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~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~language:"eng"
~subject:"Portfolio selection"
~subject:"Volatilität"
~type_genre:"Article in journal"
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Portfolio selection
Volatilität
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3,732
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652
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Journal of economic dynamics & control
Mathematical finance : an international journal of mathematics, statistics and financial theory
The journal of finance : the journal of the American Finance Association
Journal of banking & finance
902
Finance research letters
855
Energy economics
666
International review of financial analysis
641
Applied economics
561
Economic modelling
490
International review of economics & finance : IREF
475
The North American journal of economics and finance : a journal of financial economics studies
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International journal of theoretical and applied finance
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European journal of operational research : EJOR
442
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425
Journal of financial economics
420
Insurance / Mathematics & economics
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The journal of futures markets
417
Applied economics letters
378
Economics letters
375
Journal of econometrics
369
Applied financial economics
368
Research in international business and finance
363
Quantitative finance
355
Journal of international financial markets, institutions & money
339
Journal of risk and financial management : JRFM
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Journal of international money and finance
328
The review of financial studies
308
The European journal of finance
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Pacific-Basin finance journal
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The journal of asset management
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The journal of portfolio management : a publication of Institutional Investor
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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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Journal of financial and quantitative analysis : JFQA
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Finance and stochastics
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Management science : journal of the Institute for Operations Research and the Management Sciences
259
Risks : open access journal
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Computational economics
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Review of quantitative finance and accounting
197
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
192
Applied mathematical finance
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ECONIS (ZBW)
981
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1
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:
2
Dynamic industry uncertainty networks and the business cycle
Baruník, Jozef
;
Bevilacqua, Mattia
;
Faff, Robert W.
- In:
Journal of economic dynamics & control
159
(
2024
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014532383
Saved in:
3
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:
4
Asset home bias in debtor and creditor countries
Zhang, Ning
- In:
Journal of economic dynamics & control
157
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014495377
Saved in:
5
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:
6
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:
7
Fast estimation of a large TVP-VAR model with score-driven volatilities
Zheng, Tingguo
;
Ye, Shiqi
;
Hong, Yongmiao
- In:
Journal of economic dynamics & control
157
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014495380
Saved in:
8
A general method for analysis and valuation of drawdown risk
Zhang, Gongqiu
;
Li, Lingfei
- In:
Journal of economic dynamics & control
152
(
2023
),
pp. 1-37
Persistent link: https://www.econbiz.de/10014427618
Saved in:
9
Hedge funds trading strategies and leverage
Huang, Wenli
;
Liu, Wenqiong
;
Lu, Lei
;
Mu, Congming
- In:
Journal of economic dynamics & control
149
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014285098
Saved in:
10
Interest rate changes and the cross-section of global equity returns
Zaremba, Adam
;
Cakici, Nusret
;
Bianchi, Robert
;
Long, …
- In:
Journal of economic dynamics & control
147
(
2023
),
pp. 1-32
Persistent link: https://www.econbiz.de/10014249731
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