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subject:"Portfolio selection"
type_genre:"Sammelwerk"
~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"Journal of banking & finance"
~isPartOf:"The journal of asset management : a major new, international quarterly journal for the financial community"
~person:"Altig, David"
~person:"Grechuk, Bogdan"
~person:"Satchell, Stephen"
~subject:"Derivat"
~subject:"Econometric model"
~subject:"Financial economics"
~subject:"Hedgefonds"
~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
Hedgefonds
Monetary policy
Risikoprämie
Schätzung
Theorie
11
Theory
11
Portfolio-Management
7
Risiko
5
Risk
5
Risikomaß
3
Risk measure
3
CAPM
2
Capital allocation
2
Capital income
2
Decision
2
Entscheidung
2
Kapitaleinkommen
2
Mathematical programming
2
Mathematische Optimierung
2
Portfolio optimization
2
Risikomanagement
2
Risk management
2
Risk sharing
2
Aktienmarkt
1
Allocation
1
Allokation
1
Asset allocation
1
Asymmetry
1
Ausreißer
1
Catastrophic risk
1
Coherent risk measure
1
Coherent risk measures
1
Conditional value-at-risk
1
Decision making
1
Decision making under risk
1
Decision making under uncertainty
1
Decision under risk
1
Decision under uncertainty
1
Derivative
1
Deviation measure
1
Disaster
1
Diseconomies of scale
1
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Sammelwerk
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Aufsatzsammlung
Aufsatz in Zeitschrift
9
Language
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English
9
Author
All
Altig, David
Grechuk, Bogdan
Satchell, Stephen
Liesiö, Juuso
9
Lioui, Abraham
8
Li, Duan
7
Branger, Nicole
6
Fabozzi, Frank J.
6
Poncet, Patrice
6
Salo, Ahti A.
6
Levy, Moshe
5
Balbás de la Corte, Alejandro
4
Brandtner, Mario
4
Kumbhakar, Subal
4
Levy, Haim
4
Steuer, Ralph E.
4
Uhrig-Homburg, Marliese
4
Wimmer, Maximilian
4
Zhu, Shushang
4
Baptista, Alexandre M.
3
Clare, Andrew D.
3
Elton, Edwin J.
3
Faff, Robert W.
3
Gao, Jianjun
3
Gouriéroux, Christian
3
Gruber, Martin Jay
3
Guidolin, Massimo
3
Kerstens, Kristiaan
3
Kim, Woo Chang
3
Klein, Peter
3
Kraft, Holger
3
Kwan, Clarence C. Y.
3
Mavrotas, George
3
Monfort, Alain
3
Moreno, Manuel
3
Mulvey, John M.
3
Munk, Claus
3
Nogales, Francisco J.
3
Okunev, John
3
Palczewski, Jan
3
Pichler, Alois
3
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European journal of operational research : EJOR
Journal of banking & finance
The journal of asset management : a major new, international quarterly journal for the financial community
Quantitative finance
2
Applied financial economics
1
Applied mathematical finance
1
Business economics : the journal of the National Association for Business Economists
1
Economic review
1
Financial analysts journal : FAJ
1
International journal of finance & economics : IJFE
1
Journal of economics and finance
1
Journal of international money and finance
1
Journal of money, credit and banking : JMCB
1
Journal of time series econometrics
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Price stability : a conference sponsored by the Federal Reserve Bank of Cleveland, November 8 - 10, 1990
1
The European journal of finance
1
The economic journal : the journal of the Royal Economic Society
1
The journal of asset management
1
The journal of business : B
1
The journal of portfolio management : JPM
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ECONIS (ZBW)
9
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1
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9
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9
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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
Decreasing returns to scale and skill in hedge funds
Ling, Yun
;
Satchell, Stephen
;
Yao, Juan
- In:
Journal of banking & finance
156
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014487095
Saved in:
3
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:
4
Direct data-based decision making under uncertainty
Grechuk, Bogdan
;
Zabarankin, Michael
- In:
European journal of operational research : EJOR
267
(
2018
)
1
,
pp. 200-211
Persistent link: https://www.econbiz.de/10011812399
Saved in:
5
Inverse portfolio problem with coherent risk measures
Grechuk, Bogdan
;
Zabarankin, Michael
- In:
European journal of operational research : EJOR
249
(
2016
)
2
,
pp. 740-750
Persistent link: https://www.econbiz.de/10011436861
Saved in:
6
The center of a convex set and capital allocation
Grechuk, Bogdan
- In:
European journal of operational research : EJOR
243
(
2015
)
2
,
pp. 628-636
Persistent link: https://www.econbiz.de/10010510003
Saved in:
7
Inverse portfolio problem with mean-deviation model
Grechuk, Bogdan
;
Zabrankin, Michael
- In:
European journal of operational research : EJOR
234
(
2014
)
2
,
pp. 481-490
Persistent link: https://www.econbiz.de/10010356717
Saved in:
8
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:
9
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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