//--> //--> //-->
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
~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"The journal of portfolio management : a publication of Institutional Investor"
~person:"Levy, Moshe"
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:"performance"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Portfolio selection
5
Portfolio-Management
5
Theorie
4
Theory
4
CAPM
2
Finance
2
Mathematical programming
2
Mathematische Optimierung
2
Portfolio optimization
2
Risikoaversion
2
Risk aversion
2
Almost Stochastic Dominance
1
CRRA preferences
1
Capital income
1
Charges
1
Decision under uncertainty
1
Entscheidung unter Unsicherheit
1
Estimation error
1
Gebühr
1
Investment horizon
1
Kapitaleinkommen
1
Mean-variance
1
Mean-variance analysis
1
Performance measurement
1
Performance-Messung
1
Portfolio constraints
1
Prospect Theory
1
Prospect theory
1
Präferenztheorie
1
Regimes
1
Sampling
1
Stichprobenerhebung
1
Stochastic Dominance
1
Stochastic dominance
1
Stochastic process
1
Stochastischer Prozess
1
Stocks for the long-run
1
Theory of preferences
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
6
Type of publication (narrower categories)
All
Article in journal
6
Aufsatz in Zeitschrift
6
Language
All
English
6
Author
All
Levy, Moshe
Fabozzi, Frank J.
11
Liesiö, Juuso
11
Zhu, Joe
11
Amenc, Noël
9
Salo, Ahti A.
9
Martellini, Lionel
8
Kritzman, Mark
7
Steuer, Ralph E.
7
Li, Duan
6
Aparicio, Juan
5
Grinold, Richard
5
Statman, Meir
5
Turkington, David
5
Utz, Sebastian
5
Zhang, Wei-guo
5
Zhou, Guofu
5
Ahn, Heinz
4
Bender, Jennifer
4
Bodnar, Taras
4
Clarke, Roger G.
4
Cook, Wade D.
4
DeSilva, Harindra
4
Forsyth, Peter A.
4
Goltz, Felix
4
Gong, Yeming
4
Grechuk, Bogdan
4
Hsu, Jason C.
4
Jacobs, Bruce I.
4
Kerstens, Kristiaan
4
Kinlaw, Will
4
Levy, Kenneth N.
4
Lioui, Abraham
4
Markowitz, Harry
4
Mulvey, John M.
4
Palczewski, Jan
4
Schmid, Wolfgang
4
Thorley, Steven
4
Tone, Kaoru
4
Ventura, José A.
4
more ...
less ...
Published in...
All
European journal of operational research : EJOR
The journal of portfolio management : a publication of Institutional Investor
Journal of banking & finance
4
Journal of investment management : JOIM
4
Management science : journal of the Institute for Operations Research and the Management Sciences
2
Finance research letters
1
Journal of financial and quantitative analysis : JFQA
1
Risks : open access journal
1
The review of financial studies
1
more ...
less ...
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Generalized
performance
measures : optimal overweighing of fees relative to sample returns
Levy, Moshe
;
Roll, Richard
- In:
The journal of portfolio management : a publication of …
44
(
2017
)
3
,
pp. 66-75
Persistent link: https://www.econbiz.de/10011877634
Saved in:
2
An inter-temporal CAPM based on first order stochastic dominance
Levy, Moshe
- In:
European journal of operational research : EJOR
298
(
2022
)
2
,
pp. 734-739
Persistent link: https://www.econbiz.de/10013206894
Saved in:
3
Stocks for the log-run and constant relative risk aversion preferences
Levy, Moshe
- In:
European journal of operational research : EJOR
277
(
2019
)
3
,
pp. 1163-1168
Persistent link: https://www.econbiz.de/10012102249
Saved in:
4
Seeking alpha? : it's a bad guideline for portfolio optimization
Levy, Moshe
;
Roll, Richard
- In:
The journal of portfolio management : a publication of …
42
(
2016
)
5
,
pp. 107-112
Persistent link: https://www.econbiz.de/10011686777
Saved in:
5
Portfolio selection in a two-regime world
Levy, Moshe
;
Kaplanski, Guy
- In:
European journal of operational research : EJOR
242
(
2015
)
2
,
pp. 514-524
Persistent link: https://www.econbiz.de/10010491664
Saved in:
6
The benefits of differential variance-based constraints in portfolio optimization
Levy, Haim
;
Levy, Moshe
- In:
European journal of operational research : EJOR
234
(
2014
)
2
,
pp. 372-381
Persistent link: https://www.econbiz.de/10010356754
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->