EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"portfolio constraints"
Narrow search

Narrow search

Year of publication
Subject
All
portfolio constraints 35 Portfolio-Management 29 Portfolio constraints 28 Portfolio selection 28 Theorie 21 Theory 20 CAPM 13 asset pricing 9 Portfolio Constraints 7 Portfolio optimization 7 Arbitrage 6 Hedging 6 Incomplete market 6 Restricted participation 6 Unvollkommener Markt 6 Mathematical programming 5 Mathematische Optimierung 5 Risiko 5 Risikomaß 5 Risk 5 Risk measure 5 Stochastic process 5 Stochastischer Prozess 5 Transaction costs 5 Transaktionskosten 5 equilibrium 5 financial exchange economy 5 Benchmarking 4 Capital income 4 Kapitaleinkommen 4 viscosity solutions 4 Arbitrage Pricing 3 Asset Pricing 3 BSDEs 3 Equilibrium Theory 3 Financial market 3 Finanzmarkt 3 Incentive fee 3 Lucas Tree Model 3 Market timing 3
more ... less ...
Online availability
All
Free 36 Undetermined 27 CC license 1
Type of publication
All
Article 38 Book / Working Paper 35 Other 1
Type of publication (narrower categories)
All
Article in journal 25 Aufsatz in Zeitschrift 25 Working Paper 8 Arbeitspapier 3 Graue Literatur 3 Non-commercial literature 3 Article 1
more ... less ...
Language
All
English 41 Undetermined 33
Author
All
Pavlova, Anna 8 Cass, David 6 Cornet, Bernard 6 Agarwal, Vikas 5 Gómez, Juan-Pedro 5 Priestley, Richard 5 Aouani, Zaier 4 Basak, Suleyman 3 Bouchard, Bruno 3 Chassagneux, Jean-François 3 Elie, Romuald 3 Elsinger, Helmut 3 Evstigneev, Igor V. 3 Kharroubi, Idris 3 Levy, Haim 3 Levy, Moshe 3 Licari, Juan Manuel 3 Summer, Martin 3 Abate, Guido 2 Babaei, Esmaeil 2 Bayraktar, Erhan 2 Bentahar, Imen 2 Bonafini, Tommaso 2 Chabakauri, Georgy 2 Fabozzi, Frank J. 2 Ferrari, Pierpaolo 2 Framstad, Nils Chr. 2 Hugonnier, Julien 2 Jin, Xing 2 Kolm, Petter N. 2 Ranjan, Abhishek 2 Rigobon, Roberto 2 Schürger, Klaus 2 Taksar, Michael I. 2 Tütüncü, Reha 2 Zhang, Kun 2 Amin, Shaheera 1 Arduca, Maria 1 Atwi, Majed 1 Auer, Benjamin R. 1
more ... less ...
Institution
All
C.E.P.R. Discussion Papers 3 Department of Economics, University of Pennsylvania 2 HAL 2 Institut für Finanzmarktforschung, Wirtschafts- und Sozialwissenschaftliche Fakultät 2 London School of Economics (LSE) 2 Oesterreichische Nationalbank 2 Sloan School of Management, Massachusetts Institute of Technology (MIT) 2 Université Paris-Dauphine (Paris IX) 2 Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO) 1 Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne) 1 Department of Economics, University of Kansas 1 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. 1 Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam 1 Faculty of Economics and Business, Tbilisi State University 1 Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät 1 University of Bonn, Germany 1 Área de Entorno Económico, Instituto de Empresa 1
more ... less ...
Published in...
All
Finance and stochastics 4 CEPR Discussion Papers 3 Finance and Stochastics 3 Annals of finance 2 Bonn Econ Discussion Papers 2 CFR Working Papers 2 Economics Papers from University Paris Dauphine 2 European Journal of Operational Research 2 European journal of operational research : EJOR 2 LSE Research Online Documents on Economics 2 Management science : journal of the Institute for Operations Research and the Management Sciences 2 PIER Working Paper Archive 2 Post-Print / HAL 2 Working Papers / Oesterreichische Nationalbank 2 Working papers / Sloan School of Management, Massachusetts Institute of Technology (MIT) 2 Annals of Economics and Finance 1 CFR Working Paper 1 CIRANO Working Papers 1 Discussion paper / LSE Financial Markets Group 1 Documents de travail du Centre d'Economie de la Sorbonne 1 ERIM Report Series Research in Management 1 Economic Theory 1 Economics discussion paper series : EDP 1 International Journal of Financial Studies 1 International Journal of Financial Studies : open access journal 1 International review of economics & finance : IREF 1 Journal of Banking & Finance 1 Journal of Economic Dynamics and Control 1 Journal of Economic Theory 1 Journal of Mathematical Economics 1 Journal of banking & finance 1 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 1 Journal of economic dynamics & control 1 Journal of investment management : JOIM 1 Journal of mathematical economics 1 Mathematical finance : an international journal of mathematics, statistics and financial theory 1 Mathematical methods of operations research : ZOR 1 Mathematics and financial economics 1 Mathematics of operations research 1 Memorandum 1
more ... less ...
