//--> //--> //--> //-->
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
~accessRights:"restricted"
~person:"Cui, Xiangyu"
~person:"Uppal, Raman"
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 planning"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Portfolio selection
31
Portfolio-Management
31
Theorie
24
Theory
24
Anlageverhalten
6
Behavioural finance
6
Time consistency
5
Zeitkonsistenz
5
Börsenkurs
3
CAPM
3
Capital income
3
Decision under uncertainty
3
Entscheidung unter Unsicherheit
3
Household
3
Kapitaleinkommen
3
Privater Haushalt
3
Risikoaversion
3
Risk aversion
3
Share price
3
Volatility
3
Volatilität
3
Bias
2
Erwartungsbildung
2
Expectation formation
2
Financial investment
2
Forecasting model
2
Intertemporal allocation
2
Intertemporale Allokation
2
Kapitalanlage
2
Mathematical programming
2
Mathematische Optimierung
2
Portfolio diversification
2
Portfoliodiversifikation
2
Probability theory
2
Probability weighting
2
Prognoseverfahren
2
Risiko
2
Risikomaß
2
Risikoprämie
2
Risk
2
more ...
less ...
Online availability
All
Undetermined
Free
44
Type of publication
All
Book / Working Paper
16
Article
15
Type of publication (narrower categories)
All
Arbeitspapier
16
Graue Literatur
16
Non-commercial literature
16
Working Paper
16
Article in journal
15
Aufsatz in Zeitschrift
15
Language
All
English
31
Author
All
Cui, Xiangyu
Uppal, Raman
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
Yoon, Seong-min
18
Forsyth, Peter A.
17
Vanduffel, Steven
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
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
Discussion paper / Centre for Economic Policy Research
14
Discussion papers / CEPR
2
Journal of economic dynamics & control
2
Journal of the Operational Research Society
2
Journal of the Operational Research Society : OR
2
Economics letters
1
European journal of operational research : EJOR
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Mathematical methods of operations research
1
Operational research : an international journal
1
Operations research
1
Operations research letters
1
The American economic review
1
The review of financial studies
1
more ...
less ...
Source
All
ECONIS (ZBW)
31
Showing
1
-
10
of
31
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Time consistent in efficiency dynamic mean-variance policy
Shi, Yun
;
Li, Duan
;
Cui, Xiangyu
- In:
Journal of the Operational Research Society
74
(
2023
)
1
,
pp. 195-208
Persistent link: https://www.econbiz.de/10014231704
Saved in:
2
Beta and coskewness pricing : perspective from probability weighting
Shi, Yun
;
Cui, Xiangyu
;
Zhou, Xun Yu
- In:
Operations research
71
(
2023
)
2
,
pp. 776-790
Persistent link: https://www.econbiz.de/10014308639
Saved in:
3
On the pricing of expected idiosyncratic skewness
Cui, Xiangyu
;
Guan, Zheng
- In:
Economics letters
216
(
2022
),
pp. 1-5
Persistent link: https://www.econbiz.de/10013448356
Saved in:
4
Multi-period mean-variance portfolio optimization with management fees
Cui, Xiangyu
;
Gao, Jianjun
;
Shi, Yun
- In:
Operational research : an international journal
21
(
2021
)
2
,
pp. 1333-1354
Persistent link: https://www.econbiz.de/10012584207
Saved in:
5
Dynamics of asset demands with confidence heterogeneity
Buss, Adrian
;
Uppal, Raman
;
Vilkov, Grigory
-
2021
Persistent link: https://www.econbiz.de/10012601187
Saved in:
6
Investor sophistication and portfolio dynamics
Buss, Adrian
;
Uppal, Raman
;
Vilkov, Grigory
-
2020
Persistent link: https://www.econbiz.de/10012253974
Saved in:
7
Better than optimal mean-variance portfolio policy in multi-period asset-liability management problem
Cui, Xiangyu
;
Li, Xun
;
Yang, Lanzhi
- In:
Operations research letters
48
(
2020
)
6
,
pp. 693-696
Persistent link: https://www.econbiz.de/10012430065
Saved in:
8
A transaction-cost perspective on the multitude of firm characteristics
DeMiguel, Victor
;
Martín-Utrera, Alberto
;
Nogales, …
- In:
The review of financial studies
33
(
2020
)
5
,
pp. 2180-2222
Persistent link: https://www.econbiz.de/10012244743
Saved in:
9
Time-consistent and self-coordination strategies for multi-period mean-Conditional Value-at-Risk portfolio selection
Cui, Xiangyu
;
Gao, Jianjun
;
Shi, Yun
;
Zhu, Shushang
- In:
European journal of operational research : EJOR
276
(
2019
)
2
,
pp. 781-789
Persistent link: https://www.econbiz.de/10012003667
Saved in:
10
Discrete-time mean-CVaR portfolio selection and time-consistency induced term structure of the CVaR
Strub, Moris S.
;
Li, Duan
;
Cui, Xiangyu
;
Gao, Jianjun
- In:
Journal of economic dynamics & control
108
(
2019
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012313656
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->