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Portfolio-Management
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Computational economics
Finance research letters
42
Journal of banking & finance
40
International review of financial analysis
35
Journal of empirical finance
33
Journal of financial economics
33
The journal of asset management
33
Energy economics
30
The North American journal of economics and finance : a journal of financial economics studies
30
NBER working paper series
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Working paper / National Bureau of Economic Research, Inc.
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Investment management and financial innovations
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Cogent economics & finance
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Artificial momentum, native contrarian, and transparency in China
Lin, Hung-Wen
;
Hung, Mao-Wei
;
Huang, Jing-Bo
- In:
Computational economics
51
(
2018
)
2
,
pp. 263-294
Persistent link: https://www.econbiz.de/10011963668
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2
Short-term price overreactions : identification, testing, exploitation
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Computational economics
51
(
2018
)
4
,
pp. 913-940
Persistent link: https://www.econbiz.de/10011972202
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3
The efficient frontier for weakly correlated assets
Best, Michael J.
;
Zhang, Xiliang
- In:
Computational economics
40
(
2012
)
4
,
pp. 355-375
Persistent link: https://www.econbiz.de/10009692020
Saved in:
4
Parallel optimization of sparse portfolios with AR-HMMs
Sipos, I. Róbert
;
Ceffer, Attila
;
Levendovszky, János
- In:
Computational economics
49
(
2017
)
4
,
pp. 563-578
Persistent link: https://www.econbiz.de/10011762135
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5
Performance of tail hedged portfolio with third moment variation swap
Lee, Kyungsub
;
Seo, Byoung Ki
- In:
Computational economics
50
(
2017
)
3
,
pp. 447-471
Persistent link: https://www.econbiz.de/10011783329
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6
A polynomial-affine approximation for dynamic portfolio choice
Zhu, Yichen
;
Escobar, Marcos
;
Davison, Matt
- In:
Computational economics
62
(
2023
)
3
,
pp. 1177-1213
Persistent link: https://www.econbiz.de/10014382894
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7
Multi-factor RFG-LSTM algorithm for stock sequence predicting
Su, Zhi
;
Xie, Heliang
;
Han, Lu
- In:
Computational economics
57
(
2021
)
4
,
pp. 1041-1058
Persistent link: https://www.econbiz.de/10012543252
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8
Forecasting volatility for an optimal portfolio with stylized facts using copulas
Karmous, Aida
;
Boubaker, Heni
;
Belkacem, Lotfi
- In:
Computational economics
58
(
2021
)
2
,
pp. 461-482
Persistent link: https://www.econbiz.de/10012615046
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9
Optimal limit order book trading strategies with stochastic volatility in the underlying asset
Aydoğan, Burcu
;
Uğur, Ömür
;
Aksoy, Ümit
- In:
Computational economics
62
(
2023
)
1
,
pp. 289-324
Persistent link: https://www.econbiz.de/10014327497
Saved in:
10
Inaccurate value at risk estimations : bad modeling or inappropriate data?
Vasileiou, Evangelos
- In:
Computational economics
59
(
2022
)
3
,
pp. 1155-1171
Persistent link: https://www.econbiz.de/10013169235
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