//--> //--> //--> //-->
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:"USA"
subject:"Portfolio-Management"
~isPartOf:"Journal of banking & finance"
~subject:"Forecasting model"
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
| 4 applied filters
Year of publication
From:
To:
Subject
All
USA
Portfolio-Management
Forecasting model
Theory
1,384
Theorie
1,383
Portfolio selection
239
Credit risk
148
Kreditrisiko
148
United States
135
Capital income
132
Kapitaleinkommen
132
CAPM
122
Estimation
119
Schätzung
119
Bank
114
Volatility
109
Volatilität
109
Börsenkurs
108
Share price
108
Risiko
97
Risk
97
Risikomaß
83
Risk measure
83
Bank risk
81
Bankrisiko
81
Financial crisis
78
Finanzkrise
78
Risikomanagement
78
Risk management
78
Yield curve
78
Zinsstruktur
78
Risikoprämie
76
Risk premium
76
Basel Accord
63
Basler Akkord
63
Derivat
61
Derivative
61
Prognoseverfahren
59
Welt
58
World
58
more ...
less ...
Online availability
All
Undetermined
122
Type of publication
All
Article
410
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
405
Aufsatz in Zeitschrift
405
Collection of articles of several authors
2
Conference proceedings
2
Konferenzschrift
2
Sammelwerk
2
Bibliografie enthalten
1
Bibliography included
1
Nachruf
1
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
411
Author
All
Branger, Nicole
5
Berger, Allen N.
4
Faff, Robert W.
4
Alexander, Gordon J.
3
Allen, Linda
3
Baptista, Alexandre M.
3
Duan, Jin-Chuan
3
Elton, Edwin J.
3
Fabozzi, Frank J.
3
Garcia, René
3
Gordy, Michael B.
3
Gouriéroux, Christian
3
Gruber, Martin Jay
3
Kwan, Clarence C. Y.
3
Munk, Claus
3
Nogales, Francisco J.
3
Okunev, John
3
Post, Thierry
3
Prisman, Eliezer Zeev
3
An, Yunbi
2
Anderson, Ronald C.
2
Armstrong, John
2
Balbás de la Corte, Alejandro
2
Balvers, Ronald J.
2
Bartolini, Leonardo
2
Bierwag, Gerald O.
2
Billett, Matthew T.
2
Brailsford, Timothy J.
2
Brandtner, Mario
2
Breuer, Thomas
2
Brigo, Damiano
2
Campbell, Rachel
2
Cao, Charles Q.
2
Chatterjee, Sris
2
Chiang, Raymond
2
Christiansen, Charlotte
2
Cui, Xueting
2
D'Ecclesia, Rita L.
2
De Giorgi, Enrico
2
Dias, Alexandra
2
more ...
less ...
Published in...
All
Journal of banking & finance
Working paper / National Bureau of Economic Research, Inc.
1,595
International journal of forecasting
698
European journal of operational research : EJOR
697
Discussion paper / Centre for Economic Policy Research
500
Journal of forecasting
449
NBER working paper series
398
Insurance / Mathematics & economics
340
The American economic review
340
Economics letters
324
Working paper
324
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
322
NBER Working Paper
316
Journal of economic dynamics & control
304
The review of financial studies
303
The journal of finance : the journal of the American Finance Association
296
Applied economics
285
Computers & operations research : and their applications to problems of world concern ; an international journal
266
American journal of agricultural economics
256
The review of economics and statistics
250
Journal of financial economics
245
Journal of econometrics
243
CESifo working papers
238
Journal of monetary economics
220
Management science : journal of the Institute for Operations Research and the Management Sciences
214
Economic modelling
210
Finance research letters
210
Discussion paper / Tinbergen Institute
209
Finance and economics discussion series
202
Discussion paper series / IZA
195
Journal of political economy
194
Applied economics letters
189
International journal of production research
189
Discussion paper
176
Journal of empirical finance
176
Southern economic journal
175
Journal of money, credit and banking : JMCB
170
International journal of theoretical and applied finance
166
Mathematical finance : an international journal of mathematics, statistics and financial theory
166
Computational economics
165
more ...
less ...
Source
All
ECONIS (ZBW)
411
Showing
1
-
50
of
411
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Modeling the time-varying dynamic term structure of interest rates
Choi, Ahjin
;
Kang, Kyu Ho
- In:
Journal of banking & finance
153
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014490339
Saved in:
2
The incremental information in the yield curve about future interest rate risk
Christensen, Bent Jesper
;
Kjær, Mads Markvart
; …
- In:
Journal of banking & finance
155
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014490508
Saved in:
3
Leverage and the cost of capital for US banks
Clark, Brian
;
Jones, Jonathan
;
Malmquist, David H.
- In:
Journal of banking & finance
155
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014490579
Saved in:
4
Forecasts of the real price of oil revisited : do they beat the random walk?
