//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~institution:"University of Cambridge / Faculty of Economics"
~type_genre:"Arbeitspapier"
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
Robust Mean-Variance Portfolio...
Similar by subject
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Portfolio selection
4
Portfolio-Management
4
1990-1999
1
Anlageverhalten
1
Asset management
1
Behavioural finance
1
CAPM
1
Capital income
1
Correlation
1
Estimation
1
Großbritannien
1
Kapitaleinkommen
1
Korrelation
1
Learning
1
Lernen
1
Pension fund
1
Pensionskasse
1
Schätzung
1
Securities
1
Statistical distribution
1
Statistische Verteilung
1
United Kingdom
1
Vermögensverwaltung
1
Wertpapier
1
more ...
less ...
Online availability
All
Free
4
Type of publication
All
Book / Working Paper
4
Type of publication (narrower categories)
All
Arbeitspapier
Graue Literatur
4
Non-commercial literature
4
Working Paper
4
Language
All
English
4
Author
All
Satchell, Stephen
4
Davies, Greg B.
1
Farah, Nathalie
1
Sancetta, Alessio
1
Yang, J.-H. Steffi
1
Institution
All
University of Cambridge / Faculty of Economics
National Bureau of Economic Research
121
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
36
Institute of Finance and Accounting <London>
19
Ekonomiska forskningsinstitutet <Stockholm>
17
Center for Economic Research <Tilburg>
12
Rodney L. White Center for Financial Research
12
Pensions Institute
10
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
9
Erasmus Research Institute of Management
8
European University Institute / Department of Law
7
Federal Reserve Bank of St. Louis
6
International Center for Financial Asset Management and Engineering
6
Nationalekonomiska Institutionen <Lund>
6
Shakai-Keizai-Kenkyūsho <Osaka>
6
Federal Reserve System / Division of Research and Statistics
5
Institut für Weltwirtschaft
5
Judge Institute of Management Studies
5
Københavns Universitet / Økonomisk Institut
5
University of Cambridge / Department of Applied Economics
5
University of Canterbury / Dept. of Economics and Finance
5
International Monetary Fund
4
Leibniz-Institut für Wirtschaftsforschung Halle
4
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
4
Universitat Pompeu Fabra / Departament d'Economia i Empresa
4
University of Chicago / Center for Research in Security Prices
4
Uniwersytet Warszawski / Wydział Nauk Ekonomicznych
4
Basel Committee on Banking Supervision
3
Bonn Graduate School of Economics
3
Centre for Actuarial Studies
3
Chambre de commerce et d'industrie de Paris
3
Danmarks Nationalbank
3
Federal Reserve Bank of San Francisco
3
Johns Hopkins University / Department of Economics
3
London School of Economics and Political Science
3
Martin-Luther-Universität Halle-Wittenberg / Wirtschaftswissenschaftliche Fakultät
3
Rijksuniversiteit Gent / Faculteit Economie en Bedrijfskunde
3
Scuola superiore Sant'Anna di studi universitari e di perfezionamento / Laboratory of Economics and Management
3
The Wharton Financial Institutions Center
3
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
3
more ...
less ...
Published in...
All
Cambridge working papers in economics
4
DAE working paper / University of Cambridge, Department of Applied Economics
1
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Continuous cumulative prospects theory and individual asset allocation
Davies, Greg B.
(
contributor
);
Satchell, Stephen
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002457755
Saved in:
2
A loss aversion performance measure
Farah, Nathalie
(
contributor
);
Satchell, Stephen
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001777903
Saved in:
3
Changing correlation and portfolio diversification failure in the presence of large market losses
Sancetta, Alessio
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001764558
Saved in:
4
Imitative learning, endogenous asset correlation and market crashes
Yang, J.-H. Steffi
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001766053
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->