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~isPartOf:"Quantitative finance"
~subject:"Portfolio selection"
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Portfolio selection
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2
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Quantitative finance
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European journal of operational research : EJOR
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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International review of economics & finance : IREF
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ECONIS (ZBW)
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1
On the efficacy of stop-loss rules in the presence of overnight gaps
Arratia, Argimiro
;
Dorador, Albert
- In:
Quantitative finance
19
(
2019
)
11
,
pp. 1857-1873
Persistent link: https://www.econbiz.de/10012195656
Saved in:
2
Risk-managed industry momentum and momentum crashes
Grobys, Klaus
;
Ruotsalainen, Joni
;
Äijö, Janne
- In:
Quantitative finance
18
(
2018
)
10
,
pp. 1715-1733
Persistent link: https://www.econbiz.de/10012261906
Saved in:
3
Joint effects of the liability network and portfolio overlapping on systemic financial risk : contagion and rescue
Ma, J. L.
;
Zhu, S. S.
;
Wu, Ying
- In:
Quantitative finance
21
(
2021
)
5
,
pp. 753-770
Persistent link: https://www.econbiz.de/10012500187
Saved in:
4
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:
5
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:
6
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:
7
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:
8
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:
9
Instantaneous portfolio
theory
Madan, Dilip B.
- In:
Quantitative finance
18
(
2018
)
8
,
pp. 1345-1364
Persistent link: https://www.econbiz.de/10011911544
Saved in:
10
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
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