//--> //--> //-->
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
~subject:"Macroeconometrics"
~subject:"Portfolio selection"
~isPartOf:"The journal of asset management"
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:"Computersimulation"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Macroeconometrics
Portfolio selection
Portfolio-Management
4
Simulation
4
Theorie
3
Theory
3
Investment Fund
2
Investmentfonds
2
Risiko
2
Risk
2
An extension method
1
CAPM
1
Hedge fund
1
Hedgefonds
1
Investment portfolio
1
Mathematical programming
1
Mathematische Optimierung
1
Optimization
1
Ranking method
1
Ranking-Verfahren
1
Risikomanagement
1
Risk management
1
Simulation analysis
1
Time-varying parameters
1
asset allocation
1
hedghe funds
1
large-scale simulation framework
1
mean reversion
1
optimal portfolios
1
risk budget
1
risk parity
1
risk-based allocations
1
signal translation
1
simulation
1
valuation
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
4
Type of publication (narrower categories)
All
Article in journal
4
Aufsatz in Zeitschrift
4
Language
All
English
4
Author
All
Abdibekov, Darkhan U.
1
Bimurat, Zhanar
1
Kim, Yekaterina R.
1
L'Ahelec, Christophe
1
Molyboga, Marat
1
Opdyke, John Douglas
1
Shukayev, Dulat N.
1
Shukayev, Malik
1
Staub, Renato
1
more ...
less ...
Published in...
All
The journal of asset management
Economic modelling
22
European journal of operational research : EJOR
16
Europäische Hochschulschriften / 5
9
Journal of economic dynamics & control
9
Journal of policy modeling : JPMOD ; a social science forum of world issues
9
Arbeitspapier / Technische Hochschule Darmstadt, Fachbereich I, Rechts- und Wirtschaftswissenschaften, Institut für Volkswirtschaftslehre
8
Risks : open access journal
8
Computational economics
7
IMF working paper
7
Finance research letters
6
NBER Working Paper
6
Working paper / National Bureau of Economic Research, Inc.
6
IMF working papers
5
Journal of banking & finance
5
Journal of risk and financial management : JRFM
5
NBER working paper series
5
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
5
Technical report / Bank of Canada
5
Working paper series / European Central Bank
5
Working papers
5
Applied economics
4
Applied mathematical finance
4
Bank of Finland research discussion papers
4
ECB Working Paper
4
Finance and economics discussion series
4
Financial services review : the journal of individual financial management
4
Investment management and financial innovations
4
Lecture notes in economics and mathematical systems : LNEMS
4
Review of quantitative finance and accounting
4
The European journal of finance
4
The journal of portfolio management : JPM
4
Working paper series
4
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
3
CESifo working papers
3
CPB document
3
Cogent economics & finance
3
Diskussionsbeiträge / 2
3
ERS staff report : AGES
3
Energy economics
3
more ...
less ...
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Sensitivity of optimal portfolio problems to time-varying parameters : simulation analysis
Bimurat, Zhanar
;
Abdibekov, Darkhan U.
;
Shukayev, Dulat N.
- In:
The journal of asset management
20
(
2019
)
5
,
pp. 395-402
Persistent link: https://www.econbiz.de/10012117629
Saved in:
2
A simulation-based methodology for evaluating hedge fund investments
Molyboga, Marat
;
L'Ahelec, Christophe
- In:
The journal of asset management
17
(
2016
)
6
,
pp. 434-452
Persistent link: https://www.econbiz.de/10011648197
Saved in:
3
Value-based asset allocation : an integrated framework
Staub, Renato
- In:
The journal of asset management
14
(
2013
)
6
,
pp. 354-375
Persistent link: https://www.econbiz.de/10010258481
Saved in:
4
Comparing sharpe ratios : so where are the p-values?
Opdyke, John Douglas
- In:
The journal of asset management
8
(
2007/08
)
5
,
pp. 308-336
Persistent link: https://www.econbiz.de/10003621321
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->