//--> //--> //--> //-->
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:"Anlageverhalten"
~isPartOf:"Economic modelling"
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
| 3 applied filters
Year of publication
From:
To:
Subject
All
Portfolio selection
Anlageverhalten
Theorie
1,635
Theory
1,635
Estimation
191
Schätzung
191
Geldpolitik
145
Monetary policy
145
Time series analysis
112
Zeitreihenanalyse
112
Endogenes Wachstumsmodell
107
Endogenous growth model
107
Economic growth
106
General equilibrium
106
Allgemeines Gleichgewicht
105
Wirtschaftswachstum
101
Portfolio-Management
80
Forecasting model
79
Prognoseverfahren
79
Volatility
77
Volatilität
76
Fiscal policy
74
Finanzpolitik
73
Welt
71
World
71
Risiko
68
Risk
68
Welfare analysis
66
Wohlfahrtsanalyse
65
Dynamic equilibrium
61
Börsenkurs
60
Dynamisches Gleichgewicht
60
Share price
60
Business cycle
59
Konjunktur
59
Schock
59
Shock
59
United States
59
USA
58
EU countries
53
EU-Staaten
53
more ...
less ...
Online availability
All
Undetermined
56
Type of publication
All
Article
93
Type of publication (narrower categories)
All
Article in journal
93
Aufsatz in Zeitschrift
93
Conference paper
1
Konferenzbeitrag
1
Language
All
English
93
Author
All
Yang, Chunpeng
7
Prigent, Jean-Luc
5
Yao, Haixiang
4
Siu, Tak Kuen
3
Zeng, Yan
3
Chen, Shumin
2
Jawadi, Fredj
2
Jiang, Cuixia
2
Ma, Guiyuan
2
Sheng, Jiliang
2
Siu, Chi Chung
2
Wu, Huiling
2
Xu, Qifa
2
Yang, Jun
2
Yu, Keming
2
Zhang, Rengui
2
Zhang, Wei-guo
2
Zhang, Xili
2
Zhou, Jian
2
Zhou, Liyun
2
Zhu, Song-Ping
2
Abbas, Qaisar
1
Abid, Ilyes
1
Ali Shah, Syed Zulfiqar
1
Amédée-Manesme, Charles-Olivier
1
An, Yunbi
1
Andrieş, Alin Marius
1
Artis, Michael J.
1
Ayub, Usman
1
Ba, Shusong
1
Bahaji, Hamza
1
Bai, Manying
1
Bao, Liang
1
Barthélémy, Fabrice
1
Bayona, Anna
1
Ben Abdelaziz, Fouad
1
Ben Ameur, H.
1
Ben Ameur, Hachmi
1
Berger, Theo
1
Bertrand, Philippe
1
more ...
less ...
Published in...
All
Economic modelling
NBER working paper series
298
Insurance / Mathematics & economics
277
European journal of operational research : EJOR
268
Journal of banking & finance
263
Working paper / National Bureau of Economic Research, Inc.
246
NBER Working Paper
233
Journal of economic dynamics & control
199
Finance research letters
166
Mathematical finance : an international journal of mathematics, statistics and financial theory
154
Finance and stochastics
152
International journal of theoretical and applied finance
147
The review of financial studies
139
Research paper series / Swiss Finance Institute
135
Journal of financial economics
127
Quantitative finance
123
The journal of finance : the journal of the American Finance Association
120
Discussion paper / Centre for Economic Policy Research
118
Management science : journal of the Institute for Operations Research and the Management Sciences
114
Journal of empirical finance
103
The journal of portfolio management : a publication of Institutional Investor
100
Risks : open access journal
98
Economics letters
95
Swiss Finance Institute Research Paper
93
International review of economics & finance : IREF
85
International review of financial analysis
84
The European journal of finance
84
The North American journal of economics and finance : a journal of financial economics studies
81
SpringerLink / Bücher
80
Computational economics
78
Discussion paper / Tinbergen Institute
74
Mathematics and financial economics
71
Mathematical methods of operations research
70
The journal of asset management
70
Journal of economic behavior & organization : JEBO
69
Applied economics
68
Journal of economic theory
68
Annals of finance
67
Journal of risk and financial management : JRFM
66
CESifo working papers
64
more ...
less ...
