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~subject:"Portfolio selection"
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Portfolio selection
Theorie
69
Theory
69
Börsenkurs
30
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30
Volatility
19
Volatilität
18
Portfolio-Management
17
Agent-based modeling
16
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15
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14
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12
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12
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11
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11
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9
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9
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9
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9
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English
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Bouchaud, Jean-Philippe
16
Potters, Marc
6
Ciliberti, Stefano
4
Sérié, Emmanuel
4
Lemperiere, Yves
3
Seager, Philip
3
Benichou, Raphael
2
Benzaquen, Michael
2
Emschwiller, Matt
2
Kockelkoren, Julien
2
Lempérière, Yves
2
Petit, Benjamin
2
Simon, Guillaume
2
Abergel, Frédéric
1
Batista, João da Gama
1
Challet, Damien
1
Dao, Tung-Lam
1
Deremble, Cyril
1
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1
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1
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Massaro, Domenico
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1
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Commissariat à l'énergie atomique
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International journal of theoretical and applied finance
2
The journal of investment strategies
2
Collection Aléa Saclay : monographs and texts in statistical physics
1
Journal of economic behavior & organization : JEBO
1
Quantitative finance
1
The Wiley finance series
1
The journal of portfolio management : a publication of Institutional Investor
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ECONIS (ZBW)
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1
Random matrix theory and financial correlations
Laloux, Laurent
(
contributor
)
- In:
International journal of theoretical and applied finance
3
(
2000
)
3
,
pp. 391-397
Persistent link: https://www.econbiz.de/10001522891
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2
Théorie des risques financiers : portefeuilles, options et risques majeurs
Bouchaud, Jean-Philippe
;
Potters, Marc
-
1997
Persistent link: https://www.econbiz.de/10000993537
Saved in:
3
Theory of financial risks : from statistical physics to risk management
Bouchaud, Jean-Philippe
;
Potters, Marc
-
2000
-
1. publ.
Persistent link: https://www.econbiz.de/10001530522
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4
Taming large events : optimal portfolio theory for strongly fluctuating assets
Bouchaud, Jean-Philippe
(
contributor
)
- In:
International journal of theoretical and applied finance
1
(
1998
)
1
,
pp. 25-41
Persistent link: https://www.econbiz.de/10001236676
Saved in:
5
Theory of financial risk and derivative pricing : from statistical physics to risk management
Bouchaud, Jean-Philippe
;
Potters, Marc
-
2003
-
2. ed.
Persistent link: https://www.econbiz.de/10001780419
Saved in:
6
Agnostic risk parity : taming known and unknown unknowns
Benichou, Raphael
;
Lempérière, Yves
;
Sérié, Emmanuel
; …
- In:
The journal of investment strategies
6
(
2017
)
3
,
pp. 1-12
Persistent link: https://www.econbiz.de/10011731200
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7
Market microstructure : confronting many viewpoints
Abergel, Frédéric
(
ed.
); …
-
2012
Persistent link: https://www.econbiz.de/10009524952
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8
Optimal multi-asset trading with linear costs : a mean-field approach
Emschwiller, Matt
;
Petit, Benjamin
;
Bouchaud, Jean-Philippe
- In:
Quantitative finance
21
(
2021
)
2
,
pp. 185-195
Persistent link: https://www.econbiz.de/10012424556
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9
Do investors trade too much? : a laboratory experiment
Batista, João da Gama
;
Massaro, Domenico
;
Bouchaud, …
- In:
Journal of economic behavior & organization : JEBO
140
(
2017
),
pp. 18-34
Persistent link: https://www.econbiz.de/10011923688
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10
Tail protection for long investors : trend convexity at work
Dao, Tung-Lam
;
Nguyen, Trung-Tu
;
Deremble, Cyril
; …
- In:
The journal of investment strategies
7
(
2017
)
1
,
pp. 61-84
Persistent link: https://www.econbiz.de/10011880105
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