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isPartOf:"Working paper series"
subject:"Portfolio-Management"
~isPartOf:"Computational economics"
~isPartOf:"International journal of theoretical and applied finance"
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Portfolio-Management
Theorie
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Portfolio selection
239
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181
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181
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131
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131
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Korn, Ralf
7
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4
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3
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3
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3
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2
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2
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2
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Working paper series
Computational economics
International journal of theoretical and applied finance
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277
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266
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239
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237
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99
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98
Risks : open access journal
98
The journal of portfolio management : a publication of Institutional Investor
98
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95
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64
The North American journal of economics and finance : a journal of financial economics studies
64
Journal of risk and financial management : JRFM
63
The journal of portfolio management : JPM
63
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Journal of economic theory
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ECONIS (ZBW)
239
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1
A synthetic data-plus-features driven approach for portfolio optimization
Pagnoncelli, Bernardo K.
;
Ramírez, Domingo
;
Rahimian, Hamed
- In:
Computational economics
62
(
2023
)
1
,
pp. 187-204
Persistent link: https://www.econbiz.de/10014327294
Saved in:
2
On the modeling and simulation of portfolio allocation schemes : an approach based on network community detection
Ferretti, Stefano
- In:
Computational economics
62
(
2023
)
3
,
pp. 969-1005
Persistent link: https://www.econbiz.de/10014382852
Saved in:
3
Market clearing and Krusell-Smith algorithm in an economy with multiple assets
Bakota, Ivo
- In:
Computational economics
62
(
2023
)
3
,
pp. 1007-1045
Persistent link: https://www.econbiz.de/10014382858
Saved in:
4
Optimal limit order book trading strategies with stochastic volatility in the underlying asset
Aydoğan, Burcu
;
Uğur, Ömür
;
Aksoy, Ümit
- In:
Computational economics
62
(
2023
)
1
,
pp. 289-324
Persistent link: https://www.econbiz.de/10014327497
Saved in:
5
Portfolio optimization via online gradient descent and risk control
Yamim, J. D. M.
;
Borges, C. C. H.
;
Neto, R. F.
- In:
Computational economics
62
(
2023
)
1
,
pp. 361-381
Persistent link: https://www.econbiz.de/10014327502
Saved in:
6
The impact of large investors on the portfolio optimization of single-family houses in housing markets
Yilmaz, Bilgi
;
Korn, Ralf
;
Selcuk-Kestel, A. Sevtap
- In:
Computational economics
61
(
2023
)
2
,
pp. 855-873
Persistent link: https://www.econbiz.de/10014228464
Saved in:
7
Solving high-dimensional dynamic portfolio choice models with hierarchical B-splines on sparse grids
Schober, Peter
;
Valentin, Julian
;
Pflüger, Dirk
- In:
Computational economics
59
(
2022
)
1
,
pp. 185-224
Persistent link: https://www.econbiz.de/10013168972
Saved in:
8
Credit constraints, capital portfolios, and measured productivity
Duncan, Alfred
;
Mulay, Anup
-
2022
Persistent link: https://www.econbiz.de/10013502492
Saved in:
9
Portfolio correlations in the bank-firm credit market of Japan
Luu, Duc Thi
- In:
Computational economics
60
(
2022
)
2
,
pp. 529-569
Persistent link: https://www.econbiz.de/10013380791
Saved in:
10
On ESG portfolio construction : a multi-objective optimization approach
Xidonas, Panos
;
Essner, Eric
- In:
Computational economics
63
(
2024
)
1
,
pp. 21-45
Persistent link: https://www.econbiz.de/10014471935
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