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  • Search: subject:"Dynamic portfolio"
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Year of publication
Subject
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Portfolio-Management 80 Portfolio selection 78 Theorie 58 Theory 56 Dynamic portfolio choice 20 Anlageverhalten 16 Behavioural finance 16 Mathematical programming 15 Mathematische Optimierung 15 Dynamic portfolio optimization 14 Capital income 13 Kapitaleinkommen 13 dynamic portfolio choice 13 Stochastic process 12 Stochastischer Prozess 12 Dynamic programming 10 Dynamische Optimierung 10 Monte Carlo simulation 9 ARCH model 8 ARCH-Modell 8 Dynamic portfolio selection 8 Hedging 8 Volatility 8 Volatilität 8 Risikomaß 7 Risk measure 7 dynamic portfolio optimization 7 Altersvorsorge 6 Financial market 6 Finanzmarkt 6 Retirement provision 6 Risiko 6 Risikomanagement 6 Risk 6 Risk management 6 Transaction costs 6 Transaktionskosten 6 dynamic portfolio 6 dynamic portfolio allocation 6 Correlation 5
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Online availability
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Undetermined 68 Free 60 CC license 6
Type of publication
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Article 92 Book / Working Paper 47
Type of publication (narrower categories)
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Article in journal 67 Aufsatz in Zeitschrift 67 Working Paper 19 Arbeitspapier 12 Graue Literatur 11 Non-commercial literature 11 Article 6 Thesis 2 Conference Paper 1 research-article 1
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Language
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English 103 Undetermined 33 German 2 French 1
Author
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Escobar, Marcos 7 Maurer, Raimond 7 Zagst, Rudi 7 Horneff, Vanya 6 Mitchell, Olivia S. 6 Peñaranda, Francisco 6 Semmler, Willi 5 Barro, Diana 4 Canestrelli, Elio 4 Elkamhia, Redouane 4 Gollier, Christian 4 Sentana, Enrique 4 Spies, Ben 4 Stefanova, Denitsa 4 Cai, Yongyang 3 Pan, Heping 3 Robiyanto, Robiyanto 3 Schober, Peter 3 Tischbirek, Andreas 3 Bayer, Marcus 2 Billio, Monica 2 Boudabsa, Lotfi 2 Braga, João Paulo 2 Butt, Nabeel 2 Calès, Ludovic 2 Capponi, Agostino 2 Chen, Li 2 Cremers, Heinz 2 Faria, Gonçalo 2 Filipović, Damir 2 Francq, Christian 2 Frensidy, Budi 2 Gaudens-Omer, Kouakou Thiédjé 2 Handriani, Eka 2 Huhtala, Heli 2 Inkmann, Joachim 2 Judd, Kenneth L. 2 Jung, Jongbin 2 Kim, Seongmoon 2 Kluß, Norbert 2
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Institution
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Dipartimento di Economia, Università Ca' Foscari Venezia 3 C.E.P.R. Discussion Papers 2 CESifo 2 Department of Economics and Business, Universitat Pompeu Fabra 2 Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne) 1 Centro de Estudios Monetarios y Financieros (CEMFI) 1 Department of Economics, University of California-Santa Barbara (UCSB) 1 Dipartimento di Matematica Applicata, Università Ca' Foscari Venezia 1 Faculdade de Economia, Universidade do Porto 1 Finance Discipline Group, Business School 1 Frankfurt School of Finance and Management 1 HAL 1 London School of Economics (LSE) 1 Nationalekonomiska Institutionen, Ekonomihögskolan 1 Suomen Pankki 1 Tinbergen Institute 1 Tinbergen Instituut 1 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1 World Scientific Publishing Co. Pte. Ltd. 1
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Published in...
