//--> //--> //-->
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
~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~person:"Anthonisz, Sean A."
~person:"Ban, Gah-Yi"
~subject:"Portfolio selection"
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
Eine ökonomische Theorie des F...
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Portfolio selection
Portfolio-Management
2
Risikomaß
2
Risk measure
2
Theorie
2
Theory
2
Artificial intelligence
1
CAPM
1
Forecasting model
1
Künstliche Intelligenz
1
Liquidity
1
Liquidität
1
Market liquidity
1
Marktliquidität
1
Prognoseverfahren
1
Risiko
1
Risikoprämie
1
Risk
1
Risk premium
1
Robust statistics
1
Robustes Verfahren
1
conditional moment
1
conditional value-at-risk
1
cross-validation
1
downside risk
1
liquidity risk
1
liquidity spiral
1
machine learning
1
portfolio optimization
1
pricing kernel
1
regularization
1
robust optimization
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Anthonisz, Sean A.
Ban, Gah-Yi
Dai, Min
5
Post, Thierry
4
Giesecke, Kay
3
Levy, Haim
3
Dimmock, Stephen G.
2
Huang, Rachel J.
2
Kopa, Miloš
2
Kou, Steven
2
Levy, Moshe
2
Tompaidis, Stathis
2
Tsoukalas, Gerry
2
Tzeng, Larry Y.
2
Wang, Jr-Yan
2
Zhao, Lin
2
Zhou, Guofu
2
Ziemba, William T.
2
Ackermann, Fabian
1
Aiken, Adam L.
1
Alexander, Veronika
1
Anderson, Ewan W.
1
Anderson, Joshua D.
1
Andrei, Daniel
1
Ang, Andrew
1
Arts, Sam
1
Arvanitis, Stelios
1
Asparouhova, Elena
1
Auer, Benjamin R.
1
Bakshi, Gurdip S.
1
Banal-Estañol, Albert
1
Barroso, Pedro
1
Bauer, Daniel
1
Beaud, Mickael
1
Bell, David E.
1
Bell, Robert M.
1
Berger, Loïc
1
Best, Michael J.
1
Blanchet, Jose
1
Blazenko, George W.
1
more ...
less ...
Published in...
All
Management science : journal of the Institute for Operations Research and the Management Sciences
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Asset pricing with downside liquidity risks
Anthonisz, Sean A.
;
Putniņš, Tālis J.
- In:
Management science : journal of the Institute for …
63
(
2017
)
8
,
pp. 2549-2572
Persistent link: https://www.econbiz.de/10011741402
Saved in:
2
Machine learning and portfolio optimization
Ban, Gah-Yi
;
El Karoui, Noureddine
;
Lim, Andrew E. B.
- In:
Management science : journal of the Institute for …
64
(
2018
)
3
,
pp. 1136-1154
Persistent link: https://www.econbiz.de/10011847178
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->