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~subject:"Portfolio selection"
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Portfolio selection
Theorie
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Theory
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USA
44,981
United States
43,747
Portfolio-Management
43,272
Risk
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Wirtschaftswachstum
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Share price
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Zeitreihenanalyse
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Economic growth
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Game theory
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Volatilität
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Experiment
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Time series analysis
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Volatility
12,556
Risikomanagement
12,085
CAPM
11,919
Risk management
11,572
Entscheidung unter Unsicherheit
11,364
Decision under uncertainty
11,337
Finanzmarkt
10,991
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Fabozzi, Frank J.
225
Maurer, Raimond
118
Mitchell, Olivia S.
114
Guidolin, Massimo
92
Platen, Eckhard
91
Campbell, John Y.
78
Satchell, Stephen
77
Lo, Andrew W.
73
McAleer, Michael
73
Ang, Andrew
69
Gollier, Christian
68
Kraft, Holger
63
Uppal, Raman
63
Hens, Thorsten
61
Korn, Ralf
56
Wong, Wing Keung
55
Bodie, Zvi
53
Viceira, Luis M.
53
Li, Duan
52
Markowitz, Harry
51
Stambaugh, Robert F.
51
Zaremba, Adam
51
Blake, David
50
Levy, Haim
50
Schenk-Hoppé, Klaus Reiner
50
Weber, Martin
48
Wermers, Russ
47
Post, Thierry
46
Prigent, Jean-Luc
46
Zhou, Guofu
46
Pedersen, Lasse Heje
45
Lucas, André
44
Zagst, Rudi
44
Poterba, James M.
43
Vanduffel, Steven
43
Hammoudeh, Shawkat
42
Kelly, Bryan T.
42
Warnock, Francis E.
42
Račev, Svetlozar T.
41
Agarwal, Vikas
40
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National Bureau of Economic Research
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Institute of Finance and Accounting <London>
19
Frank J. Fabozzi Associates <New Hope, Pa.>
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Rodney L. White Center for Financial Research
12
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Springer Fachmedien Wiesbaden
12
Basel Committee on Banking Supervision
11
Fisher Investments Inc. <Woodside, Calif.>
11
OECD
11
World Bank
11
Center for Economic Research <Tilburg>
10
International Center for Financial Asset Management and Engineering
10
Pensions Institute
10
Universität Zürich / Institut für Schweizerisches Bankwesen
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CFA Institute <Charlottesville, Va.>
9
Ekonomiska forskningsinstitutet <Stockholm>
9
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
9
Erasmus Research Institute of Management
8
FinanzBuch Verlag
8
European University Institute / Department of Law
7
Fachverlag für Wirtschafts- und Steuerrecht Schäffer <Stuttgart>
7
Goethe-Universität Frankfurt am Main
7
Universität Mannheim
7
World Bank Group
7
Federal Reserve Bank of St. Louis
6
Institut für Finanzdienstleistungen Zug
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International Monetary Fund
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Nationalekonomiska Institutionen <Lund>
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Springer International Publishing
6
Association for Investment Management and Research
5
Association of European Operational Research Societies / Working Group on Financial Modelling
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Börsen-Buchverlag
5
Federal Reserve System / Division of Research and Statistics
5
Friedrich-Schiller-Universität Jena
5
Institut für Weltwirtschaft
5
International Association for the Study of Insurance Economics
5
International Finance Corporation
5
Judge Institute of Management Studies
5
Københavns Universitet / Økonomisk Institut
5
University of Cambridge / Department of Applied Economics
5
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Journal of banking & finance
570
NBER working paper series
529
Working paper / National Bureau of Economic Research, Inc.
