attention behavior under return predictability
Andrei, Daniel
;
Hasler, Michael
- In:
Management science : journal of the Institute for …
66
(
2020
)
7
,
pp. 2906-2928
Persistent link: https://www.econbiz.de/10012268553
Saved in:
7
Machine learning and portfolio optimization
Ban, Gah-Yi
;
El Karoui, Noureddine
;
Lim, Andrew E. B.
- In:
Management science : journal of the Institute for …
64
(
2018
)
3
,
pp. 1136-1154
Persistent link: https://www.econbiz.de/10011847178
Saved in:
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