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subject:"Portfolio selection"
type_genre:"Sammelwerk"
~isPartOf:"Computational economics"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Journal of banking & finance"
~person:"Altig, David"
~person:"Escobar, Marcos"
~person:"Satchell, Stephen"
~subject:"Econometric model"
~subject:"Financial economics"
~subject:"Monetary policy"
~subject:"Stochastic interest rates"
~subject:"Volatilität"
~type_genre:"Article in journal"
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Portfolio selection
Econometric model
Financial economics
Monetary policy
Stochastic interest rates
Volatilität
Theorie
7
Theory
7
Portfolio-Management
5
Stochastic process
3
Stochastischer Prozess
3
Volatility
3
CAPM
2
Capital income
2
Derivat
2
Derivative
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Estimation
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1
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Altig, David
Escobar, Marcos
Satchell, Stephen
Branger, Nicole
5
Fabozzi, Frank J.
4
Faff, Robert W.
4
Han, Liyan
4
Agénor, Pierre-Richard
3
Baptista, Alexandre M.
3
Gordy, Michael B.
3
Gouriéroux, Christian
3
Huang, Xiaoxia
3
Kwan, Clarence C. Y.
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Levy, Haim
3
Li, Yong
3
Ma, Yong
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Malliaris, Anastasios G.
3
Munk, Claus
3
Müller, Fernanda Maria
3
Nogales, Francisco J.
3
Post, Thierry
3
Righi, Marcelo Brutti
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Santos, André A. P.
3
Taylor, Stephen
3
Traficante, Guido
3
Yu, Jing-Rung
3
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2
Alexander, Gordon J.
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An, Yunbi
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2
Balbás de la Corte, Alejandro
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2
Brooks, Robert
2
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2
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2
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2
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Computational economics
International review of economics & finance : IREF
Journal of banking & finance
Quantitative finance
7
Quantitative finance series
4
Annals of finance
3
Risks : open access journal
3
Applied mathematical finance
2
International journal of theoretical and applied finance
2
Business economics : the journal of the National Association for Business Economists
1
Butterworth-Heinemann finance
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Decisions in economics and finance : a journal of applied mathematics
1
Econometric reviews
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Economic review
1
Elsevier finance
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European journal of operational research : EJOR
1
Finance research letters
1
Financial analysts journal : FAJ
1
Financial markets and portfolio management
1
IMA journal of management mathematics
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Insurance / Mathematics & economics
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Journal of economic dynamics & control
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Journal of money, credit and banking : JMCB
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Journal of time series econometrics
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Mathematical methods of operations research : ZOR
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Operations research perspectives
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Price stability : a conference sponsored by the Federal Reserve Bank of Cleveland, November 8 - 10, 1990
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Scandinavian actuarial journal
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The economic journal : the journal of the Royal Economic Society
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The journal of asset management
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The journal of asset management : a major new, international quarterly journal for the financial community
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ECONIS (ZBW)
6
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1
A polynomial-affine approximation for dynamic portfolio choice
Zhu, Yichen
;
Escobar, Marcos
;
Davison, Matt
- In:
Computational economics
62
(
2023
)
3
,
pp. 1177-1213
Persistent link: https://www.econbiz.de/10014382894
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
Optimal fees in hedge funds with first-loss compensation
Escobar, Marcos
;
Havrylenko, Y.
;
Zagst, Rudi
- In:
Journal of banking & finance
118
(
2020
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012521040
Saved in:
4
Portfolio choice with stochastic interest rates and learning about stock return predictability
Escobar, Marcos
;
Ferrando, Sebastian
;
Rubtsov, Alexey
- In:
International review of economics & finance : IREF
41
(
2016
),
pp. 347-370
Persistent link: https://www.econbiz.de/10011624748
Saved in:
5
Robust portfolio choice with derivative trading under stochastic volatility
Escobar, Marcos
;
Ferrando, Sebastian
;
Rubtsov, Alexey
- In:
Journal of banking & finance
61
(
2015
),
pp. 142-157
Persistent link: https://www.econbiz.de/10011545164
Saved in:
6
Market risk and the concepts of fundamental volatility : measuring volatility across asset and derivative markets and testing for the impact of derivatives markets on financial mar...
Hwang, Soosung
;
Satchell, Stephen
- In:
Journal of banking & finance
24
(
2000
)
5
,
pp. 759-785
Persistent link: https://www.econbiz.de/10001467848
Saved in:
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