Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
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:"Mean–variance"
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Portfolio selection
625
Portfolio-Management
619
Theorie
447
Theory
437
CAPM
159
Kapitaleinkommen
134
Capital income
133
Mathematical programming
118
Mathematische Optimierung
118
Risk
116
Risiko
114
Stochastic process
95
Stochastischer Prozess
95
Hedging
82
Mean-variance
78
mean-variance
66
Schätztheorie
64
Estimation theory
62
Anlageverhalten
61
Behavioural finance
61
Risk aversion
61
Volatility
61
Risikoaversion
59
Volatilität
55
Mean-variance analysis
54
Optionspreistheorie
53
Option pricing theory
52
Schätzung
48
mean-variance analysis
48
Estimation
47
Risikomanagement
47
Risk management
47
Correlation
44
Risikomaß
44
Expected utility
43
Korrelation
43
Risk measure
43
Time consistency
41
Diversification
40
Zeitkonsistenz
38
more ...
less ...
Online availability
All
Undetermined
637
Free
426
CC license
23
Type of publication
All
Article
905
Book / Working Paper
365
Other
4
Type of publication (narrower categories)
All
Article in journal
605
Aufsatz in Zeitschrift
605
Working Paper
133
Arbeitspapier
80
Graue Literatur
79
Non-commercial literature
79
Article
30
Aufsatz im Buch
10
Book section
10
Thesis
6
research-article
5
Conference paper
4
Konferenzbeitrag
4
Hochschulschrift
3
review-article
2
Lehrbuch
1
more ...
less ...
Language
All
English
867
Undetermined
390
German
11
French
4
Indonesian
1
Portuguese
1
Spanish
1
more ...
less ...
Author
All
Zeng, Yan
16
Kerstens, Kristiaan
15
Yao, Haixiang
15
Fabozzi, Frank J.
14
Wong, Wing-Keung
14
Wong, Hoi Ying
13
Wong, Wing Keung
12
Ledoit, Olivier
11
Li, Xun
11
Weber, Christoph
11
Cui, Xiangyu
10
Li, Danping
10
McAleer, Michael
10
Schweizer, Martin
10
Shen, Yang
10
Drut, Bastien
9
Forsyth, Peter
9
Li, Duan
9
Li, Zhongfei
9
Beaulieu, Marie-Claude
8
Bodnar, Taras
8
Briec, Walter
8
Chen, Ping
8
Dufour, Jean-Marie
8
Khalaf, Lynda
8
Kim, Woo Chang
8
Van de Woestyne, Ignace
8
Young, Virginia R.
8
Broll, Udo
7
Fletcher, Jonathan
7
Galvani, Valentina
7
Hlouskova, Jaroslava
7
Liang, Zhibin
7
Mazur, Stepan
7
Wu, Huiling
7
BEAULIEU, Marie-Claude
6
Chernozhukov, Victor
6
Chiu, Mei Choi
6
Choi, Tsan-Ming
6
Christiansen, Charlotte
6
more ...
less ...
Institution
All
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
11
C.E.P.R. Discussion Papers
7
Collegio Carlo Alberto, Università degli Studi di Torino
6
Faculteit Economie en Bedrijfswetenschappen, Hogeschool-Universiteit Brussel (HUBrussel)
6
Henley Business School, University of Reading
6
Finance Discipline Group, Business School
5
School of Economics and Management, University of Aarhus
5
University of Bonn, Germany
5
Centre Emile Bernheim, Solvay Brussels School of Economics and Management
4
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
4
EconomiX, Université Paris Ouest-Nanterre la Défense (Paris X)
4
Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
4
Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam
4
HAL
4
IÉSEG School of Management, Université Catholique de Lille
4
Tilburg University, Center for Economic Research
4
Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ)
3
Department of Economics and Business, Universitat Pompeu Fabra
3
Department of Economics, University of Alberta
3
Département de Sciences Économiques, Université de Montréal
3
EconWPA
3
European Science Foundation Network in Financial Markets, c/o C.E.P.R, 77 Bastwick Street, London EC1V 3PZ.
3
Fachbereich Wirtschaftswissenschaften, Universität Duisburg-Essen
3
Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid
3
Fakultät Wirtschaftswissenschaften, Technische Universität Dresden
3
London School of Economics (LSE)
3
Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät
3
Tinbergen Instituut
3
Université Paris-Dauphine (Paris IX)
3
CESifo
2
Departamento de Economía, Universidad Carlos III de Madrid
2
Department of Economics and Finance, College of Business and Economics
2
Department of Economics, City University
2
Department of Economics, University of Connecticut
2
Department of Economics, University of Crete
2
Dipartimento di Scienze Economiche, Facoltà di Economia
2
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
2
Institut für Future Energy Consumer Needs and Behavior (FCN), E.ON Energy Research Center
2
Institut für Volkswirtschaftslehre, Wirtschaftswissenschaftliche Fakutät
2
Institute for the Study of Labor (IZA)
2
more ...
less ...
