//--> //--> //--> //-->
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
~person:"Kraft, Holger"
~person:"Wong, Hoi Ying"
~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_exact:"Portfoliomanagement"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Portfolio selection
46
Portfolio-Management
46
Theorie
29
Theory
29
Stochastic process
11
Stochastischer Prozess
11
Cointegration
7
Kointegration
7
Risiko
5
Risk
5
CAPM
4
Hedging
4
Option pricing theory
4
Optionspreistheorie
4
Time-inconsistency
4
Analysis of variance
3
Ansteckungseffekt
3
Consumption-portfolio choice
3
Contagion effect
3
Estimation
3
Financial investment
3
Incomplete market
3
Kapitalanlage
3
Lebenszyklus
3
Life cycle
3
Mathematical programming
3
Mathematische Optimierung
3
Mean-variance
3
Monte Carlo simulation
3
Monte-Carlo-Simulation
3
Risikoaversion
3
RisikomaĂŸ
3
Risk aversion
3
Risk measure
3
Schätzung
3
Simulation
3
Time consistency
3
Unvollkommener Markt
3
Varianzanalyse
3
Volatility
3
more ...
less ...
Online availability
All
Undetermined
21
Free
2
Type of publication
All
Article
46
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Article in journal
46
Arbeitspapier
17
Graue Literatur
17
Non-commercial literature
17
Working Paper
17
Aufsatz im Buch
5
Book section
5
Hochschulschrift
1
Thesis
1
more ...
less ...
Language
All
English
46
Author
All
Kraft, Holger
Wong, Hoi Ying
Fabozzi, Frank J.
77
Wong, Wing Keung
47
Satchell, Stephen
38
Zaremba, Adam
35
Hammoudeh, Shawkat
33
Korn, Ralf
33
Kang, Sang Hoon
32
Auer, Benjamin R.
31
Escobar, Marcos
31
Zagst, Rudi
31
Li, Duan
30
Platen, Eckhard
30
Prigent, Jean-Luc
30
Guidolin, Massimo
29
Martellini, Lionel
28
Tiwari, Aviral Kumar
28
Levy, Haim
27
Mensi, Walid
27
Lo, Andrew W.
26
Zhou, Guofu
26
Maurer, Raimond
25
Young, Virginia R.
25
Forsyth, Peter A.
24
Post, Thierry
24
Faff, Robert W.
23
Gallagher, David R.
23
Hens, Thorsten
23
Jarrow, Robert A.
23
Scherer, Bernd
23
Vanduffel, Steven
23
Clare, Andrew D.
22
Markowitz, Harry
22
McAleer, Michael
22
Nguyen, Duc Khuong
22
Xuan Vinh Vo
22
Liang, Zongxia
21
Van Vuuren, Gary
21
Yao, Haixiang
21
more ...
less ...
Published in...
All
Journal of economic dynamics & control
7
Insurance / Mathematics & economics
5
European journal of operational research : EJOR
4
Finance and stochastics
4
Journal of banking & finance
4
Quantitative finance
3
Finance research letters
2
IMA journal of management mathematics
2
International journal of theoretical and applied finance
2
Mathematical methods of operations research
2
Operations research letters
2
Economic modelling
1
International economic review
1
Journal of mathematical economics
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Mathematics and financial economics
1
Mathematics of operations research
1
Scandinavian actuarial journal
1
The journal of futures markets
1
more ...
less ...
Source
All
ECONIS (ZBW)
46
Showing
1
-
10
of
46
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Time-consistent mean-variance reinsurance-investment problem with long-range dependent mortality rate
Wang, Ling
;
Chiu, Mei Choi
;
Wong, Hoi Ying
- In:
Scandinavian actuarial journal
2023
(
2023
)
2
,
pp. 123-152
Persistent link: https://www.econbiz.de/10014325034
Saved in:
2
Variance reduction for risk measures with importance sampling in nested simulation
Xing, Yue
;
Sit, Tony
;
Wong, Hoi Ying
- In:
Quantitative finance
22
(
2022
)
4
,
pp. 657-673
Persistent link: https://www.econbiz.de/10013367849
Saved in:
3
Asset diversification versus climate action
Hambel, Christoph
;
Kraft, Holger
;
Ploeg, Frederick van der
- In:
International economic review
65
(
2024
)
3
,
pp. 1323-1355
Persistent link: https://www.econbiz.de/10015049335
Saved in:
4
Pandemic portfolio choice
Kraft, Holger
;
Weiss, Farina
- In:
European journal of operational research : EJOR
305
(
2023
)
1
,
pp. 451-462
Persistent link: https://www.econbiz.de/10013479223
Saved in:
5
When should retirees tap their home equity?
Hambel, Christoph
;
Kraft, Holger
;
Meyer-Wehmann, André
- In:
Journal of banking & finance
154
(
2023
),
pp. 1-28
Persistent link: https://www.econbiz.de/10014491715
Saved in:
6
Portfolio liquidation with delayed information
Yan, Tingjin
;
Chiu, Mei Choi
;
Wong, Hoi Ying
- In:
Economic modelling
126
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014461590
Saved in:
7
Pairs trading under delayed cointegration
Yan, Tingjin
;
Chiu, Mei Choi
;
Wong, Hoi Ying
- In:
Quantitative finance
22
(
2022
)
9
,
pp. 1627-1648
Persistent link: https://www.econbiz.de/10013367938
Saved in:
8
Bequest motives in consumption-portfolio decisions with recursive utility
Kraft, Holger
;
Munk, Claus
;
Weiss, Farina
- In:
Journal of banking & finance
138
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013461758
Saved in:
9
Optimal retirement under partial information
Chen, Kexin
;
Jeon, Junkee
;
Wong, Hoi Ying
- In:
Mathematics of operations research
47
(
2022
)
3
,
pp. 1802-1832
Persistent link: https://www.econbiz.de/10013374972
Saved in:
10
Merton's portfolio problem under Volterra Heston model
Han, Bingyan
;
Wong, Hoi Ying
- In:
Finance research letters
39
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012805194
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->