//--> //--> //--> //-->
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
~subject:"Portfolio selection"
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
Market risk in commodity marke...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Portfolio selection
Volatilität
25
Volatility
24
Aktienindex
22
USA
22
United States
22
ARCH model
21
ARCH-Modell
21
Risikomaß
20
Risk measure
20
Theorie
20
Theory
20
Stock index
18
Börsenkurs
14
Share price
14
Schätzung
13
Wertpapierhandel
13
Securities trading
12
Estimation
11
Portfolio-Management
11
Deutschland
10
Market microstructure
10
Rendite
10
VAR-Modell
10
Germany
9
Marktmikrostruktur
8
VAR model
8
Yield
8
Börsenhandel
7
Liquidity
7
Lohn
7
OECD-Staaten
7
Stock exchange trading
7
liquidity
7
Aktienmarkt
6
Belgien
6
Capital income
6
Electronic trading
6
Elektronisches Handelssystem
6
Estimation theory
6
more ...
less ...
Online availability
All
Free
6
Type of publication
All
Book / Working Paper
6
Article
5
Type of publication (narrower categories)
All
Arbeitspapier
6
Working Paper
6
Article in journal
5
Aufsatz in Zeitschrift
5
Graue Literatur
3
Non-commercial literature
3
Case study
1
Fallstudie
1
more ...
less ...
Language
All
English
11
Author
All
Giot, Pierre
11
Petitjean, Mikael
6
Grammig, Joachim
3
Beaupain, Renaud
2
Hege, Ulrich
1
Moerloose, Sandrine de
1
Schwienbacher, Armin
1
more ...
less ...
Published in...
All
CORE discussion papers : DP
4
CORE discussion paper : DP
1
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Finance : revue de l'Association Française de Finance
1
International journal of forecasting
1
The journal of asset management
1
The journal of corporate finance : contracting, governance and organization
1
more ...
less ...
Source
All
ECONIS (ZBW)
11
Showing
1
-
10
of
11
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
How large is liquidity risk in an automated auction market?
Giot, Pierre
;
Grammig, Joachim
-
2002
Persistent link: https://www.econbiz.de/10001720490
Saved in:
2
How large is liquidity risk in an automated auction market?
Giot, Pierre
;
Grammig, Joachim
-
2002
Persistent link: https://www.econbiz.de/10001710321
Saved in:
3
Volatility regimes and liquidity co-movements in cap-based portfolios
Beaupain, Renaud
;
Giot, Pierre
;
Petitjean, Mikael
- In:
Finance : revue de l'Association Française de Finance
31
(
2010
)
1
,
pp. 55-79
Persistent link: https://www.econbiz.de/10008660584
Saved in:
4
Style investing and momentum investing : a case study
Moerloose, Sandrine de
;
Giot, Pierre
- In:
The journal of asset management
12
(
2011
)
6
,
pp. 407-417
Persistent link: https://www.econbiz.de/10009408638
Saved in:
5
Are novice private equity funds risk-takers? : evidence from a comparison with established funds
Giot, Pierre
;
Hege, Ulrich
;
Schwienbacher, Armin
- In:
The journal of corporate finance : contracting, …
27
(
2014
),
pp. 55-71
Persistent link: https://www.econbiz.de/10010410168
Saved in:
6
The information content of the Bond-Equity Yield Ratio : better than a random walk?
Giot, Pierre
;
Petitjean, Mikael
- In:
International journal of forecasting
23
(
2007
)
2
,
pp. 289-305
Persistent link: https://www.econbiz.de/10003483819
Saved in:
7
The information content of the Bond-Equity Yield Ratio : better than a random walk?
Giot, Pierre
(
contributor
);
Petitjean, Mikael
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003386833
Saved in:
8
Short-term market timing using the Bond-Equity Yield Ratio
Giot, Pierre
(
contributor
);
Petitjean, Mikael
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003386845
Saved in:
9
Market-wide liquidity co-movements, volatility regimes and market cap sizes
Beaupain, Renaud
(
contributor
);
Giot, Pierre
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003386948
Saved in:
10
Dynamic asset allocation between stocks and bonds using the Bond-Equity Yield Ratio
Giot, Pierre
(
contributor
);
Petitjean, Mikael
(
contributor
)
-
2004
Persistent link: https://www.econbiz.de/10003278446
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->