460
Insurance / Mathematics & economics
385
European journal of operational research : EJOR
384
NBER Working Paper
379
Finance research letters
356
International review of financial analysis
272
Journal of financial economics
264
The journal of asset management
255
The journal of portfolio management : a publication of Institutional Investor
253
Journal of economic dynamics & control
247
The journal of finance : the journal of the American Finance Association
230
International journal of theoretical and applied finance
220
Research paper series / Swiss Finance Institute
220
Discussion paper / Centre for Economic Policy Research
209
Applied economics
201
Finance and stochastics
196
Journal of empirical finance
196
Management science : journal of the Institute for Operations Research and the Management Sciences
195
The review of financial studies
191
Quantitative finance
187
Journal of financial and quantitative analysis : JFQA
177
Mathematical finance : an international journal of mathematics, statistics and financial theory
177
SpringerLink / Bücher
172
Economic modelling
170
Risks : open access journal
167
The European journal of finance
164
The North American journal of economics and finance : a journal of financial economics studies
159
International review of economics & finance : IREF
157
Journal of risk and financial management : JRFM
157
Swiss Finance Institute Research Paper
151
Journal of investment management : JOIM
145
The journal of investing
140
Economics letters
137
The journal of wealth management
131
Pacific-Basin finance journal
130
Applied economics letters
128
Research in international business and finance
127
Wiley finance series
124
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ECONIS (ZBW)
42,799
RePEc
110
EconStor
11
BASE
3
USB Cologne (EcoSocSci)
1
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1
Optimal portfolio choice with crash
risk
and model ambiguity
Korn, Ralf
;
Müller, Lukas
- In:
International journal of theoretical and applied …
25
(
2022
)
1
,
pp. 1-35
Persistent link: https://www.econbiz.de/10013189925
Saved in:
2
Dynamic asset allocation with ambiguous return predictability
Chen, Hui
;
Ju, Nengjiu
;
Miao, Jianjun
- In:
Review of economic dynamics
17
(
2014
)
4
,
pp. 799-823
Persistent link: https://www.econbiz.de/10011281431
Saved in:
3
Robustly strategic consumption-portfolio rules with informational frictions
Luo, Yulei
- In:
Management science : journal of the Institute for …
63
(
2017
)
12
,
pp. 4158-4174
Persistent link: https://www.econbiz.de/10011785136
Saved in:
4
Optimal consumption and portfolio choice with ambiguous interest rates and volatility
Lin, Qian
;
Riedel, Frank
- In:
Economic theory
71
(
2021
)
3
,
pp. 1189-1202
Persistent link: https://www.econbiz.de/10012584420
Saved in:
5
An ambiguity measure under EUUP and its application to a portfolio problem
Iwaki, Hideki
- In:
Journal of mathematical finance
10
(
2020
)
2
,
pp. 287-305
Persistent link: https://www.econbiz.de/10012545704
Saved in:
6
Nonconcave robust optimization with discrete strategies under Knightian uncertainty
Neufeld, Ariel
;
Ṥikić, Mario
- In:
Mathematical methods of operations research
90
(
2019
)
2
,
pp. 229-253
Persistent link: https://www.econbiz.de/10012132710
Saved in:
7
Robust worst-case optimal investment
Desmettre, Sascha
;
Korn, Ralf
;
Ruckdeschel, Peter
; …
- In:
OR spectrum : quantitative approaches in management
37
(
2015
)
3
,
pp. 677-701
Persistent link: https://www.econbiz.de/10011296715
Saved in:
8
Risk
and ambiguity in 10-Ks : an examination of cash holding and derivatives use
Friberg, Richard
;
Seiler, Thomas
- In:
The journal of corporate finance : contracting, …
45
(
2017
),
pp. 608-631
Persistent link: https://www.econbiz.de/10011760969
Saved in:
9
Portfolio choices : comparative statics under both expected return and volatility uncertainty
Lin, Qian
;
Tian, Dejian
- In:
Quantitative finance
21
(
2021
)
6
,
pp. 1027-1035
Persistent link: https://www.econbiz.de/10012515634
Saved in:
10
Stock price swings and fundamentals : the role of Knightian uncertainty
Mangee, Nicholas
- In:
International review of financial analysis
91
(
2024
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014446941
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