Source
All
ECONIS (ZBW)
93
Showing
1
-
50
of
93
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Portfolio liquidation with delayed information
Yan, Tingjin
;
Chiu, Mei Choi
;
Wong, Hoi Ying
- In:
Economic modelling
126
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014461590
Saved in:
2
Information and optimal trading strategies with dark pools
Bayona, Anna
;
Dumitrescu, Ariadna
;
Manzano Tovar, Carolina
- In:
Economic modelling
126
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014462407
Saved in:
3
Robust investment and hedging policy with limited commitment
Ma, Jinrun
;
Wu, Yaoyao
;
Liang, Yongtang
- In:
Economic modelling
125
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014463602
Saved in:
4
Health investment and medical risk : new explanations of the portfolio puzzle
Du, You
- In:
Economic modelling
127
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014463638
Saved in:
5
Semiparametric portfolios : Improving portfolio performance by exploiting non-linearities in firm characteristics
Caldeira, João F.
;
Santos, André A. P.
;
Torrent, Hudson S.
- In:
Economic modelling
122
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014388683
Saved in:
6
Portfolio optimization in the presence of tail correlation
Ben Abdelaziz, Fouad
;
Chibane, Messaoud
- In:
Economic modelling
122
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014388707
Saved in:
7
Portfolio constructions in cryptocurrency market : a CVaR-based deep reinforcement learning approach
Cui, Tianxiang
;
Ding, Shusheng
;
Jin, Huan
;
Zhang, Yongmin
- In:
Economic modelling
119
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014249655
Saved in:
8
Households' assets, sentiment shocks and business cycles
Miura, Shogo
- In:
Economic modelling
118
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014229218
Saved in:
9
Extreme risk spillovers across financial markets under different crises
Cao, Yufei
- In:
Economic modelling
116
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014512465
Saved in:
10
Dynamic asset pricing in delegated investment : an investigation from the perspective of heterogeneous beliefs of institutional and retail investors
Sheng, Jiliang
;
Xu, Si
;
An, Yunbi
;
Yang, Jun
- In:
Economic modelling
107
(
2022
),
pp. 1-7
Persistent link: https://www.econbiz.de/10013367483
Saved in:
11
Portfolio choice with return predictability and small trading frictions
Ma, Guiyuan
;
Siu, Chi Chung
;
Zhu, Song-Ping
- In:
Economic modelling
111
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013349030
Saved in:
12
Modeling retirees' investment behaviors in the presence of health expenditure risk and financial crisis risk
Gao, Xiang
;
Sun, Li
- In:
Economic modelling
94
(
2021
),
pp. 442-454
Persistent link: https://www.econbiz.de/10012695091
Saved in:
13
Effects of investor sentiment on stock return volatility : a spatio-temporal dynamic panel model
Jiang, Shangwei
;
Jin, Xiu
- In:
Economic modelling
97
(
2021
),
pp. 298-306
Persistent link: https://www.econbiz.de/10012793454
Saved in:
14
Robust portfolio selection with regime switching and asymmetric dependence
Su, Xiaoshan
;
Bai, Manying
;
Han, Yingwei
- In:
Economic modelling
99
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012795788
Saved in:
15
The impact of hedging on risk-averse agents’ output decisions
Dunbar, Kwamie
;
Owusu-Amoako, Johnson
- In:
Economic modelling
104
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013164193
Saved in:
16
Mixed data sampling expectile regression with applications to measuring financial risk
Xu, Qifa
;
Chen, Lu
;
Jiang, Cuixia
;
Yu, Keming
- In:
Economic modelling
91
(
2020
),
pp. 469-486
Persistent link: https://www.econbiz.de/10012429122
Saved in:
17
Loss aversion and market crashes
Ouzan, Samuel
- In:
Economic modelling
92
(
2020
),
pp. 70-86
Persistent link: https://www.econbiz.de/10012429593
Saved in:
18
On the optimality of social status seeking
Liu, Chia-ying
;
Wang, Wei-Neng
- In:
Economic modelling
93
(
2020
),
pp. 520-525
Persistent link: https://www.econbiz.de/10012430229
Saved in:
19
Expectile CAPM
Hu, Wei
;
Zheng, Zhenlong
- In:
Economic modelling
88
(
2020
),
pp. 386-397
Persistent link: https://www.econbiz.de/10012417246
Saved in:
20
Optimal investment and consumption with return predictability and execution costs
Ma, Guiyuan
;
Siu, Chi Chung
;
Zhu, Song-Ping
- In:
Economic modelling
88
(
2020
),
pp. 408-419
Persistent link: https://www.econbiz.de/10012417252
Saved in:
21
Assessing downside and upside risk spillovers across conventional and socially responsible stock markets
Ben Ameur, Hachmi
;
Jawadi, Fredj
;
Jawadi, Nabila
; …
- In:
Economic modelling
88
(
2020
),
pp. 200-210
Persistent link: https://www.econbiz.de/10012417068
Saved in:
22
Different compositions of aggregate sentiment and their impact on macroeconomic stability
Franke, Reiner
;
Westerhoff, Frank H.
