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Search: subject:"Portfolio-Management"
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Portfolio selection
242
Portfolio-Management
242
Theorie
156
Theory
156
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46
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46
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42
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40
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Escobar, Marcos
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2
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2
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Journal of economic dynamics & control
Quantitative finance
Finance research letters
327
Journal of banking & finance
227
European journal of operational research : EJOR
226
Insurance / Mathematics & economics
226
International review of financial analysis
208
Journal of financial economics
137
The North American journal of economics and finance : a journal of financial economics studies
137
Applied economics
127
Management science : journal of the Institute for Operations Research and the Management Sciences
125
International review of economics & finance : IREF
121
The journal of asset management
119
The journal of portfolio management : JPM
116
Journal of empirical finance
113
Economic modelling
105
Research in international business and finance
103
Pacific-Basin finance journal
102
International journal of theoretical and applied finance
91
The journal of investing : JOI
85
Computational economics
81
Journal of international financial markets, institutions & money
79
The European journal of finance
78
Energy economics
76
Applied economics letters
73
Economics letters
73
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
73
Finance and stochastics
66
Journal of financial and quantitative analysis : JFQA
65
Mathematics and financial economics
63
Journal of risk
57
The journal of investment strategies
56
Journal of international money and finance
54
International journal of financial engineering
51
Scandinavian actuarial journal
49
Investment management and financial innovations
48
Journal of mathematical finance
48
The review of financial studies
47
Review of quantitative finance and accounting
46
Financial markets and portfolio management
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ECONIS (ZBW)
242
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242
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1
Reinforcement learning for continuous-time mean-variance portfolio selection in a regime-switching market
Wu, Bo
;
Li, Lingfei
- In:
Journal of economic dynamics & control
158
(
2024
),
pp. 1-28
Persistent link: https://www.econbiz.de/10014532362
Saved in:
2
Dynamic CVaR portfolio construction with attention-powered generative factor learning
Sun, Chuting
;
Wu, Qi
;
Yan, Xing
- In:
Journal of economic dynamics & control
160
(
2024
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014532506
Saved in:
3
A basket half full : sparse portfolios
Seregina, Ekaterina
- In:
Quantitative finance
23
(
2023
)
12
,
pp. 1833-1852
Persistent link: https://www.econbiz.de/10014452457
Saved in:
4
Mind the cap!-constrained portfolio optimisation in Heston's stochastic volatility model
Escobar, Marcos
;
Kschonnek, M.
;
Zagst, Rudi
- In:
Quantitative finance
23
(
2023
)
12
,
pp. 1793-1813
Persistent link: https://www.econbiz.de/10014452471
Saved in:
5
Dynamic core-satellite investing using higher order moments : an explicit solution
Wang, Yanfeng
;
Lu, Wanbo
;
Boudt, Kris
- In:
Quantitative finance
23
(
2023
)
12
,
pp. 1815-1831
Persistent link: https://www.econbiz.de/10014452472
Saved in:
6
Cryptocurrency factor momentum
Fieberg, Christian
;
Liedtke, Gerrit
;
Metko, Daniel
; …
- In:
Quantitative finance
23
(
2023
)
12
,
pp. 1853-1869
Persistent link: https://www.econbiz.de/10014452477
Saved in:
7
Counter-cyclical margins for option portfolios
Chen, Yuanyuan
;
Wu, Qi
;
Li, Duan
- In:
Journal of economic dynamics & control
146
(
2023
),
pp. 1-33
Persistent link: https://www.econbiz.de/10014478163
Saved in:
8
Dynamic spending and portfolio decisions with a soft social norm
Mork, Knut Anton
;
Harang, Fabian Andsem
;
Trønnes, …
- In:
Journal of economic dynamics & control
151
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014478676
Saved in:
9
Systemic risk of optioned portfolio : controllability and optimization
Pang, Xiaochuan
;
Zhu, Shushang
;
Cui, Xueting
;
Ma, Jiali
- In:
Journal of economic dynamics & control
153
(
2023
),
pp. 1-29
Persistent link: https://www.econbiz.de/10014479336
Saved in:
10
Portfolio instability and socially responsible investment : experiments with financial professionals and students
Tatarnikova, Olga
;
Duchêne, Sébastien
;
Sentis, Patrick
; …
- In:
Journal of economic dynamics & control
153
(
2023
),
pp. 1-42
Persistent link: https://www.econbiz.de/10014479352
Saved in:
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