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Computational economics 4 Computational Economics 3 European journal of operational research : EJOR 3 Journal of economic dynamics & control 3 Journal of empirical finance 3 Working Papers / Dipartimento di Economia, Università Ca' Foscari Venezia 3 CEPR Discussion Papers 2 CESifo Working Paper Series 2 China Finance Review International 2 Economics Working Papers / Department of Economics and Business, Universitat Pompeu Fabra 2 Finance and stochastics 2 Journal of banking & finance 2 Journal of econometrics 2 Journal of the Operational Research Society : OR 2 Mathematical Methods of Operations Research 2 Mathematical finance : an international journal of mathematics, statistics and financial theory 2 Research paper series / Swiss Finance Institute 2 SAFE Working Paper 2 SAFE working paper 2 Tinbergen Institute Discussion Papers 2 ASTIN bulletin : the journal of the International Actuarial Association 1 Annals of Operations Research 1 Annals of finance 1 Applied Financial Economics 1 Applied economics 1 Applied mathematical finance 1 Asia Pacific financial markets 1 Asia-Pacific Financial Markets 1 Asia-Pacific financial markets 1 Bank of Finland Research Discussion Papers 1 Beiträge zur Jahrestagung des Vereins für Socialpolitik 2018: Digitale Wirtschaft - Session: Forecasting II 1 CESifo Working Paper 1 Cahiers de recherches économiques 1 Central European journal of operations research : CEJOR ; official journal of the Austrian, Croatian, Czech, Hungarian, Slovakian and Slovenian OR Societies 1 Cogent Business & Management 1 Cogent business & management 1 Cogent economics & finance 1 Computational Management Science : CMS 1 Computational Statistics 1 Computers & operations research : and their applications to problems of world concern ; an international journal 1
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Source
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ECONIS (ZBW) 80 RePEc 42 EconStor 14 BASE 2 Other ZBW resources 1
Showing 21 - 30 of 139
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Mean-variance optimization under affine GARCH : a utility-based solution
Escobar, Marcos; Spies, Ben; Zagst, Rudi - In: Finance research letters 59 (2024), pp. 1-7
Persistent link: https://www.econbiz.de/10014445236
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Portfolio management based on a reinforcement learning framework
Wu, Junfeng; Li, Yaoming; Wenqing, Tan; Yun, Chen - In: Journal of forecasting 43 (2024) 7, pp. 2792-2808
Persistent link: https://www.econbiz.de/10015110562
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Solving High-Dimensional Dynamic Portfolio Choice Models with Hierarchical B-Splines on Sparse Grids
Schober, Peter; Valentin, Julian; Pflüger, Dirk - In: Computational Economics 59 (2021) 1, pp. 185-224
Discrete time dynamic programming to solve dynamic portfolio choice models has three immanent issues: firstly, the … representative dynamic portfolio choice model with varying state space dimensionality, stochastic sample space, and choice variables. …
Persistent link: https://www.econbiz.de/10014501304
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Multi-period dynamic bond portfolio optimization utilizing a stochastic interest rate model
Shimai, Yoshiyuki; Makimoto, Naoki - In: Asia Pacific financial markets 30 (2023) 4, pp. 817-844
Persistent link: https://www.econbiz.de/10014391968
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Economic policy uncertainty and dynamic correlations in energy markets : assessment and solutions
Wang, Xiong; Li, Jingyao; Ren, Xiaohang; Bu, Ruijun; … - In: Energy economics 117 (2023), pp. 1-17
Persistent link: https://www.econbiz.de/10014437129
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Canonical portfolios : optimal asset and signal combination
Firoozye, Nikan B.; Tan, Vincent; Zohren, Stefan - In: Journal of banking & finance 154 (2023), pp. 1-22
Persistent link: https://www.econbiz.de/10014491774
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Revisiting the 1/N-strategy : a neural network framework for optimal strategies
Escobar, Marcos; Theilacker, Lorenz; Zagst, Rudi - In: Decisions in economics and finance : a journal of … 46 (2023) 2, pp. 505-542
Persistent link: https://www.econbiz.de/10014443753
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Dynamic portfolio allocation for financial markets : a perspective of competitive-cum-compensatory strategy
Zhang, Cheng; Gong, Xiaomin; Zhang, Jingshu; Chen, Zhiwei - In: Journal of international financial markets, … 84 (2023), pp. 1-26
Persistent link: https://www.econbiz.de/10014333621
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Portfolio optimisation of Shariah-compliant samples in the USA
Mohd Edil Abd Sukor; Abdul Halim, Asyraf - In: Journal of Islamic accounting and business research 14 (2023) 1, pp. 34-57
Persistent link: https://www.econbiz.de/10013536444
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A multi-period portfolio selection in a large financial market
Koné, N'Golo - 2020
that our procedures considerably improve the performance of the dynamic portfolio. …
Persistent link: https://www.econbiz.de/10012431082
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