//--> //--> //--> //-->
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
person:"Blake, David"
~accessRights:"restricted"
~person:"Vanduffel, Steven"
~subject:"Benchmarking"
~subject:"Portfolio-Management"
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
| 5 applied filters
Year of publication
From:
To:
Subject
All
Benchmarking
Portfolio-Management
Portfolio selection
23
Theorie
11
Theory
11
Risikomaß
7
Risk measure
7
Risiko
5
Risk
5
Capital income
4
Credit risk
4
Investment Fund
4
Investmentfonds
4
Kapitaleinkommen
4
Kreditrisiko
4
Pension fund
4
Pensionskasse
4
Performance measurement
4
Performance-Messung
4
Risikomanagement
4
Risk management
4
Anlageverhalten
3
Behavioural finance
3
Cost-efficiency
3
Decision
3
Entscheidung
3
Erwartungsnutzen
3
Expected utility
3
Mathematical programming
3
Mathematische Optimierung
3
Optimal portfolio choice
3
Präferenztheorie
3
Theory of preferences
3
Value-at-Risk
3
Decision analysis
2
Decision theory
2
Entscheidungstheorie
2
Hoeffding-Fréchet bounds
2
Investment analysis
2
Law-invariant preferences
2
Model risk
2
more ...
less ...
Online availability
All
Undetermined
Free
33
Type of publication
All
Article
22
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
22
Aufsatz in Zeitschrift
22
Arbeitspapier
1
Conference paper
1
Graue Literatur
1
Konferenzbeitrag
1
Non-commercial literature
1
Working Paper
1
more ...
less ...
Language
All
English
23
Author
All
Blake, David
Vanduffel, Steven
Fabozzi, Frank J.
40
Zaremba, Adam
31
Kang, Sang Hoon
28
Escobar, Marcos
26
Hammoudeh, Shawkat
22
Tiwari, Aviral Kumar
22
Mensi, Walid
21
Satchell, Stephen
18
Uppal, Raman
18
Yoon, Seong-min
18
Forsyth, Peter A.
17
Wong, Wing Keung
17
Young, Virginia R.
17
Bouri, Elie
16
Chen, An
16
Muhle-Karbe, Johannes
16
Nguyen, Duc Khuong
16
Ur Rehman, Mobeen
16
Shahzad, Syed Jawad Hussain
15
Wang, Ruodu
15
Xuan Vinh Vo
15
Zagst, Rudi
15
Auer, Benjamin R.
14
Bernard, Carole
14
Guerard, John Baynard
14
Kim, Woo Chang
14
Li, Duan
14
Mitchell, Olivia S.
14
Prigent, Jean-Luc
14
Yao, Haixiang
14
Capponi, Agostino
13
Cui, Xiangyu
13
Platanakis, Emmanouil
13
Wong, Hoi Ying
13
Yang, Jinqiang
13
Campbell, John Y.
12
Consigli, Giorgio
12
Dai, Zhifeng
12
Grobys, Klaus
12
more ...
less ...
Published in...
All
Quantitative finance
3
European journal of operational research : EJOR
2
Insurance / Mathematics & economics
2
Decisions in economics and finance : a journal of applied mathematics
1
Discussion paper / Centre for Economic Policy Research
1
Economics letters
1
Finance and stochastics
1
International journal of theoretical and applied finance
1
Journal of banking & finance
1
Journal of financial and quantitative analysis : JFQA
1
Journal of financial economics
1
Journal of financial markets
1
Journal of mathematical economics
1
Journal of the Operational Research Society
1
Scandinavian actuarial journal
1
The British accounting review : the journal of the British Accounting Association
1
The European journal of finance
1
The journal of asset management
1
The journal of risk and insurance : the journal of the American Risk and Insurance Association
1
more ...
less ...
Source
All
ECONIS (ZBW)
23
Showing
1
-
10
of
23
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Optimal multivariate financial decision making
Bernard, Carole
;
De Gennaro Aquino, Luca
;
Vanduffel, Steven
- In:
European journal of operational research : EJOR
307
(
2023
)
1
,
pp. 468-483
Persistent link: https://www.econbiz.de/10014293036
Saved in:
2
Smart defaults : Determining the number of default funds in a pension scheme
Blake, David
;
Duffield, Mel
;
Tonks, Ian
;
Haig, Alistair
; …
- In:
The British accounting review : the journal of the …
54
(
2022
)
4
,
pp. 1-18
Persistent link: https://www.econbiz.de/10013383567
Saved in:
3
The optimal payoff for a Yaari investor
Boudt, Kris
;
Dragun, K.
;
Vanduffel, Steven
- In:
Quantitative finance
22
(
2022
)
10
,
pp. 1839-1852
Persistent link: https://www.econbiz.de/10013367950
Saved in:
4
When do two- or three-fund separation theorems hold?
Bernard, Carole
;
De Vecchi, Corrado
;
Vanduffel, Steven
- In:
Quantitative finance
21
(
2021
)
11
,
pp. 1869-1883
Persistent link: https://www.econbiz.de/10012696788
Saved in:
5
On the construction of optimal payoffs
Rüschendorf, Ludger
;
Vanduffel, Steven
- In:
Decisions in economics and finance : a journal of …
43
(
2020
)
1
,
pp. 129-153
Persistent link: https://www.econbiz.de/10012285394
Saved in:
6
Range value-at-risk bounds for unimodal distributions under partial information
Bernard, Carole
;
Kazzi, Rodrigue
;
Vanduffel, Steven
- In:
Insurance / Mathematics & economics
94
(
2020
),
pp. 9-24
Persistent link: https://www.econbiz.de/10012419085
Saved in:
7
Optimal strategies under Omega ratio
Bernard, Carole
;
Vanduffel, Steven
;
Ye, Jiang
- In:
European journal of operational research : EJOR
275
(
2019
)
2
,
pp. 755-767
Persistent link: https://www.econbiz.de/10011993573
Saved in:
8
A new efficiency test for ranking investments : application to hedge fund performance
Bernard, Carole
;
Vanduffel, Steven
;
Ye, Jiang
- In:
Economics letters
181
(
2019
),
pp. 203-207
Persistent link: https://www.econbiz.de/10012121794
Saved in:
9
Optimal portfolio choice with benchmarks
Bernard, Carole
;
De Staelen, Rob H.
;
Vanduffel, Steven
- In:
Journal of the Operational Research Society
70
(
2019
)
10
,
pp. 1600-1621
Persistent link: https://www.econbiz.de/10012214351
Saved in:
10
Longevity: a new asset class
Blake, David
- In:
The journal of asset management
19
(
2018
)
5
,
pp. 278-300
Persistent link: https://www.econbiz.de/10011942562
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->