//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
isPartOf:"Annals of finance"
subject:"Portfolio-Management"
~isPartOf:"Journal of economic dynamics & control"
~person:"Branger, Nicole"
~person:"Schwartz, Eduardo S."
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
Search: subject_exact:"Theory"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Portfolio-Management
Theorie
6
Theory
6
Portfolio selection
5
Asset allocation
2
Hedging
2
Stochastic process
2
Stochastischer Prozess
2
1965-1999
1
Allgemeines Gleichgewicht
1
Ansteckungseffekt
1
Arbeitslosigkeit
1
Business cycle
1
CAPM
1
Contagion
1
Contagion effect
1
Cybernetics
1
Different beliefs
1
General equilibrium
1
Hidden state
1
Konjunktur
1
Kybernetik
1
Learning
1
Lebenszyklus
1
Life cycle
1
Life-cycle model
1
Nonlinear filtering
1
Over-confidence
1
Portfolio planning
1
Risiko
1
Risk
1
Self-exciting processes
1
Statistical distribution
1
Statistische Verteilung
1
Strategie
1
Strategy
1
USA
1
Unemployment
1
Unemployment risk
1
United States
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
5
Type of publication (narrower categories)
All
Article in journal
5
Aufsatz in Zeitschrift
5
Language
All
English
5
Author
All
Branger, Nicole
Schwartz, Eduardo S.
Munk, Claus
6
Lioui, Abraham
5
Escobar, Marcos
4
Cvitanić, Jakša
3
Fernholz, Robert
3
Huang, Chi-fu
3
Karatzas, Ioannis
3
Kraft, Holger
3
Li, Duan
3
Li, Kai
3
Lillo, Fabrizio
3
Alexander, Gordon J.
2
Baptista, Alexandre M.
2
Chacko, George
2
Cong, F.
2
Coqueret, Guillaume
2
Cox, John Carrington
2
Duffie, Darrell
2
Farmer, J. Doyne
2
He, Xue-zhong
2
Hindy, Ayman
2
Larsen, Linda Sandris
2
Leung, Tim
2
Li, Bin
2
Li, Lingfei
2
Lin, Qian
2
Luenberger, David G.
2
Marsili, Matteo
2
Oosterlee, Cornelis Willebrordus
2
Presman, Ernst
2
Rubtsov, Alexey
2
Rustem, Berç
2
Rásonyi, Miklós
2
Schenk-Hoppé, Klaus Reiner
2
Seifried, Frank Thomas
2
Sethi, Suresh P.
2
Sun, Xianming
2
Teplá, Lucie
2
more ...
less ...
Published in...
All
Annals of finance
Journal of economic dynamics & control
Journal of banking & finance
5
Handbook of heavy tailed distributions in finance
3
SAFE Working Paper
3
SAFE working paper
3
Mathematical methods of operations research
2
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
1
Essays on empirical asset pricing, dynamic asset allocation, and contagion effects
1
Finanzmarkt und Portfolio-Management
1
Journal of empirical finance
1
Mathematics and financial economics
1
NBER working paper series
1
The journal of business : B
1
The journal of finance : the journal of the American Finance Association
1
The journal of real estate finance and economics
1
more ...
less ...
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Hedging recessions
Branger, Nicole
;
Larsen, Linda Sandris
;
Munk, Claus
- In:
Journal of economic dynamics & control
107
(
2019
),
pp. 1-24
Persistent link: https://www.econbiz.de/10012312632
Saved in:
2
"Nobody is perfect" : asset pricing and long-run survival when heterogeneous investors exhibit different kinds of filtering errors
Branger, Nicole
;
Schlag, Christian
;
Wu, Lue
- In:
Journal of economic dynamics & control
61
(
2015
),
pp. 303-333
Persistent link: https://www.econbiz.de/10011589540
Saved in:
3
Partial information about contagion risk, self-exciting processes and portfolio optimization
Branger, Nicole
;
Kraft, Holger
;
Meinerding, Christoph
- In:
Journal of economic dynamics & control
39
(
2014
),
pp. 18-36
Persistent link: https://www.econbiz.de/10010387822
Saved in:
4
The stable non-Gaussian asset allocation : a comparison with the classical Gaussian approach
Tokat, Yesim
;
Račev, Svetlozar T.
;
Schwartz, Eduardo S.
- In:
Journal of economic dynamics & control
27
(
2003
)
6
,
pp. 937-969
Persistent link: https://www.econbiz.de/10001734458
Saved in:
5
Strategic asset allocation
Brennan, Michael J.
- In:
Journal of economic dynamics & control
21
(
1997
)
8
,
pp. 1377-1403
Persistent link: https://www.econbiz.de/10001222043
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->