//--> //--> //-->
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
isPartOf:"Journal of financial and quantitative analysis : JFQA"
subject:"Portfolio selection"
~isPartOf:"Journal of economic dynamics & control"
~person:"Lioui, Abraham"
~subject:"Hedging"
~type_genre:"Article in journal"
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
| 6 applied filters
Year of publication
From:
To:
Subject
All
Portfolio selection
Hedging
Theorie
7
Theory
7
Portfolio-Management
5
CAPM
3
Derivat
2
Derivative
2
Dynamic asset allocation
2
Capital income
1
Factor investing
1
Financial investment
1
Forecasting model
1
Interest rate derivative
1
Interest rate risk
1
Intertemporal equilibrium
1
Intertemporal hedging
1
Intertemporales Gleichgewicht
1
Kapitalanlage
1
Kapitaleinkommen
1
Market anomalies
1
Mean-variance preferences
1
Portfolio choice
1
Predictability
1
Prognoseverfahren
1
Return predictability
1
Risikoprämie
1
Risk premium
1
Stochastic volatility
1
Time consistency
1
Value and growth investment
1
Volatility
1
Volatilität
1
Zeitkonsistenz
1
Zinsderivat
1
Zinsrisiko
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
6
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
6
Language
All
English
6
Author
All
Lioui, Abraham
Branger, Nicole
5
Munk, Claus
5
Huang, Chi-fu
3
Kraft, Holger
3
Li, Duan
3
Li, Kai
3
Lillo, Fabrizio
3
Rustem, Berç
3
Schlag, Christian
3
Zenios, Stauros Andrea
3
Agarwal, Vikas
2
Alexander, Gordon J.
2
Baptista, Alexandre M.
2
Chacko, George
2
Cong, F.
2
Cox, John Carrington
2
Cvitanić, Jakša
2
Dai, Min
2
Duffie, Darrell
2
Farmer, J. Doyne
2
He, Xue-zhong
2
Hens, Thorsten
2
Hilliard, Jimmy E.
2
Hindy, Ayman
2
Jordan, Susan D.
2
Korniotis, George M.
2
Kouwenberg, Roy
2
Larsen, Linda Sandris
2
Li, Bin
2
Li, Lingfei
2
Lin, Qian
2
Luenberger, David G.
2
Mahayni, Antje
2
Marsili, Matteo
2
Oosterlee, Cornelis Willebrordus
2
Peijnenburg, Kim
2
Poncet, Patrice
2
Presman, Ernst
2
Schenk-Hoppé, Klaus Reiner
2
more ...
less ...
Published in...
All
Journal of financial and quantitative analysis : JFQA
Journal of economic dynamics & control
European journal of operational research : EJOR
4
The journal of futures markets
3
Journal of international money and finance
2
Financial analysts' journal : FAJ
1
Journal of banking & finance
1
Journal of financial economics
1
Special issue on insurance and financial risk management
1
The Geneva papers on risk and insurance theory
1
more ...
less ...
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Factor investing for the long run
Lioui, Abraham
;
Tarelli, Andrea
- In:
Journal of economic dynamics & control
117
(
2020
),
pp. 1-31
Persistent link: https://www.econbiz.de/10012503351
Saved in:
2
Time consistent vs. time inconsistent dynamic asset allocation : some utility cost calculations for mean variance preferences
Lioui, Abraham
- In:
Journal of economic dynamics & control
37
(
2013
)
5
,
pp. 1066-1096
Persistent link: https://www.econbiz.de/10009738267
Saved in:
3
The asset allocation puzzle is still a puzzle
Lioui, Abraham
- In:
Journal of economic dynamics & control
31
(
2007
)
4
,
pp. 1185-1216
Persistent link: https://www.econbiz.de/10003443369
Saved in:
4
On optimal portfolio choice under stochastic interest rates
Lioui, Abraham
;
Poncet, Patrice
- In:
Journal of economic dynamics & control
25
(
2001
)
11
,
pp. 1841-1865
Persistent link: https://www.econbiz.de/10001599261
Saved in:
5
Optimal spreading when spreading is optimal
Lioui, Abraham
- In:
Journal of economic dynamics & control
23
(
1998
)
2
,
pp. 277-301
Persistent link: https://www.econbiz.de/10001252613
Saved in:
6
Optimal hedging in a dynamic futures market with a nonnegativity constraint on wealth
Lioui, Abraham
- In:
Journal of economic dynamics & control
20
(
1996
)
6
,
pp. 1101-1113
Persistent link: https://www.econbiz.de/10001200764
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->