- In:
Economic modelling
76
(
2019
),
pp. 117-127
Persistent link: https://www.econbiz.de/10012198272
Saved in:
23
Hedge fund return higher moments over the business cycle
Racicot, François-Éric
;
Théoret, Raymond
- In:
Economic modelling
78
(
2019
),
pp. 73-97
Persistent link: https://www.econbiz.de/10012198849
Saved in:
24
Stochastic investor sentiment, crowdedness and deviation of asset prices from fundamentals
Zhou, Liyun
;
Yang, Chunpeng
- In:
Economic modelling
79
(
2019
),
pp. 130-140
Persistent link: https://www.econbiz.de/10012199089
Saved in:
25
Time-consistent mean-variance portfolio selection with only risky assets
Pun, Chi Seng
- In:
Economic modelling
75
(
2018
),
pp. 281-292
Persistent link: https://www.econbiz.de/10012101523
Saved in:
26
Herding, social network and volatility
Wang, Guocheng
;
Wang, Yanyi
- In:
Economic modelling
68
(
2018
),
pp. 74-81
Persistent link: https://www.econbiz.de/10011934579
Saved in:
27
Optimal effort under high-water mark contracts
Zhao, Li
;
Huang, Wenli
;
Ba, Shusong
- In:
Economic modelling
68
(
2018
),
pp. 599-610
Persistent link: https://www.econbiz.de/10011936152
Saved in:
28
A generalized CAPM model with asymmetric power distributed errors with an application to portfolio construction
Te, Bao
;
Diks, Cees G. H.
;
Li, Hao
- In:
Economic modelling
68
(
2018
),
pp. 611-621
Persistent link: https://www.econbiz.de/10011936164
Saved in:
29
Equity market information and credit risk signaling : a quantile cointegrating regression approach
Gatfaoui, Hayette
- In:
Economic modelling
64
(
2017
),
pp. 48-59
Persistent link: https://www.econbiz.de/10011756467
Saved in:
30
Robust minimum variance portfolio optimization modelling under scenario uncertainty
Xidonas, Panos
;
Hassapis, Christis
;
Soulis, John
; …
- In:
Economic modelling
64
(
2017
),
pp. 60-71
Persistent link: https://www.econbiz.de/10011756471
Saved in:
31
Asset pricing and institutional investors with disagreements
Ma, Chaoqun
;
Wang, Hailong
;
Cheng, Fengchao
;
Hu, Duni
- In:
Economic modelling
64
(
2017
),
pp. 231-248
Persistent link: https://www.econbiz.de/10011760916
Saved in:
32
Assessing efficiency and investment opportunities in commodities : a time series and portfolio simulations approach
Jawadi, Fredj
;
Ftiti, Zied
;
Hdia, Mouna
- In:
Economic modelling
64
(
2017
),
pp. 567-588
Persistent link: https://www.econbiz.de/10011761313
Saved in:
33
Mean-variance portfolio selection with only risky assets under regime switching
Zhang, Miao
;
Chen, Ping
;
Yao, Haixiang
- In:
Economic modelling
62
(
2017
),
pp. 35-42
Persistent link: https://www.econbiz.de/10011813158
Saved in:
34
Discrete-time optimal asset allocation under Higher-Order Hidden Markov Model
Zhu, Dong-Mei
;
Lu, Jiejun
;
Ching, Wai Ki
;
Siu, Tak Kuen
- In:
Economic modelling
66
(
2017
),
pp. 223-232
Persistent link: https://www.econbiz.de/10011813727
Saved in:
35
Testing the Gaussian and Student's t copulas in a risk management framework
Lourme, Alexandre
;
Maurer, Frantz
- In:
Economic modelling
67
(
2017
),
pp. 203-214
Persistent link: https://www.econbiz.de/10011813813
Saved in:
36
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:
