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subject:"Portfolio selection"
subject:"Risiko"
~person:"Maurer, Raimond"
~person:"Račev, Svetlozar T."
~person:"Satchell, Stephen"
~person:"Viceira, Luis M."
~type:"article"
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Portfolio selection
Risiko
Theorie
170
Theory
170
Portfolio-Management
70
Capital income
23
Kapitaleinkommen
23
Statistical distribution
22
Statistische Verteilung
22
Risk
19
CAPM
18
Forecasting model
17
Prognoseverfahren
17
Estimation
16
Schätzung
16
Stochastic process
14
Stochastischer Prozess
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Volatility
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11
Risikomaß
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Schätztheorie
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USA
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United States
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Lebenszyklus
10
Life cycle
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Private Altersvorsorge
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Risikoprämie
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Risk premium
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ARCH model
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ARCH-Modell
8
Altersvorsorge
8
Börsenkurs
8
Mathematical programming
8
Mathematische Optimierung
8
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8
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8
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52
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21
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69
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10
Author
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Maurer, Raimond
Račev, Svetlozar T.
Satchell, Stephen
Viceira, Luis M.
Fabozzi, Frank J.
71
Gollier, Christian
45
Eeckhoudt, Louis R.
39
Korn, Ralf
30
Markowitz, Harry
29
Wong, Wing Keung
29
Escobar, Marcos
28
Li, Duan
25
Viscusi, W. Kip
25
Wang, Ruodu
25
Prigent, Jean-Luc
23
Zagst, Rudi
22
Levy, Haim
21
Gupta, Rangan
20
Jarrow, Robert A.
20
Siu, Tak Kuen
20
Denuit, Michel
18
Forsyth, Peter A.
18
Wong, Hoi Ying
18
Chavas, Jean-Paul
17
Chen, Zhiping
17
Epstein, Larry G.
17
Kit, Pong Wong
17
Post, Thierry
17
Rosazza Gianin, Emanuela
17
Zariphopoulou-Souganidis, Thaleia
17
Alghalith, Moawia
16
Cvitanić, Jakša
16
Lien, Da-hsiang Donald
16
Madan, Dilip B.
16
Rüschendorf, Ludger
16
Sass, Jörn
16
Vanduffel, Steven
16
Kraft, Holger
15
Li, Zhongfei
15
Lioui, Abraham
15
Platen, Eckhard
15
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Handbook of heavy tailed distributions in finance
4
Journal of banking & finance
4
Advances in portfolio construction and implementation
3
Investmentmodelle für das Asset-liability-Modelling von Versicherungsunternehmen : Abschlussbericht der Themenfeldgruppe Investmentmodelle
3
Journal of economic dynamics & control
3
Annals of operations research
2
Applied mathematical finance
2
Finanzmarkt und Portfolio-Management
2
Optimizing optimization : the next generation of optimization applications and theory
2
Quantitative finance
2
Schmalenbachs Zeitschrift für betriebswirtschaftliche Forschung : ZfbF
2
The American economic review
2
The analytics of risk model validation
2
The journal of investing
2
The journal of portfolio management : JPM
2
Valuation, financial modeling, and quantitative tools
2
Asset and liability management tools
1
Asymmetric dependence in finance : diversification, correlation and portfolio management in market downturns
1
Bulletin of economic research
1
Contributions to modern econometrics : from data analysis to economic policy ; [dedicated to Gerd Hansen on the occasion of his 65th Birthday]
1
Die Bank
1
European finance review : the official journal of the European Finance Association
1
European journal of operational research : EJOR
1
Financial analysts journal : FAJ
1
Finanz-Betrieb : FB ; Zeitschrift für Unternehmensfinanzierung und Finanzmanagement
1
Finanzierung
1
Forecasting expected returns in the financial markets
1
Handbuch Institutionelles Asset Management
1
Insurance / Mathematics & economics
1
International journal of Islamic and Middle Eastern finance and management
1
International journal of theoretical and applied finance
1
Journal of empirical finance
1
Journal of financial economics
1
Journal of pension economics and finance
1
Journal of population economics
1
Journal of time series econometrics
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
Performance measurement in finance
1
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ECONIS (ZBW)
79
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1
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10
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79
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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
Fixed and variable longevity income annuities in defined contribution plans : optimal retirement portfolios taking social security into account
Horneff, Vanya
;
Maurer, Raimond
;
Mitchell, Olivia S.
- In:
The journal of risk & insurance
90
(
2023
)
4
,
pp. 831-860
Persistent link: https://www.econbiz.de/10014443608
Saved in:
3
Risk in risk aversion
Wilcox, Jarrod
;
Satchell, Stephen
- In:
The journal of portfolio management : JPM
49
(
2022
)
1
,
pp. 10-21
Persistent link: https://www.econbiz.de/10014232166
Saved in:
4
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:
5
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:
6
"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:
7
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:
8
Endogenous divorce risk and investment
Grant, Andrew
;
Satchell, Stephen
- In:
Journal of population economics
32
(
2019
)
3
,
pp. 845-876
Persistent link: https://www.econbiz.de/10012052399
Saved in:
9
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:
10
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:
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