//--> //--> //--> //-->
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:"Transaction costs"
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
Transaction costs
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
Capital income
29
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
Transaktionskosten
14
Robust statistics
11
Robustes Verfahren
11
Derivat
10
Derivative
10
Experiment
10
more ...
less ...
Online availability
All
Undetermined
11
Free
1
Type of publication
All
Article
14
Type of publication (narrower categories)
All
Article in journal
14
Aufsatz in Zeitschrift
14
Language
All
English
14
Author
All
Pun, Chi Seng
2
Abel, Andrew B.
1
Alvarez, Fernando
1
Buehler, Hans
1
Chincarini, Ludwig Boris
1
Eberly, Janice C.
1
Feinstein, Zachary
1
Gonon, Lukas
1
Guasoni, Paolo
1
Guiso, Luigi
1
Hamza, Kais
1
Hoi, Steven C.H.
1
Huang, Dingjiang
1
Isaenko, Sergei
1
Klebaner, Fima C.
1
Langrené, Nicolas
1
Li, Bin
1
Lippi, Francesco
1
Mayerhofer, Eberhard
1
Mulvey, John M.
1
Murthy, Shashidhar
1
Panageas, Stauros
1
Primbs, James A.
1
Rudloff, Birgit
1
Sun, Yifan
1
Teichmann, Josef
1
Tian, Yu
1
Wald, John K.
1
Wang, Jialei
1
Wang, Lei
1
Wang, Mengdi
1
Wood, Ben
1
Yamada, Yuji
1
Ye, Jing
1
Ye, Zi
1
Zhang, Rongju
1
Zhu, Zili
1
more ...
less ...
Published in...
All
The American economic review
Quantitative finance
Finance and stochastics
29
Mathematical finance : an international journal of mathematics, statistics and financial theory
20
International journal of theoretical and applied finance
18
Research paper series / Swiss Finance Institute
17
Swiss Finance Institute Research Paper
16
European journal of operational research : EJOR
13
Journal of banking & finance
12
Journal of economic dynamics & control
10
NBER working paper series
10
The journal of finance : the journal of the American Finance Association
10
Working paper / National Bureau of Economic Research, Inc.
10
Mathematics and financial economics
9
NBER Working Paper
8
The review of financial studies
8
Applied mathematical finance
7
Insurance / Mathematics & economics
7
Journal of financial economics
6
The journal of trading
6
Astin bulletin : the journal of the International Actuarial Association
5
Discussion paper / Centre for Economic Policy Research
5
Journal of financial and quantitative analysis : JFQA
5
Journal of financial markets
5
Journal of investment management : JOIM
5
Mathematical finance : an international journal of mathematics, statistics and financial economics
5
Mathematical methods of operations research
5
Finance research letters
4
Financial analysts' journal : FAJ
4
Financial markets and portfolio management
4
International review of economics & finance : IREF
4
International review of financial analysis
4
Journal of international financial markets, institutions & money
4
Management science : journal of the Institute for Operations Research and the Management Sciences
4
The quarterly journal of finance
4
Advances in futures and options research : a research annual
3
Asia-Pacific financial markets
3
Computers & operations research : and their applications to problems of world concern ; an international journal
3
Discussion paper / Center for Economic Research, Tilburg University
3
Discussion papers / CEPR
3
Economic modelling
3
more ...
less ...
Source
All
ECONIS (ZBW)
14
Showing
1
-
10
of
14
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Leveraged funds : robust replication and performance evaluation
Guasoni, Paolo
;
Mayerhofer, Eberhard
- In:
Quantitative finance
23
(
2023
)
7/8
,
pp. 1155-1176
Persistent link: https://www.econbiz.de/10014321669
Saved in:
2
Optimal multi-period transaction-cost-aware long-only portfolios and time consistency in efficiency
Pun, Chi Seng
;
Ye, Zi
- In:
Quantitative finance
23
(
2023
)
2
,
pp. 351-365
Persistent link: https://www.econbiz.de/10014232651
Saved in:
3
Optimal trading with transaction costs and short-term predictability
Murthy, Shashidhar
;
Wald, John K.
- In:
Quantitative finance
23
(
2023
)
7/8
,
pp. 1115-1127
Persistent link: https://www.econbiz.de/10014321667
Saved in:
4
A cost-effective approach to portfolio construction with range-based risk measures
Pun, Chi Seng
;
Wang, Lei
- In:
Quantitative finance
21
(
2021
)
3
,
pp. 431-447
Persistent link: https://www.econbiz.de/10012483832
Saved in:
5
Optimizing a portfolio of mean-reverting assets with transaction costs via a feedforward neural network
Mulvey, John M.
;
Sun, Yifan
;
Wang, Mengdi
;
Ye, Jing
- In:
Quantitative finance
20
(
2020
)
8
,
pp. 1239-1261
Persistent link: https://www.econbiz.de/10012262660
Saved in:
6
Dynamic portfolio optimization with liquidity cost and market impact : a simulation-and-regression approach
Zhang, Rongju
;
Langrené, Nicolas
;
Tian, Yu
;
Zhu, Zili
; …
- In:
Quantitative finance
19
(
2019
)
3
,
pp. 519-532
Persistent link: https://www.econbiz.de/10012194674
Saved in:
7
Deep hedging
Buehler, Hans
;
Gonon, Lukas
;
Teichmann, Josef
;
Wood, Ben
- In:
Quantitative finance
19
(
2019
)
8
,
pp. 1271-1291
Persistent link: https://www.econbiz.de/10012194788
Saved in:
8
Pairs trading under transaction costs using model predictive control
Primbs, James A.
;
Yamada, Yuji
- In:
Quantitative finance
18
(
2018
)
6
,
pp. 885-895
Persistent link: https://www.econbiz.de/10011907977
Saved in:
9
Transaction costs and crowding
Chincarini, Ludwig Boris
- In:
Quantitative finance
18
(
2018
)
8
,
pp. 1389-1410
Persistent link: https://www.econbiz.de/10011911547
Saved in:
10
Transaction cost optimization for online portfolio selection
Li, Bin
;
Wang, Jialei
;
Huang, Dingjiang
;
Hoi, Steven C.H.
- In:
Quantitative finance
18
(
2018
)
8
,
pp. 1411-1424
Persistent link: https://www.econbiz.de/10011911549
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->