//--> //--> //-->
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
person:"Blake, David"
~isPartOf:"Discussion paper / the Pensions Institute, Birkbeck College, University of London"
~isPartOf:"Journal of the Operational Research Society : OR"
~person:"Hens, Thorsten"
~person:"Li, Duan"
~person:"Platen, Eckhard"
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
| 6 applied filters
Year of publication
From:
To:
Subject
All
Portfolio selection
6
Portfolio-Management
6
Theorie
4
Theory
4
1986-1994
3
Großbritannien
3
Pension fund
3
Pensionskasse
3
United Kingdom
3
Firm performance
2
Institutional investor
2
Institutioneller Investor
2
Unternehmenserfolg
2
Bond fund
1
Mathematical programming
1
Mathematische Optimierung
1
Measurement
1
Messung
1
Option pricing theory
1
Optionspreistheorie
1
Rentenfonds
1
Risikoaversion
1
Risk aversion
1
Time consistency
1
Zeitkonsistenz
1
behavioral portfolio policy
1
binding budget spending
1
dynamic mean-variance formulation
1
investment analysis
1
mean-variance portfolio selection
1
minimum cost policy
1
optimal wealth management
1
state-dependent risk aversion
1
time consistency
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Book / Working Paper
4
Article
2
Type of publication (narrower categories)
All
Arbeitspapier
4
Graue Literatur
4
Non-commercial literature
4
Working Paper
4
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
6
Author
All
Blake, David
Hens, Thorsten
Li, Duan
Platen, Eckhard
Lehmann, Bruce Neal
3
Timmermann, Allan
3
Cui, Xiangyu
2
Jung, Jongbin
2
Kim, Seongmoon
2
Tian, Ye
2
Andjiga, Nicolas G.
1
Andreu, Laura
1
Arenas-Parra, Mar
1
Beasley, John E.
1
Beling, Peter
1
Benati, Stefano
1
Bilbao Terol, Amelia
1
Breeden, J. L.
1
Cañal-Fernández, Verónica
1
Chu, L. K.
1
Edirisinghe, N. C. P.
1
Fang, Shu-Cherng
1
Florez-Lopez, Raquel
1
Fono, Louis Aimé
1
Glen, J. J.
1
Guo, Xiaoling
1
Gurgur, C.
1
He, Feng
1
Ingram, D.
1
Jammazi, Rania
1
Jessop, A.
1
Jiménez, Mariano
1
Kamdem, Jules Sadefo
1
Kerstens, Kristiaan
1
Kumar, U. D.
1
Li, Xingmei
1
Li, Xun
1
Malik, M.
1
Mezali, H.
1
Mounir, A.
1
Nguyen, Duc Khuong
1
Overstreet, George
1
more ...
less ...
Published in...
All
Discussion paper / the Pensions Institute, Birkbeck College, University of London
Journal of the Operational Research Society : OR
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
43
Research paper series / Swiss Finance Institute
18
Discussion paper / The Pensions Institute, Cass Business School, City University
15
Mathematical finance : an international journal of mathematics, statistics and financial theory
11
Swiss Finance Institute Research Paper
11
Asia-Pacific financial markets
8
Journal of economic dynamics & control
8
Working Paper
7
Discussion paper / Department of Business and Management Science
6
European journal of operational research : EJOR
6
Institut für Schweizerisches Bankwesen Zürich - Working Paper Series
6
Discussion papers / Department of Economics, University of Copenhagen
4
International journal of theoretical and applied finance
4
Research paper / Quantitative Finance Research Group, University of Technology Sydney
4
UBS paper
4
Discussion paper / LSE Financial Markets Group
3
Discussion paper in financial economics : FE
3
Discussion paper series / LSE Financial Markets Group
3
Mathematics and financial economics
3
The journal of computational finance
3
Working paper / Institute for Empirical Research in Economics, University of Zürich
3
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
2
Applied financial economics
2
Applied mathematical finance
2
Beiträge aus dem Institut für Statistik und Ökonometrie der Universität Hamburg
2
Computational economics
2
Discussion paper / Centre for Economic Policy Research
2
Journal of banking & finance
2
Journal of financial and quantitative analysis : JFQA
2
Journal of mathematical economics
2
Operations research
2
The journal of asset management
2
ASTIN BULLETIN - The Journal of the ASTIN and AFIR Section of the International Actuarial Association - Vol.33 - No.2, 2003; 53-172
1
ASTIN bulletin : the journal of the International Actuarial Association
1
Annals of finance
1
Australian economic papers
1
Casualty Actuarial Society - Astin Bulletin
1
Decisions in economics and finance : a journal of applied mathematics
1
more ...
less ...
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Time consistent behavioral portfolio policy for dynamic mean-variance formulation
Cui, Xiangyu
;
Li, Xun
;
Li, Duan
;
Shi, Yun
- In:
Journal of the Operational Research Society : OR
68
(
2017
)
12
,
pp. 1647-1660
Persistent link: https://www.econbiz.de/10011816054
Saved in:
2
Classical mean-variance model revisited : pseudo efficiency
Cui, Xiangyu
;
Li, Duan
;
Yan, Jia-an
- In:
Journal of the Operational Research Society : OR
66
(
2015
)
10
,
pp. 1646-1655
Persistent link: https://www.econbiz.de/10011417708
Saved in:
3
Performance clustering and incentives in the Uk pension fund industry
Blake, David
;
Lehmann, Bruce Neal
;
Timmermann, Allan
-
1998
Persistent link: https://www.econbiz.de/10001469937
Saved in:
4
Asset allocation dynamics and pension fund performance
Blake, David
;
Lehmann, Bruce Neal
;
Timmermann, Allan
-
1998
Persistent link: https://www.econbiz.de/10001469940
Saved in:
5
Performance measurement using multiple asset class portfolio data : a study of UK pensions fund
Blake, David
;
Lehmann, Bruce Neal
;
Timmermann, Allan
-
1997
Persistent link: https://www.econbiz.de/10001469926
Saved in:
6
Portfolio choice models of pension funds and life companies : similarities and differences
Blake, David
-
1996
-
Rev. ed
Persistent link: https://www.econbiz.de/10001469921
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->