//--> //--> //--> //-->
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:"Warnock, Francis E."
~person:"Cheng, Yuyang"
~person:"Fabozzi, Frank J."
~subject:"Volatilität"
~type_genre:"Article in journal"
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
| 5 applied filters
Year of publication
From:
To:
Subject
All
Volatilität
Portfolio selection
87
Portfolio-Management
87
Theorie
45
Theory
45
Volatility
12
CAPM
11
Risikomanagement
11
Risk management
11
Risiko
9
Risikomaß
9
Risk
9
Risk measure
9
USA
9
United States
9
Welt
9
World
9
Capital income
8
Kapitaleinkommen
8
Estimation
7
Schätzung
7
Stochastic process
7
Stochastischer Prozess
7
Anlageverhalten
6
Anleihe
6
Behavioural finance
6
Bond
6
Statistical distribution
6
Statistische Verteilung
6
Investment Fund
5
Investmentfonds
5
Risikoaversion
5
Risikoprämie
5
Risk aversion
5
Risk premium
5
Aktienmarkt
4
Foreign portfolio investment
4
Measurement
4
Messung
4
Performance measurement
4
more ...
less ...
Online availability
All
Undetermined
9
Free
2
Type of publication
All
Article
11
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
12
Handbook
2
Handbuch
2
Arbeitspapier
1
Aufsatzsammlung
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
more ...
less ...
Language
All
English
12
Author
All
Warnock, Francis E.
Cheng, Yuyang
Fabozzi, Frank J.
Hammoudeh, Shawkat
13
Kang, Sang Hoon
13
Mensi, Walid
13
Escobar, Marcos
11
McAleer, Michael
8
Tiwari, Aviral Kumar
8
Wang, Yudong
7
Xuan Vinh Vo
7
Chevallier, Julien
6
Blitz, David
5
Branger, Nicole
5
Koutsokostas, Drosos
5
Papathanasiou, Spyros
5
Yoon, Seong-min
5
Aboura, Sofiane
4
Al-Jarrah, Idries Mohammad Wanas
4
Al-Yahyaee, Khamis Hamed
4
Bouri, Elie
4
Chang, Chia-Lin
4
Clements, Adam
4
Dai, Zhifeng
4
Fakhfekh, Mohamed
4
Ghorbel, Ahmed
4
Grobys, Klaus
4
Guesmi, Khaled
4
Harris, Richard D. F.
4
Joshipura, Mayank
4
Karagozoglu, Ahmet K.
4
Kumar, Dilip
4
Liu, Zhenya
4
Ma, Feng
4
Maitra, Debasish
4
Platen, Eckhard
4
Ur Rehman, Mobeen
4
Wu, Chongfeng
4
Yousaf, Imran
4
Abakah, Emmanuel Joel Aikins
3
Ali, Shoaib
3
more ...
less ...
Published in...
All
The journal of portfolio management : JPM
3
Quantitative finance
2
Applied economics
1
Computational economics
1
Finance research letters
1
IMA journal of management mathematics
1
International journal of theoretical and applied finance
1
International journal of theoretical and applied finance : IJTAF
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
more ...
less ...
Source
All
ECONIS (ZBW)
12
Showing
1
-
10
of
12
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Portfolio volatility spillover
Konstantinov, Gueorgui
;
Fabozzi, Frank J.
- In:
International journal of theoretical and applied …
25
(
2022
)
4/5
,
pp. 1-39
Persistent link: https://www.econbiz.de/10013371157
Saved in:
2
Editors' introduction to the special issue on novel risks and sources of volatility : identification and measurement challenges for portfolio management
Fabozzi, Frank J.
;
Karagozoglu, Ahmet K.
- In:
The journal of portfolio management : JPM
47
(
2021
)
9
,
pp. 1-4
Persistent link: https://www.econbiz.de/10012613454
Saved in:
3
A class of portfolio optimization solvable problems
Cheng, Yuyang
;
Escobar, Marcos
- In:
Finance research letters
52
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014472208
Saved in:
4
A multivariate 4/2 stochastic covariance model : properties and applications to portfolio decisions
Cheng, Yuyang
;
Escobar, Marcos
- In:
Quantitative finance
23
(
2023
)
3
,
pp. 497-519
Persistent link: https://www.econbiz.de/10014232681
Saved in:
5
Robust portfolio choice under the 4/2 stochastic volatility model
Cheng, Yuyang
;
Escobar, Marcos
- In:
IMA journal of management mathematics
34
(
2023
)
1
,
pp. 221-256
Persistent link: https://www.econbiz.de/10013541857
Saved in:
6
Option pricing in an investment risk-return setting
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
;
Shirvani, …
- In:
Applied economics
54
(
2022
)
14
,
pp. 1625-1638
Persistent link: https://www.econbiz.de/10012875529
Saved in:
7
Editors' introduction to the 2022 special issue on novel risks and sources of volatility : identification and measurement challenges for portfolio management
Fabozzi, Frank J.
;
Karagozoglu, Ahmet K.
- In:
The journal of portfolio management : JPM
48
(
2022
)
10
,
pp. 1-5
Persistent link: https://www.econbiz.de/10014232132
Saved in:
8
The geometry of the world of currency volatilities
Konstantinov, Gueorgui
;
Fabozzi, Frank J.
- In:
Computational economics
60
(
2022
)
1
,
pp. 125-145
Persistent link: https://www.econbiz.de/10013262502
Saved in:
9
Special issue on novel risks and sources of volatility : identification and measurement challenges for portfolio management
Fabozzi, Frank J.
(
ed.
);
Karagozoglu, Ahmet K
(
ed.
)
-
2021
Persistent link: https://www.econbiz.de/10012613482
Saved in:
10
Optimal investment strategy in the family of 4/2 stochastic volatility models
Cheng, Yuyang
;
Escobar, Marcos
- In:
Quantitative finance
21
(
2021
)
10
,
pp. 1723-1751
Persistent link: https://www.econbiz.de/10012653709
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->