//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"The journal of portfolio management : a publication of Institutional Investor"
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
The interaction of speculators...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Portfolio selection
1
Portfolio-Management
1
Theorie
1
Theory
1
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Guilleminot, Benoit
1
Ohana, Jean-Jacques
1
Ohana, Steve
1
Published in...
All
The journal of portfolio management : a publication of Institutional Investor
Energy economics
5
Université Paris-Dauphine Research Paper
4
Journal of banking & finance
3
Energy Economics
2
Agricultural Economics
1
Birkbeck Working Papers in Economics and Finance
1
Birkbeck working papers in economics and finance : BWPEF
1
Journal of African economies
1
Journal of Banking & Finance
1
Journal of business ethics : JOBE
1
MPRA Paper
1
Risk management in commodity markets : from shipping to agricuturals and energy
1
The journal of energy markets
1
more ...
less ...
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Risk- versus trend-driven global tactical asset allocation
Guilleminot, Benoit
;
Ohana, Jean-Jacques
;
Ohana, Steve
- In:
The journal of portfolio management : a publication of …
40
(
2014
)
3
,
pp. 21-33
Persistent link: https://www.econbiz.de/10010365519
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->