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type_genre:"Article in journal"
~subject:"Portfolio selection"
~subject:"Stochastic process"
~subject:"Volatility"
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Portfolio selection
Stochastic process
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Fabozzi, Frank J.
48
Wong, Wing Keung
36
Escudero, Laureano F.
35
Korn, Ralf
30
Escobar, Marcos
29
McAleer, Michael
28
Li, Duan
25
Gupta, Rangan
24
Siu, Tak Kuen
24
Zagst, Rudi
23
Phillips, Peter C. B.
22
Platen, Eckhard
22
Prigent, Jean-Luc
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Bollerslev, Tim
21
Gendreau, Michel
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Gollier, Christian
20
Jarrow, Robert A.
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Markowitz, Harry
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Wong, Hoi Ying
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Forsyth, Peter A.
19
Madan, Dilip B.
19
Post, Thierry
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Chen, Zhiping
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Gouriéroux, Christian
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Levy, Haim
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Račev, Svetlozar T.
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Wang, Ruodu
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Yu, Jun
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Asai, Manabu
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Caporin, Massimiliano
16
Carr, Peter
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Li, Zhongfei
16
Lioui, Abraham
16
Satchell, Stephen
16
Taylor, Robert
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Vanduffel, Steven
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Yao, Haixiang
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Zhou, Guofu
16
Andersen, Torben
15
Elliott, Robert J.
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Association of European Operational Research Societies / Working Group on Financial Modelling
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Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung
1
Centro Interdipartimentale di Studi Internazionali sull'Economia e lo Sviluppo <Rom>
1
Economic Policy Conference <31, 2006, Saint Louis, Mo.>
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European Economic Association
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HFDF <2, 1998, Zürich>
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International Conference on Stochastic Programming <10, 2004, Tucson, Ariz.>
1
International Conference on Stochastic Programming <15., 2019, Trondheim>
1
International Seminar on Macroeconomics <26, 2003, Barcelona>
1
National Bureau of Economic Research
1
Stochastic Optimization Workshop <2001>
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European journal of operational research : EJOR
667
Insurance / Mathematics & economics
380
Journal of banking & finance
336
Journal of economic dynamics & control
275
Finance and stochastics
270
International journal of theoretical and applied finance
268
Mathematical finance : an international journal of mathematics, statistics and financial theory
252
Finance research letters
233
Journal of econometrics
213
Economics letters
194
Computers & operations research : and their applications to problems of world concern ; an international journal
179
Economic modelling
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Quantitative finance
170
Risks : open access journal
166
Journal of financial economics
164
The review of financial studies
164
Journal of empirical finance
160
Operations research
151
Operations research letters
141
Management science : journal of the Institute for Operations Research and the Management Sciences
140
The journal of finance : the journal of the American Finance Association
139
Journal of economic theory
134
The European journal of finance
133
International journal of production research
128
International review of economics & finance : IREF
127
International review of financial analysis
125
Computational economics
124
Applied economics
118
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
112
The North American journal of economics and finance : a journal of financial economics studies
106
The journal of portfolio management : a publication of Institutional Investor
105
Journal of risk and financial management : JRFM
103
Mathematics of operations research
101
Applied mathematical finance
98
Journal of international money and finance
98
International journal of forecasting
97
Mathematical methods of operations research
97
Applied economics letters
94
Energy economics
94
Annals of finance
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ECONIS (ZBW)
15,735
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1
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1
Salience theory and cryptocurrency returns
Cai, Charlie X.
;
Zhao, Ran
- In:
Journal of banking and finance
159
(
2024
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014452075
Saved in:
2
Does exchange rate volatility affect the impact of appreciation and depreciation on the trade balance? : a nonlinear bivariate approach
Bosupeng, Mpho
;
Naranpanawa, Athula
;
Su, Jen-je
- In:
Economic modelling
130
(
2024
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014451157
Saved in:
3
Some properties of the maximum loss on loan portfolios
Vörös, József
- In:
Central European journal of operations research
32
(
2024
)
1
,
pp. 155-176
Persistent link: https://www.econbiz.de/10014471878
Saved in:
4
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:
5
Hedging pressure and oil volatility : insurance versus liquidity demands
Nikitopoulos, Christina Sklibosios
;
Thomas, Alice Carole
; …
- In:
The journal of futures markets
44
(
2024
)
2
,
pp. 252-280
Persistent link: https://www.econbiz.de/10014475470
Saved in:
6
Learn to decompose multiobjective optimization models for large-scale networks
Aslani, Babak
;
Mohebbi, Shima
- In:
International transactions in operational research : a …
31
(
2024
)
2
,
pp. 949-978
Persistent link: https://www.econbiz.de/10014441148
Saved in:
7
A constrained swarm optimization algorithm for large-scale long-run investments using Sharpe ratio-based performance measures
Kaucic, Massimiliano
;
Piccotto, Filippo
;
Sbaiz, Gabriele
- In:
Computational management science
21
(
2024
),
pp. 1-29
Persistent link: https://www.econbiz.de/10014442612
Saved in:
8
Stock picking with machine learning
Wolff, Dominik
;
Echterling, Fabian
- In:
Journal of forecasting
43
(
2024
)
1
,
pp. 81-102
Persistent link: https://www.econbiz.de/10014443186
Saved in:
9
Forecast combination puzzle in the HAR model
Clements, Adam
;
Vasnev, Andrey L
- In:
Journal of forecasting
43
(
2024
)
1
,
pp. 118-137
Persistent link: https://www.econbiz.de/10014443188
Saved in:
10
Dynamic robust portfolio selection under market distress
Jiang, Yifu
;
Olmo, Jose
;
Atwi, Majed
- In:
The North American journal of economics and finance : a …
69
(
2024
)
2
,
pp. 1-17
Persistent link: https://www.econbiz.de/10014445636
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