//--> //--> //-->
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:"The journal of alternative investments"
~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~person:"Karehnke, Paul"
~person:"Martellini, Lionel"
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:"Portfoliomanagement"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Portfolio selection
6
Portfolio-Management
6
Hedge fund
3
Hedgefonds
3
Anlageverhalten
2
Behavioural finance
2
Performance measurement
2
Performance-Messung
2
Risikomanagement
2
Risk management
2
Theorie
2
Theory
2
portfolio choice
2
CAPM
1
Capital income
1
Foreign portfolio investment
1
Hedging
1
Investment Fund
1
Investmentfonds
1
Kapitaleinkommen
1
Portfolio-Investition
1
Risiko
1
Risiko-Ertrags-Verhältnis
1
Risk
1
Risk-return tradeoff
1
Statistical distribution
1
Statistische Verteilung
1
Volatility
1
Volatilität
1
Welt
1
World
1
Yield curve
1
Zinsstruktur
1
anticipatory feelings
1
disappointment
1
endogenous beliefs
1
hedge funds
1
intertemporal hedging
1
mean-variance-skewness spanning
1
mutual funds
1
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
6
Type of publication (narrower categories)
All
Article in journal
6
Aufsatz in Zeitschrift
6
Language
All
English
6
Author
All
Karehnke, Paul
Martellini, Lionel
Dai, Min
5
Chen, Jiaqi
4
Levy, Haim
4
Post, Thierry
4
Tindall, Michael L.
4
Brown, David B.
3
Giesecke, Kay
3
Szado, Edward
3
Aiken, Adam L.
2
Capponi, Agostino
2
Clifford, Christopher P.
2
Cvitanić, Jakša
2
Dimmock, Stephen G.
2
Eeckhoudt, Louis R.
2
Garcia, René
2
Garlappi, Lorenzo
2
Grauer, Robert R.
2
Grinblatt, Mark
2
Huang, Rachel J.
2
Hutchinson, Mark C.
2
Kan, Raymond
2
Kazemi, Hossein
2
Kopa, Miloš
2
Kou, Steven
2
Kuhn, Daniel
2
Kumar, Alok
2
Levy, Moshe
2
Lim, Andrew E. B.
2
Liu, Hong
2
Lo, Andrew W.
2
Marr, William M.
2
Milhau, Vincent
2
Roon, Frans de
2
Rudin, Alexander
2
Schneeweis, Thomas
2
Sheikh, Abdullah Z.
2
Tang, Yuehua
2
Tiwari, Ashish
2
more ...
less ...
Published in...
All
The journal of alternative investments
Management science : journal of the Institute for Operations Research and the Management Sciences
The journal of portfolio management : a publication of Institutional Investor
8
The journal of fixed income
3
The journal of portfolio management : JPM
3
The journal of fixed income : JFI
2
The review of financial studies
2
Advanced bond portfolio management : best practices in modeling and strategies
1
Dissertation Series CentER
1
Financial analysts journal : FAJ
1
Handbuch Alternative Investments ; Bd. 2
1
Journal of banking and finance
1
Journal of investment management : JOIM
1
Journal of mathematical economics
1
Journal of pension economics and finance
1
Journal of pension economics and finance : JPEF
1
Review of finance : journal of the European Finance Association
1
The Frank J. Fabozzi series
1
The handbook of fixed income securities
1
Valuation, financial modeling, and quantitative tools
1
Wiley finance series
1
more ...
less ...
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Spanning tests for assets with option-like payoffs : the case of hedge funds
Karehnke, Paul
;
Roon, Frans de
- In:
Management science : journal of the Institute for …
66
(
2020
)
12
,
pp. 5969-5989
Persistent link: https://www.econbiz.de/10012391489
Saved in:
2
A reinterpretation of the optimal demand for risky assets in fund separation theorems
Deguest, Romain
;
Martellini, Lionel
;
Milhau, Vincent
- In:
Management science : journal of the Institute for …
64
(
2018
)
9
,
pp. 4333-4347
Persistent link: https://www.econbiz.de/10011921525
Saved in:
3
Factor investing and risk allocation : from traditional to alternative risk premia harvesting
Maeso, Jean-Michel
;
Martellini, Lionel
- In:
The journal of alternative investments
20
(
2017
)
1
,
pp. 27-42
Persistent link: https://www.econbiz.de/10011745094
Saved in:
4
Toward conditional risk parity : improving risk budgeting techniques in changing economic environments
Martellini, Lionel
;
Milhau, Vincent
;
Tarelli, Andrea
- In:
The journal of alternative investments
18
(
2015/16
)
1
,
pp. 48-64
Persistent link: https://www.econbiz.de/10011307950
Saved in:
5
On portfolio choice with savoring and disappointment
Jouini, Elyès
;
Karehnke, Paul
;
Napp, Clotilde
- In:
Management science : journal of the Institute for …
60
(
2014
)
3
,
pp. 796-804
Persistent link: https://www.econbiz.de/10010347864
Saved in:
6
Optimal hedge fund allocation with improved estimates for coskewness and cokurtosis parameters
Hitaj, Asmerilda
;
Martellini, Lionel
;
Zambruno, Giovanni
- In:
The journal of alternative investments
14
(
2011/12
)
3
,
pp. 6-16
Persistent link: https://www.econbiz.de/10009501188
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->