//--> //--> //--> //-->
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
type:"article"
~isPartOf:"Quantitative finance"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
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 performance"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Portfolio selection
186
Portfolio-Management
186
Theorie
117
Theory
117
Stochastic process
35
Stochastischer Prozess
35
Risikomaß
34
Risk measure
34
Risiko
33
Risk
33
Capital income
27
Kapitaleinkommen
27
Risikomanagement
27
Risk management
27
Mathematical programming
24
Mathematische Optimierung
24
Portfolio optimization
22
CAPM
20
Option pricing theory
18
Optionspreistheorie
18
Anlageverhalten
16
Behavioural finance
16
Forecasting model
15
Measurement
15
Messung
15
Prognoseverfahren
15
Volatility
15
Volatilität
15
Estimation
14
Hedging
14
Schätzung
14
Transaction costs
12
Transaktionskosten
12
Robust statistics
11
Robustes Verfahren
11
Derivat
10
Derivative
10
Statistical distribution
10
Statistische Verteilung
10
Experiment
9
more ...
less ...
Online availability
All
Undetermined
161
Free
24
Type of publication
All
Article
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
Aufsatz im Buch
Aufsatz in Zeitschrift
186
Conference paper
8
Konferenzbeitrag
8
Language
All
English
186
Author
All
Escobar, Marcos
6
Kim, Woo Chang
4
Lee, Yongjae
4
Boudt, Kris
3
Härdle, Wolfgang
3
Kim, Jang Ho
3
Stübinger, Johannes
3
Vanduffel, Steven
3
Wong, Hoi Ying
3
Yu, Philip L. H.
3
Bernard, Carole
2
Birge, John R.
2
Cheng, Yuyang
2
Costa, Giorgio
2
Ding, Rui
2
Elliott, Robert J.
2
Endres, Sylvia
2
Grobys, Klaus
2
Krauss, Christopher
2
Kwon, Do-Gyun
2
Kwon, Roy H.
2
Langrené, Nicolas
2
Liu, Qingfu
2
Loeper, Grégoire
2
Madan, Dilip B.
2
Olmo, Jose
2
Paterlini, Sandra
2
Pun, Chi Seng
2
Satchell, Stephen
2
Sermpinis, Georgios
2
Sit, Tony
2
Steffensen, Mogens
2
Wu, Lan
2
Zagst, Rudi
2
Zhu, Song-Ping
2
Zumbach, Gilles O.
2
Abergel, Frédéric
1
Aboussalah, Amine Mohamed
1
Agarwal, Ankush
1
Akahori, J.
1
more ...
less ...
Published in...
All
Quantitative finance
Journal of banking & finance
565
Insurance / Mathematics & economics
385
European journal of operational research : EJOR
383
Finance research letters
381
International review of financial analysis
269
Journal of financial economics
262
The journal of asset management
254
The journal of portfolio management : a publication of Institutional Investor
251
Journal of economic dynamics & control
245
The journal of finance : the journal of the American Finance Association
227
International journal of theoretical and applied finance
218
Applied economics
202
Finance and stochastics
196
Journal of empirical finance
196
Management science : journal of the Institute for Operations Research and the Management Sciences
195
The review of financial studies
194
Mathematical finance : an international journal of mathematics, statistics and financial theory
177
Journal of financial and quantitative analysis : JFQA
175
Economic modelling
171
Risks : open access journal
167
The European journal of finance
162
The North American journal of economics and finance : a journal of financial economics studies
159
International review of economics & finance : IREF
157
Journal of risk and financial management : JRFM
157
Journal of investment management : JOIM
145
The journal of investing
140
Economics letters
137
The journal of wealth management
131
Pacific-Basin finance journal
130
Applied economics letters
129
Research in international business and finance
126
Journal of international financial markets, institutions & money
122
The journal of portfolio management : JPM
115
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
115
Applied financial economics
111
Financial markets and portfolio management
111
Journal of international money and finance
111
Investment management and financial innovations
108
Computational economics
107
more ...
less ...
Source
All
ECONIS (ZBW)
186
Showing
1
-
10
of
186
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Distributionally robust end-to-end portfolio construction
Costa, Giorgio
;
Iyengar, Garud N.
- In:
Quantitative finance
23
(
2023
)
10
,
pp. 1465-1482
Persistent link: https://www.econbiz.de/10014419171
Saved in:
2
f-Betas and portfolio optimization with f-divergence induced risk measures
Ding, Rui
- In:
Quantitative finance
23
(
2023
)
10
,
pp. 1483-1496
Persistent link: https://www.econbiz.de/10014419172
Saved in:
3
Bayesian nonparametric portfolio selection with rolling maximum drawdown control
Mei, Xiaoling
;
Wang, Yachong
;
Zhu, Weixuan
- In:
Quantitative finance
23
(
2023
)
10
,
pp. 1497-1510
Persistent link: https://www.econbiz.de/10014419173
Saved in:
4
Can volatility solve the naive portfolio puzzle?
Curran, Michael
;
O'Sullivan, Patrick
;
Zalla, Ryan
- In:
Quantitative finance
23
(
2023
)
11
,
pp. 1545-1560
Persistent link: https://www.econbiz.de/10014419177
Saved in:
5
Optimal portfolio choice of couples with tax-deferred accounts and survival-contingent products
Bae, Sanghyeon
;
Lee, Yongjae
;
Kim, Woo Chang
- In:
Quantitative finance
23
(
2023
)
11
,
pp. 1597-1615
Persistent link: https://www.econbiz.de/10014419181
Saved in:
6
How does price (in)efficiency influence cryptocurrency portfolios performance? : the role of multifractality
Salis, Eduardo Amorim Vilela de
;
Maciel, Leandro
- In:
Quantitative finance
23
(
2023
)
11
,
pp. 1637-1658
Persistent link: https://www.econbiz.de/10014419183
Saved in:
7
Assessing the accuracy of exponentially weighted moving average models for value-at-risk and expected shortfall of crypto portfolios
Alexander, Carol
;
Dakos, Michael
- In:
Quantitative finance
23
(
2023
)
3
,
pp. 393-427
Persistent link: https://www.econbiz.de/10014232660
Saved in:
8
An eigenvalue distribution derived "Stability Measure" for evaluating Minimum Variance portfolios
Smyth, William
;
Broby, Daniel
- In:
Quantitative finance
23
(
2023
)
3
,
pp. 521-537
Persistent link: https://www.econbiz.de/10014232686
Saved in:
9
Leveraged funds : robust replication and performance evaluation
Guasoni, Paolo
;
Mayerhofer, Eberhard
- In:
Quantitative finance
23
(
2023
)
7/8
,
pp. 1155-1176
Persistent link: https://www.econbiz.de/10014321669
Saved in:
10
Hedging error as generalized timing risk
Akahori, J.
;
Barsotti, F.
;
Imamura, Y.
- In:
Quantitative finance
23
(
2023
)
4
,
pp. 693-703
Persistent link: https://www.econbiz.de/10014304316
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->