//--> //--> //--> //-->
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:"Kane, Alex"
~person:"Post, Thierry"
~person:"Račev, Svetlozar T."
~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:"Portfolio management"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Portfolio selection
59
Portfolio-Management
59
Theorie
41
Theory
41
Stochastic process
13
Stochastischer Prozess
13
Statistical distribution
12
Statistische Verteilung
12
Mathematical programming
11
Mathematische Optimierung
11
USA
8
United States
8
CAPM
7
Risikoaversion
6
Risk aversion
6
Stochastic dominance
6
Linear programming
5
Risiko
5
Risikomaß
5
Risk
5
Risk measure
5
Capital income
4
Estimation
4
Kapitaleinkommen
4
Portfolio choice
4
Risikomanagement
4
Risk management
4
Schätzung
4
stochastic dominance
4
Experiment
3
Investment Fund
3
Investmentfonds
3
Portfolio optimization
3
Präferenztheorie
3
Theory of preferences
3
Aktienmarkt
2
Anlageverhalten
2
Asset pricing
2
Behavioural finance
2
Bootstrap approach
2
more ...
less ...
Online availability
All
Undetermined
14
Type of publication
All
Article
Book / Working Paper
81
Type of publication (narrower categories)
All
Article in journal
47
Aufsatz in Zeitschrift
47
Aufsatz im Buch
12
Book section
12
Language
All
English
59
Author
All
Kane, Alex
Post, Thierry
Račev, Svetlozar T.
Fabozzi, Frank J.
119
Satchell, Stephen
50
Wong, Wing Keung
47
Maurer, Raimond
36
Korn, Ralf
35
Zagst, Rudi
35
Zaremba, Adam
35
Hammoudeh, Shawkat
34
Prigent, Jean-Luc
33
Escobar, Marcos
32
Kang, Sang Hoon
32
Martellini, Lionel
32
Auer, Benjamin R.
31
Markowitz, Harry
31
Guidolin, Massimo
30
Li, Duan
30
Platen, Eckhard
30
Kraft, Holger
29
Lo, Andrew W.
29
Tiwari, Aviral Kumar
29
Lee, Cheng F.
27
Levy, Haim
27
Mensi, Walid
27
Gallagher, David R.
26
Gollier, Christian
26
Zhou, Guofu
26
Scherer, Bernd
25
Young, Virginia R.
25
Forsyth, Peter A.
24
Hens, Thorsten
24
Jarrow, Robert A.
24
Faff, Robert W.
23
Guerard, John Baynard
23
Kim, Woo Chang
23
Nguyen, Duc Khuong
23
Vanduffel, Steven
23
Ang, Andrew
22
Clare, Andrew D.
22
more ...
less ...
Published in...
All
Journal of banking & finance
5
Management science : journal of the Institute for Operations Research and the Management Sciences
5
Handbook of heavy tailed distributions in finance
4
Journal of financial and quantitative analysis : JFQA
4
International journal of theoretical and applied finance
3
Journal of empirical finance
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of economic dynamics & control
2
The journal of investing
2
Valuation, financial modeling, and quantitative tools
2
Annals of operations research
1
Applied economics
1
Applied mathematical finance
1
Contributions to modern econometrics : from data analysis to economic policy ; [dedicated to Gerd Hansen on the occasion of his 65th Birthday]
1
European journal of operational research : EJOR
1
International journal of Islamic and Middle Eastern finance and management
1
Investment management and financial innovations
1
Journal of econometrics
1
Journal of economics and finance
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of financial intermediation
1
Journal of investment management : JOIM
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Mathematical methods of operations research
1
OR spectrum : quantitative approaches in management
1
Operations research models in banking management
1
Optimizing optimization : the next generation of optimization applications and theory
1
Progress in financial markets research
1
Quantitative fund management
1
Review of finance : journal of the European Finance Association
1
Risk assessment : decisions in banking and finance
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The econometrics journal
1
The journal of credit risk : published quarterly by Incisive Media
1
The journal of finance : the journal of the American Finance Association
1
The review of economics and statistics
1
The review of financial studies
1
more ...
less ...
Source
All
ECONIS (ZBW)
59
Showing
1
-
10
of
59
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Generalized stochastic arbitrage opportunities
Arvanitis, Stelios
;
Post, Thierry
- In:
Management science : journal of the Institute for …
70
(
2024
)
7
,
pp. 4629-4648
Persistent link: https://www.econbiz.de/10015046365
Saved in:
2
A financial modeling approach to industry exchange-traded funds selection
Conlon, Thomas
;
Cotter, John
;
Kovalenko, Illia
;
Post, …
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014477136
Saved in:
3
Option pricing in an investment risk-return setting
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
;
Shirvani, …
- In:
Applied economics
54
(
2022
)
14
,
pp. 1625-1638
Persistent link: https://www.econbiz.de/10012875529
Saved in:
4
Optimal portfolio choice for higher-order risk averters
Fang, Yi
;
Post, Thierry
- In:
Journal of banking & finance
137
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013460225
Saved in:
5
Market complete option valuation using a Jarrow-Rudd pricing tree with skewness and kurtosis
Hu, Yuan
;
Lindquist, W. Brent
;
Račev, Svetlozar T.
; …
- In:
Journal of economic dynamics & control
137
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013464578
Saved in:
6
Stochastic bounds for reference sets in portfolio analysis
Arvanitis, Stelios
;
Post, Thierry
;
Topaloglou, Nikolas
- In:
Management science : journal of the Institute for …
67
(
2021
)
12
,
pp. 7737-7754
Persistent link: https://www.econbiz.de/10012815733
Saved in:
7
Somewhere between utopia and dystopia : choosing from multiple incomparable prospects
Anderson, Gordon
;
Post, Thierry
;
Whang, Yoon-jae
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
3
,
pp. 502-515
Persistent link: https://www.econbiz.de/10012262490
Saved in:
8
A concave security market line
De Giorgi, Enrico
;
Post, Thierry
;
Yalçın, Atakan
- In:
Journal of banking & finance
106
(
2019
),
pp. 65-81
Persistent link: https://www.econbiz.de/10012223950
Saved in:
9
Stochastic spanning
Arvanitis, Stelios
;
Hallam, Mark
;
Post, Thierry
; …
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
4
,
pp. 573-585
Persistent link: https://www.econbiz.de/10012178998
Saved in:
10
Portfolio optimization based on stochastic dominance and empirical likelihood
Post, Thierry
;
Karabati, Selcuk
;
Arvanitis, Stelios
- In:
Journal of econometrics
206
(
2018
)
1
,
pp. 167-186
Persistent link: https://www.econbiz.de/10012110374
Saved in:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->