Ellwanger, Reinhard
;
Snudden, Stephen
- In:
Journal of banking & finance
154
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014491682
Saved in:
5
Regressive effects of payment card pricing and merchant cost pass-through in the United States and Canada
Felt, Marie-Hélène
;
Hayashi, Fumiko
;
Stavins, Joanna
; …
- In:
Journal of banking & finance
154
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014491711
Saved in:
6
Canonical portfolios : optimal asset and signal combination
Firoozye, Nikan B.
;
Tan, Vincent
;
Zohren, Stefan
- In:
Journal of banking & finance
154
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014491774
Saved in:
7
Investment preferences and risk perception : financial agents versus clients
Kling, Luisa
;
König-Kersting, Christian
;
Trautmann, …
- In:
Journal of banking & finance
154
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014492134
Saved in:
8
The effect of uncertainty on stock market volatility and correlation
Asgharian, Hossein
;
Christiansen, Charlotte
;
Hou, Ai Jun
- In:
Journal of banking & finance
154
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014486544
Saved in:
9
Optimal financing and investment strategies under asymmetric information on liquidation value
Shibata, Takashi
;
Nishihara, Michi
- In:
Journal of banking & finance
146
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014248215
Saved in:
10
Optimal portfolio choice for higher-order risk averters
Fang, Yi
;
Post, Thierry
- In:
Journal of banking & finance
137
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013460225
Saved in:
11
Bequest motives in consumption-portfolio decisions with recursive utility
Kraft, Holger
;
Munk, Claus
;
Weiss, Farina
- In:
Journal of banking & finance
138
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013461758
Saved in:
12
Large dynamic covariance matrices : enhancements based on intraday data
De Nard, Gianluca
;
Engle, Robert F.
;
Ledoit, Olivier
; …
- In:
Journal of banking & finance
138
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013461761
Saved in:
13
The capital gain lock-in effect and seasoned equity offerings
Hasan, M. Emrul
;
Klein, Peter
- In:
Journal of banking & finance
138
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013461776
Saved in:
14
Modeling and forecasting realized portfolio weights
Golosnoy, Vasyl
;
Gribisch, Bastian
- In:
Journal of banking & finance
138
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013461907
Saved in:
15
Simulating fire sales in a system of banks and asset managers
Calimani, Susanna
;
Hałaj, Grzegorz
;
Żochowski, Dawid
- In:
Journal of banking & finance
138
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013461958
Saved in:
16
Forecasting value at risk and expected shortfall using a model with a dynamic omega ratio
Taylor, James W.
- In:
Journal of banking & finance
140
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013463062
Saved in:
17
Coherent risk measures alone are ineffective in constraining portfolio losses
Armstrong, John
;
Brigo, Damiano
- In:
Journal of banking & finance
140
(
2022
),
pp. 1-8
Persistent link: https://www.econbiz.de/10013463123
Saved in:
18
A new approach to credit ratings
Pertaia, Giorgi
;
Prokhorov, Artem
;
Uryasev, Stan
- In:
Journal of banking & finance
140
(
2022
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013463125
Saved in:
19
Dynamic optimization for multi-goals wealth management
Das, Sanjiv R.
;
Ostrov, Daniel
;
Radhakrishnan, Anand
; …
- In:
Journal of banking & finance
140
(
2022
),
pp. 1-24
Persistent link: https://www.econbiz.de/10013463132
Saved in:
20
Reprint of : delegated asset management and performance when some investors are unsophisticated
Malliaris, Steven
;
Malliaris, Anastasios G.
- In:
Journal of banking & finance
140
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013463134
Saved in:
21
In memoria Giorgio and Emilia Szegö : a special issue on institutions, risk measures, and portfolio optimization
D'Ecclesia, Rita L.
;
Zenios, Stauros Andrea
- In:
Journal of banking & finance
140
(
2022
),
pp. 1-4
Persistent link: https://www.econbiz.de/10013541687
Saved in:
22
The gradient allocation principle based on the higher moment risk measure
Gómez, Fabio
;
Tang, Qihe
;
Tong, Zhiwei
- In:
Journal of banking & finance
143
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013530990
Saved in:
23
Profitability, asset investment, and aggregate stock returns
Chue, Timothy K.
;
Xu, Jin Karen
- In:
Journal of banking & finance
143
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013533773
Saved in:
24
Partial moment momentum
Gao, Yang
;
Leung, Henry
;
Satchell, Stephen
- In:
Journal of banking & finance
135
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013401726
Saved in:
25
Life-cycle portfolio choice with imperfect predictors
Michaelides, Alexander G.
;
Zhang, Yuxin
- In:
Journal of banking & finance
135
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013401786
Saved in:
26
Aggregation bias in tests of the commodity currency hypothesis
Bork, Lasse
;
Rovira Kaltwasser, Pablo
;
Sercu, Piet
- In:
Journal of banking & finance
135
(
2022
),
pp. 1-24
Persistent link: https://www.econbiz.de/10013401953
Saved in:
27
Measuring financial interdependence in asset markets with an application to eurozone equities
Fry-McKibbin, Renée
;
Hsiao, Cody Yu-Ling
;
Martin, Vance
- In:
Journal of banking & finance
122
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012659252
Saved in:
28
Country governance and international equity returns
Marshall, Ben R.