Source
All
RePEc 39 ECONIS (ZBW) 28 EconStor 6 BASE 1
Showing 51 - 60 of 74
Cover Image
Management compensation and market timing under portfolio constraints
Agarwal, Vikas; Gómez, Juan-Pedro; Priestley, Richard - In: Journal of economic dynamics & control 36 (2012) 10, pp. 1600-1625
Persistent link: https://www.econbiz.de/10009701968
Saved in:
Cover Image
ON TREES AND LOGS
Cass, David; Pavlova, Anna - Sloan School of Management, Massachusetts Institute of … - 2003
on transactions in financial markets. Portfolio constraints however may give rise other types of equilibria, in addition …
Persistent link: https://www.econbiz.de/10005587473
Saved in:
Cover Image
Reduced equivalent form of a financial structure
Aouani, Zaier; Cornet, Bernard - In: Journal of Mathematical Economics 47 (2011) 3, pp. 318-327
We consider the two-date model of a financial exchange economy (E,F), with agents’ portfolio restrictions either represented by finitely many linear inequality constraints or satisfying Hart’s (1974) Weak No Market Arbitrage condition. The economy (E,F) is shown to have the same consumption...
Persistent link: https://www.econbiz.de/10011065378
Saved in:
Cover Image
Detection of momentum effects using an index out-performance strategy
Meade, N.; Beasley, J. E. - In: Quantitative Finance 11 (2011) 2, pp. 313-326
The literature shows a substantial portion of momentum profits come from illiquid investments and short-selling, entailing abnormal transaction costs. Concentrating on liquid long-only investments, we investigate momentum using index out-performance portfolio selection (via a modified Sortino...
Persistent link: https://www.econbiz.de/10009215017
Saved in:
Cover Image
Management compensation and market timing under portfolio constraints
Agarwal, Vikas; Gómez, Juan-Pedro; Priestley, Richard - Institut für Finanzmarktforschung, Wirtschafts- und … - 2011
This paper shows that portfolio constraints have important implications for management compensation and performance … evaluation. Concretely, in the presence of portfolio constraints, allowing for benchmarking can be beneficial. Benchmark design … arises as an alternative effort inducement mechanism vis-a-vis relaxing portfolio constraints. Numerically, we solve jointly …
Persistent link: https://www.econbiz.de/10009372299
Saved in:
Cover Image
Fiat money and the value of binding portfolio constraints
Páscoa, Mário; Petrassi, Myrian; Torres-Martínez, Juan - In: Economic Theory 46 (2011) 2, pp. 189-209
Persistent link: https://www.econbiz.de/10008925163
Saved in:
Cover Image
Arbitrage and deflators in illiquid markets
Pennanen, Teemu - In: Finance and Stochastics 15 (2011) 1, pp. 57-83
Persistent link: https://www.econbiz.de/10008925434
Saved in:
Cover Image
On Trees and Logs
Cass, David; Pavlova, Anna - 2002
on transactions in financial markets. Portfolio constraints however may give rise other types of equilibria, in addition …
Persistent link: https://www.econbiz.de/10009433019
Saved in:
Cover Image
On the fundamental theorem of asset pricing: random constraints and bang-bang no-arbitrage criteria
Evstigneev, Igor V.; Schürger, Klaus; Taksar, Michael I. - 2002
following two respects: (a) the result is extended to a model with portfolio constraints; (b) versions of the no …
Persistent link: https://www.econbiz.de/10010263069
Saved in:
Cover Image
On the fundamental theorem of asset pricing: random constraints and bang-bang no-arbitrage criteria
Evstigneev, Igor V.; Schürger, Klaus; Taksar, Michael I. - University of Bonn, Germany - 2002
following two respects: (a) the result is extended to a model with portfolio constraints; (b) versions of the no …
Persistent link: https://www.econbiz.de/10004989640
Saved in:
  • First
  • Prev
  • 1
  • 2
  • 3
  • 4
  • 5
  • 6
  • 7
  • 8
  • Next
  • Last
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...