//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Working papers"
~type_genre:"Graue Literatur"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Portfolio Selection"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Portfolio selection
70
Portfolio-Management
70
Theorie
36
Theory
36
Anlageverhalten
16
Behavioural finance
16
Capital income
13
Forecasting model
13
Kapitaleinkommen
13
Prognoseverfahren
13
Financial investment
11
Kapitalanlage
11
Aktienmarkt
10
Risikomaß
10
Risk measure
10
Stock market
10
Neural networks
9
Neuronale Netze
9
Risk management
9
Mathematical programming
8
Mathematische Optimierung
8
Risiko
8
Risikomanagement
8
Risk
8
ARCH model
7
ARCH-Modell
7
Volatility
7
Volatilität
7
machine learning
7
Algorithm
6
Algorithmus
6
Estimation
6
Financial market
6
Finanzmarkt
6
Schätzung
6
Time series analysis
6
Zeitreihenanalyse
6
algorithmic investment strategies
6
recurrent neural networks
6
Artificial intelligence
5
more ...
less ...
Online availability
All
Free
62
Type of publication
All
Book / Working Paper
70
Type of publication (narrower categories)
All
Graue Literatur
Arbeitspapier
72
Working Paper
72
Non-commercial literature
70
Forschungsbericht
1
Language
All
English
70
Author
All
Ślepaczuk, Robert
23
Pelizzon, Loriana
8
Sakowski, Paweł
7
Billio, Monica
5
Barro, Diana
4
Chlebus, Marcin
4
Canestrelli, Elio
3
Caporin, Massimiliano
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
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
Dionne, Georges
1
Donadelli, Michael
1
more ...
less ...
Institution
All
Uniwersytet Warszawski / Wydział Nauk Ekonomicznych
4
Published in...
All
Working papers
Working paper / National Bureau of Economic Research, Inc.
391
Research paper series / Swiss Finance Institute
218
Discussion paper / Centre for Economic Policy Research
203
Swiss Finance Institute Research Paper
143
Working paper
114
Discussion paper / Tinbergen Institute
103
CESifo working papers
99
Discussion papers / CEPR
88
Working paper / Centre for Financial Research
82
Discussion paper
77
Working paper series / European Central Bank
68
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
67
Discussion paper / Center for Economic Research, Tilburg University
59
Working papers on finance
53
NBER working paper series
49
SAFE working paper
47
Working paper series
46
Finance and economics discussion series
45
Working papers / Rodney L. White Center for Financial Research
38
CFS working paper series
37
Discussion paper / Deutsche Bundesbank
36
Discussion paper / The Pensions Institute, Cass Business School, City University
35
Dissertation Series CentER
34
IMF working paper
31
Discussion paper series / IZA
30
SFB 649 discussion paper
29
Working papers / Financial Institutions Center
29
Econometric Institute research papers
27
IFA working paper
27
Sonderforschungsbereich 504, Rationalitätskonzepte, Entscheidungsverhalten und Ökonomische Modellierung
27
Working paper series / University of Zurich, Department of Economics
27
Discussion papers / Deutsches Institut für Wirtschaftsforschung
26
Fisher College of Business working paper series
26
International finance discussion papers
26
Discussion paper / LSE Financial Markets Group
25
Policy research working paper : WPS
25
Document de travail
23
ERIM report series research in management
23
Working papers / Bank for International Settlements
23
more ...
less ...
Source
All
ECONIS (ZBW)
70
Showing
1
-
10
of
70
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Supervised autoencoder MLP for financial time series forecasting
Bieganowski, Bartosz
;
Ślepaczuk, Robert
-
2024
Persistent link: https://www.econbiz.de/10014507808
Saved in:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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
Saved in:
8
The performance of time series forecasting based on classical and machine learning methods for S&P 500 index
Uzzal, Maudud Hassan
;
Ślepaczuk, Robert
-
2023
Persistent link: https://www.econbiz.de/10014305886
Saved in:
9
Ensembled LSTM with walk forward optimization in algorithmic trading
Chojnacki, Karol
;
Ślepaczuk, Robert
-
2023
Persistent link: https://www.econbiz.de/10014308890
Saved in:
10
The profitability of pairs trading strategies on Hong-Kong stock market : distance, cointegration, and correlation methods
Ma, Baiquan
;
Ślepaczuk, Robert
-
2022
Persistent link: https://www.econbiz.de/10012816711
Saved in:
1
2
3
4
5
6
7
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->