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~isPartOf:"Working papers"
~subject:"Portfolio-Management"
~type_genre:"Arbeitspapier"
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Portfolio-Management
Theorie
79
Theory
79
Portfolio selection
72
Risk management
27
Risikomanagement
26
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16
Behavioural finance
16
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16
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English
72
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Ślepaczuk, Robert
23
Pelizzon, Loriana
8
Billio, Monica
7
Sakowski, Paweł
7
Barro, Diana
4
Caporin, Massimiliano
4
Chlebus, Marcin
4
Canestrelli, Elio
3
Borges, Maria Rosa
2
Corazza, Marco
2
Corradin, Fausto
2
Getmansky, Mila
2
Gubareva, Mariya
2
Michańków, Jakub
2
Sartore, Domenico
2
Weber, Guglielmo
2
Wywiał, Mateusz
2
Afonso, António
1
Angelini, Viola
1
Baranochnikov, Illia
1
Barziy, Illya
1
Belianska, Anna
1
Bieganowski, Bartosz
1
Bisin, Alberto
1
Bottazzi, Giulio
1
Bottazzi, Renata
1
Buczyńsk, Mateusz
1
Bush, Georgia
1
Calés, Ludovic
1
Casarin, Roberto
1
Castellano Gómez, Sergio
1
Cavapozzi, Danilo
1
Cañón, Carlos Iván
1
Chojnacki, Karol
1
Cipollini, Fabrizio
1
Costola, Michele
1
Dal Borgo, Mariela
1
Daniele, Maurizio
1
Dindo, Pietro
1
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1
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Uniwersytet Warszawski / Wydział Nauk Ekonomicznych
4
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Working papers
Working paper / National Bureau of Economic Research, Inc.
460
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221
Discussion paper / Centre for Economic Policy Research
208
Swiss Finance Institute Research Paper
145
Working paper
118
Discussion paper / Tinbergen Institute
106
Discussion papers / CEPR
101
CESifo working papers
99
Working paper / Centre for Financial Research
82
Discussion paper
74
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
71
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69
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66
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62
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60
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50
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48
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47
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42
Discussion paper / The Pensions Institute, Cass Business School, City University
40
Working papers / Rodney L. White Center for Financial Research
38
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36
IMF working paper
36
SFB 649 discussion paper
35
Discussion paper series / IZA
33
International finance discussion papers
33
Discussion paper / LSE Financial Markets Group
30
ERIM report series research in management
30
IFA working paper
30
Working papers / Financial Institutions Center
30
Sonderforschungsbereich 504, Rationalitätskonzepte, Entscheidungsverhalten und Ökonomische Modellierung
28
Econometric Institute research papers
27
Fisher College of Business working paper series
27
Working paper series / University of Zurich, Department of Economics
27
Discussion papers / Deutsches Institut für Wirtschaftsforschung
26
Policy research working paper : WPS
26
Série des documents de travail / Centre de Recherche en Économie et Statistique
25
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ECONIS (ZBW)
72
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1
The effectiveness of Value-at-Risk models in various volatility regimes
Schiffers, Aleksander
;
Chlebus, Marcin
-
2021
Persistent link: https://www.econbiz.de/10012816709
Saved in:
2
HRP performance comparison in portfolio optimization under various codependence and distance metrics
Barziy, Illya
;
Chlebus, Marcin
-
2020
Persistent link: https://www.econbiz.de/10012322189
Saved in:
3
Value-at-risk: the comparison of state-of-the-art models on varous assets
Kielak, Karol
;
Ślepaczuk, Robert
-
2020
Persistent link: https://www.econbiz.de/10012322235
Saved in:
4
Modeling and evaluating conditional quantile dynamics in VaR forecasts
Cipollini, Fabrizio
;
Gallo, Giampiero M.
;
Palandri, …
-
2023
-
Prima edizione
Persistent link: https://www.econbiz.de/10014321854
Saved in:
5
Supervised autoencoder MLP for financial time series forecasting
Bieganowski, Bartosz
;
Ślepaczuk, Robert
-
2024
Persistent link: https://www.econbiz.de/10014507808
Saved in:
6
Institutional stock-bond portfolios rebalancing and financial stability
Hasse, Jean-Baptiste
;
Lecourt, Christelle
;
Siagh, Souhila
-
2023
Persistent link: https://www.econbiz.de/10014432695
Saved in:
7
Optimal markowitz portfolio using returns forecasted with time series and machine learning models
Ślusarczyk, Damian
;
Ślepaczuk, Robert
-
2023
Persistent link: https://www.econbiz.de/10014446491
Saved in:
8
Ensembling ARIMAX model in algorithmic investment strategies on commodities market
Jakubowski, Paweł
;
Ślepaczuk, Robert
;
Windorbski, …
-
2023
Persistent link: https://www.econbiz.de/10014448210
Saved in:
9
Mean absolute directional loss as a new loss function for machine learning problems in algorithmic investment strategies
Michańków, Jakub
;
Sakowski, Paweł
;
Ślepaczuk, Robert
-
2023
Persistent link: https://www.econbiz.de/10014448222
Saved in:
10
Hedging properties of algorithmic investment strategies using long short-term memory and time series models for equity indices
Michańków, Jakub
;
Sakowsk, Paweł
;
Ślepaczuk, Robert
-
2023
Persistent link: https://www.econbiz.de/10014448237
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