Published in...
All
Insurance / Mathematics & economics
53
European journal of operational research : EJOR
46
Finance research letters
26
European Journal of Operational Research
22
Management Science
20
Quantitative finance
19
Insurance: Mathematics and Economics
17
International journal of theoretical and applied finance
15
Economic modelling
13
Working Paper
13
Journal of Risk and Financial Management
11
Journal of investment management : JOIM
11
MPRA Paper
11
International Journal of Theoretical and Applied Finance (IJTAF)
10
Research paper series / Swiss Finance Institute
10
Scandinavian actuarial journal
10
Journal of economic dynamics & control
9
Journal of risk and financial management : JRFM
9
Operations research letters
9
International journal of financial engineering
8
Journal of banking & finance
8
CEPR Discussion Papers
7
Cahiers de recherche
7
Finance and Stochastics
7
Finance and stochastics
7
Journal of mathematical finance
7
Applied economics
6
Applied mathematical finance
6
Carlo Alberto Notebooks
6
Dresden Discussion Paper Series in Economics
6
ICMA Centre Discussion Papers in Finance
6
International journal of production economics
6
International review of financial analysis
6
Journal of Agricultural and Applied Economics
6
Journal of empirical finance
6
Management science : journal of the Institute for Operations Research and the Management Sciences
6
Mathematical methods of operations research
6
Mathematics and financial economics
6
Risks
6
The European journal of finance
6
more ...
less ...
Source
All
ECONIS (ZBW)
705
RePEc
466
EconStor
83
BASE
11
Other ZBW resources
9
Showing
541
-
550
of
1,274
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
541
Location choice and risk attitude of a decision maker
Berman, Oded
;
Sanajian, Nima
;
Wang, Jiamin
- In:
Omega : the international journal of management science
66
(
2017
),
pp. 170-181
Persistent link: https://www.econbiz.de/10011599264
Saved in:
542
On
mean-variance
hedging under partial observations and terminal wealth constraints
Makogin, Vitalii
;
Melʹnikov, Aleksandr V.
;
Mišura, …
- In:
International journal of theoretical and applied finance
20
(
2017
)
5
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011734050
Saved in:
543
Cumulative prospect theory and
mean-variance
analysis : a rigorous comparison
Hens, Thorsten
;
Mayer, János
- In:
The journal of computational finance
21
(
2017/2018
)
3
,
pp. 47-73
Persistent link: https://www.econbiz.de/10011848338
Saved in:
544
Mean-variance
portfolio selection with only risky assets under regime switching
Zhang, Miao
;
Chen, Ping
;
Yao, Haixiang
- In:
Economic modelling
62
(
2017
),
pp. 35-42
Persistent link: https://www.econbiz.de/10011813158
Saved in:
545
Leverage versus volatility : evidence from the capital structure of European firms
Alaoui, Abdelkader O. el
;
Obiyathulla Ismath Bacha
; …
- In:
Economic modelling
62
(
2017
),
pp. 145-160
Persistent link: https://www.econbiz.de/10011813362
Saved in:
546
Time consistent behavioral portfolio policy for dynamic
mean-variance
formulation
Cui, Xiangyu
;
Li, Xun
;
Li, Duan
;
Shi, Yun
- In:
Journal of the Operational Research Society : OR
68
(
2017
)
12
,
pp. 1647-1660
Persistent link: https://www.econbiz.de/10011816054
Saved in:
547
Self-coordination in time inconsistent stochastic decision problems : a planner-doer game framework
Cui, Xiangyu
;
Li, Duan
;
Shi, Yun
- In:
Journal of economic dynamics & control
75
(
2017
),
pp. 91-113
Persistent link: https://www.econbiz.de/10011817149
Saved in:
548
The Black-Litterman model : active risk targeting and the parameter tau
O'Toole, Randy
- In:
The journal of asset management
18
(
2017
)
7
,
pp. 580-587
Persistent link: https://www.econbiz.de/10011855239
Saved in:
549
An agent-based model of the South African offshore hake trawl industry : part II drivers and trade-offs in profit and risk
Cooper, Rachel
;
Jarre, Astrid
- In:
Ecological economics : the transdisciplinary journal of …
142
(
2017
),
pp. 257-267
Persistent link: https://www.econbiz.de/10011821055
Saved in:
550
How risk managers should fix tracking error volatility and value-at-risk constraints in asset management
Riccetti, Luca
- In:
Journal of risk
19
(
2016/2017
)
4
,
pp. 79-102
Persistent link: https://www.econbiz.de/10011710254
Saved in:
First
Prev
50
51
52
53
54
55
56
57
58
59
60
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
