//--> //--> //-->
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
subject:"Portfolio selection"
subject:"Risk"
~isPartOf:"Quantitative finance"
~person:"Kwon, Roy H."
~person:"Pan, Zhiyuan"
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 selection
Risk
Theorie
4
Theory
4
Portfolio-Management
3
Forecasting model
2
Prognoseverfahren
2
Risiko
2
Risikomaß
2
Risk measure
2
Asset allocation
1
Capital income
1
Data-driven optimization
1
Differentiable neural networks
1
Estimation
1
Factor model
1
Jump
1
Kapitaleinkommen
1
Loss function
1
Macroeconomic activity
1
Macroeconomics
1
Makroökonomik
1
Markov chain
1
Markov regime switching
1
Markov-Kette
1
Mathematical programming
1
Mathematische Optimierung
1
Mean-variance optimization
1
Measurement
1
Messung
1
Neural networks
1
Neuronale Netze
1
Nichtparametrisches Verfahren
1
Nonparametric statistics
1
Portfolio
1
Regression
1
Risikomanagement
1
Risk management
1
Risk parity
1
Robust optimization
1
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
4
Type of publication (narrower categories)
All
Article in journal
4
Aufsatz in Zeitschrift
4
Language
All
English
4
Author
All
Kwon, Roy H.
Pan, Zhiyuan
Escobar, Marcos
5
Stübinger, Johannes
3
Birge, John R.
2
Cheng, Yuyang
2
Costa, Giorgio
2
Ding, Rui
2
Endres, Sylvia
2
Kim, Woo Chang
2
Krauss, Christopher
2
Langrené, Nicolas
2
Lee, Yongjae
2
Liu, Li
2
Loeper, Grégoire
2
Madan, Dilip B.
2
Paterlini, Sandra
2
Pun, Chi Seng
2
Satchell, Stephen
2
Wang, Yudong
2
Wu, Lan
2
Zumbach, Gilles O.
2
Abergel, Frédéric
1
Aboussalah, Amine Mohamed
1
Ahn, Kwangwon
1
Al-Aradi, Ali
1
Alexander, Carol
1
Anagnostou, I.
1
Arratia, Argimiro
1
Auer, Benjamin R.
1
Bae, Sanghyeon
1
Bai, Yang
1
Ballotta, Laura
1
Barucci, Emilio
1
Bauder, David
1
Bel Hadj Ayed, Ahmed
1
Ben-Horin, Moshe
1
Benth, Fred Espen
1
Bergen, V.
1
Bergk, Kerstin
1
more ...
less ...
Published in...
All
Quantitative finance
Computers & operations research : and their applications to problems of world concern ; an international journal
2
The journal of asset management
2
European journal of operational research : EJOR
1
International journal of production economics
1
Journal of risk
1
Operations research forum
1
Operations research letters
1
Risks : open access journal
1
The journal of computational finance
1
The journal of investing : JOI
1
more ...
less ...
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Integrating prediction in mean-variance portfolio optimization
Butler, Andrew
;
Kwon, Roy H.
- In:
Quantitative finance
23
(
2023
)
3
,
pp. 429-452
Persistent link: https://www.econbiz.de/10014232664
Saved in:
2
Macroeconomic uncertainty and expected shortfall (and value at risk) : a new dynamic semiparametric model
Pan, Zhiyuan
;
Wang, Yudong
;
Liu, Li
- In:
Quantitative finance
21
(
2021
)
11
,
pp. 1791-1805
Persistent link: https://www.econbiz.de/10012696775
Saved in:
3
Macroeconomic fundamentals, jump dynamics and expected volatility
Pan, Zhiyuan
;
Bu, Ruijun
;
Liu, Li
;
Wang, Yudong
- In:
Quantitative finance
20
(
2020
)
8
,
pp. 1345-1371
Persistent link: https://www.econbiz.de/10012262666
Saved in:
4
Risk parity portfolio optimization under a Markov regime-switching framework
Costa, Giorgio
;
Kwon, Roy H.
- In:
Quantitative finance
19
(
2019
)
3
,
pp. 453-471
Persistent link: https://www.econbiz.de/10012194664
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->