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~subject:"Portfolio selection"
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Portfolio selection
Theorie
87
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86
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54
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52
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47
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46
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42
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English
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Elliott, Robert J.
18
Mamon, Rogemar S.
5
Madan, Dilip B.
3
Milne, Frank
3
Siu, Tak Kuen
3
Zhu, Song-Ping
2
Badescu, Alex
1
Badescu, Alexandru
1
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1
Callen, Jeffrey L.
1
Colwell, David B.
1
Elliott, Robert
1
Elliott, Robert Frank
1
Gueyie, Jean-Pierre
1
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1
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1
Lyle, Matthew R.
1
Ma, Guiyuan
1
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International Series in Operations Research & Management Science
2
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2
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2
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2
Advances in finance and stochastics : essays in honour of Dieter Sondermann
1
Annals of operations research
1
Discussion paper / Institute for Economic Research, Queen's University
1
Economic modelling
1
Finance and stochastics
1
International journal of financial engineering and risk management
1
International journal of theoretical and applied finance
1
Journal of economic dynamics & control
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
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1
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1
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ECONIS (ZBW)
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1
Discontinuous asset prices and non-attainable contingent claims
Colwell, David B.
- In:
Mathematical finance : an international journal of …
3
(
1993
)
3
,
pp. 295-308
Persistent link: https://www.econbiz.de/10001184866
Saved in:
2
An application of hidden Markov models to asset allocation problems
Elliott, Robert J.
- In:
Finance and stochastics
1
(
1997
)
3
,
pp. 229-238
Persistent link: https://www.econbiz.de/10001224221
Saved in:
3
Incomplete diversification and asset pricing
Madan, Dilip B.
;
Milne, Frank
;
Elliott, Robert J.
-
1992
Persistent link: https://www.econbiz.de/10000135929
Saved in:
4
Incomplete diversification and asset pricing
Madan, Dilip B.
;
Milne, Frank
;
Elliott, Robert J.
- In:
Advances in finance and stochastics : essays in honour …
,
(pp. 101-124)
.
2002
Persistent link: https://www.econbiz.de/10001672227
Saved in:
5
Portfolio optimization, hidden Markov models, and technical analysis of P&F-Charts
Elliott, Robert J.
;
Hinz, Juri
- In:
International journal of theoretical and applied finance
5
(
2002
)
4
,
pp. 385-399
Persistent link: https://www.econbiz.de/10001682221
Saved in:
6
On risk minimizing portfolios under a Markovian regime-switching Black-Scholes economy
Elliott, Robert J.
;
Siu, Tak Kuen
-
2010
Persistent link: https://www.econbiz.de/10003964890
Saved in:
7
On mean-variance portfolio selection under a hidden Markovian regime-switching model
Elliott, Robert J.
;
Siu, Tak Kuen
;
Badescu, Alex
- In:
Economic modelling
27
(
2010
)
3
,
pp. 678-686
Persistent link: https://www.econbiz.de/10003995557
Saved in:
8
Dynamic risk, accounting-based valuation and firm fundamentals
Lyle, Matthew R.
;
Callen, Jeffrey L.
;
Elliott, Robert J.
- In:
Review of accounting studies
18
(
2013
)
4
,
pp. 899-929
Persistent link: https://www.econbiz.de/10010234301
Saved in:
9
Quadratic hedging schemes for non-Gaussian GARCH models
Badescu, Alexandru
;
Elliott, Robert J.
;
Ortega, Juan-Pablo
- In:
Journal of economic dynamics & control
42
(
2014
),
pp. 13-32
Persistent link: https://www.econbiz.de/10010426624
Saved in:
10
Advancing the state of the art
Mamon, Rogemar S.
(
ed.
);
Elliott, Robert J.
(
ed.
)
-
2010
Persistent link: https://www.econbiz.de/10008934439
Saved in:
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