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subject:"Portfolio-Management"
subject:"USA"
~isPartOf:"Quantitative fund management"
~source:"econis"
~subject:"Time series analysis"
~type_genre:"Book section"
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Portfolio-Management
USA
Time series analysis
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10
Theory
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Portfolio selection
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Risk measure
4
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Dempster, Michael A. H.
2
Ciliberti, Stefano
1
Evstigneev, Igor V.
1
Fagiuoli, E.
1
Germano, M.
1
Hsuku, Yuan-Hung
1
Kondor, Imre
1
Krokhmal, Pavlo A.
1
Medova, E. A.
1
Mézard, Marc
1
Pflug, Georg
1
Pirvu, Traian A.
1
Rietbergen, M. I.
1
Sandrini, F.
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1
Stella, F.
1
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Quantitative fund management
Investment management and financial management
20
Applied quantitative finance
17
Valuation, financial modeling, and quantitative tools
13
The handbook of fixed income securities
12
Accounting theory ; Vol. 2
11
Empirical science of financial fluctuations : the advent of econophysics [proceedings of a workshop hosted by the Nihon Keizai Shimbun, Inc., and held in Tokyo, Nov. 15-17, 2000]
10
Handbook of financial time series
10
Interest rate models, asset allocation and quantitative techniques for central banks and sovereign wealth funds
10
Long memory in economics : with 50 tables
10
Operations research proceedings 2010 : selected papers of the annual International Conference of the German Operations Research Society (GOR) at Universität der Bundeswehr München, September 1 - 3, 2010
10
Optimizing optimization : the next generation of optimization applications and theory
10
Analyse saisonaler Zeitreihen
9
Elgar companion to neo-Schumpeterian economics
9
Nonlinear dynamics and economics : proceedings of the Tenth Internat. Symposium in Economic Theory and Econometrics
9
Computational finance and its applications II : [Second International Conference on Computational Finance - Computational finance II ; held in London in June 2006]
8
Financial modelling : proceedings of the 23rd Meeting of the EURO Working Group
8
Financial modelling : with 74 tables : [a selection of the papers presented at the 24th Meeting of the Euro Working Group on Financial Modelling held in Valencia, Spain, on April 8 - 10, 1999]
8
Finanzmarktanalyse und -prognose mit innovativen quantitativen Verfahren : Ergebnisse des 5. Karlsruher Ökonometrie-Workshops
8
Managerial multiple objective optimization
8
The Sortino framework for constructing portfolios : focusing on desired target return to optimize upside potential relative to downside risk
8
The theory of monetary aggregation
8
Advanced bond portfolio management : best practices in modeling and strategies
7
Advances in risk management
7
Econometrics and the cost of capital : essays in honor of Dale W. Jorgenson
7
Handbook of heavy tailed distributions in finance
7
Knowledge enterprise: intelligent strategies in product design, manufacturing, and management : proceedings of PROLAMAT 2006, IFIP TC5 international conference, June 15-17 2006, Shanghai, China
7
Multi-moment asset allocation and pricing models
7
Operations research proceedings 2005 : selected papers of the Annual International Conference of the German Operations Research Society (GOR), Bremen, September 7 - 9, 2005
7
Operations research proceedings 2006 : selected papers of the Annual International Conference of the German Operations Research Society (GOR), jointly organized with the Austrian Society of Operations Research (ÖGOR) and the Swiss Society of Operations Research (SVOR), Karlsruhe, September 6 - 8 2006 ; with 79 tables
7
Operations research proceedings 2007 : selected papers of the Annual International Conference of the German Operations Research Society (GOR) ; Saarbrücken, September 5 - 7, 2007
7
Proceedings of the 1995 Econometrics Conference at Monash : Melbourne, Victoria, 13 - 14 July 1995
7
Profits, deficits and instability
7
Research handbook on political economy and law
7
Risk management decisions and value under uncertainty
7
Risk management for central bank foreign reserves
7
Risk measurement, econometrics and neural networks : selected articles of the 6th Econometric-Workshop in Karlsruhe, Germany
7
Advances in business cycle research : with application to the French and US economies
6
Advances of OR in commodities and financial modeling
6
Annals of operations research ; volume 258, number 2 (November 2017)
6
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1
Portfolio optimization under the value-at-risk constraint
Pirvu, Traian A.
- In:
Quantitative fund management
,
(pp. 17-41)
.
2009
Persistent link: https://www.econbiz.de/10003796936
Saved in:
2
Dynamic consumption and asset allocation with derivative securities
Hsuku, Yuan-Hung
- In:
Quantitative fund management
,
(pp. 43-66)
.
2009
Persistent link: https://www.econbiz.de/10003796940
Saved in:
3
Volatility-induced financial growth
Dempster, Michael A. H.
;
Evstigneev, Igor V.
; …
- In:
Quantitative fund management
,
(pp. 67-84)
.
2009
Persistent link: https://www.econbiz.de/10003796944
Saved in:
4
Constant rebalanced portfolios and side-information
Fagiuoli, E.
;
Stella, F.
;
Ventura, A.
- In:
Quantitative fund management
,
(pp. 85-106)
.
2009
Persistent link: https://www.econbiz.de/10003796947
Saved in:
5
DC pension fund benchmarking with fixed-mix portfolio optimization
Dempster, Michael A. H.
;
Germano, M.
;
Medova, E. A.
; …
- In:
Quantitative fund management
,
(pp. 247-258)
.
2009
Persistent link: https://www.econbiz.de/10003796960
Saved in:
6
Higher moment coherent risk measures
Krokhmal, Pavlo A.
- In:
Quantitative fund management
,
(pp. 271-298)
.
2009
Persistent link: https://www.econbiz.de/10003796963
Saved in:
7
On the feasibility of portfolio optimization under expected shortfall
Ciliberti, Stefano
;
Kondor, Imre
;
Mézard, Marc
- In:
Quantitative fund management
,
(pp. 299-313)
.
2009
Persistent link: https://www.econbiz.de/10003796964
Saved in:
8
Ambiguity in portfolio selection
Pflug, Georg
;
Wozabal, David
- In:
Quantitative fund management
,
(pp. 377-391)
.
2009
Persistent link: https://www.econbiz.de/10003797018
Saved in:
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