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subject:"Portfolio-Management"
subject:"United States"
~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~language:"afr"
~language:"eng"
~person:"Buse, Adolf"
~person:"Christiano, Lawrence J."
~person:"Escobar, Marcos"
~person:"Post, Thierry"
~person:"Taylor, Robert"
~subject:"Experiment"
~subject:"Konjunktur"
~subject:"Time series analysis"
~type_genre:"Aufsatz in Zeitschrift"
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Portfolio-Management
United States
Experiment
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Time series analysis
Theorie
4
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4
Portfolio selection
3
USA
2
1983-1989
1
Aktienmarkt
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Buse, Adolf
Christiano, Lawrence J.
Escobar, Marcos
Post, Thierry
Taylor, Robert
Korn, Ralf
6
Konno, Hiroshi
5
Fabozzi, Frank J.
4
Platen, Eckhard
4
Forsyth, Peter A.
3
Mauer, David C.
3
Schoutens, Wim
3
Wilmott, Paul
3
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2
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2
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2
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2
Errunza, Vihang R.
2
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2
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2
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Jarrow, Robert A.
2
Jordan, Susan D.
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Kamara, Avraham
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Kim, Young Shin
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Korkie, Robert M.
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Kraft, Holger
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Kromer, Eduard
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Kupper, Michael
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Madan, Dilip B.
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2
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2
Sass, Jörn
2
Senbet, Lemma W.
2
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2
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International journal of theoretical and applied finance
Journal of financial and quantitative analysis : JFQA
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
7
Econometric reviews
5
Journal of banking & finance
5
Journal of econometrics
5
Quantitative finance
5
Econometric theory
4
Federal Reserve Bank of Minneapolis quarterly review
4
Management science : journal of the Institute for Operations Research and the Management Sciences
4
The econometrics journal
4
Annals of finance
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Journal of empirical finance
3
Oxford bulletin of economics and statistics
2
Risks : open access journal
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The American economic review
2
The economic journal : the journal of the Royal Economic Society
2
The review of economics and statistics
2
American economic journal : a journal of the American Economic Association
1
Applied mathematical finance
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Computational economics
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De economist : Netherlands economic review ; quarterly review of the Royal Netherlands Economic Association
1
Decisions in economics and finance : a journal of applied mathematics
1
Estudios de economía aplicada : revista promovida por Asepelt, Asociación de Economía Aplicada
1
Finance research letters
1
Financial markets and portfolio management
1
IMA journal of management mathematics
1
Insurance / Mathematics & economics
1
International economic review
1
International journal of forecasting
1
International review of economics & finance : IREF
1
Journal of economic dynamics & control
1
Journal of monetary economics
1
Journal of money, credit and banking : JMCB
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Journal of political economy
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Journal of time series econometrics
1
Mathematical methods of operations research : ZOR
1
OR spectrum : quantitative approaches in management
1
Operations research perspectives
1
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ECONIS (ZBW)
4
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1
Behavioral portfolio choice under hyperbolic absolute risk aversion
Escobar, Marcos
;
Lichtenstern, Andreas
;
Zagst, Rudi
- In:
International journal of theoretical and applied finance
23
(
2020
)
7
,
pp. 1-33
Persistent link: https://www.econbiz.de/10012496902
Saved in:
2
Portfolio optimization in affine models with Markov switching
Escobar, Marcos
;
Neykova, Daniela
;
Zagst, Rudi
- In:
International journal of theoretical and applied finance
18
(
2015
)
5
,
pp. 1-46
Persistent link: https://www.econbiz.de/10011403855
Saved in:
3
A portfolio optimality test based on the first-order stochastic dominance criterion
Kopa, Miloš
;
Post, Thierry
- In:
Journal of financial and quantitative analysis : JFQA
44
(
2009
)
5
,
pp. 1103-1124
Persistent link: https://www.econbiz.de/10003938862
Saved in:
4
Tests of conditional asset pricing with time-varying moments and risk prices
Turtle, Harry J.
- In:
Journal of financial and quantitative analysis : JFQA
29
(
1994
)
1
,
pp. 15-29
Persistent link: https://www.econbiz.de/10001166028
Saved in:
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