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~isPartOf:"Finance and stochastics"
~isPartOf:"Insurance / Mathematics & economics"
~isPartOf:"Quantitative finance"
~isPartOf:"Research paper series / Swiss Finance Institute"
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Search: subject_exact:"Portfoliomanagement"
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Portfolio selection
988
Portfolio-Management
988
Theorie
667
Theory
667
Risiko
204
Risk
204
Stochastic process
175
Stochastischer Prozess
175
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174
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173
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154
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154
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101
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101
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95
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95
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87
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82
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79
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79
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76
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66
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66
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65
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52
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52
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50
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50
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50
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49
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45
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767
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768
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988
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Hens, Thorsten
17
Liang, Zongxia
15
Malamud, Semyon
15
Muhle-Karbe, Johannes
15
Jondeau, Eric
14
Young, Virginia R.
14
Evstigneev, Igor V.
13
Soner, Halil Mete
13
Zeng, Yan
13
Filipović, Damir
12
Schenk-Hoppé, Klaus Reiner
12
Li, Zhongfei
11
Sornette, Didier
10
Wang, Ruodu
10
Farkas, Walter
9
Shen, Yang
9
Li, Danping
8
Mao, Tiantian
8
Rüschendorf, Ludger
8
Wong, Hoi Ying
8
Bacchetta, Philippe
7
Bayraktar, Erhan
7
Escobar, Marcos
7
Gilli, Manfred
7
Guan, Guohui
7
Kabanov, Jurij M.
7
Koch Medina, Pablo
7
Mele, Antonio
7
Van Wincoop, Eric
7
Yao, Haixiang
7
Cvitanić, Jakša
6
Dhaene, Jan
6
Guasoni, Paolo
6
Hoesli, Martin
6
Obayashi, Yoshiki
6
Paolella, Marc S.
6
Schweizer, Martin
6
Vanduffel, Steven
6
Yam, Sheung Chi Phillip
6
Barone-Adesi, Giovanni
5
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Finance and stochastics
Insurance / Mathematics & economics
Quantitative finance
Research paper series / Swiss Finance Institute
Journal of banking & finance
570
NBER working paper series
530
Working paper / National Bureau of Economic Research, Inc.
460
European journal of operational research : EJOR
384
Finance research letters
381
NBER Working Paper
379
International review of financial analysis
272
Journal of financial economics
264
The journal of asset management
255
The journal of portfolio management : a publication of Institutional Investor
253
Journal of economic dynamics & control
250
The journal of finance : the journal of the American Finance Association
230
International journal of theoretical and applied finance
220
Discussion paper / Centre for Economic Policy Research
209
Applied economics
203
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
SpringerLink / Bücher
186
Journal of financial and quantitative analysis : JFQA
179
Mathematical finance : an international journal of mathematics, statistics and financial theory
177
Economic modelling
170
Risks : open access journal
167
The European journal of finance
164
The North American journal of economics and finance : a journal of financial economics studies
159
Journal of risk and financial management : JRFM
158
International review of economics & finance : IREF
157
Swiss Finance Institute Research Paper
151
Journal of investment management : JOIM
145
The journal of investing
140
Economics letters
137
The journal of wealth management
131
Pacific-Basin finance journal
130
Applied economics letters
128
Research in international business and finance
127
Wiley finance series
125
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ECONIS (ZBW)
988
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1
Pension liquidity risk
Jansen, Kristy A. E.
;
Klingler, Sven
;
Ranaldo, Angelo
; …
-
2024
Persistent link: https://www.econbiz.de/10014486912
Saved in:
2
Investments and asset pricing in a world of satisficing agents
Berrada, Tony
;
Bossaerts, Peter L.
;
Ugazio, Giuseppe
-
2024
Persistent link: https://www.econbiz.de/10014484612
Saved in:
3
Sparse portfolio selection via topological data analysis based clustering
Goel, Anubha
;
Filipović, Damir
;
Pasricha, Puneet
-
2024
Persistent link: https://www.econbiz.de/10014485759
Saved in:
4
Sparse spanning portfolios and under-diversification with second-order stochastic dominance
Arvanitis, Stelios
;
Scaillet, Olivier
;
Topaloglou, Nikolas
-
2024
Persistent link: https://www.econbiz.de/10014485760
Saved in:
5
A càdlàg rough path foundation for robust finance
Allan, Andrew L.
;
Liu, Chong
;
Prömel, David Johannes
- In:
Finance and stochastics
28
(
2024
)
1
,
pp. 215-257
Persistent link: https://www.econbiz.de/10014447739
Saved in:
6
Optimal execution with multiplicative price impact and incomplete information on the return
Dammann, Felix
;
Ferrari, Giorgio
- In:
Finance and stochastics
27
(
2023
)
3
,
pp. 713-768
Persistent link: https://www.econbiz.de/10014328989
Saved in:
7
Fundamental theorem of asset pricing with acceptable risk in markets with frictions
Arduca, Maria
;
Munari, Cosimo-Andrea
- In:
Finance and stochastics
27
(
2023
)
3
,
pp. 831-862
Persistent link: https://www.econbiz.de/10014328991
Saved in:
8
A stochastic control perspective on term structure models with roll-over risk
Fontana, Claudio
;
Pavarana, Simone
;
Runggaldier, Wolfgang J.
- In:
Finance and stochastics
27
(
2023
)
4
,
pp. 903-932
Persistent link: https://www.econbiz.de/10014426396
Saved in:
9
Distributionally robust end-to-end portfolio construction
Costa, Giorgio
;
Iyengar, Garud N.
- In:
Quantitative finance
23
(
2023
)
10
,
pp. 1465-1482
Persistent link: https://www.econbiz.de/10014419171
Saved in:
10
f-Betas and portfolio optimization with f-divergence induced risk measures
Ding, Rui
- In:
Quantitative finance
23
(
2023
)
10
,
pp. 1483-1496
Persistent link: https://www.econbiz.de/10014419172
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