;
Nguyen, Hung T.
;
Nguyen, Nhut
; …
- In:
Journal of banking & finance
122
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012659259
Saved in:
29
Mean-variance portfolio optimization based on ordinal information
Çela, Eranda
;
Hafner, Stephan
;
Mestel, Roland
; …
- In:
Journal of banking & finance
122
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012659309
Saved in:
30
Systematic credit risk in securitised mortgage portfolios
Lee, Yong Woong
;
Rösch, Daniel
;
Scheule, Harald
- In:
Journal of banking & finance
122
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012659310
Saved in:
31
Optimal collective investment : The impact of sharing rules, management fees and guarantees
Chen, An
;
Nguyen, Thai
;
Rach, Manuel Matthias
- In:
Journal of banking & finance
123
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012662259
Saved in:
32
Optimal portfolio strategies in the presence of regimes in asset returns
Campani, Carlos Heitor
;
Garcia, René
;
Lewin, Marcelo
- In:
Journal of banking & finance
123
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012662395
Saved in:
33
Collateralization and asset price bubbles when investors disagree about risk
Broer, Tobias
;
Kero, Afroditi
- In:
Journal of banking & finance
128
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012821680
Saved in:
34
The memory of beta
Becker, Janis
;
Hollstein, Fabian
;
Prokopczuk, Marcel
; …
- In:
Journal of banking & finance
124
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012816442
Saved in:
35
Savings goals and wealth allocation in household financial portfolios
Changwony, Frederick Kibon
;
Campbell, Kevin
;
Tabner, …
- In:
Journal of banking & finance
124
(
2021
),
pp. 1-44
Persistent link: https://www.econbiz.de/10012816492
Saved in:
36
Hazard stocks and expected returns
DeLisle, R. Jared
;
Ferguson, Michael F.
;
Kassa, Haimanot
; …
- In:
Journal of banking & finance
125
(
2021
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012819764
Saved in:
37
Data snooping bias in tests of the relative performance of multiple forecasting models
Anghel, Dan Gabriel
- In:
Journal of banking & finance
126
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012820405
Saved in:
38
Systemic risk allocation using the asymptotic marginal expected shortfall
Qin, Xiao
;
Chen Zhou
- In:
Journal of banking & finance
126
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012820456
Saved in:
39
The nexus between loan portfolio size and volatility : Does bank capital regulation matter?
Bremus, Franziska
;
Ludolph, Melina
- In:
Journal of banking & finance
127
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012820567
Saved in:
40
Forecasting VaR and ES using a joint quantile regression and its implications in portfolio allocation
Merlo, Luca
;
Petrella, Lea
;
Raponi, Valentina
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013256440
Saved in:
41
Bank balance sheet risk allocation
Júdice, Pedro
;
Zhu, Qiji Jim
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013256446
Saved in:
42
Stocks versus bonds for the long run when a riskless asset is available
Levy, Haim
;
Levy, Moshe
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013256584
Saved in:
43
Determinants and predictability of commodity producer returns
Wang, Qiao
;
Balvers, Ronald J.
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013256637
Saved in:
44
Delegated asset management and performance when some investors are unsophisticated
Malliaris, Steven
;
Malliaris, Anastasios G.
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013256683
Saved in:
45
Downside risk and the performance of volatility-managed portfolios
Wang, Feifei
;
Yan, Xuemin Sterling
- In:
Journal of banking & finance
131
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013365948
Saved in:
46
How does background risk affect portfolio choice : an analysis based on uncertain mean-variance model with background risk
Huang, Xiaoxia
;
Yang, Tingting
- In:
Journal of banking & finance
111
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012221072
Saved in:
47
Portfolio selection with mental accounts : an equilibrium model with endogenous risk aversion
Alexander, Gordon J.
;
Baptista, Alexandre M.
;
Yan, Shu
- In:
Journal of banking & finance
110
(
2020
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012225005
Saved in:
48
Sparse portfolio selection via the sorted l1-Norm
Kremer, Philipp J.
;
Lee, Sangkyun
;
Bogdan, Małgorzata
; …
- In:
Journal of banking & finance
110
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012225007
Saved in:
49
Customer-Supplier relationships and the cost of debt
Cai, Nianyun
;
Zhu, Hui
- In:
Journal of banking & finance
110
(
2020
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012225013
Saved in:
50
Election uncertainty, economic policy uncertainty and financial market uncertainty : a prediction market analysis
Goodell, John W.
;
McGee, Richard J.
;
McGroarty, Frank
- In:
Journal of banking & finance
110
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012225014
Saved in:
1
2
3
4
5
6
7
8
9
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->