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
THEORY AND CALIBRATION OF SWAP...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Portfolio selection
Theorie
111
Theory
111
Estimation theory
61
Schätztheorie
61
Nichtparametrisches Verfahren
53
Nonparametric statistics
53
Estimation
36
Schätzung
36
Portfolio-Management
34
Option pricing theory
29
Optionspreistheorie
29
Stochastic process
27
Stochastischer Prozess
27
Börsenkurs
25
Share price
25
Capital income
23
China
23
Kapitaleinkommen
23
Forecasting model
22
Mathematical programming
22
Mathematische Optimierung
22
Prognoseverfahren
22
Statistical test
22
Statistischer Test
22
Volatility
22
Volatilität
22
USA
20
United States
19
Yield curve
19
Zinsstruktur
19
Bootstrap approach
18
Bootstrap-Verfahren
18
Risikoprämie
18
Risk premium
18
Factor analysis
17
Faktorenanalyse
17
Monte Carlo simulation
16
Monte-Carlo-Simulation
16
CAPM
15
more ...
less ...
Online availability
All
Free
13
Undetermined
7
Type of publication
All
Book / Working Paper
22
Article
12
Type of publication (narrower categories)
All
Arbeitspapier
21
Working Paper
21
Graue Literatur
19
Non-commercial literature
19
Article in journal
12
Aufsatz in Zeitschrift
12
Amtsdruckschrift
1
Government document
1
more ...
less ...
Language
All
English
34
Author
All
Scaillet, Olivier
30
Barras, Laurent
8
Menoncin, Francesco
6
Wermers, Russ
6
Arvanitis, Stelios
5
Topaloglou, Nikolas
5
Battocchio, Paolo
4
Denuit, Michel
3
Gouriéroux, Christian
3
Laurent, Jean-Paul
3
Ardia, David
2
Gagliardini, Patrick
2
Huang, Jing-Zhi
2
Huang, Zhijian
2
Huang, Zhongwei
2
Berrada, Tony
1
Chaieb, Ines
1
Hope, Ole-Kristian
1
Jiang, Like
1
Langlois, Hugues
1
Li, Chenxu
1
Liu, Yuanyuan
1
Messier, William F.
1
Moldovan, Rucsandra
1
Shen, Yiwen
1
Zhang, Zhicheng
1
more ...
less ...
Institution
All
International Center for Financial Asset Management and Engineering
2
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
2
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
1
Published in...
All
Research paper series / Swiss Finance Institute
7
FAME research paper series
4
Swiss Finance Institute Research Paper
4
Cahier de recherche / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
3
IRES discussion papers
2
Journal of empirical finance
2
Cahier de recherches / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
1
Discussion paper
1
Documents de travail / THEMA
1
HEC Paris research paper series
1
Journal of econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of financial economics
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Série des documents de travail / Centre de Recherche en Économie et Statistique
1
The accounting review : a publication of the American Accounting Association
1
The journal of corporate finance : contracting, governance and organization
1
The journal of finance : the journal of the American Finance Association
1
The journal of investing : JOI
1
The quarterly journal of finance
1
Working paper / Centre for Financial Research
1
more ...
less ...
Source
All
ECONIS (ZBW)
34
Showing
1
-
10
of
34
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Nonparametric estimation and sensitivity analysis of expected shortfall
Scaillet, Olivier
- In:
Mathematical finance : an international journal of …
14
(
2004
)
1
,
pp. 115-129
Persistent link: https://www.econbiz.de/10001917791
Saved in:
2
Real-time profitability of published anomalies : an out-of-sample test
Huang, Jing-Zhi
;
Huang, Zhijian
- In:
The quarterly journal of finance
3
(
2013
)
3/4
,
pp. 1-33
Persistent link: https://www.econbiz.de/10010389084
Saved in:
3
Are investors warned by disclosure of conflicts of interest? : the moderating effect of investment horizon
Liu, Yuanyuan
;
Huang, Zhongwei
;
Jiang, Like
;
Messier, …
- In:
The accounting review : a publication of the American …
95
(
2020
)
6
,
pp. 291-310
Persistent link: https://www.econbiz.de/10012421536
Saved in:
4
Testing moving average trading strategies on ETFs
Huang, Jing-Zhi
;
Huang, Zhijian
- In:
Journal of empirical finance
57
(
2020
),
pp. 16-32
Persistent link: https://www.econbiz.de/10012430427
Saved in:
5
Wall Street analysts as investor relations officers
Hope, Ole-Kristian
;
Huang, Zhongwei
;
Moldovan, Rucsandra
- In:
The journal of corporate finance : contracting, …
67
(
2021
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013209766
Saved in:
6
Sensitivity analysis of values at risk
Gouriéroux, Christian
;
Laurent, Jean-Paul
;
Scaillet, …
-
2000
Persistent link: https://www.econbiz.de/10001456589
Saved in:
7
Sensitivity analysis of values at risk
Gouriéroux, Christian
;
Laurent, Jean-Paul
;
Scaillet, …
-
2000
Persistent link: https://www.econbiz.de/10001470592
Saved in:
8
Sensitivity analysis of values at risk
Gouriéroux, Christian
;
Laurent, Jean-Paul
;
Scaillet, …
- In:
Journal of empirical finance
7
(
2000
)
3/4
,
pp. 225-245
Persistent link: https://www.econbiz.de/10001557715
Saved in:
9
Optimal Asset Allocation for Pension Funds Under Mortality Risk During the Accumulation and Decumulation Phases
Battocchio, Paolo
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001795066
Saved in:
10
Optimal asset allocation for pension funds under mortality risk during the accumulation and decumulation phases
Battocchio, Paolo
;
Menoncin, Francesco
;
Scaillet, Olivier
-
2003
Persistent link: https://www.econbiz.de/10001741680
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
