//--> //--> //--> //-->
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:"The American economic review"
~isPartOf:"Quantitative finance"
~subject:"Capital income"
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
Capital income
Portfolio selection
239
Portfolio-Management
239
Theorie
142
Theory
142
Stochastic process
36
Stochastischer Prozess
36
Risiko
35
Risk
35
Risikomaß
34
Risk measure
34
Kapitaleinkommen
29
Risikomanagement
28
Risk management
28
CAPM
25
Mathematical programming
24
Mathematische Optimierung
24
Anlageverhalten
22
Behavioural finance
22
Portfolio optimization
22
Option pricing theory
19
Optionspreistheorie
19
Volatility
19
Volatilität
19
Estimation
15
Forecasting model
15
Measurement
15
Messung
15
Prognoseverfahren
15
Schätzung
15
USA
15
United States
15
Hedging
14
Transaction costs
14
Transaktionskosten
14
Robust statistics
11
Robustes Verfahren
11
Derivat
10
Derivative
10
Experiment
10
more ...
less ...
Online availability
All
Undetermined
26
Free
2
Type of publication
All
Article
29
Type of publication (narrower categories)
All
Article in journal
29
Aufsatz in Zeitschrift
29
Language
All
English
29
Author
All
Endres, Sylvia
2
Grobys, Klaus
2
Stübinger, Johannes
2
Agarwal, Ankush
1
An, Yunbi
1
Ben-Horin, Moshe
1
Birge, John R.
1
Bogdan, Małgorzata
1
Boucher, Christophe
1
Brzyski, Damian
1
Bu, Ruijun
1
Buckley, Winston S.
1
Chen, Qian
1
Cheung, Keith C. K.
1
Chávez-Bedoya, Luis
1
Fieberg, Christian
1
Fiévet, Lucas
1
Gerlach, Richard
1
Guidolin, Massimo
1
Han, Kai
1
Hansen, Erwin
1
Hodoshima, Jiro
1
Jasinski, Alexandre
1
Jiang, Pan
1
Kartashova, Katya
1
Kouontchou, Patrick
1
Kremer, Philipp J.
1
Kroll, Yoram
1
Lalancette, Simon
1
Lee, John B.
1
Lichtner, Mark
1
Liedtke, Gerrit
1
Lin, Qian
1
Liu, Li
1
Liu, Qingfu
1
Long, Hongwei
1
Longo, M.
1
Lorig, Matthew
1
Lozano-Banda, Martín
1
Mainini, A.
1
more ...
less ...
Published in...
All
The American economic review
Quantitative finance
Journal of banking & finance
131
Journal of financial economics
110
Finance research letters
102
International review of financial analysis
102
NBER working paper series
97
Journal of empirical finance
89
Working paper / National Bureau of Economic Research, Inc.
85
The journal of asset management
78
NBER Working Paper
67
Applied economics
60
The North American journal of economics and finance : a journal of financial economics studies
58
Pacific-Basin finance journal
57
Research in international business and finance
52
International review of economics & finance : IREF
50
Applied economics letters
49
Journal of risk and financial management : JRFM
48
Financial markets and portfolio management
47
The European journal of finance
47
Journal of international financial markets, institutions & money
44
Journal of investment management : JOIM
44
Review of quantitative finance and accounting
44
Research paper series / Swiss Finance Institute
42
The journal of portfolio management : a publication of Institutional Investor
42
Management science : journal of the Institute for Operations Research and the Management Sciences
40
Journal of financial markets
38
Investment management and financial innovations
36
The review of financial studies
36
Applied financial economics
33
The journal of investing
33
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
33
International journal of economics and finance
32
The journal of finance : the journal of the American Finance Association
32
Journal of financial and quantitative analysis : JFQA
31
Swiss Finance Institute Research Paper
31
Discussion paper / Centre for Economic Policy Research
29
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
27
Insurance / Mathematics & economics
27
Economic modelling
26
Journal of international money and finance
26
more ...
less ...
Source
All
ECONIS (ZBW)
29
Showing
1
-
10
of
29
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Optimal characteristic portfolios
McGee, Richard J.
;
Olmo, Jose
- In:
Quantitative finance
22
(
2022
)
10
,
pp. 1853-1870
Persistent link: https://www.econbiz.de/10013367958
Saved in:
2
Continuous-time stochastic mutual fund management game between active and passive funds
Han, Kai
;
Rong, Ximin
;
Shen, Yang
;
Zhao, Hui
- In:
Quantitative finance
21
(
2021
)
10
,
pp. 1647-1667
Persistent link: https://www.econbiz.de/10012653705
Saved in:
3
Cryptocurrency factor momentum
Fieberg, Christian
;
Liedtke, Gerrit
;
Metko, Daniel
; …
- In:
Quantitative finance
23
(
2023
)
12
,
pp. 1853-1869
Persistent link: https://www.econbiz.de/10014452477
Saved in:
4
A semi-parametric conditional autoregressive joint value-at-risk and expected shortfall modeling framework incorporating realized measures
Wang, Chao
;
Gerlach, Richard
;
Chen, Qian
- In:
Quantitative finance
23
(
2023
)
2
,
pp. 309-334
Persistent link: https://www.econbiz.de/10014232647
Saved in:
5
A theoretical generalization of the Markowitz model incorporating skewness and kurtosis
Uberti, Pierpaolo
- In:
Quantitative finance
23
(
2023
)
5
,
pp. 877-886
Persistent link: https://www.econbiz.de/10014304382
Saved in:
6
Sparse index clones via the sorted ℓ1-Norm
Kremer, Philipp J.
;
Brzyski, Damian
;
Bogdan, Małgorzata
; …
- In:
Quantitative finance
22
(
2022
)
2
,
pp. 349-366
Persistent link: https://www.econbiz.de/10013167757
Saved in:
7
Portfolios of value and momentum : disappointment aversion and non-normalities
Lalancette, Simon
;
Simonato, Jean-Guy
- In:
Quantitative finance
22
(
2022
)
7
,
pp. 1247-1263
Persistent link: https://www.econbiz.de/10013367897
Saved in:
8
Portfolio optimization under the generalized hyperbolic distribution : optimal allocation, performance and tail behavior
Birge, John R.
;
Chávez-Bedoya, Luis
- In:
Quantitative finance
21
(
2021
)
2
,
pp. 199-219
Persistent link: https://www.econbiz.de/10012424559
Saved in:
9
Smart Alpha : active management with unstable and latent factors
Boucher, Christophe
;
Jasinski, Alexandre
;
Kouontchou, …
- In:
Quantitative finance
21
(
2021
)
6
,
pp. 893-909
Persistent link: https://www.econbiz.de/10012515624
Saved in:
10
Portfolio choices : comparative statics under both expected return and volatility uncertainty
Lin, Qian
;
Tian, Dejian
- In:
Quantitative finance
21
(
2021
)
6
,
pp. 1027-1035
Persistent link: https://www.econbiz.de/10012515634
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->