37
Beauty contest, bounded rationality, and sentiment pricing dynamics
Liang, Hanchao
;
Yang, Chunpeng
;
Cai, Chuangqun
- In:
Economic modelling
60
(
2017
),
pp. 71-80
Persistent link: https://www.econbiz.de/10011734175
Saved in:
38
The demand of energy from an optimal portfolio choice perspective
Umar, Zaghum
- In:
Economic modelling
61
(
2017
),
pp. 478-494
Persistent link: https://www.econbiz.de/10011737015
Saved in:
39
On the isolated impact of copulas on risk measurement : asimulation study
Berger, Theo
- In:
Economic modelling
58
(
2016
),
pp. 475-481
Persistent link: https://www.econbiz.de/10011647502
Saved in:
40
Real estate investment : market volatility and optimal holding period under risk aversion
Amédée-Manesme, Charles-Olivier
;
Barthélémy, Fabrice
; …
- In:
Economic modelling
58
(
2016
),
pp. 543-555
Persistent link: https://www.econbiz.de/10011647530
Saved in:
41
When behavioral portfolio theory meets Markowitz theory
Pfiffelmann, Marie
;
Roger, Tristan
;
Bourachnikova, Olga
- In:
Economic modelling
53
(
2016
),
pp. 419-435
Persistent link: https://www.econbiz.de/10011641080
Saved in:
42
Optimal risk and dividend strategies with transaction costs and terminal value
Cheng, Gongpin
;
Zhao, Yongxia
- In:
Economic modelling
54
(
2016
),
pp. 522-536
Persistent link: https://www.econbiz.de/10011642298
Saved in:
43
Optimal positioning in financial derivatives under mixture distributions
Hentati-Kaffel, R.
;
Prigent, Jean-Luc
- In:
Economic modelling
52
(
2016
),
pp. 115-124
Persistent link: https://www.econbiz.de/10011645569
Saved in:
44
Equilibrium of financial derivative markets under portfolio insurance constraints
Bertrand, Philippe
;
Prigent, Jean-Luc
- In:
Economic modelling
52
(
2016
),
pp. 278-291
Persistent link: https://www.econbiz.de/10011645654
Saved in:
45
Optimal reinsurance policies with two reinsurers in continuous time
Meng, Hui
;
Zhou, Ming
;
Siu, Tak Kuen
- In:
Economic modelling
59
(
2016
),
pp. 182-195
Persistent link: https://www.econbiz.de/10011647797
Saved in:
46
A large CVaR-based portfolio selection model with weight constraints
Xu, Qifa
;
Zhou, Yingying
;
Jiang, Cuixia
;
Yu, Keming
; …
- In:
Economic modelling
59
(
2016
),
pp. 436-447
Persistent link: https://www.econbiz.de/10011647901
Saved in:
47
Structured products under generalized kappa ratio
Hentati-Kaffel, Rania
- In:
Economic modelling
58
(
2016
),
pp. 599-614
Persistent link: https://www.econbiz.de/10011647933
Saved in:
48
Explicit solutions to dynamic portfolio choice problems : a continuous-time detour
Legendre, François
;
Togola, Djibril
- In:
Economic modelling
58
(
2016
),
pp. 627-641
Persistent link: https://www.econbiz.de/10011647939
Saved in:
49
The overconfident trader does not always overreact to his information
Du, Sarina
;
Liu, Hong
- In:
Economic modelling
46
(
2015
),
pp. 384-390
Persistent link: https://www.econbiz.de/10011436667
Saved in:
50
The virtue of overconfidence when you are not perfectly informed
Zhou, Deqing
- In:
Economic modelling
47
(
2015
),
pp. 105-110
Persistent link: https://www.econbiz.de/10011438904
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->