//--> //--> //--> //-->
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:"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:"Palczewski, Jan"
~person:"Poncet, Patrice"
~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"
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
| 21 applied filters
Year of publication
From:
To:
Subject
All
Portfolio selection
Derivat
Econometric model
Financial economics
Monetary policy
Risikoprämie
Schätzung
Theorie
30
Theory
30
Portfolio-Management
12
Estimation
6
Risiko
6
Risikomaß
6
Risk
6
Risk measure
6
Decision under risk
5
Entscheidung unter Risiko
5
Production function
5
Productivity
5
Produktionsfunktion
5
Produktivität
5
Risikoaversion
5
Risk aversion
5
Technical efficiency
5
Technische Effizienz
5
CAPM
4
Measurement
4
Messung
4
Risk premium
4
Spectral risk measures
4
Productivity and competitiveness
3
Stochastic process
3
Stochastischer Prozess
3
Allgemeines Gleichgewicht
2
Allocative efficiency
2
Allokationseffizienz
2
Bank
2
Banks
2
Capital income
2
Decision analysis
2
Derivative
2
Efficiency
2
Effizienz
2
more ...
less ...
Online availability
All
Undetermined
11
Type of publication
All
Article
Type of publication (narrower categories)
All
Sammelwerk
Article in journal
Aufsatzsammlung
Aufsatz in Zeitschrift
21
Language
All
English
21
Author
All
Altig, David
Brandtner, Mario
Kumbhakar, Subal
Palczewski, Jan
Poncet, Patrice
Satchell, Stephen
Li, Duan
12
Liesiö, Juuso
9
Lioui, Abraham
8
Platen, Eckhard
7
Branger, Nicole
6
Fabozzi, Frank J.
6
Jarrow, Robert A.
6
Salo, Ahti A.
6
Zhou, Xun Yu
6
Jin, Hanqing
5
Levy, Moshe
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
Steuer, Ralph E.
4
Uhrig-Homburg, Marliese
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
Gouriéroux, Christian
3
more ...
less ...
Published in...
All
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
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
Price stability : a conference sponsored by the Federal Reserve Bank of Cleveland, November 8 - 10, 1990
1
Review of industrial organization : RIO
1
Scandinavian actuarial journal
1
Southern economic journal
1
Special issue on insurance and financial risk management
1
The European journal of finance
1
The Geneva papers on risk and insurance theory
1
The Scandinavian journal of economics
1
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
1
-
10
of
21
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
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:
3
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:
4
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:
5
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:
6
Panel data stochastic frontier model with determinants of persistent and transient inefficiency
Lai, Hung-pin
;
Kumbhakar, Subal
- In:
European journal of operational research : EJOR
271
(
2018
)
2
,
pp. 746-755
Persistent link: https://www.econbiz.de/10011890405
Saved in:
7
Entropic risk measures and their comparative statics in portfolio selection : coherence vs. convexity
Brandtner, Mario
;
Kürsten, Wolfgang
;
Rischau, Robert
- In:
European journal of operational research : EJOR
264
(
2018
)
2
,
pp. 707-716
Persistent link: https://www.econbiz.de/10011801916
Saved in:
8
An internally consistent approach to the estimation of market power and cost efficiency with an application to U.S. banking
Tsionas, Efthymios G.
;
Malikov, Emir
;
Kumbhakar, Subal
- In:
European journal of operational research : EJOR
270
(
2018
)
2
,
pp. 747-760
Persistent link: https://www.econbiz.de/10011869442
Saved in:
9
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
Saved in:
10
Understanding dynamic mean variance asset allocation
Lioui, Abraham
;
Poncet, Patrice
- In:
European journal of operational research : EJOR
254
(
2016
)
1
,
pp. 320-337
Persistent link: https://www.econbiz.de/10011503312
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->