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type_genre:"Article in journal"
~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~subject:"Forecasting model"
~type_genre:"Conference paper"
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Search: subject_exact:"Portfolio management"
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Forecasting model
Portfolio selection
195
Portfolio-Management
195
Theorie
95
Theory
95
Anlageverhalten
41
Behavioural finance
41
Capital income
40
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40
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35
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31
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31
Risiko
23
Risk
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20
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20
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19
Share price
19
portfolio choice
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Decision under uncertainty
15
Entscheidung unter Unsicherheit
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Risikomaß
15
Risk measure
15
Hedging
12
Estimation
11
Performance measurement
11
Performance-Messung
11
Risikomanagement
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Risk management
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Hedge fund
10
Hedgefonds
10
Mathematical programming
10
Mathematische Optimierung
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Prognoseverfahren
10
Robust statistics
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Robustes Verfahren
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10
asset pricing
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Article in journal
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Andrei, Daniel
1
Ban, Gah-Yi
1
Chen, Jiaqi
1
Demetrescu, Matei
1
Diris, Bart
1
El Karoui, Noureddine
1
Hasler, Michael
1
Hoga, Yannick
1
Karolyi, G. Andrew
1
Lim, Andrew E. B.
1
Neely, Christopher J.
1
Palm, Franz C.
1
Peñaranda, Francisco
1
Pénasse, Julien
1
Rapach, David E.
1
Schlag, Christian
1
Schotman, Peter C.
1
Semenischev, Michael
1
Thimme, Julian
1
Tindall, Michael L.
1
Tu, Jun
1
Wu, Liuren
1
Wu, Wenbo
1
Yang, Zhibin
1
Zhou, Guofu
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Management science : journal of the Institute for Operations Research and the Management Sciences
Journal of banking & finance
32
Journal of empirical finance
26
International journal of forecasting
25
Journal of forecasting
24
International review of financial analysis
23
Finance research letters
21
Pacific-Basin finance journal
19
Journal of financial economics
16
The North American journal of economics and finance : a journal of financial economics studies
16
Quantitative finance
15
Applied economics
14
The European journal of finance
14
Research in international business and finance
12
The journal of asset management
12
European journal of operational research : EJOR
10
Journal of econometrics
10
Computational economics
9
The journal of risk model validation
9
Economic modelling
8
International review of economics & finance : IREF
8
The journal of portfolio management : a publication of Institutional Investor
8
Financial markets and portfolio management
7
Insurance / Mathematics & economics
7
Journal of financial and quantitative analysis : JFQA
7
Review of quantitative finance and accounting
7
Risks : open access journal
7
The review of financial studies
7
Applied financial economics
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Journal of financial markets
6
Journal of investment management : JOIM
6
Journal of risk and financial management : JRFM
6
The journal of futures markets
6
Energy economics
5
Financial analysts journal : FAJ
5
Financial innovation : FIN
5
International journal of finance & economics : IJFE
5
Journal of economic dynamics & control
5
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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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:
8
Long-term strategic asset allocation : an out-of-sample evaluation
Diris, Bart
;
Palm, Franz C.
;
Schotman, Peter C.
- In:
Management science : journal of the Institute for …
61
(
2015
)
9
,
pp. 2185-2202
Persistent link: https://www.econbiz.de/10011372433
Saved in:
9
Forecasting the equity risk premium : the role of technical indicators
Neely, Christopher J.
;
Rapach, David E.
;
Tu, Jun
;
Zhou, …
- In:
Management science : journal of the Institute for …
60
(
2014
)
7
,
pp. 1772-1791
Persistent link: https://www.econbiz.de/10010399441
Saved in:
10
Predicting risk : some new generalizations
Karolyi, G. Andrew
- In:
Management science : journal of the Institute for …
38
(
1992
)
1
,
pp. 57-74
Persistent link: https://www.econbiz.de/10001121830
Saved in:
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