//--> //--> //--> //-->
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:"Post, Thierry"
~source:"econis"
~type_genre:"Aufsatz in Zeitschrift"
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:"Portfolio Selection"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Portfolio selection
11
Portfolio-Management
11
Theorie
8
Theory
8
Stochastic process
7
Stochastischer Prozess
7
Mathematical programming
4
Mathematische Optimierung
4
Portfolio choice
3
Portfolio optimization
3
Stochastic dominance
3
stochastic dominance
3
Decision theory
2
Entscheidungstheorie
2
Linear programming
2
Portfolio theory
2
Active portfolio management
1
Almost stochastic dominance
1
Asset pricing
1
Beta risk
1
Betafaktor
1
CAPM
1
Capital market equilibrium
1
Convex stochastic dominance
1
Copulas
1
Decision under risk
1
Decision under uncertainty
1
Dominanztest
1
Dynamic programming
1
Dynamische Optimierung
1
Empirical likelihood
1
Entropie
1
Entropy
1
Entscheidung unter Risiko
1
Entscheidung unter Unsicherheit
1
Experiment
1
Financial market
1
Finanzmarkt
1
Higher-order risk
1
Index derivative
1
more ...
less ...
Online availability
All
Undetermined
Type of publication
All
Article
11
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Article in journal
11
Language
All
English
11
Author
All
Post, Thierry
Fabozzi, Frank J.
34
Kang, Sang Hoon
28
Zaremba, Adam
27
Escobar, Marcos
25
Hammoudeh, Shawkat
21
Mensi, Walid
21
Tiwari, Aviral Kumar
21
Wong, Wing Keung
18
Yoon, Seong-min
18
Forsyth, Peter A.
17
Vanduffel, Steven
17
Young, Virginia R.
17
Satchell, Stephen
16
Bouri, Elie
15
Chen, An
15
Ur Rehman, Mobeen
15
Wang, Ruodu
15
Xuan Vinh Vo
15
Auer, Benjamin R.
14
Bernard, Carole
14
Li, Duan
14
Shahzad, Syed Jawad Hussain
14
Yao, Haixiang
14
Zagst, Rudi
14
Capponi, Agostino
13
Cui, Xiangyu
13
Nguyen, Duc Khuong
13
Wong, Hoi Ying
13
Yang, Jinqiang
13
Dai, Zhifeng
12
Grobys, Klaus
12
Hernandez, Jose Arreola
12
Kwon, Roy H.
12
Li, Danping
12
Tan, Ken Seng
12
Yousaf, Imran
12
Jang, Bong-Gyu
11
Lu, Xiaomeng
11
Prigent, Jean-Luc
11
more ...
less ...
Published in...
All
Management science : journal of the Institute for Operations Research and the Management Sciences
3
Journal of banking & finance
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
European journal of operational research : EJOR
1
Journal of econometrics
1
Journal of empirical finance
1
Review of finance : journal of the European Finance Association
1
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
1
-
10
of
11
Sort
Relevance
Date (newest first)
Date (oldest first)
1
A financial modeling approach to industry exchange-traded funds selection
Conlon, Thomas
;
Cotter, John
;
Kovalenko, Illia
;
Post, …
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014477136
Saved in:
2
Optimal portfolio choice for higher-order risk averters
Fang, Yi
;
Post, Thierry
- In:
Journal of banking & finance
137
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013460225
Saved in:
3
Stochastic bounds for reference sets in portfolio analysis
Arvanitis, Stelios
;
Post, Thierry
;
Topaloglou, Nikolas
- In:
Management science : journal of the Institute for …
67
(
2021
)
12
,
pp. 7737-7754
Persistent link: https://www.econbiz.de/10012815733
Saved in:
4
Somewhere between utopia and dystopia : choosing from multiple incomparable prospects
Anderson, Gordon
;
Post, Thierry
;
Whang, Yoon-jae
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
3
,
pp. 502-515
Persistent link: https://www.econbiz.de/10012262490
Saved in:
5
Stochastic spanning
Arvanitis, Stelios
;
Hallam, Mark
;
Post, Thierry
; …
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
4
,
pp. 573-585
Persistent link: https://www.econbiz.de/10012178998
Saved in:
6
A concave security market line
De Giorgi, Enrico
;
Post, Thierry
;
Yalçın, Atakan
- In:
Journal of banking & finance
106
(
2019
),
pp. 65-81
Persistent link: https://www.econbiz.de/10012223950
Saved in:
7
Portfolio optimization based on stochastic dominance and empirical likelihood
Post, Thierry
;
Karabati, Selcuk
;
Arvanitis, Stelios
- In:
Journal of econometrics
206
(
2018
)
1
,
pp. 167-186
Persistent link: https://www.econbiz.de/10012110374
Saved in:
8
Portfolio analysis using stochastic dominance, relative entropy, and empirical likelihood
Post, Thierry
;
Potì, Valerio
- In:
Management science : journal of the Institute for …
63
(
2017
)
1
,
pp. 153-165
Persistent link: https://www.econbiz.de/10011646360
Saved in:
9
Portfolio choice based on third-degree stochastic dominance
Post, Thierry
;
Kopa, Miloš
- In:
Management science : journal of the Institute for …
63
(
2017
)
10
,
pp. 3381-3392
Persistent link: https://www.econbiz.de/10011760503
Saved in:
10
Empirical tests for stochastic dominance optimality
Post, Thierry
- In:
Review of finance : journal of the European Finance …
21
(
2017
)
2
,
pp. 793-810
Persistent link: https://www.econbiz.de/10011803305
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->