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~subject:"Portfolio selection"
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Portfolio selection
Theorie
69
Theory
69
Optionspreistheorie
49
Option pricing theory
47
Volatilität
45
Volatility
43
Zinsstruktur
35
Yield curve
32
Capital income
29
Kapitaleinkommen
29
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28
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28
Portfolio-Management
26
Stochastic process
23
Stochastischer Prozess
23
USA
23
United States
23
Börsenkurs
22
Share price
22
Risikoprämie
21
Risk premium
21
Option trading
20
Optionsgeschäft
20
CAPM
18
Risikomanagement
18
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17
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17
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17
Prognoseverfahren
17
Estimation
16
Schätzung
16
Kreditrisiko
15
Risk management
15
Welt
15
World
15
Hedging
13
Credit risk
12
option pricing
12
Climate protection
9
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16
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3
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English
26
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Leippold, Markus
21
Vanini, Paolo
7
Trojani, Fabio
6
Wu, Liuren
5
Lohre, Harald
3
Bernardi, Simone
2
Stromberg, Jacob
2
Tian, Meng
2
Yang, Hanlin
2
Carr, Peter
1
De Nard, Gianluca
1
Egloff, Daniel
1
He, Yunhao
1
Hediger, Simon
1
Joehri, Stephan
1
Morger, Felix
1
Peñaranda, Francisco
1
Rohner, Philippe
1
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Journal of economic dynamics & control
3
Journal of banking & finance
2
Journal of forecasting
2
Swiss Finance Institute Research Paper
2
The review of financial studies
2
Asset allocation and international investments
1
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
1
Funds of hedge funds : performance, assessment, diversification, and statistical properties
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Research paper / International Center for Financial Asset Management and Engineering
1
Research paper series / Swiss Finance Institute
1
Review of asset pricing studies : RAPS
1
Review of finance : journal of the European Finance Association
1
Review of quantitative finance and accounting
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The European journal of finance
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ECONIS (ZBW)
26
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A geometric approach to multiperiod mean variance optimization of assets and liabilities
Leippold, Markus
;
Trojani, Fabio
;
Vanini, Paolo
- In:
Journal of economic dynamics & control
28
(
2004
)
6
,
pp. 1079-1113
Persistent link: https://www.econbiz.de/10001856096
Saved in:
2
Learning and asset prices under ambiguous information
Trojani, Fabio
;
Leippold, Markus
;
Vanini, Paolo
-
2005
Persistent link: https://www.econbiz.de/10002771748
Saved in:
3
Subsampled factor models for asset pricing : the rise of Vasa
De Nard, Gianluca
;
Hediger, Simon
;
Leippold, Markus
- In:
Journal of forecasting
41
(
2022
)
6
,
pp. 1217-1247
Persistent link: https://www.econbiz.de/10013465694
Saved in:
4
Mixed-frequency predictive regressions with parameter learning
Leippold, Markus
;
Yang, Hanlin
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 1955-1972
Persistent link: https://www.econbiz.de/10014432824
Saved in:
5
A geometric approach to multiperiod mean variance optimization of assets and liabilities
Leippold, Markus
;
Trojani, Fabio
;
Vanini, Paolo
-
2002
Persistent link: https://www.econbiz.de/10001683059
Saved in:
6
International price and earnings momentum
Leippold, Markus
;
Lohre, Harald
- In:
The European journal of finance
18
(
2012
)
5/6
,
pp. 535-573
Persistent link: https://www.econbiz.de/10009615713
Saved in:
7
Equilibrium implications of delegated asset management under benchmarking
Leippold, Markus
;
Rohner, Philippe
- In:
Review of finance : journal of the European Finance …
16
(
2012
)
4
,
pp. 935-984
Persistent link: https://www.econbiz.de/10009681994
Saved in:
8
Learning and asset prices under ambiguous information
Leippold, Markus
(
contributor
);
Trojani, Fabio
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003674270
Saved in:
9
Quantitative hedge fund selection for funds of funds
Joehri, Stephan
;
Leippold, Markus
- In:
Funds of hedge funds : performance, assessment, …
,
(pp. 433-454)
.
2006
Persistent link: https://www.econbiz.de/10003377841
Saved in:
10
Equilibrium impact of value-at-risk regulation
Leippold, Markus
;
Trojani, Fabio
;
Vanini, Paolo
- In:
Journal of economic dynamics & control
30
(
2006
)
8
,
pp. 1277-1313
Persistent link: https://www.econbiz.de/10003349914
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