//--> //--> //--> //-->
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:"The journal of asset management"
~isPartOf:"Quantitative finance"
~subject:"Mathematische Optimierung"
~subject:"Theory"
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:"Portfolio management"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Mathematische Optimierung
Theory
Portfolio selection
450
Portfolio-Management
450
Theorie
191
Capital income
105
Kapitaleinkommen
105
Risk
73
Risiko
72
CAPM
54
Risikomaß
52
Risk measure
52
Risikomanagement
50
Risk management
50
Anlageverhalten
47
Behavioural finance
47
Investment Fund
46
Investmentfonds
46
Stochastic process
41
Stochastischer Prozess
41
Volatility
41
Volatilität
41
Mathematical programming
39
Estimation
32
Schätzung
32
USA
31
United States
31
Portfolio optimization
29
Financial investment
27
Forecasting model
27
Kapitalanlage
27
Prognoseverfahren
27
Börsenkurs
26
Share price
26
Hedging
25
Performance measurement
23
Aktienmarkt
22
Diversification
22
Financial analysis
22
Finanzanalyse
22
more ...
less ...
Online availability
All
Undetermined
157
Free
12
Type of publication
All
Article
200
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
201
Aufsatz in Zeitschrift
201
Conference paper
4
Konferenzbeitrag
4
Aufsatzsammlung
1
Mehrbändiges Werk
1
Multi-volume publication
1
more ...
less ...
Language
All
English
201
Author
All
Escobar, Marcos
6
Kwon, Roy H.
4
Birge, John R.
3
Costa, Giorgio
3
Fabozzi, Frank J.
3
Kim, Woo Chang
3
Lee, Yongjae
3
Mitra, Gautam
3
Satchell, Stephen
3
Stübinger, Johannes
3
Zagst, Rudi
3
Auer, Benjamin R.
2
Boer, Sanne de
2
Cheng, Yuyang
2
Chávez-Bedoya, Luis
2
Ding, Rui
2
Ellison, Frank
2
Endres, Sylvia
2
Glabadanidis, Paskalis
2
Gu, Jia-Wen
2
Guidolin, Massimo
2
Jong, Marielle de
2
Kakushadze, Zura
2
Kim, Jang Ho
2
Krauss, Christopher
2
Kwon, Do-Gyun
2
Langrené, Nicolas
2
Lee, Chi-Guhn
2
Lindström, Erik
2
Loeper, Grégoire
2
Madan, Dilip B.
2
Madsen, Henrik
2
Mulvey, John M.
2
Nystrup, Peter
2
Paterlini, Sandra
2
Pun, Chi Seng
2
Scherer, Bernd
2
Scowcroft, Alan
2
Steffensen, Mogens
2
Wu, Lan
2
more ...
less ...
Published in...
All
The journal of asset management
Quantitative finance
European journal of operational research : EJOR
294
Insurance / Mathematics & economics
287
Journal of banking & finance
244
NBER working paper series
237
Working paper / National Bureau of Economic Research, Inc.
191
NBER Working Paper
188
Finance research letters
171
Journal of economic dynamics & control
168
Mathematical finance : an international journal of mathematics, statistics and financial theory
161
Finance and stochastics
160
International journal of theoretical and applied finance
152
Research paper series / Swiss Finance Institute
125
Management science : journal of the Institute for Operations Research and the Management Sciences
100
Risks : open access journal
100
The review of financial studies
99
Journal of financial economics
98
The journal of portfolio management : a publication of Institutional Investor
98
Journal of empirical finance
95
The journal of finance : the journal of the American Finance Association
95
Swiss Finance Institute Research Paper
87
Discussion paper / Centre for Economic Policy Research
85
Economic modelling
83
Economics letters
79
The European journal of finance
78
Mathematics and financial economics
75
Computational economics
73
International review of economics & finance : IREF
71
Mathematical methods of operations research
70
SpringerLink / Bücher
68
International review of financial analysis
67
The North American journal of economics and finance : a journal of financial economics studies
66
Journal of risk and financial management : JRFM
65
The journal of portfolio management : JPM
63
Discussion paper / Tinbergen Institute
62
Annals of finance
61
Journal of economic theory
61
Journal of mathematical finance
59
Applied economics
56
more ...
less ...
Source
All
ECONIS (ZBW)
201
Showing
1
-
10
of
201
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Distributionally robust end-to-end portfolio construction
Costa, Giorgio
;
Iyengar, Garud N.
- In:
Quantitative finance
23
(
2023
)
10
,
pp. 1465-1482
Persistent link: https://www.econbiz.de/10014419171
Saved in:
2
f-Betas and portfolio optimization with f-divergence induced risk measures
Ding, Rui
- In:
Quantitative finance
23
(
2023
)
10
,
pp. 1483-1496
Persistent link: https://www.econbiz.de/10014419172
Saved in:
3
Can volatility solve the naive portfolio puzzle?
Curran, Michael
;
O'Sullivan, Patrick
;
Zalla, Ryan
- In:
Quantitative finance
23
(
2023
)
11
,
pp. 1545-1560
Persistent link: https://www.econbiz.de/10014419177
Saved in:
4
Optimal portfolio choice of couples with tax-deferred accounts and survival-contingent products
Bae, Sanghyeon
;
Lee, Yongjae
;
Kim, Woo Chang
- In:
Quantitative finance
23
(
2023
)
11
,
pp. 1597-1615
Persistent link: https://www.econbiz.de/10014419181
Saved in:
5
Assessing the accuracy of exponentially weighted moving average models for value-at-risk and expected shortfall of crypto portfolios
Alexander, Carol
;
Dakos, Michael
- In:
Quantitative finance
23
(
2023
)
3
,
pp. 393-427
Persistent link: https://www.econbiz.de/10014232660
Saved in:
6
The value and cost of more stages in stochastic programing : a statistical analysis on a set of portfolio choice problems
Birge, John R.
;
Blomvall, Jörgen
;
Ekblom, Jonas
- In:
Quantitative finance
22
(
2022
)
1
,
pp. 95-112
Persistent link: https://www.econbiz.de/10012872523
Saved in:
7
Estimation risk and the implicit value of index-tracking
Clark, Brian
;
Edirisinghe, Chanaka
;
Simaan, Majeed
- In:
Quantitative finance
22
(
2022
)
2
,
pp. 303-319
Persistent link: https://www.econbiz.de/10013167745
Saved in:
8
Learning a functional control for high-frequency finance
Leal, Laura
;
Lauriere, Mathieu
;
Lehalle, Charles-Albert
- In:
Quantitative finance
22
(
2022
)
11
,
pp. 1973-1987
Persistent link: https://www.econbiz.de/10013490928
Saved in:
9
Adaptive online mean-variance portfolio selection with transaction costs
Guo, Sini
;
Gu, Jia-Wen
;
Ching, Wai Ki
;
Lyu, Benmeng
- In:
Quantitative finance
24
(
2024
)
1
,
pp. 59-82
Persistent link: https://www.econbiz.de/10014551906
Saved in:
10
Optimal stop-loss rules in markets with long-range dependence
Xiang, Yun
;
Deng, Shijie
- In:
Quantitative finance
24
(
2024
)
2
,
pp. 253-263
Persistent link: https://www.econbiz.de/10014551974
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->