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subject:"Portfolio selection"
type_genre:"Sammelwerk"
~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"Journal of banking & finance"
~person:"Altig, David"
~person:"Okunev, John"
~person:"Palczewski, Jan"
~person:"Poncet, Patrice"
~person:"Satchell, Stephen"
~person:"Zhu, Shushang"
~source:"econis"
~subject:"Derivat"
~subject:"Dynamic portfolio decision"
~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
Dynamic portfolio decision
Econometric model
Financial economics
Monetary policy
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Schätzung
Theorie
21
Theory
21
Portfolio-Management
13
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19
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Altig, David
Okunev, John
Palczewski, Jan
Poncet, Patrice
Satchell, Stephen
Zhu, Shushang
Liesiö, Juuso
9
Lioui, Abraham
8
Li, Duan
7
Branger, Nicole
6
Fabozzi, Frank J.
6
Salo, Ahti A.
6
Levy, Moshe
5
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4
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4
Grechuk, Bogdan
4
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4
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4
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4
Uhrig-Homburg, Marliese
4
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4
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3
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3
Elton, Edwin J.
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Gao, Jianjun
3
Gouriéroux, Christian
3
Gruber, Martin Jay
3
Guidolin, Massimo
3
Kerstens, Kristiaan
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Kim, Woo Chang
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Klein, Peter
3
Kraft, Holger
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Kwan, Clarence C. Y.
3
Mavrotas, George
3
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3
Moreno, Manuel
3
Mulvey, John M.
3
Munk, Claus
3
Nogales, Francisco J.
3
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3
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3
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European journal of operational research : EJOR
Journal of banking & finance
Journal of economic dynamics & control
6
The journal of futures markets
5
Quantitative finance
3
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
The European journal of finance
2
The journal of computational finance
2
Advances in futures and options research : a research annual
1
Applied financial economics
1
Applied mathematical finance
1
Business economics : the journal of the National Association for Business Economists
1
Economic review
1
European economic review : EER
1
Finance : revue de l'Association Française de Finance
1
Financial analysts journal : FAJ
1
INFORMS journal on computing : JOC
1
International journal of finance & economics : IJFE
1
Journal of economics and finance
1
Journal of international money and finance
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
Real estate economics : journal of the American Real Estate and Urban Economics Association
1
Special issue on insurance and financial risk management
1
The Geneva papers on risk and insurance theory
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 business : B
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
The journal of portfolio management : JPM
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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
Hedging crash risk in optimal portfolio selection
Zhu, Shushang
;
Zhu, Wei
;
Pei, Xi
;
Cui, Xueting
- In:
Journal of banking & finance
119
(
2020
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012521210
Saved in:
3
Time-consistent and self-coordination strategies for multi-period mean-Conditional Value-at-Risk portfolio selection
Cui, Xiangyu
;
Gao, Jianjun
;
Shi, Yun
;
Zhu, Shushang
- In:
European journal of operational research : EJOR
276
(
2019
)
2
,
pp. 781-789
Persistent link: https://www.econbiz.de/10012003667
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
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:
7
Dynamic portfolio optimization with transaction costs and state-dependent drift
Palczewski, Jan
;
Poulsen, Rolf
;
Schenk-Hoppé, Klaus Reiner
- In:
European journal of operational research : EJOR
243
(
2015
)
3
,
pp. 921-931
Persistent link: https://www.econbiz.de/10010513816
Saved in:
8
Investment strategies and compensation of mean-variance optimizing fund manager
Aivaliotis, Georgios
;
Palczewski, Jan
- In:
European journal of operational research : EJOR
234
(
2014
)
2
,
pp. 561-570
Persistent link: https://www.econbiz.de/10010358401
Saved in:
9
Active allocation of systematic risk and control of risk sensitivity in portfolio optimization
Li, Yingjie
;
Zhu, Shushang
;
Li, Donghui
;
Li, Duan
- In:
European journal of operational research : EJOR
228
(
2013
)
3
,
pp. 556-570
Persistent link: https://www.econbiz.de/10009758081
Saved in:
10
Nonlinear portfolio selection using approximate parametric Value-at-RiskOriginal
Cui, Xueting
;
Zhu, Shushang
;
Sun, Xiaoling
;
Li, Duan
- In:
Journal of banking & finance
37
(
2013
)
6
,
pp. 2124-2139
Persistent link: https://www.econbiz.de/10009742471
Saved in:
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