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~subject:"Portfolio selection"
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Portfolio selection
Theorie
155
Theory
155
Portfolio-Management
67
Risiko
45
Risk
45
Option pricing theory
42
Optionspreistheorie
42
Risikomaß
35
Risk measure
35
Risk management
33
Risikomanagement
32
Correlation
22
Korrelation
22
Option trading
19
Optionsgeschäft
19
Volatility
17
Derivat
16
Derivative
16
Lebensversicherung
16
Life insurance
16
Stochastic process
16
Stochastischer Prozess
16
Risikoaversion
15
Risk aversion
15
Volatilität
15
Capital income
13
Kapitaleinkommen
13
Statistical distribution
13
Statistische Verteilung
13
Black-Scholes model
12
Mathematical programming
12
Mathematische Optimierung
12
Measurement
12
Messung
12
Risikomodell
12
Risk model
12
Black-Scholes-Modell
11
CAPM
11
Credit risk
11
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Free
33
Undetermined
19
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Article
34
Book / Working Paper
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Article in journal
33
Aufsatz in Zeitschrift
33
Arbeitspapier
6
Graue Literatur
6
Non-commercial literature
6
Working Paper
6
Conference paper
2
Konferenzbeitrag
2
Aufsatz im Buch
1
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1
Hochschulschrift
1
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Language
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English
67
Author
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Vanduffel, Steven
44
Bernard, Carole
31
Boyle, Phelim P.
16
Rüschendorf, Ludger
10
Dhaene, Jan
7
Boudt, Kris
4
Goovaerts, Marc J.
4
Kaas, R.
4
Ye, Jiang
4
Cornilly, Dries
3
Denuit, Michel
3
Jiang, Ruihong
3
Uppal, Raman
3
Vyncke, David
3
Wang, Tan
3
Ahcan, Ales
2
Bondarenko, Oleg
2
Chen, Jit Seng
2
De Vecchi, Corrado
2
Dragun, Kirill
2
Garlappi, Lorenzo
2
Ghossoub, Mario
2
Henrard, Luc
2
Jakobsons, Edgars
2
Le Courtois, Olivier
2
Maj, Mateusz
2
Puccetti, Giovanni
2
Small, Daniel
2
Tian, Weidong
2
Wang, Ruodu
2
Yao, Jing
2
Algaba, Andres
1
Bank, Peter
1
Bernard, C.
1
Cornilly, D.
1
De Gennaro Aquino, Luca
1
De Staelen, Rob
1
De Staelen, Rob H.
1
Dragun, K.
1
Feng, Shui
1
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Institute of Finance and Accounting <London>
1
Judge Institute of Management Studies
1
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European journal of operational research : EJOR
3
Insurance / Mathematics & economics
3
Quantitative finance
3
International journal of theoretical and applied finance
2
Research report / Katholieke Universiteit Leuven, Faculty of Economics and Applied Economics, Department of Applied Economics
2
Scandinavian actuarial journal
2
The European journal of finance
2
The journal of risk and insurance : the journal of the American Risk and Insurance Association
2
Advances in futures and options research : a research annual
1
Asia-Pacific journal of risk and insurance : APJRI
1
Decisions in economics and finance : a journal of applied mathematics
1
Discussion paper / Centre for Economic Policy Research
1
Discussion paper / The Pensions Institute, Cass Business School, City University
1
Economics letters
1
Finance and stochastics
1
Financial engineering
1
Forthcoming in Quantitative Finance
1
IFA working paper
1
Journal of banking & finance
1
Journal of financial and quantitative analysis : JFQA
1
Journal of the Operational Research Society
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
Mathematics and financial economics
1
North American actuarial journal
1
Risks : open access journal
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
The journal of finance : the journal of the American Finance Association
1
The journal of fixed income
1
Working paper series
1
Working paper series / Universiteit Gent, Faculteit Economie en Bedrijfskunde
1
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ECONIS (ZBW)
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Mr. Madoff's amazing returns : an analysis of the split-strike conversion strategy
Bernard, Carole
;
Boyle, Phelim P.
- In:
The journal of derivatives : the official publication …
17
(
2009/10
)
1
,
pp. 62-76
Persistent link: https://www.econbiz.de/10003892322
Saved in:
2
Positive weights on the efficient frontier
Boyle, Phelim P.
- In:
North American actuarial journal
18
(
2014
)
4
,
pp. 462-477
Persistent link: https://www.econbiz.de/10011338980
Saved in:
3
Option replication in discrete time with transaction costs
Boyle, Phelim P.
- In:
The journal of finance : the journal of the American …
47
(
1992
)
1
,
pp. 271-293
Persistent link: https://www.econbiz.de/10001124506
Saved in:
4
Valuation of options on several risky assets when there are transactions costs
Boyle, Phelim P.
- In:
Advances in futures and options research : a research annual
9
(
1997
),
pp. 111-127
Persistent link: https://www.econbiz.de/10001226768
Saved in:
5
Ambiguity aversion and the puzzle of own-company stock in pension plans
Boyle, Phelim P.
(
contributor
);
Uppal, Raman
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001777031
Saved in:
6
Asset allocation using quasi Monte Carlo methods
Boyle, Phelim P.
(
contributor
);
Imai, Junichi
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001736202
Saved in:
7
Keynes meets Markowitz : the trade-off between familiarity and diversification
Boyle, Phelim P.
;
Garlappi, Lorenzo
;
Uppal, Raman
;
Wang, Tan
-
2010
Persistent link: https://www.econbiz.de/10003948898
Saved in:
8
Keynes meets Markowitz : the trade-off between familiarity and diversification
Boyle, Phelim P.
;
Garlappi, Lorenzo
;
Uppal, Raman
;
Wang, Tan
- In:
Management science : journal of the Institute for …
58
(
2012
)
2
,
pp. 253-272
Persistent link: https://www.econbiz.de/10009512174
Saved in:
9
Portfolio management with constraints
Boyle, Phelim P.
;
Tian, Weidong
- In:
Mathematical finance : an international journal of …
17
(
2007
)
3
,
pp. 319-343
Persistent link: https://www.econbiz.de/10003626539
Saved in:
10
Large deviation techniques and financial applications
Boyle, Phelim P.
;
Feng, Shui
;
Tian, Weidong
- In:
Financial engineering
,
(pp. 971-1000)
.
2008
Persistent link: https://www.econbiz.de/10003567865
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