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~isPartOf:"Quantitative finance"
~subject:"Asymmetrische Information"
~subject:"Portfolio selection"
~subject:"Risk measure"
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Asymmetrische Information
Portfolio selection
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Theorie
283
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283
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118
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51
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Escobar, Marcos
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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1
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365
NBER working paper series
343
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339
Journal of banking & finance
324
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290
NBER Working Paper
281
Journal of economic theory
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Journal of economic dynamics & control
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170
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159
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ECONIS (ZBW)
130
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1
Neural network copula portfolio optimization for exchange traded funds
Zhao, Yang
;
Stasinakis, Charalampos
;
Sermpinis, Georgios
; …
- In:
Quantitative finance
18
(
2018
)
5
,
pp. 761-775
Persistent link: https://www.econbiz.de/10011907933
Saved in:
2
Estimating a regime switching pairs trading model
Elliott, Robert J.
;
Bradrania, Reza
- In:
Quantitative finance
18
(
2018
)
5
,
pp. 877-883
Persistent link: https://www.econbiz.de/10011907956
Saved in:
3
Rao's quadratic entropy and maximum diversification indexation
Carmichael, Benoît
;
Koumou, Gilles Boevi
;
Moran, Kevin
- In:
Quantitative finance
18
(
2018
)
6
,
pp. 1017-1031
Persistent link: https://www.econbiz.de/10011911262
Saved in:
4
Robust multivariate portfolio choice with stochastic covariance in the presence of ambiguity
Bergen, V.
;
Escobar, Marcos
;
Rubtsov, A.
;
Zagst, Rudi
- In:
Quantitative finance
18
(
2018
)
8
,
pp. 1265-1294
Persistent link: https://www.econbiz.de/10011911537
Saved in:
5
Modelling fundamental analysis in portfolio selection
Zhang, Huazhu
;
Yan, Cheng
- In:
Quantitative finance
18
(
2018
)
8
,
pp. 1315-1326
Persistent link: https://www.econbiz.de/10011911539
Saved in:
6
Generalized Pareto processes and fund liquidity risk
Desmettre, Sascha
;
Kock, Johan de
;
Ruckdeschel, Peter
; …
- In:
Quantitative finance
18
(
2018
)
8
,
pp. 1327-1343
Persistent link: https://www.econbiz.de/10011911542
Saved in:
7
Instantaneous portfolio theory
Madan, Dilip B.
- In:
Quantitative finance
18
(
2018
)
8
,
pp. 1345-1364
Persistent link: https://www.econbiz.de/10011911544
Saved in:
8
Buy-and-hold mean-variance portfolios with a random exit strategy
Fuh, C. D.
;
Luo, S. F.
- In:
Quantitative finance
18
(
2018
)
8
,
pp. 1365-1377
Persistent link: https://www.econbiz.de/10011911545
Saved in:
9
Transaction costs and crowding
Chincarini, Ludwig Boris
- In:
Quantitative finance
18
(
2018
)
8
,
pp. 1389-1410
Persistent link: https://www.econbiz.de/10011911547
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10
Transaction cost optimization for online portfolio selection
Li, Bin
;
Wang, Jialei
;
Huang, Dingjiang
;
Hoi, Steven C.H.
- In:
Quantitative finance
18
(
2018
)
8
,
pp. 1411-1424
Persistent link: https://www.econbiz.de/10011911549
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