//--> //--> //--> //-->
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:"Satchell, Stephen"
subject:"Portfolio-Management"
~person:"Bernard, Carole"
~type:"article"
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
Portfolio-Management
Theorie
104
Theory
104
Portfolio selection
35
Forecasting model
16
Prognoseverfahren
16
Risiko
15
Risk
15
CAPM
11
Capital income
11
Kapitaleinkommen
11
Risikomaß
10
Risk measure
10
Estimation
9
Schätzung
9
Statistical distribution
9
Statistische Verteilung
9
Erwartungsnutzen
8
Expected utility
8
Mathematical programming
8
Mathematische Optimierung
8
Estimation theory
7
Performance measurement
7
Performance-Messung
7
Schätztheorie
7
Börsenkurs
6
Großbritannien
6
Risikomanagement
6
Risk management
6
Share price
6
Time series analysis
6
United Kingdom
6
Zeitreihenanalyse
6
Risikoaversion
5
Risk aversion
5
ARCH model
4
ARCH-Modell
4
Black-Scholes model
4
Black-Scholes-Modell
4
Credit risk
4
more ...
less ...
Online availability
All
Undetermined
18
Free
1
Type of publication
All
Article
Book / Working Paper
26
Type of publication (narrower categories)
All
Article in journal
24
Aufsatz in Zeitschrift
24
Aufsatz im Buch
6
Book section
6
Language
All
English
35
Author
All
Satchell, Stephen
Bernard, Carole
Fabozzi, Frank J.
68
Korn, Ralf
30
Escobar, Marcos
27
Markowitz, Harry
27
Li, Duan
25
Wong, Wing Keung
25
Prigent, Jean-Luc
22
Zagst, Rudi
22
Račev, Svetlozar T.
21
Gollier, Christian
20
Forsyth, Peter A.
18
Maurer, Raimond
18
Wang, Ruodu
18
Post, Thierry
17
Wong, Hoi Ying
17
Chen, Zhiping
16
Liang, Zongxia
16
Sass, Jörn
16
Cvitanić, Jakša
15
Jarrow, Robert A.
15
Kim, Woo Chang
15
Lee, Cheng F.
15
Levy, Haim
15
Li, Zhongfei
15
Lioui, Abraham
15
Platen, Eckhard
15
Rüschendorf, Ludger
15
Vanduffel, Steven
15
Yao, Haixiang
15
Zariphopoulou-Souganidis, Thaleia
15
Cui, Xiangyu
14
Kraft, Holger
14
Schenk-Hoppé, Klaus Reiner
14
Siu, Tak Kuen
14
Guerard, John Baynard
13
Koo, Hyeng-keun
13
Kwon, Roy H.
13
Zeng, Yan
13
Zhou, Guofu
13
more ...
less ...
Published in...
All
Advances in portfolio construction and implementation
3
European journal of operational research : EJOR
2
Journal of banking & finance
2
Quantitative finance
2
The analytics of risk model validation
2
Applied mathematical finance
1
Asia-Pacific journal of risk and insurance : APJRI
1
Asset and liability management tools
1
Asymmetric dependence in finance : diversification, correlation and portfolio management in market downturns
1
Economics letters
1
Finance and stochastics
1
Financial analysts journal : FAJ
1
Forecasting expected returns in the financial markets
1
Insurance / Mathematics & economics
1
Journal of mathematical economics
1
Journal of the Operational Research Society
1
Journal of time series econometrics
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
Mathematics and financial economics
1
Optimizing optimization : the next generation of optimization applications and theory
1
Performance measurement in finance
1
Studies in economics and finance
1
The European journal of finance
1
The journal of asset management
1
The journal of asset management : a major new, international quarterly journal for the financial community
1
The journal of business : B
1
The journal of portfolio management : JPM
1
The journal of risk and insurance : the journal of the American Risk and Insurance Association
1
Value creation in multinational enterprise
1
more ...
less ...
Source
All
ECONIS (ZBW)
35
Showing
1
-
10
of
35
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Quantifying the non-Gaussian gain
Allen, David
;
Satchell, Stephen
;
Lizieri, Colin
- In:
The journal of asset management : a major new, …
25
(
2024
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10014511571
Saved in:
2
Robust distortion risk measures
Bernard, Carole
;
Pesenti, Silvana M.
;
Vanduffel, Steven
- In:
Mathematical finance : an international journal of …
34
(
2024
)
3
,
pp. 774-818
Persistent link: https://www.econbiz.de/10014565274
Saved in:
3
Conviction, diversification or something else : constructing optimal portfolios with additional attributes
Ahmed, Muhammad Farid
;
Satchell, Stephen
- In:
Studies in economics and finance
41
(
2024
)
4
,
pp. 923-938
Persistent link: https://www.econbiz.de/10015050109
Saved in:
4
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:
5
Expected surplus growth compared with mean-variance optimization
Wilcox, Jarrod
;
Satchell, Stephen
- In:
The journal of portfolio management : JPM
47
(
2021
)
4
,
pp. 145-159
Persistent link: https://www.econbiz.de/10012486057
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
Investment decisions when utility depends on wealth and other attributes
Grant, Andrew
;
Satchell, Stephen
- In:
Quantitative finance
20
(
2020
)
3
,
pp. 499-513
Persistent link: https://www.econbiz.de/10012194904
Saved in:
8
"In defense of portfolio optimization: what if we can forecast?": a comment
Michaud, Richard O.
;
Esch, David N.
;
Michaud, Robert O.
- In:
Financial analysts journal : FAJ
76
(
2020
)
2
,
pp. 104-105
Persistent link: https://www.econbiz.de/10012261138
Saved in:
9
Risk discriminating portfolio optimization
Deshpande, Amit
;
Ertley, Brian
;
Lundin, Mark
;
Satchell, …
- In:
Quantitative finance
19
(
2019
)
2
,
pp. 177-185
Persistent link: https://www.econbiz.de/10012194647
Saved in:
10
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:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->