//--> //--> //--> //-->
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:"Palomino, Frédéric"
subject:"Portfolio-Management"
~person:"Lioui, Abraham"
~person:"Rüschendorf, Ludger"
~type:"article"
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:"Theory"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Portfolio-Management
Theorie
58
Theory
58
Portfolio selection
33
Risikomaß
13
Risk measure
13
Hedging
12
Risiko
12
Risk
12
CAPM
9
Derivat
9
Derivative
9
Risikomanagement
7
Risk management
7
Capital income
6
Kapitaleinkommen
6
Exchange rate risk
4
Measurement
4
Messung
4
Risikoprämie
4
Risk premium
4
Value-at-Risk
4
Währungsrisiko
4
Allgemeines Gleichgewicht
3
Allocation
3
Allokation
3
Credit risk
3
Dependence uncertainty
3
Dynamic asset allocation
3
Forecasting model
3
General equilibrium
3
Interest rate risk
3
Kreditrisiko
3
Mathematical programming
3
Mathematische Optimierung
3
Portfolio choice
3
Prognoseverfahren
3
Zinsrisiko
3
Anlageverhalten
2
Behavioural finance
2
more ...
less ...
Online availability
All
Undetermined
13
Type of publication
All
Article
Book / Working Paper
28
Type of publication (narrower categories)
All
Article in journal
32
Aufsatz in Zeitschrift
32
Aufsatz im Buch
1
Book section
1
Language
All
English
33
Author
All
Palomino, Frédéric
Lioui, Abraham
Rüschendorf, Ludger
Fabozzi, Frank J.
68
Korn, Ralf
30
Escobar, Marcos
27
Markowitz, Harry
27
Li, Duan
25
Wong, Wing Keung
25
Prigent, Jean-Luc
22
Satchell, Stephen
22
Zagst, Rudi
22
Račev, Svetlozar T.
21
Gollier, Christian
20
Maurer, Raimond
18
Forsyth, Peter A.
17
Wang, Ruodu
17
Wong, Hoi Ying
17
Post, Thierry
16
Sass, Jörn
16
Chen, Zhiping
15
Cvitanić, Jakša
15
Jarrow, Robert A.
15
Levy, Haim
15
Li, Zhongfei
15
Platen, Eckhard
15
Yao, Haixiang
15
Zariphopoulou-Souganidis, Thaleia
15
Cui, Xiangyu
14
Kraft, Holger
14
Schenk-Hoppé, Klaus Reiner
14
Vanduffel, Steven
14
Guerard, John Baynard
13
Kim, Woo Chang
13
Kwon, Roy H.
13
Liang, Zongxia
13
Siu, Tak Kuen
13
Zeng, Yan
13
Zhou, Guofu
13
Bertrand, Philippe
12
Bodnar, Taras
12
more ...
less ...
Published in...
All
Journal of economic dynamics & control
5
European journal of operational research : EJOR
4
Finance and stochastics
4
Insurance / Mathematics & economics
4
The journal of futures markets
3
Applied mathematical finance
1
Financial analysts' journal : FAJ
1
Journal of empirical finance
1
Journal of financial economics
1
Journal of financial intermediation
1
Mathematical methods of operations research
1
Review of finance : journal of the European Finance Association
1
Risk assessment : decisions in banking and finance
1
Scandinavian actuarial journal
1
Special issue on insurance and financial risk management
1
The European journal of finance
1
The Geneva papers on risk and insurance theory
1
The Rand journal of economics
1
The journal of risk and insurance : the journal of the American Risk and Insurance Association
1
more ...
less ...
Source
All
ECONIS (ZBW)
33
Showing
1
-
10
of
33
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Sustainable investing with ESG rating uncertainty
Avramov, Doron
;
Cheng, Si
;
Lioui, Abraham
;
Tarelli, Andrea
- In:
Journal of financial economics
145
(
2022
)
2,2
,
pp. 642-664
Persistent link: https://www.econbiz.de/10013474428
Saved in:
2
Factor investing for the long run
Lioui, Abraham
;
Tarelli, Andrea
- In:
Journal of economic dynamics & control
117
(
2020
),
pp. 1-31
Persistent link: https://www.econbiz.de/10012503351
Saved in:
3
Long horizon predictability : an asset allocation perspective
Lioui, Abraham
;
Poncet, Patrice
- In:
European journal of operational research : EJOR
278
(
2019
)
3
,
pp. 961-975
Persistent link: https://www.econbiz.de/10012102524
Saved in:
4
Analysis of risk bounds in partially specified additive factor models
Rüschendorf, Ludger
- In:
Insurance / Mathematics & economics
86
(
2019
),
pp. 115-121
Persistent link: https://www.econbiz.de/10012058839
Saved in:
5
Macroeconomic environment, money demand and portfolio choice
Lioui, Abraham
;
Tarelli, Andrea
- In:
European journal of operational research : EJOR
274
(
2019
)
1
,
pp. 357-374
Persistent link: https://www.econbiz.de/10011990075
Saved in:
6
Upper bounds for strictly concave distortion risk measures on moment spaces
Cornilly, D.
;
Rüschendorf, Ludger
;
Vanduffel, Steven
- In:
Insurance / Mathematics & economics
82
(
2018
),
pp. 141-151
Persistent link: https://www.econbiz.de/10011929851
Saved in:
7
Value-at-risk bounds with variance constraints
Bernard, Carole
;
Rüschendorf, Ludger
;
Vanduffel, Steven
- In:
The journal of risk and insurance : the journal of the …
84
(
2017
)
3
,
pp. 923-959
Persistent link: https://www.econbiz.de/10011749149
Saved in:
8
Reduction of Value-at-Risk bounds via independence and variance information
Puccetti, Giovanni
;
Rüschendorf, Ludger
;
Small, Daniel
; …
- In:
Scandinavian actuarial journal
(
2017
)
3
,
pp. 245-266
Persistent link: https://www.econbiz.de/10011772119
Saved in:
9
Risk bounds for factor models
Bernard, Carole
;
Rüschendorf, Ludger
;
Vanduffel, Steven
; …
- In:
Finance and stochastics
21
(
2017
)
3
,
pp. 631-659
Persistent link: https://www.econbiz.de/10011944414
Saved in:
10
How robust is the value-at-risk of credit risk portfolios?
Bernard, Carole
;
Rüschendorf, Ludger
;
Vanduffel, Steven
; …
- In:
The European journal of finance
23
(
2017
)
4/6
,
pp. 507-534
Persistent link: https://www.econbiz.de/10011736292
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->