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  • Search: subject:"portfolio constraints"
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Year of publication
Subject
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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
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Online availability
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Free 36 Undetermined 27 CC license 1
Type of publication
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Article 38 Book / Working Paper 35 Other 1
Type of publication (narrower categories)
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Article in journal 25 Aufsatz in Zeitschrift 25 Working Paper 8 Arbeitspapier 3 Graue Literatur 3 Non-commercial literature 3 Article 1
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Language
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English 41 Undetermined 33
Author
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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
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Institution
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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
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Published in...
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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
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Source
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RePEc 39 ECONIS (ZBW) 28 EconStor 6 BASE 1
Showing 1 - 10 of 74
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On asset pricing in a binomial model with fixed and proportional transaction costs, portfolio constraints and dividends
Babaei, Esmaeil - In: Mathematical methods of operations research : ZOR 101 (2025) 1, pp. 29-50
Persistent link: https://www.econbiz.de/10015331075
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High-dimensional multi-period portfolio allocation using deep reinforcement learning
Jiang, Yifu; Olmo, Jose; Atwi, Majed - In: International review of economics & finance : IREF 98 (2025), pp. 1-18
Persistent link: https://www.econbiz.de/10015333037
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Asset pricing and hedging in financial markets with fixed and proportional transaction costs
Babaei, Esmaeil - In: Annals of finance 20 (2024) 2, pp. 259-275
Persistent link: https://www.econbiz.de/10014566422
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Fundamental theorem of asset pricing with acceptable risk in markets with frictions
Arduca, Maria; Munari, Cosimo-Andrea - In: Finance and stochastics 27 (2023) 3, pp. 831-862
Persistent link: https://www.econbiz.de/10014328991
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Portfolio constraints: An empirical analysis
Abate, Guido; Bonafini, Tommaso; Ferrari, Pierpaolo - In: International Journal of Financial Studies 10 (2022) 1, pp. 1-20
practitioners alike to introduce portfolio constraints. The scope of our study is to verify which type of constraint is more …
Persistent link: https://www.econbiz.de/10013200408
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Portfolio constraints : an empirical analysis
Abate, Guido; Bonafini, Tommaso; Ferrari, Pierpaolo - In: International Journal of Financial Studies : open … 10 (2022) 1, pp. 1-20
practitioners alike to introduce portfolio constraints. The scope of our study is to verify which type of constraint is more …
Persistent link: https://www.econbiz.de/10012804902
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On the combination of naive and mean-variance portfolio strategies
Lassance, Nathan; Vanderveken, Rodolphe; Vrins, Frédéric - In: Journal of business & economic statistics : JBES ; a … 42 (2024) 3, pp. 875-889
Persistent link: https://www.econbiz.de/10015053502
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Power forward performance in semimartingale markets with stochastic integrated factors
Bo, Lijun; Capponi, Agostino; Zhou, Chao - In: Mathematics of operations research 48 (2023) 1, pp. 288-312
Persistent link: https://www.econbiz.de/10014312552
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Portfolio selection and optimization through neural networks and Markowitz model : a case of Pakistan stock exchange listed companies
Iqbal, Javed; Sandhu, Moeed Ahmad; Amin, Shaheera; … - In: Review of economics and development studies 5 (2019) 1, pp. 183-196
Persistent link: https://www.econbiz.de/10012053302
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Log-optimal and rapid paths in von Neumann-Gale dynamical systems
Babaei, E.; Evstigneev, Igor V.; Schenk-Hoppé, Klaus Reiner - 2019
Persistent link: https://www.econbiz.de/10011978960
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