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~subject:"Portfolio selection"
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Portfolio selection
Theorie
176
Theory
174
Volatilität
70
Risikomanagement
69
Portfolio-Management
66
Estimation theory
57
Schätztheorie
57
Nichtparametrisches Verfahren
56
Nonparametric statistics
53
risk management
52
Portfoliomanagement
47
Optionspreistheorie
44
portfolio management
43
Zinsstruktur
40
Schweiz
38
Portfolio Selection
35
Schätzung
34
Estimation
33
Switzerland
32
Capital income
29
Kapitaleinkommen
29
Stochastic process
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Stochastischer Prozess
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Risikoprämie
27
Börsenkurs
26
Share price
26
Unvollkommener Markt
26
USA
25
United States
25
Capital-Asset-Pricing-Modell
24
Bewertung
23
Statistischer Test
23
Forecasting model
22
GARCH-Prozess
22
Prognoseverfahren
22
Risikoaversion
22
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Free
17
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12
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Book / Working Paper
44
Article
22
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Arbeitspapier
29
Working Paper
29
Graue Literatur
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Non-commercial literature
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Thesis
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Language
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English
57
German
9
Author
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Menoncin, Francesco
31
Scaillet, Olivier
30
Barras, Laurent
8
Battocchio, Paolo
6
Wermers, Russ
6
Arvanitis, Stelios
5
Topaloglou, Nikolas
5
Denuit, Michel
3
Gouriéroux, Christian
3
Laurent, Jean-Paul
3
Vergalli, Sergio
3
Ardia, David
2
Auckenthaler, Christoph
2
Gagliardini, Patrick
2
Le Courtois, Olivier
2
Levaggi, Rosella
2
Regis, Luca
2
Ambrosini, Giuseppe
1
Bader, Hanspeter
1
Berrada, Tony
1
Brandenberger, Susanne
1
Chaieb, Ines
1
Ehlern, Svend
1
Haverkamp, Tom
1
Hurni, Konrad
1
Kaduff, Jochen Volker
1
Kashif, Muhammad
1
Langlois, Hugues
1
Laternser, Stefan
1
Li, Chenxu
1
Owadally, Iqbal
1
Rudolf, Markus
1
Shen, Yiwen
1
Stocker, Patricio Alejandro
1
Vigna, Elena
1
Zhang, Zhicheng
1
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Universität Zürich / Institut für Schweizerisches Bankwesen
10
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
9
International Center for Financial Asset Management and Engineering
2
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
1
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Bank- und finanzwirtschaftliche Forschungen
10
IRES discussion papers
9
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
Insurance / Mathematics & economics
3
Economia internazionale
2
Journal of banking & 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
FEEM Working Paper
1
HEC Paris research paper series
1
Journal of econometrics
1
Journal of economic behavior & organization : JEBO
1
Journal of economics
1
Journal of empirical finance
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of financial economics
1
Journal of financial services research : JFSR
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Mathematical control theory and finance
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Nouvelle série
1
Review of quantitative finance and accounting
1
Série des documents de travail / Centre de Recherche en Économie et Statistique
1
The European journal of finance
1
The credit derivatives handbook : global perspectives, innovations, and market drivers
1
The journal of finance : the journal of the American Finance Association
1
The journal of investing : JOI
1
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Working paper / Centre for Financial Research
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ECONIS (ZBW)
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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:
2
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:
3
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/10001743681
Saved in:
4
Optimal asset allocation for pension funds under mortality risk during the accumulation and decumulation phases /Paolo Battocchio, Francesco Menoncin, Olivier Scaillet
Battocchio, Paolo
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001906837
Saved in:
5
Optimal pension management under stochastic interest rates, wages, and inflation
Battocchio, Paolo
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001719335
Saved in:
6
Mortality risk and real optimal asset allocation for pension funds
Menoncin, Francesco
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001865031
Saved in:
7
Mortality risk and real optimal asset allocation for pension funds
Menoncin, Francesco
;
Scaillet, Olivier
-
2003
Persistent link: https://www.econbiz.de/10001974801
Saved in:
8
Optimal portfolio strategies with stochastic wage income : the case of a defined contribution pension plan
Battocchio, Paolo
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001652505
Saved in:
9
Optimal portfolio rules for an integrated stock bond portfolio
Menoncin, Francesco
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001700018
Saved in:
10
How the financial managers' remuneration can affect the optimal portfolio composition
Menoncin, Francesco
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001717444
Saved in:
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