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type:"article"
~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"Insurance / Mathematics & economics"
~isPartOf:"Pacific-Basin finance journal"
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Search: subject_exact:"Portfolio performance"
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Portfolio selection
898
Portfolio-Management
898
Theorie
559
Theory
559
Risk
211
Risiko
210
Risikomaß
174
Risk measure
174
Risk management
158
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898
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898
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898
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Liang, Zongxia
16
Zeng, Yan
13
Young, Virginia R.
12
Li, Zhongfei
11
Liesiö, Juuso
11
Salo, Ahti A.
9
Yao, Haixiang
9
Guan, Guohui
8
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8
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8
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8
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7
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7
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7
Dhaene, Jan
6
Li, Duan
6
Steuer, Ralph E.
6
Wong, Hoi Ying
6
Yang, Hailiang
6
Zhuo, Jin
6
Chen, An
5
Chen, Ping
5
Josa-Fombellida, Ricardo
5
Shevchenko, Pavel V.
5
Tan, Ken Seng
5
Vanduffel, Steven
5
Wang, Ruodu
5
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5
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5
Yam, Sheung Chi Phillip
5
Zhao, Hui
5
Bayraktar, Erhan
4
Bodnar, Taras
4
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4
Chiu, Mei Choi
4
Cossette, Hélène
4
Fabozzi, Frank J.
4
Furman, Edward
4
Gerrard, Russell
4
Grechuk, Bogdan
4
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European journal of operational research : EJOR
Insurance / Mathematics & economics
Pacific-Basin finance journal
Journal of banking & finance
568
Finance research letters
381
International review of financial analysis
269
Journal of financial economics
264
The journal of asset management
254
The journal of portfolio management : a publication of Institutional Investor
251
Journal of economic dynamics & control
243
The journal of finance : the journal of the American Finance Association
230
International journal of theoretical and applied finance
218
Applied economics
203
Finance and stochastics
196
Journal of empirical finance
196
Management science : journal of the Institute for Operations Research and the Management Sciences
195
The review of financial studies
194
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186
Journal of financial and quantitative analysis : JFQA
178
Mathematical finance : an international journal of mathematics, statistics and financial theory
177
Economic modelling
171
Risks : open access journal
167
The European journal of finance
162
The North American journal of economics and finance : a journal of financial economics studies
159
International review of economics & finance : IREF
157
Journal of risk and financial management : JRFM
157
Journal of investment management : JOIM
145
The journal of investing
140
Economics letters
137
The journal of wealth management
131
Applied economics letters
129
Research in international business and finance
126
Journal of international financial markets, institutions & money
122
The journal of portfolio management : JPM
115
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
115
Applied financial economics
111
Financial markets and portfolio management
111
Journal of international money and finance
111
Investment management and financial innovations
108
Computational economics
107
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ECONIS (ZBW)
898
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898
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1
Long-term dynamic asset allocation under asymmetric risk preferences
Kontosakos, Vasileios E.
;
Hwang, Soosung
; …
- In:
European journal of operational research : EJOR
312
(
2024
)
2
,
pp. 765-782
Persistent link: https://www.econbiz.de/10014456327
Saved in:
2
First passage times in portfolio optimization : a novel nonparametric approach
Zsurkis, Gabriel
;
Nicolau, João
;
Rodrigues, Paulo M. M.
- In:
European journal of operational research : EJOR
312
(
2024
)
3
,
pp. 1074-1085
Persistent link: https://www.econbiz.de/10014456467
Saved in:
3
The impact of ambiguity on dynamic portfolio selection in the epsilon-contaminated binomial market model
Petturiti, Davide
;
Vantaggi, Barbara
- In:
European journal of operational research : EJOR
314
(
2024
)
3
,
pp. 1029-1039
Persistent link: https://www.econbiz.de/10014456933
Saved in:
4
Investor decision making within retirement savings schemes
Bebbington, Christopher
;
Durand, Robert B.
;
Khuu, Joyce
- In:
Pacific-Basin finance journal
83
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014491112
Saved in:
5
Portfolio optimization through a network approach : network assortative mixing and portfolio diversification
Ricca, Federica
;
Scozzari, Andrea
- In:
European journal of operational research : EJOR
312
(
2024
)
2
,
pp. 700-717
Persistent link: https://www.econbiz.de/10014456319
Saved in:
6
Kernel quantile estimators for nested simulation with application to portfolio value-at-risk measurement
Liu, Xiaoyu
;
Yan, Xing
;
Zhang, Kun
- In:
European journal of operational research : EJOR
312
(
2024
)
3
,
pp. 1168-1177
Persistent link: https://www.econbiz.de/10014456483
Saved in:
7
Computing cardinality constrained portfolio selection efficient frontiers via closest correlation matrices
Steuer, Ralph E.
;
Qi, Yue
;
Wimmer, Maximilian
- In:
European journal of operational research : EJOR
313
(
2024
)
2
,
pp. 628-636
Persistent link: https://www.econbiz.de/10014456608
Saved in:
8
Across-time risk-aware strategies for outperforming a benchmark
Staden, Pieter M. van
;
Forsyth, Peter A.
;
Li, Yuying
- In:
European journal of operational research : EJOR
313
(
2024
)
2
,
pp. 776-800
Persistent link: https://www.econbiz.de/10014456636
Saved in:
9
On solving robust log-optimal portfolio : a supporting hyperplane approximation approach
Hsieh, Chung-Han
- In:
European journal of operational research : EJOR
313
(
2024
)
3
,
pp. 1129-1139
Persistent link: https://www.econbiz.de/10014456682
Saved in:
10
Distributed mean reversion online portfolio strategy with stock network
Zhong, Yannan
;
Xu, Weijun
;
Li, Hongyi
;
Zhong, Weiwei
- In:
European journal of operational research : EJOR
314
(
2024
)
3
,
pp. 1143-1158
Persistent link: https://www.econbiz.de/10014456942
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