//--> //--> //--> //-->
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
~language:"eng"
~person:"Mitra, Gautam"
~type_genre:"Article in journal"
~type_genre:"Aufsatzsammlung"
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 insurance"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Portfolio selection
14
Portfolio-Management
14
Mathematical programming
4
Mathematische Optimierung
4
Theorie
4
Theory
4
Pension fund
3
Pensionskasse
3
Risikomaß
3
Risk measure
3
Stochastic process
2
Stochastischer Prozess
2
Aging population
1
Alternde Bevölkerung
1
Ankündigungseffekt
1
Anlagepolitik
1
Anlageverhalten
1
Anleihe
1
Announcement effect
1
Behavioural finance
1
Bond
1
CAPM
1
Classification
1
Credit risk
1
Downside risk
1
Emerging economies
1
Estimation theory
1
Financial analysis
1
Financial economics
1
Financial market
1
Finanzanalyse
1
Finanzmarkt
1
Finanzmathematik
1
Foreign portfolio investment
1
Großbritannien
1
Hedging
1
Insolvency
1
Insolvenz
1
Kapitalanlage
1
Kapitalmarkttheorie
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
10
Book / Working Paper
4
Type of publication (narrower categories)
All
Article in journal
Aufsatzsammlung
Aufsatz in Zeitschrift
12
Collection of articles of several authors
4
Sammelwerk
4
Handbook
2
Handbuch
2
Case study
1
Conference proceedings
1
Fallstudie
1
Konferenzschrift
1
Mehrbändiges Werk
1
Multi-volume publication
1
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
Author
All
Mitra, Gautam
Fabozzi, Frank J.
83
Wong, Wing Keung
47
Satchell, Stephen
39
Hammoudeh, Shawkat
34
Korn, Ralf
33
Zaremba, Adam
33
Escobar, Marcos
31
Li, Duan
30
Platen, Eckhard
30
Guidolin, Massimo
29
Kang, Sang Hoon
29
Levy, Haim
29
Prigent, Jean-Luc
29
Zagst, Rudi
29
Martellini, Lionel
28
Tiwari, Aviral Kumar
27
Lo, Andrew W.
26
Zhou, Guofu
26
Auer, Benjamin R.
25
Young, Virginia R.
25
Hens, Thorsten
24
Faff, Robert W.
23
Forsyth, Peter A.
23
Gallagher, David R.
23
Jarrow, Robert A.
23
Kraft, Holger
23
Mensi, Walid
23
Post, Thierry
23
Scherer, Bernd
23
Markowitz, Harry
22
McAleer, Michael
22
Nguyen, Duc Khuong
22
Vanduffel, Steven
22
Wong, Hoi Ying
22
Clare, Andrew D.
21
Guerard, John Baynard
21
Račev, Svetlozar T.
21
Van Vuuren, Gary
21
Yao, Haixiang
21
Ang, Andrew
20
more ...
less ...
Published in...
All
The journal of asset management
6
Chapman & Hall/CRC financial mathematics series
1
Computational Management Science : CMS
1
European journal of operational research : EJOR
1
Journal of banking & finance
1
Journal of economic dynamics & control
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of risk
1
more ...
less ...
Source
All
ECONIS (ZBW)
14
Showing
1
-
10
of
14
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Novel approaches for portfolio construction using second order stochastic dominance
Valle, Christiano Arbex
;
Roman, Diana
;
Mitra, Gautam
- In:
Computational Management Science : CMS
14
(
2017
)
2
,
pp. 257-280
Persistent link: https://www.econbiz.de/10011710779
Saved in:
2
Handbook of sentiment analysis in finance
Mitra, Gautam
(
ed.
);
Yu, Xiang
(
ed.
)
-
2016
Persistent link: https://www.econbiz.de/10012704679
Saved in:
3
Robust optimization and portfolio selection : the cost of robustness
Gregory, Christine
;
Darby-Dowman, Ken
;
Mitra, Gautam
- In:
European journal of operational research : EJOR
212
(
2011
)
2
,
pp. 417-428
Persistent link: https://www.econbiz.de/10009010065
Saved in:
4
Investigating the effectiveness of robust portfolio optimization techniques
Guastaroba, Gianfranco
;
Mitra, Gautam
;
Speranza, Maria …
- In:
The journal of asset management
12
(
2011
)
4
,
pp. 260-280
Persistent link: https://www.econbiz.de/10009303988
Saved in:
5
Guest editorial: Asset and liability management/liability-driven investment for pension funds
Mitra, Gautam
;
Medova, Elena
- In:
The journal of asset management
11
(
2010/11
)
2/3
,
pp. 71-72
Persistent link: https://www.econbiz.de/10008663159
Saved in:
6
Alternative decision models for liability-driven investment
Schwaiger, Katharina
;
Lucas, Cormac
;
Mitra, Gautam
- In:
The journal of asset management
11
(
2010/11
)
2/3
,
pp. 178-193
Persistent link: https://www.econbiz.de/10008663607
Saved in:
7
Long-short portfolio optimization in the presence of discrete asset choice constraints and two risk measures
Kumar, Ritesh
;
Mitra, Gautam
;
Roman, Diana
- In:
Journal of risk
13
(
2010/11
)
2
,
pp. 71-100
Persistent link: https://www.econbiz.de/10008807862
Saved in:
8
Special issue: Asset and liability management/liability driven investment for pension funds
Mitra, Gautam
(
contributor
)
-
2010
Persistent link: https://www.econbiz.de/10009128002
Saved in:
9
Quantitative fund management
Dempster, Michael A. H.
(
contributor
); …
-
2009
Persistent link: https://www.econbiz.de/10003684347
Saved in:
10
Kernel conditional quantile estimation for stationary processes with application to conditional value-at-risk
Wu, Wei Biao
;
Yu, Keming
;
Mitra, Gautam
- In:
Journal of financial econometrics : official journal of …
6
(
2008
)
2
,
pp. 253-270
Persistent link: https://www.econbiz.de/10003687936
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->