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
Institutional ownership and li...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Portfolio selection
Theorie
96
Theory
95
Markov chain
54
Markov-Kette
52
Optionspreistheorie
47
Option pricing theory
46
Großbritannien
42
Stochastic process
42
Stochastischer Prozess
42
United Kingdom
40
Pollution
32
Umweltbelastung
31
Portfolio-Management
28
Auslandsinvestition
27
Estimation
27
Foreign investment
27
Schätzung
27
China
23
Industrie
23
Manufacturing industries
23
CAPM
22
Intra-industry trade
21
Environmental policy
19
Intraindustrieller Handel
19
Umweltpolitik
19
Welt
18
World
18
Environmental standard
16
Umweltstandard
16
Lohn
15
Risiko
15
USA
15
United States
15
Volatilität
15
Wages
15
Börsenkurs
14
Risk
14
Share price
14
Volatility
14
more ...
less ...
Online availability
All
Undetermined
10
Free
4
Type of publication
All
Article
17
Book / Working Paper
10
Type of publication (narrower categories)
All
Article in journal
16
Aufsatz in Zeitschrift
16
Collection of articles of several authors
2
Sammelwerk
2
Arbeitspapier
1
Aufsatz im Buch
1
Aufsatzsammlung
1
Book section
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
more ...
less ...
Language
All
English
27
Author
All
Elliott, Robert J.
18
Bradrania, Reza
8
Mamon, Rogemar S.
5
Pirayesh Neghab, Davood
4
Madan, Dilip B.
3
Milne, Frank
3
Siu, Tak Kuen
3
Shafizadeh, Mojtaba
2
Wu, Winston
2
Zhu, Song-Ping
2
Badescu, Alex
1
Badescu, Alexandru
1
Callen, Jeffrey L.
1
Colwell, David B.
1
Elliott, Robert
1
Elliott, Robert Frank
1
Grant, Andrew
1
Gueyie, Jean-Pierre
1
Hinz, Juri
1
Hoek, John van der
1
Lyle, Matthew R.
1
Ma, Guiyuan
1
Ortega, Juan-Pablo
1
Seck, Babacar
1
Siu, Chi Chung
1
Veron, Jose Francisco
1
Wang, Ning
1
Westerholm, Peter Joakim
1
Wu, Wei
1
more ...
less ...
Published in...
All
International Series in Operations Research & Management Science
2
International series in operations research & management science
2
Quantitative finance
2
SpringerLink / Bücher
2
Accounting and finance : journal of the Accounting Association of Australia and New Zealand
1
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
Financial markets and portfolio management
1
International journal of financial engineering and risk management
1
International journal of theoretical and applied finance
1
Journal of behavioral and experimental finance
1
Journal of economic dynamics & control
1
Journal of empirical finance
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Queen's Economics Department working paper
1
Review of accounting studies
1
The European journal of finance
1
The journal of futures markets
1
more ...
less ...
Source
All
ECONIS (ZBW)
27
Showing
1
-
10
of
27
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Estimating a regime switching pairs trading model
Elliott, Robert J.
;
Bradrania, Reza
- In:
Quantitative finance
18
(
2018
)
5
,
pp. 877-883
Persistent link: https://www.econbiz.de/10011907956
Saved in:
2
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:
3
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:
4
Incomplete diversification and asset pricing
Madan, Dilip B.
;
Milne, Frank
;
Elliott, Robert J.
-
1992
Persistent link: https://www.econbiz.de/10000135929
Saved in:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
