//--> //--> //--> //-->
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
subject:"Asymmetric information"
~person:"Satchell, Stephen"
~subject:"Portfolio-Management"
~subject:"Scheduling problem"
~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:"Theory"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Asymmetric information
Portfolio-Management
Scheduling problem
Theorie
79
Theory
79
Portfolio selection
22
Forecasting model
16
Prognoseverfahren
16
CAPM
11
Risiko
10
Risk
10
Capital income
9
Estimation
9
Kapitaleinkommen
9
Schätzung
9
Estimation theory
7
Schätztheorie
7
Börsenkurs
6
Großbritannien
6
Mathematical programming
6
Mathematische Optimierung
6
Share price
6
Statistical distribution
6
Statistische Verteilung
6
United Kingdom
6
Erwartungsnutzen
5
Expected utility
5
Time series analysis
5
Zeitreihenanalyse
5
ARCH model
4
ARCH-Modell
4
Black-Scholes model
4
Black-Scholes-Modell
4
Method of moments
4
Momentenmethode
4
Multivariate Verteilung
4
Multivariate distribution
4
Performance measurement
4
Performance-Messung
4
Statistical theory
4
Statistische Methodenlehre
4
Stochastic process
4
more ...
less ...
Online availability
All
Undetermined
6
Free
1
Type of publication
All
Article
Book / Working Paper
14
Type of publication (narrower categories)
All
Article in journal
11
Aufsatz in Zeitschrift
11
Aufsatz im Buch
6
Book section
6
Language
All
English
22
Author
All
Satchell, Stephen
Fabozzi, Frank J.
68
Cheng, T. C. E.
63
Vanhoucke, Mario
46
Mosheiov, Gur
41
Boysen, Nils
37
Chu, Chengbin
37
Shabtay, Dvir
33
Yuan, Jinjiang
33
Korn, Ralf
30
Briskorn, Dirk
27
Burke, Edmund K.
27
Escobar, Marcos
27
Liu, Ming
27
Markowitz, Harry
27
Li, Duan
26
Ruiz, Rubén
26
Strusevič, Vitalij Aleksandrovič
25
Wong, Wing Keung
25
Dolgui, Alexandre
24
Pesch, Erwin
24
Demeulemeester, Erik
23
Pinedo, Michael
23
Werner, Frank
23
Artigues, Christian
22
Prigent, Jean-Luc
22
Zagst, Rudi
22
Gollier, Christian
21
Laporte, Gilbert
21
Račev, Svetlozar T.
21
Rousseau, Louis-Martin
21
Yannelis, Nicholas C.
21
Dauzère-Péres, Stéphane
20
Lee, Kangbok
20
Leus, Roel
20
Yin, Yunqiang
20
Almada-Lobo, Bernardo
19
Pastor, Rafael
19
Zheng, Feifeng
19
Chu, Feng
18
more ...
less ...
Published in...
All
Advances in portfolio construction and implementation
3
Quantitative finance
2
The analytics of risk model validation
2
Applied mathematical finance
1
Asset and liability management tools
1
Asymmetric dependence in finance : diversification, correlation and portfolio management in market downturns
1
European journal of operational research : EJOR
1
Financial analysts journal : FAJ
1
Forecasting expected returns in the financial markets
1
Journal of banking & finance
1
Journal of time series econometrics
1
Optimizing optimization : the next generation of optimization applications and theory
1
Performance measurement in finance
1
The journal of asset management
1
The journal of asset management : a major new, international quarterly journal for the financial community
1
The journal of business : B
1
The journal of portfolio management : JPM
1
Value creation in multinational enterprise
1
more ...
less ...
Source
All
ECONIS (ZBW)
22
Showing
1
-
10
of
22
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Quantifying the non-Gaussian gain
Allen, David
;
Satchell, Stephen
;
Lizieri, Colin
- In:
The journal of asset management : a major new, …
25
(
2024
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10014511571
Saved in:
2
Partial moment momentum
Gao, Yang
;
Leung, Henry
;
Satchell, Stephen
- In:
Journal of banking & finance
135
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013401726
Saved in:
3
Expected surplus growth compared with mean-variance optimization
Wilcox, Jarrod
;
Satchell, Stephen
- In:
The journal of portfolio management : JPM
47
(
2021
)
4
,
pp. 145-159
Persistent link: https://www.econbiz.de/10012486057
Saved in:
4
"In defense of portfolio optimization: what if we can forecast?": a comment
Michaud, Richard O.
;
Esch, David N.
;
Michaud, Robert O.
- In:
Financial analysts journal : FAJ
76
(
2020
)
2
,
pp. 104-105
Persistent link: https://www.econbiz.de/10012261138
Saved in:
5
Investment decisions when utility depends on wealth and other attributes
Grant, Andrew
;
Satchell, Stephen
- In:
Quantitative finance
20
(
2020
)
3
,
pp. 499-513
Persistent link: https://www.econbiz.de/10012194904
Saved in:
6
Risk discriminating portfolio optimization
Deshpande, Amit
;
Ertley, Brian
;
Lundin, Mark
;
Satchell, …
- In:
Quantitative finance
19
(
2019
)
2
,
pp. 177-185
Persistent link: https://www.econbiz.de/10012194647
Saved in:
7
The most entropic canonical copula with an application to "style" investment
Chu, Ba
;
Satchell, Stephen
- In:
Asymmetric dependence in finance : diversification, …
,
(pp. 221-262)
.
2018
Persistent link: https://www.econbiz.de/10011978516
Saved in:
8
Modeling style rotation : switching and re-switching
Golosov, Edward
;
Satchell, Stephen
- In:
Journal of time series econometrics
6
(
2014
)
2
,
pp. 103-128
Persistent link: https://www.econbiz.de/10010401130
Saved in:
9
The anatomy of portfolio skewness and kurtosis
Hall, Anthony D.
;
Satchell, Stephen
- In:
The journal of asset management
14
(
2013
)
4
,
pp. 228-235
Persistent link: https://www.econbiz.de/10010237899
Saved in:
10
Large deviations theorems for optimal investment problems with large portfolios
Chu, Ba
;
Knight, John L.
;
Satchell, Stephen
- In:
European journal of operational research : EJOR
211
(
2011
)
3
,
pp. 533-555
Persistent link: https://www.econbiz.de/10008933377
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->