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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 business : B"
~person:"Altig, David"
~person:"Koedijk, Kees"
~person:"Kumbhakar, Subal"
~person:"Levy, Haim"
~person:"Satchell, Stephen"
~subject:"Derivat"
~subject:"Econometric model"
~subject:"Financial economics"
~subject:"Monetary policy"
~subject:"Risikomaß"
~subject:"Risikoprämie"
~type:"article"
~type_genre:"Article in journal"
~type_genre:"Aufsatzsammlung"
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Portfolio selection
Derivat
Econometric model
Financial economics
Monetary policy
Risikomaß
Risikoprämie
Theorie
24
Theory
24
Portfolio-Management
8
Estimation
5
Production function
5
Productivity
5
Produktionsfunktion
5
Produktivität
5
Schätzung
5
Technical efficiency
5
Technische Effizienz
5
CAPM
4
Productivity and competitiveness
3
ARCH model
2
ARCH-Modell
2
Aktienmarkt
2
Allocative efficiency
2
Allokationseffizienz
2
Asymmetric information
2
Asymmetrische Information
2
Bank
2
Banks
2
Derivative
2
Efficiency
2
Efficient market hypothesis
2
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2
Effizienzmarkthypothese
2
Electric power industry
2
Elektrizitätswirtschaft
2
Market efficiency
2
Method of moments
2
Momentenmethode
2
Nichtparametrisches Verfahren
2
Nonparametric statistics
2
Option trading
2
Optionsgeschäft
2
Risikoaversion
2
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Sammelwerk
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Aufsatzsammlung
Aufsatz in Zeitschrift
11
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English
11
Author
All
Altig, David
Koedijk, Kees
Kumbhakar, Subal
Levy, Haim
Satchell, Stephen
Liesiö, Juuso
9
Lioui, Abraham
8
Fabozzi, Frank J.
7
Li, Duan
7
Brandtner, Mario
6
Branger, Nicole
6
Poncet, Patrice
6
Salo, Ahti A.
6
Balbás de la Corte, Alejandro
5
Levy, Moshe
5
Grechuk, Bogdan
4
Kürsten, Wolfgang
4
Steuer, Ralph E.
4
Uhrig-Homburg, Marliese
4
Wimmer, Maximilian
4
Zhu, Shushang
4
Alexander, Gordon J.
3
Balbás, Beatriz
3
Baptista, Alexandre M.
3
Bernard, Carole
3
Boonen, Tim J.
3
Daníelsson, Jón
3
Dias, Alexandra
3
Ferson, Wayne E.
3
Gao, Jianjun
3
Gordy, Michael B.
3
Gouriéroux, Christian
3
Kerstens, Kristiaan
3
Kim, Woo Chang
3
Klein, Peter
3
Kraft, Holger
3
Kwan, Clarence C. Y.
3
Mavrotas, George
3
Moreno, Manuel
3
Mulvey, John M.
3
Munk, Claus
3
Nogales, Francisco J.
3
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European journal of operational research : EJOR
Journal of banking & finance
The journal of business : B
Management science : journal of the Institute for Operations Research and the Management Sciences
3
Advances in futures and options research : a research annual
2
Applied mathematical finance
2
Journal of financial and quantitative analysis : JFQA
2
Quantitative finance
2
The journal of portfolio management : JPM
2
The review of financial studies
2
Advances in quantitative analysis of finance and accounting : a research annual
1
Business economics : the journal of the National Association for Business Economists
1
De economist : Netherlands economic review ; quarterly review of the Royal Netherlands Economic Association
1
Economic review
1
Economics letters
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Essays in financial economics in memory of Irwin Friend
1
Financial analysts journal : FAJ
1
International journal of finance & economics : IJFE
1
Journal of economics & business
1
Journal of empirical finance
1
Journal of energy finance & development
1
Journal of money, credit and banking : JMCB
1
Journal of risk and financial management : JRFM
1
Journal of risk and uncertainty : JRU
1
Journal of time series econometrics
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 asset management : a major new, international quarterly journal for the financial community
1
The journal of financial research
1
The quarterly journal of finance
1
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ECONIS (ZBW)
11
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1
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10
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11
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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
Stocks versus bonds for the long run when a riskless asset is available
Levy, Haim
;
Levy, Moshe
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013256584
Saved in:
3
Keeping up with the Joneses and optimal diversification
Levy, Moshe
;
Levy, Haim
- In:
Journal of banking & finance
58
(
2015
),
pp. 29-38
Persistent link: https://www.econbiz.de/10011543860
Saved in:
4
The benefits of differential variance-based constraints in portfolio optimization
Levy, Haim
;
Levy, Moshe
- In:
European journal of operational research : EJOR
234
(
2014
)
2
,
pp. 372-381
Persistent link: https://www.econbiz.de/10010356754
Saved in:
5
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:
6
The safety first expected utility model : experimental evidence and economic implications
Levy, Haim
;
Levy, Moshe
- In:
Journal of banking & finance
33
(
2009
)
8
,
pp. 1494-1506
Persistent link: https://www.econbiz.de/10003855555
Saved in:
7
Asymmetry, loss aversion and forecasting
Bond, Shaun A.
;
Satchell, Stephen
- In:
The journal of business : B
79
(
2006
)
4
,
pp. 1809-1830
Persistent link: https://www.econbiz.de/10003378430
Saved in:
8
Stock market quality in the presence of a traded option
Jong, Cyriel de
;
Koedijk, Kees
;
Schnitzlein, Charles R.
- In:
The journal of business : B
79
(
2006
)
4
,
pp. 2243-2274
Persistent link: https://www.econbiz.de/10003378599
Saved in:
9
Comment on "Optimal portfolio selection in a value-at-risk framework"
Huang, Hung-Hsi
- In:
Journal of banking & finance
29
(
2005
)
12
,
pp. 3181-3185
Persistent link: https://www.econbiz.de/10003203873
Saved in:
10
Optimal portfolio selection in a value-at-risk framework
Campbell, Rachel
;
Huisman, Ronald
;
Koedijk, Kees
- In:
Journal of banking & finance
25
(
2001
)
9
,
pp. 1789-1804
Persistent link: https://www.econbiz.de/10001604027
Saved in:
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