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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
All
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 31 - 40 of 64
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Optimal asset allocation for retirement saving : deterministic vs. time consistent adaptive strategies
Forsyth, Peter; Vetzal, Kenneth R. - In: Applied mathematical finance 26 (2019) 1, pp. 1-37
Persistent link: https://www.econbiz.de/10012210256
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Value investing across asset classes
Zhakanova, Aliya; Backhaus, Achim; Jung, Dennis - In: Economic research 32 (2019) 1,2, pp. 1407-1429
Persistent link: https://www.econbiz.de/10012390567
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Multi-period portfolio selection with drawdown control
Nystrup, Peter; Boyd, Stephen P.; Lindström, Erik; … - In: Application of operations research to financial markets, (pp. 245-271). 2019
Persistent link: https://www.econbiz.de/10012157466
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Time-consistent risk-constrained dynamic portfolio optimization with transactional costs and time-dependent returns
Valladão, Davi; Silva, Thuener; Poggi, Marcus - In: Application of operations research to financial markets, (pp. 379-405). 2019
Persistent link: https://www.econbiz.de/10012160031
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Portfolio choice with skewness preference and wealth-dependent risk aversion
Mu, Congming; Tian, Weidong; Yang, Jinqiang - In: Quantitative finance 19 (2019) 11, pp. 1905-1919
Persistent link: https://www.econbiz.de/10015123059
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Residual inflation risk
Illeditsch, Philipp Karl - In: Management science : journal of the Institute for … 64 (2018) 11, pp. 5289-5314
Persistent link: https://www.econbiz.de/10011947163
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Dynamic asset allocation with event risk, transaction costs and predictable returns
Simonato, Jean-Guy - In: Mathematics and financial economics 12 (2018) 4, pp. 561-587
Persistent link: https://www.econbiz.de/10011963881
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Reaching nirvana with a defaultable asset?
Battauz, Anna; De Donno, Marzia; Sbuelz, Alessandro - In: Decisions in economics and finance : DEF ; a journal of … 40 (2017) 1/2, pp. 31-52
Persistent link: https://www.econbiz.de/10011997092
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The value of stop-loss, stop-gain strategies in dynamic asset allocation
Shelton, Austin - In: The journal of asset management 18 (2017) 2, pp. 124-143
Persistent link: https://www.econbiz.de/10011695004
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Dynamic asset allocation with liabilities
Giamouridis, Daniel; Sakkas, Athanasios; Tessaromatis, … - In: European financial management : the journal of the … 23 (2017) 2, pp. 254-291
Persistent link: https://www.econbiz.de/10011713544
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