//--> //--> //--> //-->
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
person:"Blake, David"
~accessRights:"restricted"
~person:"Pedersen, Lasse Heje"
~person:"Satchell, Stephen"
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
| 4 applied filters
Year of publication
From:
To:
Subject
All
Portfolio selection
36
Portfolio-Management
36
Capital income
14
Kapitaleinkommen
14
Theorie
13
Theory
13
Anlageverhalten
7
Behavioural finance
7
CAPM
5
Investment Fund
5
Investmentfonds
5
Risiko
5
Risk
5
Welt
5
World
5
Forecasting model
4
Pension fund
4
Pensionskasse
4
Prognoseverfahren
4
Risikomanagement
4
Risk management
4
USA
4
United States
4
Aktienmarkt
3
Estimation
3
Financial investment
3
Institutional investor
3
Institutioneller Investor
3
Kapitalanlage
3
Method of moments
3
Momentenmethode
3
Nachhaltige Kapitalanlage
3
Schätzung
3
Stock market
3
Sustainable investment
3
Anlagepolitik
2
Berkshire Hathaway Inc.
2
Börsenkurs
2
Capital market returns
2
Capital structure
2
more ...
less ...
Online availability
All
Undetermined
Free
47
Type of publication
All
Article
29
Book / Working Paper
8
Type of publication (narrower categories)
All
Article in journal
29
Aufsatz in Zeitschrift
29
Arbeitspapier
6
Graue Literatur
6
Non-commercial literature
6
Working Paper
6
Case study
1
Collection of articles of several authors
1
Fallstudie
1
Sammelwerk
1
more ...
less ...
Language
All
English
37
Author
All
Blake, David
Pedersen, Lasse Heje
Satchell, Stephen
Fabozzi, Frank J.
40
Zaremba, Adam
31
Kang, Sang Hoon
28
Escobar, Marcos
26
Hammoudeh, Shawkat
22
Tiwari, Aviral Kumar
22
Mensi, Walid
21
Uppal, Raman
18
Yoon, Seong-min
18
Forsyth, Peter A.
17
Vanduffel, Steven
17
Wong, Wing Keung
17
Young, Virginia R.
17
Bouri, Elie
16
Chen, An
16
Muhle-Karbe, Johannes
16
Nguyen, Duc Khuong
16
Ur Rehman, Mobeen
16
Shahzad, Syed Jawad Hussain
15
Wang, Ruodu
15
Xuan Vinh Vo
15
Zagst, Rudi
15
Auer, Benjamin R.
14
Bernard, Carole
14
Guerard, John Baynard
14
Kim, Woo Chang
14
Li, Duan
14
Mitchell, Olivia S.
14
Prigent, Jean-Luc
14
Yao, Haixiang
14
Capponi, Agostino
13
Consigli, Giorgio
13
Cui, Xiangyu
13
Platanakis, Emmanouil
13
Wong, Hoi Ying
13
Yang, Jinqiang
13
Yousaf, Imran
13
Campbell, John Y.
12
Dai, Zhifeng
12
more ...
less ...
Published in...
All
The journal of asset management
5
Financial analysts journal : FAJ
4
Journal of financial economics
4
Discussion paper / Centre for Economic Policy Research
3
Working paper / National Bureau of Economic Research, Inc.
3
Quantitative finance
2
The journal of portfolio management : JPM
2
Finance research letters
1
Journal of banking & finance
1
Journal of economic dynamics & control
1
Journal of economic theory
1
Journal of empirical finance
1
Journal of financial and quantitative analysis : JFQA
1
Journal of financial markets
1
Journal of time series econometrics
1
Review of asset pricing studies : RAPS
1
SpringerLink / Bücher
1
The British accounting review : the journal of the British Accounting Association
1
The European journal of finance
1
The journal of risk and insurance : the journal of the American Risk and Insurance Association
1
more ...
less ...
Source
All
ECONIS (ZBW)
37
Showing
1
-
10
of
37
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Embedded leverage
Frazzini, Andrea
;
Pedersen, Lasse Heje
- In:
Review of asset pricing studies : RAPS
12
(
2022
)
1
,
pp. 1-52
Persistent link: https://www.econbiz.de/10012878804
Saved in:
2
Smart defaults : Determining the number of default funds in a pension scheme
Blake, David
;
Duffield, Mel
;
Tonks, Ian
;
Haig, Alistair
; …
- In:
The British accounting review : the journal of the …
54
(
2022
)
4
,
pp. 1-18
Persistent link: https://www.econbiz.de/10013383567
Saved in:
3
Partial moment momentum
Gao, Yang
;
Leung, Henry
;
Satchell, Stephen
- In:
Journal of banking & finance
135
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013401726
Saved in:
4
Deep value
Asness, Cliff
;
Liew, John
;
Pedersen, Lasse Heje
; …
- In:
The journal of portfolio management : JPM
47
(
2021
)
4
,
pp. 11-40
Persistent link: https://www.econbiz.de/10012486041
Saved in:
5
Expected surplus growth compared with mean-variance optimization
Wilcox, Jarrod
;
Satchell, Stephen
- In:
The journal of portfolio management : JPM
47
(
2021
)
4
,
pp. 145-159
Persistent link: https://www.econbiz.de/10012486057
Saved in:
6
Enhanced portfolio optimization
Pedersen, Lasse Heje
;
Babu, Abhilash
;
Levine, Ari
- In:
Financial analysts journal : FAJ
77
(
2021
)
2
,
pp. 124-151
Persistent link: https://www.econbiz.de/10012515354
Saved in:
7
Responsible investing : the ESG-efficient frontier
Pedersen, Lasse Heje
;
Fitzgibbons, Shaun
;
Pomorski, Lukasz
- In:
Journal of financial economics
142
(
2021
)
2
,
pp. 572-597
Persistent link: https://www.econbiz.de/10013259952
Saved in:
8
"In defense of portfolio optimization: what if we can forecast?": a comment
Michaud, Richard O.
;
Esch, David N.
;
Michaud, Robert O.
- In:
Financial analysts journal : FAJ
76
(
2020
)
2
,
pp. 104-105
Persistent link: https://www.econbiz.de/10012261138
Saved in:
9
"In defense of portfolio optimization: what if we can forecast?" : author response
Allen, David
;
Lizieri, Colin
;
Satchell, Stephen
- In:
Financial analysts journal : FAJ
76
(
2020
)
2
,
pp. 106-107
Persistent link: https://www.econbiz.de/10012261139
Saved in:
10
A comparison of non-Gaussian VaR estimation and portfolio construction techniques
Allen, David
;
Lizieri, Colin
;
Satchell, Stephen
- In:
Journal of empirical finance
58
(
2020
),
pp. 356-368
Persistent link: https://www.econbiz.de/10012430709
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->