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~isPartOf:"Quantitative finance"
~subject:"CAPM"
~type_genre:"Article in journal"
~type_genre:"Conference paper"
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Search: subject:"Portfolio-Management"
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CAPM
Portfolio selection
162
Portfolio-Management
162
Theorie
107
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Stochastic process
32
Stochastischer Prozess
32
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28
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25
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Bianchi, Michele Leonardo
1
Chung, Munki
1
Dentcheva, Darinka
1
Ding, Rui
1
Dong, Juan
1
Escobar, Marcos
1
Fabozzi, Frank J.
1
Fieberg, Christian
1
Grobys, Klaus
1
Guidolin, Massimo
1
Hansen, Erwin
1
Hodoshima, Jiro
1
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1
Law, Keith K. F.
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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Wang, Tianxiao
1
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Xie, Xuan
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Quantitative finance
Finance research letters
44
Journal of banking & finance
37
Journal of empirical finance
37
Journal of financial economics
37
International review of financial analysis
29
International review of economics & finance : IREF
24
Management science : journal of the Institute for Operations Research and the Management Sciences
24
The North American journal of economics and finance : a journal of financial economics studies
19
Applied economics
17
Journal of international financial markets, institutions & money
16
The journal of asset management
16
Economic modelling
15
Pacific-Basin finance journal
14
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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International journal of theoretical and applied finance
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Journal of economic dynamics & control
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European journal of operational research : EJOR
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Mathematics and financial economics
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Annals of finance
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Research in international business and finance
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The European journal of finance
9
The journal of portfolio management : JPM
9
Economics letters
8
Financial markets and portfolio management
8
Insurance / Mathematics & economics
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International journal of financial engineering
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Journal of financial and quantitative analysis : JFQA
8
The journal of asset management : a major new, international quarterly journal for the financial community
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The journal of investing : JOI
8
Investment management and financial innovations
7
Journal of financial econometrics
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Review of quantitative finance and accounting
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European financial management : the journal of the European Financial Management Association
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ECONIS (ZBW)
16
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1
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:
2
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:
3
Drawdown beta and portfolio optimization
Ding, Rui
;
Uryasev, Stan
- In:
Quantitative finance
22
(
2022
)
7
,
pp. 1265-1276
Persistent link: https://www.econbiz.de/10013367906
Saved in:
4
The effects of errors in means, variances, and correlations on the mean-variance framework
Chung, Munki
;
Lee, Yongjae
;
Kim, Jang Ho
;
Kim, Woo Chang
; …
- In:
Quantitative finance
22
(
2022
)
10
,
pp. 1893-1903
Persistent link: https://www.econbiz.de/10013367960
Saved in:
5
Geometry of unconditionally efficient portfolios formed with conditioning information : the efficient semicircle
Siegel, Andrew F.
- In:
Quantitative finance
21
(
2021
)
6
,
pp. 881-889
Persistent link: https://www.econbiz.de/10012515623
Saved in:
6
Mean-variance portfolio selection with non-negative state-dependent risk aversion
Wang, Tianxiao
;
Zhuo, Jin
;
Wei, Jiaqin
- In:
Quantitative finance
21
(
2021
)
4
,
pp. 657-671
Persistent link: https://www.econbiz.de/10012483844
Saved in:
7
An alternative nonparametric tail risk measure
Law, Keith K. F.
;
Li, Wai Keung
;
Yu, Philip L. H.
- In:
Quantitative finance
21
(
2021
)
4
,
pp. 685-696
Persistent link: https://www.econbiz.de/10012483847
Saved in:
8
Forward-looking portfolio selection with multivariate non-Gaussian models
Bianchi, Michele Leonardo
;
Tassinari, Gian Luca
- In:
Quantitative finance
20
(
2020
)
10
,
pp. 1645-1661
Persistent link: https://www.econbiz.de/10012295628
Saved in:
9
A variation of Merton's corporate bond valuation model for firms with illiquid but observable assets
Dong, Juan
;
Korobenko, Lyudmila
;
Sezer, A. Deniz
- In:
Quantitative finance
20
(
2020
)
3
,
pp. 483-497
Persistent link: https://www.econbiz.de/10012194903
Saved in:
10
Stock performance by utility indifference pricing and the Sharpe ratio
Hodoshima, Jiro
- In:
Quantitative finance
19
(
2019
)
2
,
pp. 327-338
Persistent link: https://www.econbiz.de/10012194656
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