//--> //--> //-->
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, David"
~subject:"Portfolio-Management"
~type:"article"
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
| 3 applied filters
Year of publication
From:
To:
Subject
All
Portfolio-Management
Portfolio selection
5
Forecasting model
3
Großbritannien
3
Prognoseverfahren
3
Theorie
3
Theory
3
Altersfürsorge
2
Arbeitsproduktivität
2
Asymmetry
2
Australia
2
Cointegration
2
EG-Staaten
2
Estimating functions
2
Gesundheitsversicherung
2
Highly skilled workers
2
Hochqualifizierte Arbeitskräfte
2
Labour productivity
2
Maximum likelihood
2
Multivariate Verteilung
2
Multivariate distribution
2
Risk management
2
USA
2
United States
2
Vereinigte Staaten
2
ACD models
1
AUTOREGRESSIVE
1
Arabien
1
Asian Studies
1
Asset allocation
1
Ausreißer
1
Aussenpolitik
1
Aussenpolitische Beziehung
1
Australian domestic tourism demand
1
Autoregressive
1
Autoregressive conditional duration
1
Banking
1
Business models
1
Capital income
1
Comparison
1
more ...
less ...
Online availability
All
Undetermined
4
Free
1
Type of publication
All
Article
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
5
Aufsatz in Zeitschrift
5
Language
All
English
5
Author
All
Allen, David
Allen, David E.
5
Lizieri, Colin
5
Satchell, Stephen
5
Esch, David N.
2
Michaud, Richard O.
2
Michaud, Robert O.
2
Powell, Robert
2
Golab, Anna
1
Luciano, Elisa
1
McAleer, Michael
1
McDonald, Garry A.
1
Singh, Abhay Kumar
1
Sugianto, Richard
1
more ...
less ...
Published in...
All
Financial analysts journal : FAJ
3
Journal of empirical finance
1
The journal of asset management : a major new, international quarterly journal for the financial community
1
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
Relevance
Date (newest first)
Date (oldest first)
1
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:
2
"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:
3
"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:
4
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:
5
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->