//--> //--> //--> //-->
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
type_genre:"Article in journal"
~person:"Markowitz, Harry"
~person:"Prigent, Jean-Luc"
~subject:"Theorie"
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
Theorie
Portfolio selection
52
Portfolio-Management
52
Theory
40
CAPM
7
Portfolio optimization
6
Risikoaversion
6
Risk aversion
6
Hedging
4
Portfolio insurance
4
Risiko
4
Risk
4
Ambiguity
3
Anlageverhalten
3
Behavioural finance
3
CPPI
3
Capital income
3
Derivat
3
Derivative
3
Financial analysis
3
Financial market
3
Finanzanalyse
3
Finanzmarkt
3
Kapitaleinkommen
3
Risikomaß
3
Risk measure
3
Stochastic process
3
Stochastischer Prozess
3
Volatility
3
Volatilität
3
Compensating variation
2
Decision under uncertainty
2
Entscheidung unter Unsicherheit
2
Erwartungsnutzen
2
Expected utility
2
Finance
2
Immobilien
2
Inflation
2
Inflation rate
2
Inflation-indexed bonds
2
more ...
less ...
Online availability
All
Undetermined
14
Type of publication
All
Article
40
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
40
Aufsatz im Buch
6
Book section
6
Collection of articles of several authors
2
Konferenzschrift
2
Sammelwerk
2
Conference paper
1
Conference proceedings
1
Konferenzbeitrag
1
Lehrbuch
1
Textbook
1
more ...
less ...
Language
All
English
37
French
3
Author
All
Markowitz, Harry
Prigent, Jean-Luc
Fabozzi, Frank J.
41
Korn, Ralf
29
Escobar, Marcos
26
Li, Duan
25
Wong, Wing Keung
25
Zagst, Rudi
21
Forsyth, Peter A.
17
Wang, Ruodu
17
Wong, Hoi Ying
17
Gollier, Christian
16
Post, Thierry
16
Jarrow, Robert A.
15
Levy, Haim
15
Li, Zhongfei
15
Lioui, Abraham
15
Platen, Eckhard
15
Yao, Haixiang
15
Chen, Zhiping
14
Cui, Xiangyu
14
Cvitanić, Jakša
14
Rüschendorf, Ludger
14
Vanduffel, Steven
14
Kwon, Roy H.
13
Liang, Zongxia
13
Sass, Jörn
13
Siu, Tak Kuen
13
Zeng, Yan
13
Zhou, Guofu
13
Dai, Min
12
Guerard, John Baynard
12
Kraft, Holger
12
Li, Xun
12
Lo, Andrew W.
12
Maurer, Raimond
12
Račev, Svetlozar T.
12
Schenk-Hoppé, Klaus Reiner
12
Young, Virginia R.
12
Zariphopoulou-Souganidis, Thaleia
12
more ...
less ...
Published in...
All
Economic modelling
5
European journal of operational research : EJOR
5
Finance : revue de l'Association Française de Finance
4
International journal of business
3
Computational economics
2
Journal de la Société de Statistique de Paris
2
Journal of investment management : JOIM
2
The journal of finance : the journal of the American Finance Association
2
The journal of portfolio management : JPM
2
The journal of portfolio management : a publication of Institutional Investor
2
Financial services review : the journal of individual financial management
1
Finanzmarkt und Portfolio-Management
1
Interfaces : the INFORMS journal on the practice of operations research
1
International journal of forecasting
1
Journal of economic dynamics & control
1
Journal of economics & business
1
Journal of mathematical finance
1
Marchés financiers et gestion de portefeuilles: une mise en perspective des nouveaux outils
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Special issue on portfolio theory
1
The journal of investing
1
The journal of real estate finance and economics
1
The journal of wealth management
1
more ...
less ...
Source
All
ECONIS (ZBW)
40
Showing
1
-
10
of
40
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Performance participation strategies : OBPP versus CPPP
Bertrand, Philippe
;
Prigent, Jean-Luc
- In:
Finance : revue de l'Association Française de Finance
43
(
2022
)
1
,
pp. 123-150
Persistent link: https://www.econbiz.de/10014252552
Saved in:
2
The Gerber statistic : a robust co-movement measure for portfolio optimization
Gerber, Sander
;
Markowitz, Harry
;
Ernst, Philip A.
; …
- In:
The journal of portfolio management : JPM
48
(
2022
)
3
,
pp. 87-102
Persistent link: https://www.econbiz.de/10013175439
Saved in:
3
Financial anomalies in portfolio construction and management
Markowitz, Harry
;
Guerard, John Baynard
;
Xu, Ganlin
; …
- In:
The journal of portfolio management : JPM
47
(
2021
)
6
,
pp. 51-64
Persistent link: https://www.econbiz.de/10012517343
Saved in:
4
Optimal portfolio positioning on multiple assets under ambiguity
Ben Ameur, Hachmi
;
Abbes, Mouna Boujelbène
;
Prigent, …
- In:
Computational economics
56
(
2020
)
1
,
pp. 21-57
Persistent link: https://www.econbiz.de/10012272015
Saved in:
5
Multi-period portfolio selection : a practical simulation-based framework
Blay, Kenneth
;
Ghosh, Anish
;
Kusiak, Steven
;
Markowitz, …
- In:
Journal of investment management : JOIM
18
(
2020
)
4
,
pp. 94-129
Persistent link: https://www.econbiz.de/10012589468
Saved in:
6
A diffusion model for long-term optimization in the presence of stochastic interest and inflation rates
Mkaouar, Farid
;
Prigent, Jean-Luc
;
Abid, Ilyes
- In:
Computational economics
54
(
2019
)
1
,
pp. 367-417
Persistent link: https://www.econbiz.de/10012134192
Saved in:
7
On the optimality of path-dependent structured funds : the cost of standardization
Bertrand, Philippe
;
Prigent, Jean-Luc
- In:
European journal of operational research : EJOR
277
(
2019
)
1
,
pp. 333-350
Persistent link: https://www.econbiz.de/10012015036
Saved in:
8
Risk management of time varying floors for dynamic portfolio insurance
Ben-Ameur, Hatem
;
Prigent, Jean-Luc
- In:
European journal of operational research : EJOR
269
(
2018
)
1
,
pp. 363-381
Persistent link: https://www.econbiz.de/10011864356
Saved in:
9
Data mining corrections testing in Chinese stocks
Guerard, John Baynard
;
Gillam, Robert A.
;
Markowitz, Harry
- In:
Interfaces : the INFORMS journal on the practice of …
48
(
2018
)
2
,
pp. 108-120
Persistent link: https://www.econbiz.de/10011846038
Saved in:
10
Long-term investment with stochastic interest and inflation rates : the need for inflation-indexed bonds
Mkaouar, Farid
;
Prigent, Jean-Luc
;
Abid, Ilyes
- In:
Economic modelling
67
(
2017
),
pp. 228-247
Persistent link: https://www.econbiz.de/10011813816
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->