//--> //--> //--> //-->
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."
~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
| 3 applied filters
Year of publication
From:
To:
Subject
All
Portfolio selection
35
Portfolio-Management
35
Theorie
24
Theory
24
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 ...
Online availability
All
Undetermined
2
Type of publication
All
Article
Book / Working Paper
54
Type of publication (narrower categories)
All
Article in journal
23
Aufsatz in Zeitschrift
23
Aufsatz im Buch
12
Book section
12
Language
All
English
35
Author
All
Kane, Alex
Račev, Svetlozar T.
Fabozzi, Frank J.
118
Satchell, Stephen
49
Wong, Wing Keung
47
Maurer, Raimond
36
Korn, Ralf
35
Zagst, Rudi
35
Hammoudeh, Shawkat
34
Prigent, Jean-Luc
33
Zaremba, Adam
33
Escobar, Marcos
32
Martellini, Lionel
32
Markowitz, Harry
31
Guidolin, Massimo
30
Kang, Sang Hoon
30
Li, Duan
30
Platen, Eckhard
30
Lo, Andrew W.
29
Auer, Benjamin R.
28
Kraft, Holger
28
Levy, Haim
27
Tiwari, Aviral Kumar
27
Gallagher, David R.
26
Gollier, Christian
26
Zhou, Guofu
26
Scherer, Bernd
25
Young, Virginia R.
25
Hens, Thorsten
24
Jarrow, Robert A.
24
Faff, Robert W.
23
Forsyth, Peter A.
23
Guerard, John Baynard
23
Mensi, Walid
23
Nguyen, Duc Khuong
23
Post, Thierry
23
Ang, Andrew
22
Kim, Woo Chang
22
McAleer, Michael
22
Vanduffel, Steven
22
Wong, Hoi Ying
22
more ...
less ...
Published in...
All
Handbook of heavy tailed distributions in finance
4
International journal of theoretical and applied finance
3
Journal of banking & finance
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
International journal of Islamic and Middle Eastern finance and management
1
Investment management and financial innovations
1
Journal of empirical finance
1
Journal of financial and quantitative analysis : JFQA
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
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
Risk assessment : decisions in banking and finance
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The journal of credit risk : published quarterly by Incisive Media
1
more ...
less ...
Source
All
ECONIS (ZBW)
35
Showing
1
-
10
of
35
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
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:
4
Dilution of sector exposures : when does unintended indexing happen?
Stein, Michael
;
Račev, Svetlozar T.
- In:
Journal of investment management : JOIM
12
(
2014
)
3
,
pp. 59-72
Persistent link: https://www.econbiz.de/10011634662
Saved in:
5
Sensitivity of portfolio VaR and CVaR to portfolio return characteristics
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
;
Fabozzi, Frank J.
- In:
Operations research models in banking management
,
(pp. 169-187)
.
2013
Persistent link: https://www.econbiz.de/10009739300
Saved in:
6
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:
7
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:
8
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:
9
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:
10
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:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->