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Search: subject:"Portfolio-Management"
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Portfolio selection
162
Portfolio-Management
162
Theorie
107
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107
Stochastic process
32
Stochastischer Prozess
32
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28
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Escobar, Marcos
6
Härdle, Wolfgang
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Kim, Jang Ho
3
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Lee, Yongjae
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Quantitative finance
Finance research letters
328
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
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Economic modelling
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Research in international business and finance
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Pacific-Basin finance journal
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International journal of theoretical and applied finance
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The journal of investing : JOI
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The European journal of finance
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Applied economics letters
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Finance and stochastics
66
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Scandinavian actuarial journal
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Investment management and financial innovations
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Journal of mathematical finance
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The review of financial studies
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ECONIS (ZBW)
162
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41
Supervised portfolios
Chevalier, Guillaume
;
Coqueret, Guillaume
;
Raffinot, Thomas
- In:
Quantitative finance
22
(
2022
)
12
,
pp. 2275-2295
Persistent link: https://www.econbiz.de/10013490944
Saved in:
42
Investing with cryptocurrencies : evaluating their potential for portfolio allocation strategies
Petukhina, Alla
;
Trimborn, Simon
;
Härdle, Wolfgang
; …
- In:
Quantitative finance
21
(
2021
)
11
,
pp. 1825-1853
Persistent link: https://www.econbiz.de/10012696778
Saved in:
43
Why has the equal weight portfolio underperformed and what can we do about it?
Taljaard, B. H.
;
Maré, E.
- In:
Quantitative finance
21
(
2021
)
11
,
pp. 1855-1868
Persistent link: https://www.econbiz.de/10012696784
Saved in:
44
When do two- or three-fund separation theorems hold?
Bernard, Carole
;
De Vecchi, Corrado
;
Vanduffel, Steven
- In:
Quantitative finance
21
(
2021
)
11
,
pp. 1869-1883
Persistent link: https://www.econbiz.de/10012696788
Saved in:
45
Portfolio insurers and constant weight traders : who will survive?
Barucci, Emilio
;
Dindo, Pietro
;
Grassetti, Francesca
- In:
Quantitative finance
21
(
2021
)
12
,
pp. 1993-2004
Persistent link: https://www.econbiz.de/10012696807
Saved in:
46
Bayesian mean-variance analysis : optimal portfolio selection under parameter uncertainty
Bauder, David
;
Bodnar, Taras
;
Parolya, Nestor
;
Schmid, …
- In:
Quantitative finance
21
(
2021
)
2
,
pp. 221-242
Persistent link: https://www.econbiz.de/10012424557
Saved in:
47
Portfolio optimization under the generalized hyperbolic distribution : optimal allocation, performance and tail behavior
Birge, John R.
;
Chávez-Bedoya, Luis
- In:
Quantitative finance
21
(
2021
)
2
,
pp. 199-219
Persistent link: https://www.econbiz.de/10012424559
Saved in:
48
Tail risks in large portfolio selection : penalized quantile and expectile minimum deviation models
Giacometti, Rosella
;
Torri, Gabriele
;
Paterlini, Sandra
- In:
Quantitative finance
21
(
2021
)
2
,
pp. 243-261
Persistent link: https://www.econbiz.de/10012424587
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49
A note on P- vs. Q-expected loss portfolio constraints
Gu, Jia-Wen
;
Steffensen, Mogens
;
Zheng, Harry
- In:
Quantitative finance
21
(
2021
)
2
,
pp. 263-270
Persistent link: https://www.econbiz.de/10012424588
Saved in:
50
Pricing and hedging performance on pegged FX markets based on a regime switching model
Zhang, Yunbo
;
Drapeau, Samuel
- In:
Quantitative finance
21
(
2021
)
2
,
pp. 305-322
Persistent link: https://www.econbiz.de/10012424592
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