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person:"Chiarella, Carl"
subject:"Portfolio selection"
~person:"Ascheberg, Marius"
~person:"Satchell, Stephen"
~type_genre:"Book section"
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Portfolio selection
Theorie
56
Theory
56
Portfolio-Management
11
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6
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6
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Chiarella, Carl
Ascheberg, Marius
Satchell, Stephen
Fabozzi, Frank J.
21
Račev, Svetlozar T.
9
Locarek-Junge, Hermann
8
Zopounidis, Constantin
7
Merton, Robert C.
6
Ortobelli, Sergio
6
Overbeck, Ludger
6
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5
Maurer, Raimond
5
Moriggia, Vittorio
5
Prinzler, Ralf
5
Samuelson, Paul Anthony
5
Straßberger, Mario
5
Crépey, Stéphane
4
Derigs, Ulrich
4
Gollier, Christian
4
Hommel, Ulrich
4
Huschens, Stefan
4
Maringer, Dietmar G.
4
Markowitz, Harry
4
Persson, Mattias
4
Sortino, Frank Alphonse
4
Spronk, Jaap
4
Vitali, Sebastiano
4
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3
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3
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3
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3
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3
Brennan, Myles
3
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3
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3
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3
Grahn, Torsten
3
Janabi, Mazin A. M. al
3
Jurczenko, Emmanuel
3
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3
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Essays on empirical asset pricing, dynamic asset allocation, and contagion effects
3
The analytics of risk model validation
2
Asymmetric dependence in finance : diversification, correlation and portfolio management in market downturns
1
Forecasting expected returns in the financial markets
1
Handbook of financial markets : dynamics and evolution
1
Nonlinear dynamics and heterogeneous interacting agents : [this volume contains a selection of contributions presented ath the WEHIA 03 (Workshop on Economics with Heterogeneous Interacting Agents), which was held at the Institute of World Economics in Kiel, Germany, on May 29-31, 2003 ; WEHIA 03 has been the 8th edition of a workshop ...]
1
Optimizing optimization : the next generation of optimization applications and theory
1
Value creation in multinational enterprise
1
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ECONIS (ZBW)
11
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The most entropic canonical copula with an application to "style" investment
Chu, Ba
;
Satchell, Stephen
- In:
Asymmetric dependence in finance : diversification, …
,
(pp. 221-262)
.
2018
Persistent link: https://www.econbiz.de/10011978516
Saved in:
2
When do jumps matter for portfolio optimization?
Ascheberg, Marius
;
Branger, Nicole
;
Kraft, Holger
- In:
Essays on empirical asset pricing, dynamic asset …
,
(pp. 147-182)
.
2013
Persistent link: https://www.econbiz.de/10010412566
Saved in:
3
Long-run relations between labor income, stock prices, and house prices and their implications for household decisions
Ascheberg, Marius
;
Kraft, Holger
;
Munk, Claus
;
Weiss, Farina
- In:
Essays on empirical asset pricing, dynamic asset …
,
(pp. 97-146)
.
2013
Persistent link: https://www.econbiz.de/10010412567
Saved in:
4
Factor mimicking portfolios from parametric portfolio policies
Ascheberg, Marius
- In:
Essays on empirical asset pricing, dynamic asset …
,
(pp. 69-96)
.
2013
Persistent link: https://www.econbiz.de/10010412570
Saved in:
5
Computing optimal mean/downside risk frontiers : the role of ellipticity
Hall, Tony
;
Satchell, Stephen
- In:
Optimizing optimization : the next generation of …
,
(pp. 179-199)
.
2010
Persistent link: https://www.econbiz.de/10003939154
Saved in:
6
Heterogeneity, market mechanism, and asset price dynamics
Chiarella, Carl
;
Dieci, Roberto
;
He, Xue-zhong
- In:
Handbook of financial markets : dynamics and evolution
,
(pp. 277-344)
.
2009
Persistent link: https://www.econbiz.de/10003820633
Saved in:
7
The validity of credit risk model validation methods
Christodoulakis, George A.
;
Satchell, Stephen
- In:
The analytics of risk model validation
,
(pp. 27-43)
.
2008
Persistent link: https://www.econbiz.de/10003868675
Saved in:
8
The validation of equity portfolio risk models
Satchell, Stephen
- In:
The analytics of risk model validation
,
(pp. 135-148)
.
2008
Persistent link: https://www.econbiz.de/10003868695
Saved in:
9
UK measures of firm-lived equity duration
Lewin, Richard A.
;
Sardy, Marc J.
;
Satchell, Stephen
- In:
Value creation in multinational enterprise
,
(pp. 307-338)
.
2007
Persistent link: https://www.econbiz.de/10003423145
Saved in:
10
Robust optimization for utilizing forecasted returns in institutional investment
Koutsoyannis, Christos
;
Satchell, Stephen
- In:
Forecasting expected returns in the financial markets
,
(pp. 177-189)
.
2007
Persistent link: https://www.econbiz.de/10003557954
Saved in:
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