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isPartOf:"The journal of asset management"
~isPartOf:"Quantitative finance"
~subject:"Prognoseverfahren"
~subject:"Theory"
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Search: subject_exact:"Portfolio management"
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Prognoseverfahren
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
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Volatilität
41
Mathematical programming
39
Mathematische Optimierung
39
Estimation
32
Schätzung
32
USA
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United States
31
Portfolio optimization
29
Financial investment
27
Forecasting model
27
Kapitalanlage
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Börsenkurs
26
Share price
26
Hedging
25
Performance measurement
23
Aktienmarkt
22
Diversification
22
Financial analysis
22
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English
203
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Escobar, Marcos
5
Kwon, Roy H.
4
Birge, John R.
3
Costa, Giorgio
3
Fabozzi, Frank J.
3
Satchell, Stephen
3
Stübinger, Johannes
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, Woo Chang
2
Krauss, Christopher
2
Langrené, Nicolas
2
Lee, Chi-Guhn
2
Lee, Yongjae
2
Lindström, Erik
2
Loeper, Grégoire
2
Madan, Dilip B.
2
Madsen, Henrik
2
Mitra, Gautam
2
Mulvey, John M.
2
Nystrup, Peter
2
Paterlini, Sandra
2
Pun, Chi Seng
2
Scherer, Bernd
2
Scowcroft, Alan
2
Wu, Lan
2
Zumbach, Gilles O.
2
Abdibekov, Darkhan U.
1
Abergel, Frédéric
1
Aboussalah, Amine Mohamed
1
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The journal of asset management
Quantitative finance
Insurance / Mathematics & economics
277
European journal of operational research : EJOR
273
Journal of banking & finance
262
NBER working paper series
240
Working paper / National Bureau of Economic Research, Inc.
192
NBER Working Paper
189
Finance research letters
184
Journal of economic dynamics & control
168
Mathematical finance : an international journal of mathematics, statistics and financial theory
154
Finance and stochastics
153
International journal of theoretical and applied finance
146
Research paper series / Swiss Finance Institute
124
Journal of financial economics
110
Journal of empirical finance
102
The review of financial studies
102
Management science : journal of the Institute for Operations Research and the Management Sciences
101
The journal of portfolio management : a publication of Institutional Investor
101
Risks : open access journal
100
The journal of finance : the journal of the American Finance Association
96
Discussion paper / Centre for Economic Policy Research
88
Swiss Finance Institute Research Paper
88
Economic modelling
87
The European journal of finance
86
International review of financial analysis
83
Economics letters
82
Computational economics
75
International review of economics & finance : IREF
73
Discussion paper / Tinbergen Institute
71
Mathematics and financial economics
71
The North American journal of economics and finance : a journal of financial economics studies
70
Mathematical methods of operations research
68
SpringerLink / Bücher
68
Applied economics
67
Journal of risk and financial management : JRFM
64
The journal of portfolio management : JPM
63
Annals of finance
61
Journal of economic theory
61
Working paper
59
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ECONIS (ZBW)
203
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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
Bayesian nonparametric portfolio selection with rolling maximum drawdown control
Mei, Xiaoling
;
Wang, Yachong
;
Zhu, Weixuan
- In:
Quantitative finance
23
(
2023
)
10
,
pp. 1497-1510
Persistent link: https://www.econbiz.de/10014419173
Saved in:
4
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:
5
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:
6
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:
7
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:
8
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:
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
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