//--> //--> //--> //-->
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:"Račev, Svetlozar T."
~subject:"Theorie"
~subject:"Theory"
~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
| 5 applied filters
Year of publication
From:
To:
Subject
All
Theorie
Theory
Portfolio selection
35
Portfolio-Management
35
Statistical distribution
10
Statistische Verteilung
10
Risikomaß
5
Risk measure
5
Risiko
4
Risikomanagement
4
Risk
4
Risk management
4
CAPM
3
Capital income
3
Estimation
3
Kapitaleinkommen
3
Schätzung
3
Stochastic process
3
Stochastischer Prozess
3
USA
3
United States
3
Credit risk
2
Forecasting model
2
Investment Fund
2
Investmentfonds
2
Kreditrisiko
2
Mathematical programming
2
Mathematische Optimierung
2
Measurement
2
Messung
2
Option pricing theory
2
Optionspreistheorie
2
Prognoseverfahren
2
Statistical method
2
Statistische Methode
2
Volatility
2
Volatilität
2
1965-1999
1
1980-1990
1
1990-2004
1
more ...
less ...
Type of publication
All
Article
Book / Working Paper
29
Type of publication (narrower categories)
All
Article in journal
14
Aufsatz in Zeitschrift
14
Aufsatz im Buch
10
Book section
10
Language
All
English
24
Author
All
Kane, Alex
Račev, Svetlozar T.
Fabozzi, Frank J.
68
Korn, Ralf
30
Escobar, Marcos
27
Markowitz, Harry
27
Li, Duan
25
Wong, Wing Keung
25
Prigent, Jean-Luc
22
Satchell, Stephen
22
Zagst, Rudi
22
Gollier, Christian
20
Maurer, Raimond
18
Wang, Ruodu
18
Forsyth, Peter A.
17
Wong, Hoi Ying
17
Post, Thierry
16
Sass, Jörn
16
Chen, Zhiping
15
Cvitanić, Jakša
15
Jarrow, Robert A.
15
Levy, Haim
15
Li, Zhongfei
15
Lioui, Abraham
15
Platen, Eckhard
15
Rüschendorf, Ludger
15
Vanduffel, Steven
15
Yao, Haixiang
15
Zariphopoulou-Souganidis, Thaleia
15
Cui, Xiangyu
14
Kim, Woo Chang
14
Kraft, Holger
14
Liang, Zongxia
14
Schenk-Hoppé, Klaus Reiner
14
Guerard, John Baynard
13
Kwon, Roy H.
13
Siu, Tak Kuen
13
Zeng, Yan
13
Zhou, Guofu
13
Bertrand, Philippe
12
Bodnar, Taras
12
more ...
less ...
Published in...
All
Handbook of heavy tailed distributions in finance
4
The journal of investing
2
Valuation, financial modeling, and quantitative tools
2
Annals of operations research
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
International journal of Islamic and Middle Eastern finance and management
1
International journal of theoretical and applied finance
1
Journal of banking & finance
1
Journal of economic dynamics & control
1
Journal of empirical finance
1
Journal of financial and quantitative analysis : JFQA
1
Journal of financial intermediation
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Mathematical methods of operations research
1
Optimizing optimization : the next generation of optimization applications and theory
1
Progress in financial markets research
1
Risk assessment : decisions in banking and finance
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
more ...
less ...
Source
All
ECONIS (ZBW)
24
Showing
1
-
10
of
24
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Tempered stable models for Islamic finance asset management
Bekri, Mahmoud
;
Kim, Young Shin
;
Račev, Svetlozar T.
- In:
International journal of Islamic and Middle Eastern …
7
(
2014
)
1
,
pp. 37-60
Persistent link: https://www.econbiz.de/10011335135
Saved in:
2
Mean-ETL optimization of a global portfolio
Shao, Barret Pengyuan
;
Račev, Svetlozar T.
- In:
The journal of investing
22
(
2013
)
4
,
pp. 115-119
Persistent link: https://www.econbiz.de/10010357086
Saved in:
3
Computational aspects of portfolio risk estimation in volatile markets : a survey
Fabozzi, Frank J.
;
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
17
(
2013
)
1
,
pp. 103-120
Persistent link: https://www.econbiz.de/10009728412
Saved in:
4
Mean-ETL portfolio selection under maximum weigth and turnover constraints based on fundamental security factors
Tsuchida, Naoshi
;
Zhou, Xiaoping
;
Račev, Svetlozar T.
- In:
The journal of investing
21
(
2012
)
1
,
pp. 14-24
Persistent link: https://www.econbiz.de/10009671684
Saved in:
5
Measuring financial risk and portfolio optimization with a non-Gaussian multivariate model
Kim, Young Shin
;
Giacometti, Rosella
;
Račev, Svetlozar T.
-
2012
Persistent link: https://www.econbiz.de/10009710216
Saved in:
6
Active portfolio management : the power of the Treynor-Black model
Kane, Alex
;
Kim, Tae-hwan
;
White, Halbert
- In:
Progress in financial markets research
,
(pp. 311-332)
.
2012
Persistent link: https://www.econbiz.de/10009678540
Saved in:
7
Modeling, estimation, and optimization of equity portfolios with heavy-tailed distrbutions
Biglova, Almira
;
Ortobelli, Sergio
;
Račev, Svetlozar T.
; …
- In:
Optimizing optimization : the next generation of …
,
(pp. 117-141)
.
2010
Persistent link: https://www.econbiz.de/10003939075
Saved in:
8
Risk management and dynamic portfolio selection with stable paretian distributions
Ortobelli, Sergio
;
Račev, Svetlozar T.
;
Fabozzi, Frank J.
- In:
Journal of empirical finance
17
(
2010
)
2
,
pp. 195-211
Persistent link: https://www.econbiz.de/10009271854
Saved in:
9
Stable ETL optimal portfolios and extreme risk management
Račev, Svetlozar T.
;
Martin, R. Douglas
;
Racheva, Borjana
- In:
Risk assessment : decisions in banking and finance
,
(pp. 235-262)
.
2008
Persistent link: https://www.econbiz.de/10003781774
Saved in:
10
Risk measures and portfolio selection
Račev, Svetlozar T.
;
Menn, Christian
;
Fabozzi, Frank J.
-
2008
Persistent link: https://www.econbiz.de/10003765462
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->