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isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
~subject:"Anleihe"
~subject:"Behavioural finance"
~subject:"Stochastischer Prozess"
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Search: subject_exact:"Portfolio management"
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Anleihe
Behavioural finance
Stochastischer Prozess
Portfolio selection
71
Portfolio-Management
71
Theorie
44
Theory
44
CAPM
14
Benchmarking
9
Bewertung
9
Evaluation
9
Hedging
9
Stochastic process
9
Anlageverhalten
7
Capital income
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Kapitaleinkommen
7
Börsenkurs
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Risikoprämie
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Risk premium
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Share price
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Aktienindex
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Arbitrage Pricing
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Arbitrage pricing
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Begrenzte Rationalität
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Bounded rationality
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Derivat
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Derivative
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Estimation
5
Martingal
5
Martingale
5
Option pricing theory
5
Optionspreistheorie
5
Pension fund
5
Pensionskasse
5
Schätzung
5
Simulation
5
Stock index
5
Volatility
5
Volatilität
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19
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Platen, Eckhard
8
He, Xue-zhong
5
Chiarella, Carl
4
Li, Kai
4
Bruti-Liberati, Nicola
2
Nikitopoulos, Christina Sklibosios
2
Cheung, Gerald H. L.
1
Chu, Liya
1
Clewlow, Les
1
Dieci, Roberto
1
Du, Ke
1
Fergusson, Kevin
1
Gardini, Laura
1
Gnoatto, Alessandro
1
Grasselli, Martino
1
Hinz, Juri
1
Kang, Boda
1
Kardaras, Constantinos
1
Kazakov, Vladimir
1
Li, Youwei
1
Liu, Jun
1
McCulloch, James
1
Schlögl, Erik
1
Shi, Lei
1
Tappe, Stefan
1
Taylor, David
1
Tu, Jun
1
Wang, Duo
1
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
Journal of banking & finance
108
Insurance / Mathematics & economics
99
NBER working paper series
90
Finance research letters
86
European journal of operational research : EJOR
71
Journal of financial economics
67
International journal of theoretical and applied finance
60
International review of financial analysis
58
NBER Working Paper
56
Working paper / National Bureau of Economic Research, Inc.
55
Management science : journal of the Institute for Operations Research and the Management Sciences
54
Quantitative finance
51
Finance and stochastics
44
Journal of economic dynamics & control
43
SpringerLink / Bücher
43
Pacific-Basin finance journal
42
Research paper series / Swiss Finance Institute
41
The journal of asset management
40
Journal of empirical finance
39
Journal of risk and financial management : JRFM
38
Wiley finance series
37
Risks : open access journal
36
The journal of behavioral finance : a publication of the Institute of Behavioral Finance
36
Applied economics
35
Mathematical finance : an international journal of mathematics, statistics and financial theory
35
The North American journal of economics and finance : a journal of financial economics studies
35
Wiley trading series
35
Discussion paper / Centre for Economic Policy Research
34
The review of financial studies
34
Financial markets and portfolio management
32
Research in international business and finance
32
Investment management and financial innovations
31
The European journal of finance
31
The journal of finance : the journal of the American Finance Association
31
Discussion papers / CEPR
30
Economic modelling
29
Journal of investment management : JOIM
29
Mathematical methods of operations research
29
The journal of investing
29
The journal of portfolio management : a publication of Institutional Investor
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ECONIS (ZBW)
19
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1
Reversing momentum : the optimal dynamic momentum strategy
Li, Kai
;
Liu, Jun
-
2016
Persistent link: https://www.econbiz.de/10011777992
Saved in:
2
A penny saved is a penny earned : less expensive zero coupon bonds
Gnoatto, Alessandro
;
Grasselli, Martino
;
Platen, Eckhard
-
2016
Persistent link: https://www.econbiz.de/10011778099
Saved in:
3
Loading pricing of catastrophe bonds and other long-dated, insurance-type contracts
Platen, Eckhard
;
Taylor, David
-
2016
Persistent link: https://www.econbiz.de/10011778139
Saved in:
4
Stochastic switching for partially observable dynamics and optimal asset allocation
Hinz, Juri
-
2015
Persistent link: https://www.econbiz.de/10011344246
Saved in:
5
Market sentiment and paradigm shifts
Chu, Liya
;
He, Xue-zhong
;
Li, Kai
;
Tu, Jun
-
2015
Persistent link: https://www.econbiz.de/10011344305
Saved in:
6
Optimal time series momentum
He, Xue-zhong
;
Li, Kai
;
Li, Youwei
-
2015
Persistent link: https://www.econbiz.de/10011344325
Saved in:
7
Stylised properties of the interest rate term structure under the benchmark approach
Fergusson, Kevin
;
Platen, Eckhard
-
2014
Persistent link: https://www.econbiz.de/10011344800
Saved in:
8
Heterogeneous beliefs and the performances of optimal portfolios
He, Xue-zhong
;
Shi, Lei
-
2012
Persistent link: https://www.econbiz.de/10009564473
Saved in:
9
Modern view on Merton’s jump-diffusion model
Cheung, Gerald H. L.
;
Chiarella, Carl
-
2011
Persistent link: https://www.econbiz.de/10009563108
Saved in:
10
Three-benchmarked risk minimization for jump diffusion markets
Du, Ke
;
Platen, Eckhard
-
2011
Persistent link: https://www.econbiz.de/10009564615
Saved in:
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