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isPartOf:"Journal of financial and quantitative analysis : JFQA"
subject:"Portfolio selection"
~isPartOf:"Insurance / Mathematics & economics"
~isPartOf:"Research paper series / Swiss Finance Institute"
~subject:"Stochastic process"
~subject:"Zinsstruktur"
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Portfolio selection
Stochastic process
Zinsstruktur
Theorie
1,818
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446
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324
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319
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197
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Sornette, Didier
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Gilli, Manfred
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Hainaut, Donatien
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Lai, Yongzeng
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4
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Journal of financial and quantitative analysis : JFQA
Insurance / Mathematics & economics
Research paper series / Swiss Finance Institute
European journal of operational research : EJOR
702
NBER working paper series
364
Journal of banking & finance
321
Working paper / National Bureau of Economic Research, Inc.
316
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Finance and stochastics
279
International journal of theoretical and applied finance
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Journal of economic dynamics & control
258
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221
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The review of financial studies
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Discussion paper / Centre for Economic Policy Research
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Operations research letters
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Swiss Finance Institute Research Paper
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The journal of portfolio management : a publication of Institutional Investor
101
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
100
Applied mathematical finance
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International review of economics & finance : IREF
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ECONIS (ZBW)
616
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1
Robust difference-in-differences analysis when there is a term structure
Nyborg, Kjell G.
;
Woschitz, Jiri
-
2024
Persistent link: https://www.econbiz.de/10014483279
Saved in:
2
Sparse portfolio selection via topological data analysis based clustering
Goel, Anubha
;
Filipović, Damir
;
Pasricha, Puneet
-
2024
Persistent link: https://www.econbiz.de/10014485759
Saved in:
3
Sparse spanning portfolios and under-diversification with second-order stochastic dominance
Arvanitis, Stelios
;
Scaillet, Olivier
;
Topaloglou, Nikolas
-
2024
Persistent link: https://www.econbiz.de/10014485760
Saved in:
4
The price of money: the reserves convertibility premium over the term structure
Nyborg, Kjell G.
;
Woschitz, Jiri
-
2024
Persistent link: https://www.econbiz.de/10014486914
Saved in:
5
Monetary policy and bond prices with drifting equilibrium rates
Favero, Carlo A.
;
Melone, Alessandro
;
Tamoni, Andrea
- In:
Journal of financial and quantitative analysis : JFQA
59
(
2024
)
2
,
pp. 626-651
Persistent link: https://www.econbiz.de/10014520118
Saved in:
6
Industry clusters and the geography of portfolio choice
Addoum, Jawad M.
;
Delikouras, Stefanos
;
Da Ke
; …
- In:
Journal of financial and quantitative analysis : JFQA
59
(
2024
)
3
,
pp. 1031-1063
Persistent link: https://www.econbiz.de/10015055399
Saved in:
7
Generalized disappointment aversion and the variance term structure
Babiak, Mykola
- In:
Journal of financial and quantitative analysis : JFQA
59
(
2024
)
4
,
pp. 1796-1820
Persistent link: https://www.econbiz.de/10015055429
Saved in:
8
Financial intermediaries and demand for duration
Plazzi, Alberto
;
Tamoni, Andrea
;
Zanotti, Marco
-
2023
-
This version: October 17, 2023
Persistent link: https://www.econbiz.de/10014482972
Saved in:
9
A comprehensive machine learning framework for dynamic portfolio choice with transaction costs
Gaegauf, Luca
;
Scheidegger, Simon
;
Trojani, Fabio
-
2023
Persistent link: https://www.econbiz.de/10014483248
Saved in:
10
Universal portfolio shrinkage
Kelly, Bryan T.
;
Malamud, Semyon
;
Pourmohammadi, Mohammad
; …
-
2023
Persistent link: https://www.econbiz.de/10014483260
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