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~isPartOf:"Annals of finance"
~subject:"Forecasting model"
~subject:"Share price"
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Search: subject_exact:"Portfolio performance"
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Forecasting model
Share price
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Portfolio selection
90
Portfolio-Management
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20
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19
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64
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64
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Escobar, Marcos
3
Fernholz, Robert
3
Karatzas, Ioannis
3
Leung, Tim
2
Rásonyi, Miklós
2
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1
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1
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1
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Annals of finance
Journal of banking & finance
284
European journal of operational research : EJOR
280
Insurance / Mathematics & economics
278
Finance research letters
225
Journal of economic dynamics & control
170
Mathematical finance : an international journal of mathematics, statistics and financial theory
155
Finance and stochastics
153
International journal of theoretical and applied finance
148
Quantitative finance
136
Journal of financial economics
126
Journal of empirical finance
119
Management science : journal of the Institute for Operations Research and the Management Sciences
116
The journal of finance : the journal of the American Finance Association
113
Risks : open access journal
109
The review of financial studies
108
International review of financial analysis
107
The journal of portfolio management : a publication of Institutional Investor
105
The European journal of finance
95
The journal of asset management
91
Economic modelling
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International review of economics & finance : IREF
89
Economics letters
86
The North American journal of economics and finance : a journal of financial economics studies
86
Computational economics
79
Applied economics
77
Mathematics and financial economics
75
Journal of risk and financial management : JRFM
74
Mathematical methods of operations research
69
Journal of financial and quantitative analysis : JFQA
66
The journal of portfolio management : JPM
63
Journal of economic theory
62
Journal of investment management : JOIM
61
Applied economics letters
57
Journal of mathematical finance
56
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
56
Financial markets and portfolio management
53
Pacific-Basin finance journal
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Research in international business and finance
53
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ECONIS (ZBW)
64
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1
Skewness-seeking behavior and financial investments
Benuzzi, Matteo
;
Ploner, Matteo
- In:
Annals of finance
20
(
2024
)
1
,
pp. 129-165
Persistent link: https://www.econbiz.de/10014566400
Saved in:
2
Drawdown risk measures for asset portfolios with high frequency data
Masala, Giovanni
;
Petroni, Filippo
- In:
Annals of finance
19
(
2023
)
2
,
pp. 265-289
Persistent link: https://www.econbiz.de/10014326787
Saved in:
3
Constrained dynamic futures portfolios with stochastic basis
Chen, Xiaodong
;
Leung, Tim
;
Zhou, Yang
- In:
Annals of finance
18
(
2022
)
1
,
pp. 1-33
Persistent link: https://www.econbiz.de/10013194629
Saved in:
4
Permutation-weighted portfolios and the efficiency of commodity futures markets
Fernholz, Ricardo T.
;
Fernholz, Robert
- In:
Annals of finance
18
(
2022
)
1
,
pp. 81-108
Persistent link: https://www.econbiz.de/10013194634
Saved in:
5
Derivatives-based portfolio decisions : an expected utility insight
Escobar, Marcos
;
Davison, Matt
;
Zhu, Yichen
- In:
Annals of finance
18
(
2022
)
2
,
pp. 217-246
Persistent link: https://www.econbiz.de/10013278982
Saved in:
6
Some properties of portfolios constructed from principal components of asset returns
Severini, Thomas A.
- In:
Annals of finance
18
(
2022
)
4
,
pp. 457-483
Persistent link: https://www.econbiz.de/10013489455
Saved in:
7
Dynamic optimal mean-variance portfolio selection with stochastic volatility and stochastic interest rate
Zhang, Yumo
- In:
Annals of finance
18
(
2022
)
4
,
pp. 511-544
Persistent link: https://www.econbiz.de/10013489465
Saved in:
8
On modifications of the Bachelier model
Melʹnikov, Aleksandr V.
;
Wan, Hongxi
- In:
Annals of finance
17
(
2021
)
2
,
pp. 187-214
Persistent link: https://www.econbiz.de/10012585516
Saved in:
9
The Shapley value decomposition of optimal portfolios
Shalit, Haim
- In:
Annals of finance
17
(
2021
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10012489934
Saved in:
10
Model uncertainty on commodity portfolios, the role of convenience yield
Chen, Junhe
;
Escobar, Marcos
- In:
Annals of finance
17
(
2021
)
4
,
pp. 501-528
Persistent link: https://www.econbiz.de/10012664148
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