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subject:"Portfolio selection"
~isPartOf:"Quantitative finance"
~subject:"General equilibrium"
~subject:"Schätztheorie"
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Portfolio selection
General equilibrium
Schätztheorie
Theorie
305
Theory
305
Portfolio-Management
129
Stochastic process
54
Stochastischer Prozess
54
Forecasting model
52
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Escobar, Marcos
5
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2
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2
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2
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2
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2
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2
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2
Madan, Dilip B.
2
Ni, Chendi
2
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2
Pun, Chi Seng
2
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2
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2
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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Quantitative finance
Economics letters
501
Working paper / National Bureau of Economic Research, Inc.
457
NBER working paper series
405
Journal of econometrics
398
NBER Working Paper
346
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
291
Econometric theory
286
European journal of operational research : EJOR
281
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279
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262
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175
Discussion paper / Tinbergen Institute
171
Journal of economic theory
171
Mathematical finance : an international journal of mathematics, statistics and financial theory
162
Journal of mathematical economics
159
Finance and stochastics
158
International journal of theoretical and applied finance
153
Journal of quantitative economics : official journal of the Indian Econometric Society
149
Journal of applied econometrics
144
Discussion paper / Center for Economic Research, Tilburg University
140
Econometric reviews
139
The review of economics and statistics
132
Research paper series / Swiss Finance Institute
130
The review of financial studies
126
The journal of finance : the journal of the American Finance Association
123
CORE discussion paper : DP
122
Management science : journal of the Institute for Operations Research and the Management Sciences
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International economic review
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ECONIS (ZBW)
129
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1
Cross-section without factors : a string model for expected returns
Distaso, Walter
;
Mele, Antonio
;
Vilkov, Grigory
- In:
Quantitative finance
24
(
2024
)
6
,
pp. 693-718
Persistent link: https://www.econbiz.de/10015050788
Saved in:
2
Assessing network risk with FRM : links with pricing kernel volatility and application to cryptocurrencies
Wang, Ruting
;
Potì, Valerio
;
Härdle, Wolfgang
- In:
Quantitative finance
24
(
2024
)
7
,
pp. 975-992
Persistent link: https://www.econbiz.de/10015050808
Saved in:
3
Assessing the accuracy of exponentially weighted moving average models for value-at-risk and expected shortfall of crypto portfolios
Alexander, Carol
;
Dakos, Michael
- In:
Quantitative finance
23
(
2023
)
3
,
pp. 393-427
Persistent link: https://www.econbiz.de/10014232660
Saved in:
4
Distributionally robust end-to-end portfolio construction
Costa, Giorgio
;
Iyengar, Garud N.
- In:
Quantitative finance
23
(
2023
)
10
,
pp. 1465-1482
Persistent link: https://www.econbiz.de/10014419171
Saved in:
5
f-Betas and portfolio optimization with f-divergence induced risk measures
Ding, Rui
- In:
Quantitative finance
23
(
2023
)
10
,
pp. 1483-1496
Persistent link: https://www.econbiz.de/10014419172
Saved in:
6
Can volatility solve the naive portfolio puzzle?
Curran, Michael
;
O'Sullivan, Patrick
;
Zalla, Ryan
- In:
Quantitative finance
23
(
2023
)
11
,
pp. 1545-1560
Persistent link: https://www.econbiz.de/10014419177
Saved in:
7
Optimal portfolio choice of couples with tax-deferred accounts and survival-contingent products
Bae, Sanghyeon
;
Lee, Yongjae
;
Kim, Woo Chang
- In:
Quantitative finance
23
(
2023
)
11
,
pp. 1597-1615
Persistent link: https://www.econbiz.de/10014419181
Saved in:
8
Estimation risk and the implicit value of index-tracking
Clark, Brian
;
Edirisinghe, Chanaka
;
Simaan, Majeed
- In:
Quantitative finance
22
(
2022
)
2
,
pp. 303-319
Persistent link: https://www.econbiz.de/10013167745
Saved in:
9
The value and cost of more stages in stochastic programing : a statistical analysis on a set of portfolio choice problems
Birge, John R.
;
Blomvall, Jörgen
;
Ekblom, Jonas
- In:
Quantitative finance
22
(
2022
)
1
,
pp. 95-112
Persistent link: https://www.econbiz.de/10012872523
Saved in:
10
Adaptive online mean-variance portfolio selection with transaction costs
Guo, Sini
;
Gu, Jia-Wen
;
Ching, Wai Ki
;
Lyu, Benmeng
- In:
Quantitative finance
24
(
2024
)
1
,
pp. 59-82
Persistent link: https://www.econbiz.de/10014551906
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