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subject:"Portfolio-Management"
subject:"United States"
~person:"Barberis, Nicholas"
~person:"Pedersen, Lasse Heje"
~subject:"Börsenkurs"
~subject:"Mathematische Optimierung"
~subject:"Risiko"
~type_genre:"Article in journal"
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Portfolio-Management
United States
Börsenkurs
Mathematische Optimierung
Risiko
Theorie
31
Theory
31
Portfolio selection
15
CAPM
9
Capital income
9
Kapitaleinkommen
9
Securities trading
6
Wertpapierhandel
6
Liquidity
5
Share price
5
Forecasting model
4
Liquidität
4
Prognoseverfahren
4
Risikomanagement
4
Risk management
4
Asset pricing
3
Risikoaversion
3
Risikoprämie
3
Risk
3
Risk aversion
3
Risk premium
3
Transaction costs
3
Transaktionskosten
3
Betriebliche Liquidität
2
Bid-ask spread
2
Capital structure
2
Corporate liquidity
2
Decision under risk
2
Entscheidung unter Risiko
2
Erwartungsbildung
2
Expectation formation
2
Financial market
2
Finanzmarkt
2
Frictions
2
Geld-Brief-Spanne
2
Kapitalstruktur
2
Leverage constraints
2
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Article
21
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Article in journal
Aufsatz in Zeitschrift
21
Arbeitspapier
17
Graue Literatur
17
Non-commercial literature
17
Working Paper
17
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2
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English
21
Author
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Barberis, Nicholas
Pedersen, Lasse Heje
Fabozzi, Frank J.
49
Laporte, Gilbert
47
Gendreau, Michel
44
Bertsimas, Dimitris
43
Escudero, Laureano F.
41
Gollier, Christian
41
Eeckhoudt, Louis R.
39
Gupta, Rangan
39
Jarrow, Robert A.
38
Puerto, Justo
38
Chavas, Jean-Paul
37
Wong, Wing Keung
36
Dolgui, Alexandre
35
Lodi, Andrea
34
Goerigk, Marc
33
Pardalos, Panos M.
33
Drezner, Zvi
31
Li, Duan
31
Cheng, T. C. E.
30
Korn, Ralf
29
Levy, Haim
29
Figueira, José Rui
28
Iori, Manuel
28
Desaulniers, Guy
27
Escobar, Marcos
27
Heckman, James J.
27
Viscusi, W. Kip
27
Martello, Silvano
26
Hao, Jin-Kao
25
Hertog, Dirk den
25
Lee, Cheng F.
25
Satchell, Stephen
25
Speranza, Maria Grazia
25
Wang, Ruodu
25
Letchford, Adam N.
24
Lien, Da-hsiang Donald
24
Siu, Tak Kuen
24
Ahmed, Shabbir
23
Ljubić, Ivana
23
Morabito, Reinaldo
23
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Journal of financial economics
7
The journal of finance : the journal of the American Finance Association
5
Financial analysts' journal : FAJ
2
Financial analysts journal : FAJ
1
Journal of economic theory
1
NBER macroeconomics annual
1
Review of asset pricing studies : RAPS
1
The American economic review
1
The journal of portfolio management : JPM
1
The quarterly journal of economics
1
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ECONIS (ZBW)
21
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1
Embedded leverage
Frazzini, Andrea
;
Pedersen, Lasse Heje
- In:
Review of asset pricing studies : RAPS
12
(
2022
)
1
,
pp. 1-52
Persistent link: https://www.econbiz.de/10012878804
Saved in:
2
Enhanced portfolio optimization
Pedersen, Lasse Heje
;
Babu, Abhilash
;
Levine, Ari
- In:
Financial analysts journal : FAJ
77
(
2021
)
2
,
pp. 124-151
Persistent link: https://www.econbiz.de/10012515354
Saved in:
3
Deep value
Asness, Cliff
;
Liew, John
;
Pedersen, Lasse Heje
; …
- In:
The journal of portfolio management : JPM
47
(
2021
)
4
,
pp. 11-40
Persistent link: https://www.econbiz.de/10012486041
Saved in:
4
Betting against correlation : testing theories of the low-risk effect
Asness, Cliff
;
Frazzini, Andrea
;
Gormsen, Niels
; …
- In:
Journal of financial economics
135
(
2020
)
3
,
pp. 629-652
Persistent link: https://www.econbiz.de/10012543201
Saved in:
5
Generalized recovery
Jensen, Christian Skov
;
Lando, David
;
Pedersen, Lasse Heje
- In:
Journal of financial economics
133
(
2019
)
1
,
pp. 154-174
Persistent link: https://www.econbiz.de/10012164075
Saved in:
6
Buffet's alpha
Frazzini, Andrea
;
Kabiller, David
;
Pedersen, Lasse Heje
- In:
Financial analysts' journal : FAJ
74
(
2018
)
4
,
pp. 35-55
Persistent link: https://www.econbiz.de/10011972780
Saved in:
7
Dynamic portfolio choice with frictions
Garleanu, Nicolae
;
Pedersen, Lasse Heje
- In:
Journal of economic theory
165
(
2016
),
pp. 487-516
Persistent link: https://www.econbiz.de/10011650142
Saved in:
8
Early option exercise : never say never
Jensen, Mads Vestergaard
;
Pedersen, Lasse Heje
- In:
Journal of financial economics
121
(
2016
)
2
,
pp. 278-299
Persistent link: https://www.econbiz.de/10011590728
Saved in:
9
Betting against beta
Frazzinia, Andrea
;
Pedersen, Lasse Heje
- In:
Journal of financial economics
111
(
2014
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10010255547
Saved in:
10
Dynamic trading with predictable returns and transaction costs
Garleanu, Nicolae
;
Pedersen, Lasse Heje
- In:
The journal of finance : the journal of the American …
68
(
2013
)
6
,
pp. 2309-2340
Persistent link: https://www.econbiz.de/10010237385
Saved in:
1
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