//--> //--> //--> //-->
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:"Quantitative finance"
~subject:"Asymmetrische Information"
~subject:"Portfolio selection"
~subject:"Schätzung"
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
Alienation theories : a genera...
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Asymmetrische Information
Portfolio selection
Schätzung
Theorie
305
Theory
305
Portfolio-Management
129
Stochastic process
54
Stochastischer Prozess
54
Forecasting model
52
Prognoseverfahren
52
Volatility
50
Volatilität
50
Börsenkurs
44
Share price
44
Risikomaß
39
Risk measure
39
Capital income
36
Kapitaleinkommen
36
Risiko
36
Risk
36
Estimation
33
Mathematical programming
27
Mathematische Optimierung
27
Risikomanagement
27
Risk management
27
CAPM
25
Market microstructure
23
Marktmikrostruktur
23
Securities trading
22
Time series analysis
22
Wertpapierhandel
22
Zeitreihenanalyse
22
Portfolio optimization
21
Statistical distribution
21
Statistische Verteilung
21
Markov chain
20
Markov-Kette
20
ARCH model
18
ARCH-Modell
18
Neural networks
18
Neuronale Netze
18
more ...
less ...
Online availability
All
Undetermined
141
Free
16
Type of publication
All
Article
156
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
157
Aufsatz in Zeitschrift
157
Conference paper
4
Konferenzbeitrag
4
Aufsatzsammlung
1
Language
All
English
157
Author
All
Escobar, Marcos
5
Lillo, Fabrizio
3
Sornette, Didier
3
Stübinger, Johannes
3
Bianchi, Michele Leonardo
2
Birge, John R.
2
Bormetti, Giacomo
2
Cheng, Yuyang
2
Costa, Giorgio
2
Ding, Rui
2
Endres, Sylvia
2
Forsyth, Peter A.
2
Gu, Jia-Wen
2
Kandhai, D.
2
Kim, Woo Chang
2
Krauss, Christopher
2
Kwon, Roy H.
2
Langrené, Nicolas
2
Lee, Yongjae
2
Li, Wai Keung
2
Li, Yuying
2
Livieri, Giulia
2
Loeper, Grégoire
2
Madan, Dilip B.
2
Ni, Chendi
2
Paterlini, Sandra
2
Pun, Chi Seng
2
Satchell, Stephen
2
Tassinari, Gian Luca
2
Wu, Lan
2
Zumbach, Gilles O.
2
Abergel, Frédéric
1
Aboussalah, Amine Mohamed
1
Ahn, Kwangwon
1
Al-Aradi, Ali
1
Alexander, Carol
1
Anagnostou, I.
1
Arratia, Argimiro
1
Auer, Benjamin R.
1
Bae, Sanghyeon
1
more ...
less ...
Published in...
All
Quantitative finance
Working paper / National Bureau of Economic Research, Inc.
815
NBER working paper series
777
NBER Working Paper
689
Discussion paper / Centre for Economic Policy Research
572
Economics letters
397
Journal of banking & finance
383
CESifo working papers
380
Applied economics
379
European journal of operational research : EJOR
345
Discussion paper series / IZA
332
Journal of economic dynamics & control
318
Economic modelling
303
Working paper
303
Insurance / Mathematics & economics
297
Finance research letters
286
Journal of economic theory
272
Journal of financial economics
225
Discussion papers / CEPR
224
Applied economics letters
220
Discussion paper
218
Discussion paper / Tinbergen Institute
218
The journal of finance : the journal of the American Finance Association
214
Europäische Hochschulschriften / 5
206
International review of economics & finance : IREF
204
Management science : journal of the Institute for Operations Research and the Management Sciences
201
The review of financial studies
197
Journal of econometrics
195
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
190
Journal of empirical finance
190
Journal of international money and finance
189
IZA Discussion Paper
172
European economic review : EER
171
SpringerLink / Bücher
168
Research paper series / Swiss Finance Institute
165
Mathematical finance : an international journal of mathematics, statistics and financial theory
164
International journal of theoretical and applied finance
163
Finance and stochastics
155
The European journal of finance
155
Economic theory : official journal of the Society for the Advancement of Economic Theory
154
more ...
less ...
Source
All
ECONIS (ZBW)
157
Showing
1
-
10
of
157
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Estimation risk and the implicit value of index-tracking
Clark, Brian
;
Edirisinghe, Chanaka
;
Simaan, Majeed
- In:
Quantitative finance
22
(
2022
)
2
,
pp. 303-319
Persistent link: https://www.econbiz.de/10013167745
Saved in:
2
Portfolio optimization with a prescribed terminal wealth distribution
Guo, Ivan
;
Langrené, Nicolas
;
Loeper, Grégoire
;
Ning, Wei
- In:
Quantitative finance
22
(
2022
)
2
,
pp. 333-347
Persistent link: https://www.econbiz.de/10013167753
Saved in:
3
Sparse index clones via the sorted ℓ1-Norm
Kremer, Philipp J.
;
Brzyski, Damian
;
Bogdan, Małgorzata
; …
- In:
Quantitative finance
22
(
2022
)
2
,
pp. 349-366
Persistent link: https://www.econbiz.de/10013167757
Saved in:
4
Optimal trade execution for Gaussian signals with power-law resilience
Forde, Martin
;
Sánchez-Betancourt, Leandro
;
Smith, Benjamin
- In:
Quantitative finance
22
(
2022
)
3
,
pp. 585-596
Persistent link: https://www.econbiz.de/10013167782
Saved in:
5
Kelly investing with downside risk control in a regime-switching market
MacLean, Leonard C.
;
Zhao, Yonggan
- In:
Quantitative finance
22
(
2022
)
1
,
pp. 75-94
Persistent link: https://www.econbiz.de/10012872522
Saved in:
6
The value and cost of more stages in stochastic programing : a statistical analysis on a set of portfolio choice problems
Birge, John R.
;
Blomvall, Jörgen
;
Ekblom, Jonas
- In:
Quantitative finance
22
(
2022
)
1
,
pp. 95-112
Persistent link: https://www.econbiz.de/10012872523
Saved in:
7
Distributionally robust portfolio optimization with linearized STARR performance measure
Ji, Ran
;
Lejeune, Miguel A.
;
Fan, Zhengyang
- In:
Quantitative finance
22
(
2022
)
1
,
pp. 113-127
Persistent link: https://www.econbiz.de/10012872526
Saved in:
8
Liquidity fluctuations and the latent dynamics of price impact
Mertens, Luca Philippe
;
Ciacci, Alberto
;
Lillo, Fabrizio
; …
- In:
Quantitative finance
22
(
2022
)
1
,
pp. 149-169
Persistent link: https://www.econbiz.de/10012872529
Saved in:
9
Geometry of unconditionally efficient portfolios formed with conditioning information : the efficient semicircle
Siegel, Andrew F.
- In:
Quantitative finance
21
(
2021
)
6
,
pp. 881-889
Persistent link: https://www.econbiz.de/10012515623
Saved in:
10
A practical guide to robust portfolio optimization
Yin, Chenyang
;
Perchet, Romain
;
Soupé, François
- In:
Quantitative finance
21
(
2021
)
6
,
pp. 911-928
Persistent link: https://www.econbiz.de/10012515625
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->