//--> //--> //-->
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:"Fabozzi, Frank J."
~isPartOf:"Finance research letters"
~person:"Escobar, Marcos"
~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:"Portfolioanalyse"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Portfolio selection
4
Portfolio-Management
4
Erwartungsnutzen
2
Expected utility
2
Theorie
2
Theory
2
ARCH model
1
ARCH-Modell
1
Affine GARCH models
1
Ambiguity aversion
1
Beta risk
1
Betafaktor
1
CPPI strategy
1
Conservative short positions
1
Control theory
1
Decision under uncertainty
1
Dynamic portfolio optimization
1
Efficient frontier
1
Entscheidung unter Unsicherheit
1
Expected utility theory
1
HARA utility
1
HJB equation
1
Kontrolltheorie
1
Leerverkauf
1
Mathematical programming
1
Mathematische Optimierung
1
Mean-variance
1
Mean-variance portfolio selection
1
No short-selling constraint
1
Optimal control
1
Risikoaversion
1
Risk aversion
1
Robust statistics
1
Robustes Verfahren
1
Short selling
1
Stochastic process
1
Stochastic volatility
1
Stochastischer Prozess
1
Volatility
1
Volatilität
1
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
4
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
4
Language
All
English
4
Author
All
Fabozzi, Frank J.
Escobar, Marcos
Goodell, John W.
5
Yousaf, Imran
5
Yang, Jinqiang
4
Auer, Benjamin R.
3
Bayraktar, Erhan
3
Boudt, Kris
3
Jang, Bong-Gyu
3
Kim, Jang Ho
3
Ko, Hyungjin
3
Koutsokostas, Drosos
3
Lee, Jaewook
3
Mu, Congming
3
Naeem, Muhammad Abubakr
3
Nakagawa, Kei
3
Papathanasiou, Spyros
3
Riaz, Yasir
3
Schuhmacher, Frank
3
Xiong, Xiong
3
Young, Virginia R.
3
Zaremba, Adam
3
Bodnar, Taras
2
Bossaerts, Peter L.
2
Bouri, Elie
2
Božović, Miloš
2
Butt, Hilal Anwar
2
Castañeda, Pablo
2
Chen, Jingnan
2
Chiu, Wan-Yi
2
Csóka, Péter
2
Dowling, Michael
2
Drobetz, Wolfgang
2
Galvani, Valentina
2
Grable, John E.
2
Guesmi, Khaled
2
Guo, Biao
2
Haga, Jesper
2
Haley, M. Ryan
2
Han, Yingwei
2
more ...
less ...
Published in...
All
Finance research letters
The journal of portfolio management : JPM
9
Applied economics
7
International journal of theoretical and applied finance
7
Quantitative finance
7
The journal of portfolio management : a publication of Institutional Investor
7
Journal of banking & finance
6
Annals of finance
4
European journal of operational research : EJOR
4
Journal of economic dynamics & control
3
The journal of asset management
3
The journal of fixed income
3
The journal of fixed income : JFI
3
Annals of operations research
2
Applied financial economics letters
2
Applied mathematical finance
2
Computational economics
2
Journal / The Capco Institute : journal of financial transformation
2
Journal of international money and finance
2
Risks : open access journal
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
The journal of asset management : a major new, international quarterly journal for the financial community
2
Applied economics letters
1
Applied financial economics
1
Decisions in economics and finance : a journal of applied mathematics
1
Economics letters
1
Financial analysts' journal : FAJ
1
Financial markets and portfolio management
1
IMA journal of management mathematics
1
Insurance / Mathematics & economics
1
International journal of finance & economics : IJFE
1
International journal of theoretical and applied finance : IJTAF
1
International review of economics & finance : IREF
1
International review of financial analysis
1
Journal of empirical finance
1
Journal of forecasting
1
Journal of pension economics and finance
1
Mathematical methods of operations research : ZOR
1
Operations research perspectives
1
Review of quantitative finance and accounting
1
more ...
less ...
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Mean-variance optimization under affine GARCH : a utility-based solution
Escobar, Marcos
;
Spies, Ben
;
Zagst, Rudi
- In:
Finance research letters
59
(
2024
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014445236
Saved in:
2
A class of portfolio optimization solvable problems
Cheng, Yuyang
;
Escobar, Marcos
- In:
Finance research letters
52
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014472208
Saved in:
3
Portfolio selection with conservative short-selling
Kim, Jang Ho
;
Kim, Woo Chang
;
Fabozzi, Frank J.
- In:
Finance research letters
18
(
2016
),
pp. 363-369
Persistent link: https://www.econbiz.de/10011657303
Saved in:
4
Composition of robust equity portfolios
Kim, Jang Ho
;
Kim, Woo Chang
;
Fabozzi, Frank J.
- In:
Finance research letters
10
(
2013
)
2
,
pp. 72-81
Persistent link: https://www.econbiz.de/10009774437
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->