//--> //--> //-->
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
~person:"Allen, Dave E."
~person:"Lizieri, Colin"
~subject:"ARCH-Modell"
~subject:"Portfolio-Management"
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 ultimate trade-off
Similar by person
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
ARCH-Modell
Portfolio-Management
Portfolio selection
8
Forecasting model
4
Prognoseverfahren
4
Australia
3
Australien
3
Theorie
3
Theory
3
Estimation theory
2
Multivariate Verteilung
2
Multivariate distribution
2
Schätztheorie
2
Altersvorsorge
1
Asset allocation
1
Asymmetry
1
Ausreißer
1
Börsenkurs
1
Capital income
1
Dividend
1
Dividende
1
Erwartungsnutzen
1
Estimation
1
Expected utility
1
Financial market
1
Finanzmarkt
1
Forecast
1
Kapitaleinkommen
1
Non-normality
1
Outliers
1
Portfolio optimisation
1
Prognose
1
Retirement provision
1
Risikomanagement
1
Risikomaß
1
Risk management
1
Risk measure
1
Schätzung
1
Share price
1
Skewed-t copula
1
Statistical distribution
1
more ...
less ...
Online availability
All
Undetermined
4
Free
2
Type of publication
All
Article
5
Book / Working Paper
3
Type of publication (narrower categories)
All
Article in journal
5
Aufsatz in Zeitschrift
5
Arbeitspapier
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
Language
All
English
8
Author
All
Allen, Dave E.
Lizieri, Colin
Allen, David E.
46
McAleer, Michael
22
Powell, Robert
16
Singh, Abhay Kumar
16
Allen, David
7
Satchell, Stephen
6
Chang, Chia-Lin
3
Pérez Amaral, Teodosio
3
Singh, Abhay K.
3
Esch, David N.
2
Hosseini-Yekani, Seyed-Ali
2
Jeyasreedharan, Nagaratnam
2
Luciano, Elisa
2
McDonald, Garry A.
2
Michaud, Richard O.
2
Michaud, Robert O.
2
Sugianto, Richard
2
Alles, Lakshman
1
Ang, Sharon
1
Chan, Jennifer So-kuen
1
Cruickshank, S. N.
1
Golab, A.
1
Golab, Anna
1
Kok Haur Ng
1
Kooi Huat Ng
1
Kramadibrata, Akhmad R.
1
Parwada, Jerry T.
1
Peiris, Shelton
1
Scharth, Marcel
1
Singh, Abbay K.
1
Steyn, Quinten
1
Veiga, Bernado
1
Yang, Joey Wenling
1
Yang, Wenling
1
more ...
less ...
Published in...
All
Financial analysts journal : FAJ
3
Working paper series / School of Economics and Finance, Curtin University of Technology
2
Cambridge working papers in economics
1
Journal of empirical finance
1
The journal of asset management : a major new, international quarterly journal for the financial community
1
Working paper series / Curtin University of Technology, Curtin Business School, School of Economics and Finance and the Economic and Financial Research Unit / School of Economics and Finance, Curtin University of Technology
1
Source
All
ECONIS (ZBW)
8
Showing
1
-
8
of
8
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The long-run gains from international equity diversification : Australian evidence from cointegration tests
Allen, David E.
-
1993
Persistent link: https://www.econbiz.de/10000856762
Saved in:
2
Australian domestic portfolio diversification and estimation risk : a review of investment strategies
Allen, David E.
-
1993
Persistent link: https://www.econbiz.de/10000870670
Saved in:
3
1/N versus mean-variance : what if we can forecast?
Allen, David
;
Lizieri, Colin
;
Satchell, Stephen
-
2012
Persistent link: https://www.econbiz.de/10009667154
Saved in:
4
In defense of portfolio optimization : what if we can forecast?
Allen, David
;
Lizieri, Colin
;
Satchell, Stephen
- In:
Financial analysts journal : FAJ
75
(
2019
)
3
,
pp. 20-38
Persistent link: https://www.econbiz.de/10012195894
Saved in:
5
A comparison of non-Gaussian VaR estimation and portfolio construction techniques
Allen, David
;
Lizieri, Colin
;
Satchell, Stephen
- In:
Journal of empirical finance
58
(
2020
),
pp. 356-368
Persistent link: https://www.econbiz.de/10012430709
Saved in:
6
Quantifying the non-Gaussian gain
Allen, David
;
Satchell, Stephen
;
Lizieri, Colin
- In:
The journal of asset management : a major new, …
25
(
2024
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10014511571
Saved in:
7
"In defense of portfolio optimization: what if we can forecast?": a comment
Michaud, Richard O.
;
Esch, David N.
;
Michaud, Robert O.
- In:
Financial analysts journal : FAJ
76
(
2020
)
2
,
pp. 104-105
Persistent link: https://www.econbiz.de/10012261138
Saved in:
8
"In defense of portfolio optimization: what if we can forecast?" : author response
Allen, David
;
Lizieri, Colin
;
Satchell, Stephen
- In:
Financial analysts journal : FAJ
76
(
2020
)
2
,
pp. 106-107
Persistent link: https://www.econbiz.de/10012261139
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->