//--> //--> //--> //-->
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"
~accessRights:"restricted"
~person:"Capponi, Agostino"
~person:"Fabozzi, Frank J."
~person:"Wong, Hoi Ying"
~subject:"EU countries"
~subject:"Economic theory"
~subject:"Monetary policy"
~type:"article"
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
| 9 applied filters
Year of publication
From:
To:
Subject
All
Portfolio selection
EU countries
Economic theory
Monetary policy
Theorie
72
Theory
72
Portfolio-Management
39
Credit risk
11
Kreditrisiko
11
CAPM
9
Estimation
8
Schätzung
8
Stochastic process
8
Stochastischer Prozess
8
Capital income
7
Kapitaleinkommen
7
Robust statistics
7
Robustes Verfahren
7
Forecasting model
6
Prognoseverfahren
6
Volatility
6
Volatilität
6
Hedging
5
Risikoaversion
5
Risikoprämie
5
Risk aversion
5
Risk premium
5
USA
5
United States
5
Anleihe
4
Bond
4
Financial market
4
Finanzmarkt
4
Insolvency
4
Insolvenz
4
Mathematical programming
4
Mathematische Optimierung
4
Mortality
4
Risiko
4
Risikomanagement
4
Risk
4
Risk management
4
Sterblichkeit
4
more ...
less ...
Online availability
All
Undetermined
Free
2
Type of publication
All
Article
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
37
Aufsatz in Zeitschrift
37
Aufsatz im Buch
2
Book section
2
Language
All
English
39
Author
All
Capponi, Agostino
Fabozzi, Frank J.
Wong, Hoi Ying
Escobar, Marcos
22
Wang, Ruodu
16
Serletis, Apostolos
14
Wong, Wing Keung
14
Forsyth, Peter A.
13
Prigent, Jean-Luc
12
Vanduffel, Steven
12
Zagst, Rudi
12
Cui, Xiangyu
11
Kwon, Roy H.
11
Li, Duan
11
Tan, Ken Seng
11
Bernard, Carole
10
Chen, An
10
Di Bartolomeo, Giovanni
10
Gupta, Rangan
10
Ida, Daisuke
10
Liang, Zongxia
10
Nakata, Taisuke
10
Righi, Marcelo Brutti
10
Belke, Ansgar
9
Chen, Zhiping
9
Dai, Min
9
Jang, Bong-Gyu
9
Kim, Woo Chang
9
Li, Zhongfei
9
Minford, Patrick
9
Schmidt, Sebastian
9
Yao, Haixiang
9
Dai, Zhifeng
8
Jarrow, Robert A.
8
Li, Bin
8
Li, Danping
8
Li, Xun
8
Piergallini, Alessandro
8
Pisani, Massimiliano
8
Post, Thierry
8
more ...
less ...
Published in...
All
Mathematics of operations research
4
The journal of portfolio management : JPM
3
Applied economics
2
Finance and stochastics
2
Finance research letters
2
IMA journal of management mathematics
2
Operations research
2
The journal of asset management
2
The journal of fixed income : JFI
2
Analytical models for financial modeling and risk management
1
Applied economics letters
1
Computational economics
1
Economic modelling
1
European journal of operational research : EJOR
1
Insurance / Mathematics & economics
1
International journal of theoretical and applied finance
1
Journal of banking & finance
1
Journal of financial econometrics
1
Journal of forecasting
1
Journal of international money and finance
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Mathematics and financial economics
1
Operations research letters
1
Quantitative finance
1
Risk management decisions and value under uncertainty
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
more ...
less ...
Source
All
ECONIS (ZBW)
39
Showing
1
-
10
of
39
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
What difference do new factor models make in portfolio allocation?
Fabozzi, Frank J.
;
Huang, Dashan
;
Jiang, Fuwei
;
Wang, Jiexun
- In:
Journal of international money and finance
140
(
2024
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014451422
Saved in:
2
Systemic portfolio diversification
Capponi, Agostino
;
Weber, Marko
- In:
Operations research
72
(
2024
)
1
,
pp. 110-131
Persistent link: https://www.econbiz.de/10014505039
Saved in:
3
Portfolio liquidation with delayed information
Yan, Tingjin
;
Chiu, Mei Choi
;
Wong, Hoi Ying
- In:
Economic modelling
126
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014461590
Saved in:
4
The battle of the factors : macroeconomic variables or investor sentiment?
Mascio, David A.
;
Molyboga, Marat
;
Fabozzi, Frank J.
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 2280-2291
Persistent link: https://www.econbiz.de/10014432891
Saved in:
5
Editor's introduction for the 2023 special issue on multi-asset strategies and asset allocation
Fabozzi, Frank J.
- In:
The journal of portfolio management : JPM
49
(
2023
)
4
,
pp. 1-3
Persistent link: https://www.econbiz.de/10014232240
Saved in:
6
Power forward performance in semimartingale markets with stochastic integrated factors
Bo, Lijun
;
Capponi, Agostino
;
Zhou, Chao
- In:
Mathematics of operations research
48
(
2023
)
1
,
pp. 288-312
Persistent link: https://www.econbiz.de/10014312552
Saved in:
7
The geometry of the world of currency volatilities
Konstantinov, Gueorgui
;
Fabozzi, Frank J.
- In:
Computational economics
60
(
2022
)
1
,
pp. 125-145
Persistent link: https://www.econbiz.de/10013262502
Saved in:
8
Pairs trading under delayed cointegration
Yan, Tingjin
;
Chiu, Mei Choi
;
Wong, Hoi Ying
- In:
Quantitative finance
22
(
2022
)
9
,
pp. 1627-1648
Persistent link: https://www.econbiz.de/10013367938
Saved in:
9
Goal-based investing based on multi-stage robust portfolio optimization
Kim, Jang Ho
;
Lee, Yongjae
;
Kim, Woo Chang
;
Fabozzi, …
- In:
Risk management decisions and value under uncertainty
,
(pp. 1141-1158)
.
2022
Persistent link: https://www.econbiz.de/10013342094
Saved in:
10
Market efficient portfolios in a systemic economy
Awiszus, Kerstin
;
Capponi, Agostino
;
Weber, Stefan
- In:
Operations research
70
(
2022
)
2
,
pp. 715-728
Persistent link: https://www.econbiz.de/10013365768
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->