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  • Search: subject:"dynamic asset allocation"
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Year of publication
Subject
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Portfolio selection 48 Portfolio-Management 48 Theorie 43 Theory 43 Dynamic asset allocation 33 Anlageverhalten 21 Behavioural finance 21 Financial investment 21 Kapitalanlage 21 dynamic asset allocation 20 Capital income 13 Kapitaleinkommen 13 Forecasting model 8 Hedging 8 Prognoseverfahren 8 Volatility 8 Volatilität 8 Dynamic Asset Allocation 7 Dynamic programming 7 Dynamische Optimierung 7 Stochastic process 7 Stochastischer Prozess 7 CAPM 6 Markov chain 5 Markov-Kette 5 Risikoaversion 5 Risk aversion 5 Time consistency 5 Transaction costs 5 Transaktionskosten 5 Zeitkonsistenz 5 Return predictability 4 Risiko 4 Risikomanagement 4 Risikomaß 4 Risk 4 Risk management 4 Risk measure 4 Aktienmarkt 3 Capital market returns 3
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Online availability
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Undetermined 42 Free 16 CC license 2
Type of publication
All
Article 57 Book / Working Paper 7
Type of publication (narrower categories)
All
Article in journal 43 Aufsatz in Zeitschrift 43 Article 3 Graue Literatur 3 Non-commercial literature 3 Working Paper 3 Arbeitspapier 2 Aufsatz im Buch 2 Book section 2 Thesis 2 Collection of articles of several authors 1 Hochschulschrift 1 Sammelwerk 1 research-article 1
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Language
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English 56 Undetermined 8
Author
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Forsyth, Peter 4 Lioui, Abraham 4 Vetzal, Kenneth R. 4 Campani, Carlos Heitor 3 Lewin, Marcelo 3 Simonato, Jean-Guy 3 Denault, Michel 2 Ding, Jie 2 Kwon, Roy 2 Liang, Zongxia 2 Lindström, Erik 2 Madsen, Henrik 2 Nystrup, Peter 2 Oprisor, Razvan 2 Zhong, Liang 2 Back, Kerry 1 Backhaus, Achim 1 Baitinger, Eduard 1 Barro, Diana 1 Battauz, Anna 1 Berujon, Sebastien 1 Boyd, Stephen P. 1 Calafiore, Giuseppe Carlo 1 Canestrelli, Elio 1 Carroll, Ray 1 Chang, Yi-Hsuan 1 Chibane, Messaoud 1 Chiou, W. Paul 1 Chung, San-Lin 1 De Donno, Marzia 1 Dong, Wen-Kuei 1 Fieberg, Christian 1 Forsyth, Peter A. 1 Garcia, René 1 Gerber, Hans 1 Giamouridis, Daniel 1 Hallahan, Terrence 1 Hansen, Bo William 1 Haugh, Martin B. 1 He, Lin 1
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Institution
All
Dipartimento di Matematica Applicata, Università Ca' Foscari Venezia 1 Swiss Finance Institute 1
Published in...
All
Journal of economic dynamics & control 3 Quantitative finance 3 Application of operations research to financial markets 2 China Finance Review International 2 Finance research letters 2 Financial markets and portfolio management 2 International review of economics & finance : IREF 2 Journal of Economic Dynamics and Control 2 Journal of Risk and Financial Management 2 Journal of risk and financial management : JRFM 2 Mathematics and financial economics 2 The journal of asset management 2 The journal of asset management : a major new, international quarterly journal for the financial community 2 ASTIN bulletin : the journal of the International Actuarial Association 1 Applied Financial Economics 1 Applied mathematical finance 1 Business and Economic Research : BER 1 Computational Economics 1 Computational economics 1 Decisions in Economics and Finance 1 Decisions in economics and finance : DEF ; a journal of applied mathematics 1 Dissertationen / Universität St. Gallen 1 East Asian Economic Review (EAER) 1 East Asian economic review 1 Economic research 1 Empirical economics : a quarterly journal of the Institute for Advanced Studies 1 European financial management : the journal of the European Financial Management Association 1 European journal of operational research : EJOR 1 FAME Research Paper Series 1 Insurance / Mathematics & economics 1 Insurance: Mathematics and Economics 1 International journal of accounting and finance 1 International journal of financial engineering 1 International journal of financial engineering and risk management 1 Journal of banking & finance 1 Journal of international money and finance 1 Journal of investment management : JOIM 1 Journal of mathematical finance 1 Management science : journal of the Institute for Operations Research and the Management Sciences 1 Netspar academic series 1
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Source
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ECONIS (ZBW) 48 RePEc 10 EconStor 4 BASE 1 Other ZBW resources 1
Showing 21 - 30 of 64
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Optimal asset allocation for outperforming a stochastic benchmark target
Ni, Chendi; Li, Yuying; Forsyth, Peter; Carroll, Ray - In: Quantitative finance 22 (2022) 9, pp. 1595-1626
Persistent link: https://www.econbiz.de/10013367937
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Dynamic asset allocation strategy using a state-dependent Markov model : applications to international equity markets
Hematizadeh, Roksana; Tajaddini, Reza; Hallahan, Terrence - In: Journal of international money and finance 128 (2022), pp. 1-15
Persistent link: https://www.econbiz.de/10013438362
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Dynamic rebalancing of a risk parity investment portfolio
Ning, Yixi; Yang, Sean; Zheng, Wangzhi - In: The journal of investment strategies 11 (2022) 4, pp. 51-79
Persistent link: https://www.econbiz.de/10014335866
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Strategic asset allocation and the demand for real estate : international evidence
Umar, Zaghum; Olson, Dennis O. - In: Empirical economics : a quarterly journal of the … 62 (2022) 5, pp. 2461-2513
Persistent link: https://www.econbiz.de/10013197321
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A note on a dynamic goal-based wealth management problem
Denault, Michel; Simonato, Jean-Guy - In: Finance research letters 46 (2022) 2, pp. 1-8
Persistent link: https://www.econbiz.de/10013341774
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Optimal portfolio strategies in the presence of regimes in asset returns
Campani, Carlos Heitor; Garcia, René; Lewin, Marcelo - In: Journal of banking & finance 123 (2021), pp. 1-17
Persistent link: https://www.econbiz.de/10012662395
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Dynamic asset allocation for target date funds under the benchmark approach
Sun, Jin; Zhu, Dan; Platen, Eckhard - In: ASTIN bulletin : the journal of the International … 51 (2021) 2, pp. 449-474
Persistent link: https://www.econbiz.de/10012523252
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Factor investing for the long run
Lioui, Abraham; Tarelli, Andrea - In: Journal of economic dynamics & control 117 (2020), pp. 1-31
Persistent link: https://www.econbiz.de/10012503351
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Essays on asset and portfolio management : rethinking portfolio rebalancing
Wittig, Hagen - 2015
This dissertation comprises three articles which are covering various aspects in the area of dynamic asset allocation … third article, we break new ground by explicitly incorporating the risk dimension in the dynamic asset allocation process …
Persistent link: https://www.econbiz.de/10011418707
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Dynamic portfolio choice without cash
Lam, Chi Kin; Xu, Yuhong; Yin, Guosheng - In: Quantitative finance 19 (2019) 2, pp. 313-326
Persistent link: https://www.econbiz.de/10012194655
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