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subject:"Portfolio selection"
type_genre:"Sammelwerk"
~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~person:"Altig, David"
~person:"Brandtner, Mario"
~person:"Kumbhakar, Subal"
~person:"Liesiö, Juuso"
~person:"Palczewski, Jan"
~person:"Poncet, Patrice"
~person:"Salo, Ahti A."
~person:"Satchell, Stephen"
~source:"econis"
~subject:"Derivat"
~subject:"Econometric model"
~subject:"Financial economics"
~subject:"Monetary policy"
~subject:"Risikoprämie"
~subject:"Schätzung"
~type:"article"
~type_genre:"Article in journal"
~type_genre:"Aufsatzsammlung"
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Portfolio selection
Derivat
Econometric model
Financial economics
Monetary policy
Risikoprämie
Schätzung
Theorie
42
Theory
42
Portfolio-Management
22
Decision analysis
7
Estimation
6
Risiko
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Risikoaversion
6
Risikomaß
6
Risk
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Risk aversion
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Entscheidung unter Risiko
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Measurement
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Spectral risk measures
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Stochastic process
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Allokationseffizienz
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Decision
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Sammelwerk
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31
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English
31
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Altig, David
Brandtner, Mario
Kumbhakar, Subal
Liesiö, Juuso
Palczewski, Jan
Poncet, Patrice
Salo, Ahti A.
Satchell, Stephen
Li, Duan
12
Lioui, Abraham
8
Platen, Eckhard
7
Branger, Nicole
6
Fabozzi, Frank J.
6
Jarrow, Robert A.
6
Zhou, Xun Yu
6
Jin, Hanqing
5
Levy, Moshe
5
Steuer, Ralph E.
5
Zhu, Shushang
5
Balbás de la Corte, Alejandro
4
Brigo, Damiano
4
Cui, Xiangyu
4
Glasserman, Paul
4
Grechuk, Bogdan
4
Kardaras, Constantinos
4
Kraft, Holger
4
Levy, Haim
4
Muhle-Karbe, Johannes
4
Uhrig-Homburg, Marliese
4
Utz, Sebastian
4
Wimmer, Maximilian
4
Baptista, Alexandre M.
3
Benth, Fred Espen
3
Capponi, Agostino
3
Carassus, Laurence
3
Clare, Andrew D.
3
Detemple, Jérôme B.
3
El Karoui, Nicole
3
Elton, Edwin J.
3
Faff, Robert W.
3
Gao, Jianjun
3
Geman, Hélyette
3
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European journal of operational research : EJOR
Journal of banking & finance
Mathematical finance : an international journal of mathematics, statistics and financial theory
Journal of economic dynamics & control
5
Journal of productivity analysis
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Quantitative finance
3
The journal of futures markets
3
American journal of agricultural economics
2
Econometric reviews
2
Acta agriculturae Scandinavica / C : an official journal of the Nordic Association of Agricultural Scientists (NJF)
1
Annals of operations research
1
Applied economics
1
Applied financial economics
1
Applied mathematical finance
1
Business economics : the journal of the National Association for Business Economists
1
Decision analysis : a journal of the Institute for Operations Research and the Management Sciences, INFORMS
1
Economic modelling
1
Economic review
1
Economics of innovation and new technology
1
European economic review : EER
1
Finance : revue de l'Association Française de Finance
1
Financial analysts journal : FAJ
1
Insurance / Mathematics & economics
1
International journal of finance & economics : IJFE
1
International review of economics : RISEC
1
Journal of agricultural economics : JAE
1
Journal of economics and finance
1
Journal of international money and finance
1
Journal of macroeconomics
1
Journal of mathematical economics
1
Journal of money, credit and banking : JMCB
1
Journal of time series econometrics
1
Operations research
1
Price stability : a conference sponsored by the Federal Reserve Bank of Cleveland, November 8 - 10, 1990
1
Production and operations management : an international journal of the Production and Operations Management Society
1
Review of industrial organization : RIO
1
Scandinavian actuarial journal
1
Southern economic journal
1
Special issue on insurance and financial risk management
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ECONIS (ZBW)
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1
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:
2
Portfolio decision analysis : recent developments and future prospects
Liesiö, Juuso
;
Salo, Ahti A.
;
Keisler, Jeffrey M.
; …
- In:
European journal of operational research : EJOR
293
(
2021
)
3
,
pp. 811-825
Persistent link: https://www.econbiz.de/10012533761
Saved in:
3
Robust portfolio decision analysis : an application to the energy research and development portfolio problem
Baker, Erin
;
Bosetti, Valentina
;
Salo, Ahti A.
- In:
European journal of operational research : EJOR
284
(
2020
)
3
,
pp. 1107-1120
Persistent link: https://www.econbiz.de/10012238941
Saved in:
4
Beyond expected utility : subjective risk aversion and optimal portfolio choice under convex shortfall risk measures
Brandtner, Mario
;
Kürsten, Wolfgang
;
Rischau, Robert
- In:
European journal of operational research : EJOR
285
(
2020
)
3
,
pp. 1114-1126
Persistent link: https://www.econbiz.de/10012239858
Saved in:
5
Efficient allocation of resources to a portfolio of decision making units
Liesiö, Juuso
;
Andelmin, Juho
;
Salo, Ahti A.
- In:
European journal of operational research : EJOR
286
(
2020
)
2
,
pp. 619-636
Persistent link: https://www.econbiz.de/10012291552
Saved in:
6
Portfolio diversification based on stochastic dominance under incomplete probability information
Liesiö, Juuso
;
Xu, Peng
;
Kuosmanen, Timo
- In:
European journal of operational research : EJOR
286
(
2020
)
2
,
pp. 755-768
Persistent link: https://www.econbiz.de/10012291566
Saved in:
7
Productivity spillovers and human capital : a semiparametric varying coefficient approach
Hou, Zhezhi
;
Jin, Man
;
Kumbhakar, Subal
- In:
European journal of operational research : EJOR
287
(
2020
)
1
,
pp. 317-330
Persistent link: https://www.econbiz.de/10012293803
Saved in:
8
Black-Litterman model for continuous distributions
Palczewski, Andrzej
;
Palczewski, Jan
- In:
European journal of operational research : EJOR
273
(
2019
)
2
,
pp. 708-720
Persistent link: https://www.econbiz.de/10011987580
Saved in:
9
Long horizon predictability : an asset allocation perspective
Lioui, Abraham
;
Poncet, Patrice
- In:
European journal of operational research : EJOR
278
(
2019
)
3
,
pp. 961-975
Persistent link: https://www.econbiz.de/10012102524
Saved in:
10
Expected Shortfall, spectral risk measures, and the aggravating effect of background risk, or: risk vulnerability and the problem of subadditivity
Brandtner, Mario
- In:
Journal of banking & finance
89
(
2018
),
pp. 138-149
Persistent link: https://www.econbiz.de/10011963089
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