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~subject:"Portfolio selection"
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Portfolio selection
Theorie
119
Theory
119
Portfolio-Management
75
Estimation
33
Schätzung
33
EU countries
32
EU-Staaten
32
Risk management
29
Risikomanagement
28
Capital income
25
Kapitaleinkommen
25
Forecasting model
24
Portugal
24
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24
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23
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23
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20
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20
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20
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20
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20
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20
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20
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20
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20
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20
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19
Risk measure
19
Welt
19
World
19
Innovation
18
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18
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18
Volatility
18
Volatilität
18
Impact assessment
17
Wirkungsanalyse
17
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16
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65
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75
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Arbeitspapier
75
Working Paper
75
Graue Literatur
73
Non-commercial literature
73
Forschungsbericht
1
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English
75
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All
Ślepaczuk, Robert
26
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
Wysocki, Maciej
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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Uniwersytet Warszawski / Wydział Nauk Ekonomicznych
4
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Working papers
Journal of banking & finance
570
NBER working paper series
535
Finance research letters
468
Working paper / National Bureau of Economic Research, Inc.
460
European journal of operational research : EJOR
397
Insurance / Mathematics & economics
385
NBER Working Paper
379
International review of financial analysis
287
Journal of financial economics
264
The journal of asset management
255
Journal of economic dynamics & control
253
The journal of portfolio management : a publication of Institutional Investor
253
The journal of finance : the journal of the American Finance Association
234
Research paper series / Swiss Finance Institute
221
International journal of theoretical and applied finance
220
Discussion paper / Centre for Economic Policy Research
209
Applied economics
206
Management science : journal of the Institute for Operations Research and the Management Sciences
203
Quantitative finance
203
Journal of empirical finance
199
Finance and stochastics
196
The review of financial studies
192
Journal of financial and quantitative analysis : JFQA
179
International review of economics & finance : IREF
177
Mathematical finance : an international journal of mathematics, statistics and financial theory
177
Risks : open access journal
175
Economic modelling
174
SpringerLink / Bücher
173
The European journal of finance
172
The North American journal of economics and finance : a journal of financial economics studies
159
Journal of risk and financial management : JRFM
157
Swiss Finance Institute Research Paper
151
Journal of investment management : JOIM
146
Research in international business and finance
141
The journal of investing
140
Economics letters
137
Pacific-Basin finance journal
134
The journal of wealth management
131
Applied economics letters
130
Working paper
130
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ECONIS (ZBW)
75
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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
LSTM-ARIMA as a hybrid approach in algorithmic investment strategies
Kashif, Kamil
;
Ślepaczuk, Robert
-
2024
Persistent link: https://www.econbiz.de/10014634690
Saved in:
7
Statistical arbitrage in multi-pair trading strategy based on graph clustering algorithms in US equities market
Korniejczuk, Adam
;
Ślepaczuk, Robert
-
2024
Persistent link: https://www.econbiz.de/10014634696
Saved in:
8
Construction and hedging of equity index options portfolios
Wysocki, Maciej
;
Ślepaczuk, Robert
-
2024
Persistent link: https://www.econbiz.de/10014634884
Saved in:
9
Governed by the cycle : direct and inverted interest-rate sensitivity of emerging market corporate debt
Gubareva, Mariya
;
Borges, Maria Rosa
-
2016
Persistent link: https://www.econbiz.de/10011549693
Saved in:
10
Interest rate (in)sensitivity of emerging market corporate debt : economic analysis based on 2002-2015 empirical evidence
Gubareva, Mariya
;
Borges, Maria Rosa
-
2016
Persistent link: https://www.econbiz.de/10011549711
Saved in:
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