//--> //--> //-->
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:"Journal of economic theory"
subject:"Portfolio selection"
~accessRights:"restricted"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Mathematics and financial economics"
~isPartOf:"Risks : open access journal"
~language:"eng"
~person:"Bayraktar, Erhan"
~person:"Liu, Jun"
~type:"article"
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
| 10 applied filters
Year of publication
From:
To:
Subject
All
Portfolio selection
Theorie
4
Theory
4
Portfolio-Management
3
Utility maximization
2
Acceptable portfolios
1
Anlageverhalten
1
Anti-diversification
1
Asset pricing puzzles
1
Behavioural finance
1
Bubbles
1
Börsenkurs
1
CAPM
1
Capital income
1
Convex duality
1
Correlation
1
Correlation ambiguity
1
Correlation-invariant
1
Decision under uncertainty
1
Dual optimization problem
1
Duales Optimierungsproblem
1
Entscheidung unter Unsicherheit
1
Erwartungsnutzen
1
Expected utility
1
Forecasting model
1
Fundamental extrapolation
1
Incomplete market
1
Incomplete markets
1
Kapitaleinkommen
1
Korrelation
1
Momentum
1
Opportunity cost
1
Opportunitätskosten
1
Portfolio concentration
1
Portfolio inertia
1
Prognoseverfahren
1
Proportional transaction costs
1
Return extrapolation
1
Risikoaversion
1
Risikoprämie
1
more ...
less ...
Online availability
All
Undetermined
Type of publication
All
Article
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
Author
All
Bayraktar, Erhan
Liu, Jun
Bernardi, Mauro
2
Branger, Nicole
2
Conlon, Thomas
2
Jarrow, Robert A.
2
Laeven, Roger J. A.
2
Rosazza Gianin, Emanuela
2
Wang, Yudong
2
Adcock, Christopher
1
Albagli, Elias
1
Ankirchner, Stefan
1
Antell, Jan
1
Anthropelos, Michail
1
Ararat, Çağın
1
Asimit, Alexandru V.
1
Asmussen, Søren
1
Assa, Hirbod
1
Babaei, Esmaeil
1
Back, Kerry E.
1
Bank, Peter
1
Batbold, Bolorsuvd
1
Bazgour, Tarik
1
Bellalah, Mondher
1
Bellini, Fabio
1
Berestycki, Henri
1
Bessler, Wolfgang
1
Biagini, Sara
1
Bismuth, Alexis
1
Blanchet-Scalliet, Christophette
1
Blanco, Ivan
1
Blitz, David
1
Bo, Lijun
1
Bodnar, Taras
1
Brown, Sarah
1
Bruggeman, Cameron
1
Bruno, Salvatore
1
Bu, Di
1
Bucciol, Alessandro
1
Bálint, Dániel
1
more ...
less ...
Published in...
All
Journal of economic theory
Journal of empirical finance
Mathematics and financial economics
Risks : open access journal
Finance and stochastics
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
Mathematical methods of operations research
1
Operations research
1
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Extrapolative asset pricing
Li, Kai
;
Liu, Jun
- In:
Journal of economic theory
210
(
2023
),
pp. 1-47
Persistent link: https://www.econbiz.de/10014422547
Saved in:
2
Portfolio concentration, portfolio inertia, and ambiguous correlation
Jiang, Julia
;
Liu, Jun
;
Tian, Weidong
;
Zeng, Xudong
- In:
Journal of economic theory
203
(
2022
),
pp. 1-34
Persistent link: https://www.econbiz.de/10013374964
Saved in:
3
Optimal investment with random endowments and transaction costs : duality theory and shadow prices
Bayraktar, Erhan
;
Yu, Xiang
- In:
Mathematics and financial economics
13
(
2019
)
2
,
pp. 253-286
Persistent link: https://www.econbiz.de/10012055802
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->