//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
isPartOf:"Journal of risk"
~subject:"CAPM"
~subject:"Mathematische Optimierung"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Portfolio management"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
CAPM
Mathematische Optimierung
Portfolio-Management
105
Portfolio selection
104
Risikomaß
55
Risk measure
55
Risikomanagement
39
Risk management
39
Theorie
39
Theory
39
Risiko
23
Risk
23
Estimation
18
Schätzung
18
Credit risk
14
Kreditrisiko
14
Measurement
14
Messung
14
Estimation theory
13
Schätztheorie
13
Capital income
12
Kapitaleinkommen
12
Original research
11
ARCH model
10
ARCH-Modell
10
risk management
10
Financial services
8
Finanzdienstleistung
8
Hedging
8
Volatility
8
Volatilität
8
Multivariate Verteilung
7
Multivariate distribution
7
Statistical distribution
7
Statistische Verteilung
7
portfolio optimization
7
value-at-risk (VaR)
7
Basel Accord
6
Basler Akkord
6
Mathematical programming
6
more ...
less ...
Online availability
All
Undetermined
8
Type of publication
All
Article
13
Type of publication (narrower categories)
All
Article in journal
13
Aufsatz in Zeitschrift
13
Language
All
English
13
Author
All
Kwon, Roy H.
2
Auer, Benjamin R.
1
Belles-Sampera, Jaume
1
Blitz, David
1
Butler, Andrew
1
Chen, Wei
1
Costa, Giorgio
1
Eisenberg, Larry
1
Guillén, Montserrat
1
Jakobsons, Edgars
1
Kakushadze, Zura
1
Kshatriya, Saranya
1
Li, Hongyi
1
Njegic, Jovan
1
Prasanna, Krishna
1
Santolino, Miguel
1
Schuhmacher, Frank
1
Skoglund, Jimmy
1
Swinkels, Laurens
1
Vliet, Willem Nicolaas van
1
Weert, Frans J. de
1
Wu, Chongfeng
1
Xu, Weidong
1
Xu, Weijun
1
Zakic, Vladimir
1
Zivkov, Dejan
1
Ūsaitė, Kristina
1
more ...
less ...
Published in...
All
Journal of risk
European journal of operational research : EJOR
140
Journal of banking & finance
79
Finance research letters
73
NBER working paper series
64
Journal of financial economics
57
Journal of empirical finance
54
Research paper series / Swiss Finance Institute
49
The journal of asset management
48
Working paper / National Bureau of Economic Research, Inc.
48
Finance and stochastics
47
International journal of theoretical and applied finance
47
Journal of economic dynamics & control
47
Management science : journal of the Institute for Operations Research and the Management Sciences
45
Quantitative finance
41
The journal of portfolio management : a publication of Institutional Investor
41
NBER Working Paper
40
The review of financial studies
37
International review of financial analysis
36
Mathematical finance : an international journal of mathematics, statistics and financial theory
34
Mathematics and financial economics
34
Economic modelling
33
International review of economics & finance : IREF
33
Swiss Finance Institute Research Paper
32
The journal of finance : the journal of the American Finance Association
31
Computational economics
30
The European journal of finance
30
Journal of investment management : JOIM
29
Annals of finance
28
Applied economics
28
Insurance / Mathematics & economics
28
Computers & operations research : and their applications to problems of world concern ; an international journal
26
Journal of financial and quantitative analysis : JFQA
26
The North American journal of economics and finance : a journal of financial economics studies
26
Journal of risk and financial management : JRFM
24
Risks : open access journal
24
Journal of international financial markets, institutions & money
22
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
21
Financial markets and portfolio management
20
Journal of the Operational Research Society
20
OR spectrum : quantitative approaches in management
20
more ...
less ...
Source
All
ECONIS (ZBW)
13
Showing
1
-
10
of
13
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Shrinking beta
Blitz, David
;
Swinkels, Laurens
;
Ūsaitė, Kristina
; …
- In:
Journal of risk
24
(
2022
)
6
,
pp. 25-44
Persistent link: https://www.econbiz.de/10013549669
Saved in:
2
Covariance estimation for risk-based portfolio optimization : an integrated approach
Butler, Andrew
;
Kwon, Roy H.
- In:
Journal of risk
24
(
2021
)
2
,
pp. 11-41
Persistent link: https://www.econbiz.de/10013284828
Saved in:
3
Are there multiple independent risk anomalies in the cross section of stock returns?
Auer, Benjamin R.
;
Schuhmacher, Frank
- In:
Journal of risk
24
(
2021
)
2
,
pp. 43-87
Persistent link: https://www.econbiz.de/10013284832
Saved in:
4
A regime-switching factor model for mean-variance optimization
Costa, Giorgio
;
Kwon, Roy H.
- In:
Journal of risk
22
(
2019/2020
)
4
,
pp. 31-59
Persistent link: https://www.econbiz.de/10012297507
Saved in:
5
Hedging incentives for financial institutions
Weert, Frans J. de
- In:
Journal of risk
22
(
2019/2020
)
3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10013177132
Saved in:
6
Empirical analysis of oil risk-minimizing portfolios : the DCC-GARCH-MODWT approach
Zivkov, Dejan
;
Njegic, Jovan
;
Zakic, Vladimir
- In:
Journal of risk
22
(
2019/2020
)
3
,
pp. 65-91
Persistent link: https://www.econbiz.de/10013177146
Saved in:
7
Genetic algorithm-based portfolio optimization with higher moments in global stock markets
Kshatriya, Saranya
;
Prasanna, Krishna
- In:
Journal of risk
20
(
2017/2018
)
4
,
pp. 1-26
Persistent link: https://www.econbiz.de/10011848918
Saved in:
8
Compositional methods applied to capital allocation problems
Belles-Sampera, Jaume
;
Guillén, Montserrat
;
Santolino, …
- In:
Journal of risk
19
(
2016
)
2
,
pp. 15-30
Persistent link: https://www.econbiz.de/10013177074
Saved in:
9
Suboptimality in portfolio conditional value-at-risk optimization
Jakobsons, Edgars
- In:
Journal of risk
18
(
2015/2016
)
4
,
pp. 1-23
Persistent link: https://www.econbiz.de/10011578360
Saved in:
10
Combining alpha streams with costs
Kakushadze, Zura
- In:
Journal of risk
17
(
2014/15
)
3
,
pp. 57-78
Persistent link: https://www.econbiz.de/10011298884
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->