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type_genre:"Arbeitspapier"
type_genre:"Bibliographie enthalten"
~isPartOf:"Report / Erasmus Center for Financial Research, Erasmus University"
~subject:"Portfolio-Management"
~type_genre:"Amtsdruckschrift"
~type_genre:"Fallstudie"
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Portfolio-Management
Theorie
52
Theory
52
Portfolio selection
15
Volatility
9
Volatilität
9
Option pricing theory
7
Optionspreistheorie
7
CAPM
6
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5
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Arbeitspapier
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15
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Kouwenberg, Roy
4
Boender, Guus
3
Berkelaar, Arjan B.
2
Oldenkamp, Bart
2
Vorst, Ton
2
Vries, Casper G. de
2
Daníelsson, Jón
1
Dert, Cees
1
Grootveld, Henk
1
Hallerbach, Winfried G.
1
Heemskerk, Fred
1
Hyung, Namwon
1
Jorgensen, Bjorn N.
1
Nijman, Theodore E.
1
Pelsser, Antoon André Jean
1
Post, Thierry
1
Roon, Frans de
1
Vos, Martijn
1
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1
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Report / Erasmus Center for Financial Research, Erasmus University
Working paper / National Bureau of Economic Research, Inc.
191
Research paper series / Swiss Finance Institute
120
Discussion paper / Centre for Economic Policy Research
85
Swiss Finance Institute Research Paper
81
Discussion paper / Tinbergen Institute
61
CESifo working papers
49
Working paper
46
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
44
Discussion paper / Center for Economic Research, Tilburg University
39
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37
Working papers
37
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35
Finance and economics discussion series
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SFB 649 discussion paper
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IFA working paper
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Série des documents de travail / Centre de Recherche en Économie et Statistique
19
Working paper / Centre for Financial Research
19
IMF working papers
18
Working paper series / European Central Bank
18
Working papers on finance
18
Discussion paper / Deutsche Bundesbank
17
Sonderforschungsbereich 504, Rationalitätskonzepte, Entscheidungsverhalten und Ökonomische Modellierung
17
Discussion paper / LSE Financial Markets Group
16
CFS working paper series
15
Dresdner Beiträge zu quantitativen Verfahren
15
IMF working paper
15
Discussion paper series / Harvard Institute of Economic Research
14
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
14
Working paper series / University of Zurich, Department of Economics
14
Working papers / Rodney L. White Center for Financial Research
14
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
13
Research paper / International Center for Financial Asset Management and Engineering
13
Working papers / Financial Institutions Center
13
SAFE working paper
12
Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
11
Netspar academic series
11
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
10
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ECONIS (ZBW)
15
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1
Optimal portfolio allocation under a probabilistic risk constraint and the incentives for financial innovation
Daníelsson, Jón
;
Jorgensen, Bjorn N.
;
Vries, Casper G. de
-
2001
Persistent link: https://www.econbiz.de/10001720508
Saved in:
2
Stochastic dominance in case of portfolio diversification
Post, Thierry
-
2001
Persistent link: https://www.econbiz.de/10001692624
Saved in:
3
Portfolio diversification effects and regular variation in financial data
Hyung, Namwon
;
Vries, Casper G. de
-
2001
Persistent link: https://www.econbiz.de/10001692637
Saved in:
4
Optimal portfolios under a value at risk constraint
Vorst, Ton
-
2000
Persistent link: https://www.econbiz.de/10001504654
Saved in:
5
Upgrading value-at-risk from diagnostic metric to decision variable : a wise thing to do?
Grootveld, Henk
;
Hallerbach, Winfried G.
-
2000
Persistent link: https://www.econbiz.de/10001504701
Saved in:
6
Retirement saving with contribution payments and labor income as a benchmark for investments
Berkelaar, Arjan B.
;
Kouwenberg, Roy
-
2000
Persistent link: https://www.econbiz.de/10001504924
Saved in:
7
Dynamic asset allocation and down-side risk aversion
Berkelaar, Arjan B.
;
Kouwenberg, Roy
-
2000
Persistent link: https://www.econbiz.de/10001504928
Saved in:
8
A stochastic programming model for asset liability management for pension funds
Kouwenberg, Roy
-
1998
Persistent link: https://www.econbiz.de/10000988088
Saved in:
9
Dynamic portfolio insurance : a stochastic programming approach
Kouwenberg, Roy
-
1998
Persistent link: https://www.econbiz.de/10000988120
Saved in:
10
Solvency insurance with optioned portfolios : an empirical investigation
Boender, Guus
;
Oldenkamp, Bart
;
Vos, Martijn
-
1997
Persistent link: https://www.econbiz.de/10000969020
Saved in:
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