//--> //--> //--> //-->
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:"Korn, Ralf"
~language:"eng"
~person:"Pástor, Ľuboš"
~subject:"CAPM"
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
CAPM
Portfolio selection
80
Portfolio-Management
80
Theorie
56
Theory
56
Investment Fund
13
Investmentfonds
13
Mathematical programming
10
Mathematische Optimierung
10
USA
10
United States
10
Capital income
8
Kapitaleinkommen
8
Option pricing theory
7
Optionspreistheorie
7
Estimation
6
Schätzung
6
Stochastischer Prozess
6
1926-1996
5
Black-Scholes model
5
Black-Scholes-Modell
5
Financial crisis
5
Financial investment
5
Finanzkrise
5
Kapitalanlage
5
Stochastic process
5
Anlageverhalten
4
Behavioural finance
4
Equilibrium model
4
Financial market
4
Finanzmarkt
4
Firm performance
4
Gleichgewichtsmodell
4
Martingal
4
Optimal portfolios
4
Risikomaß
4
Risk measure
4
Transaction costs
4
Transaktionskosten
4
Unternehmenserfolg
4
more ...
less ...
Online availability
All
Free
3
Type of publication
All
Book / Working Paper
8
Article
7
Type of publication (narrower categories)
All
Graue Literatur
8
Non-commercial literature
8
Arbeitspapier
7
Article in journal
7
Aufsatz in Zeitschrift
7
Working Paper
7
Hochschulschrift
1
Thesis
1
more ...
less ...
Language
All
English
Author
All
Korn, Ralf
Pástor, Ľuboš
Fabozzi, Frank J.
38
Zaremba, Adam
26
Hens, Thorsten
20
Lo, Andrew W.
19
Ang, Andrew
18
Ferson, Wayne E.
18
Kelly, Bryan T.
15
Bossaerts, Peter L.
14
Blitz, David
13
Evstigneev, Igor V.
13
Jarrow, Robert A.
13
Lioui, Abraham
13
Platen, Eckhard
13
Stambaugh, Robert F.
13
Uppal, Raman
13
Cochrane, John H.
12
He, Xue-zhong
12
Lee, Cheng F.
12
Zhang, Lu
12
Bekaert, Geert
11
Kakushadze, Zura
11
Pedersen, Lasse Heje
11
Satchell, Stephen
11
Bodie, Zvi
10
Dindo, Pietro
10
Elton, Edwin J.
10
Grobys, Klaus
10
Levy, Moshe
10
Malamud, Semyon
10
Santa-Clara, Pedro
10
Siegel, Andrew F.
10
Baele, Lieven
9
Bottazzi, Giulio
9
Longstaff, Francis A.
9
Sehgal, Sanjay
9
Chabakauri, Georgy
8
Drew, Michael E.
8
Giachini, Daniele
8
Glabadanidis, Paskalis
8
more ...
less ...
Institution
All
Rodney L. White Center for Financial Research
1
University of Chicago / Center for Research in Security Prices
1
Published in...
All
Rodney L. White Center for Financial Research
3
Decisions in economics and finance : DEF ; a journal of applied mathematics
2
Journal of financial economics
2
Working paper / National Bureau of Economic Research, Inc.
2
International journal of theoretical and applied finance
1
The journal of finance : the journal of the American Finance Association
1
The review of financial studies
1
Working paper series / Center for Research in Security Prices
1
Working papers / Rodney L. White Center for Financial Research
1
more ...
less ...
Source
All
ECONIS (ZBW)
15
Showing
1
-
10
of
15
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Aspects and applications of the Wilkie investment model
Ishak, Norizarina
-
2015
Persistent link: https://www.econbiz.de/10011346894
Saved in:
2
Continuous-time mean-variance portfolio optimization in a jump-diffusion market
Alp, Ozge Sezgin
;
Korn, Ralf
- In:
Decisions in economics and finance : DEF ; a journal of …
34
(
2011
)
1
,
pp. 21-40
Persistent link: https://www.econbiz.de/10009375110
Saved in:
3
Comparing asset pricing models : an investment perspective
Pástor, Ľuboš
;
Stambaugh, Robert F.
-
1999
Persistent link: https://www.econbiz.de/10001410127
Saved in:
4
Asset pricing models : implications for expected returns and portfolio selection
MacKinlay, Archie Craig
;
Pástor, Ľuboš
-
1999
Persistent link: https://www.econbiz.de/10001390251
Saved in:
5
A general framework for high yield bond investment
Korn, Ralf
;
Kovilyanskaya, Helen
- In:
International journal of theoretical and applied finance
10
(
2007
)
6
,
pp. 967-984
Persistent link: https://www.econbiz.de/10003630979
Saved in:
6
The numeraire portfolio in financial markets modeled by a multi-dimensional jump diffusion process
Korn, Ralf
;
Oertel, Frank
;
Schäl, Manfred
- In:
Decisions in economics and finance : DEF ; a journal of …
26
(
2003
)
2
,
pp. 153-166
Persistent link: https://www.econbiz.de/10001827987
Saved in:
7
Investing in equity mutual funds
Pástor, Ľuboš
;
Stambaugh, Robert F.
- In:
Journal of financial economics
63
(
2002
)
3
,
pp. 351-380
Persistent link: https://www.econbiz.de/10001661701
Saved in:
8
Investing in equity mutual funds
Pástor, Ľuboš
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001636406
Saved in:
9
Investing in equity mutual funds
Pástor, Ľuboš
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002011415
Saved in:
10
Asset pricing models : implications for expected returns and portfolio selection
MacKinlay, Archie Craig
;
Pástor, Ľuboš
- In:
The review of financial studies
13
(
2000
)
4
,
pp. 883-916
Persistent link: https://www.econbiz.de/10001525314
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->