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subject:"Portfolio-Management"
type_genre:"Article in journal"
~person:"Guerard, John Baynard"
~person:"Jarrow, Robert A."
~person:"Rüschendorf, Ludger"
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Portfolio-Management
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145
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Guerard, John Baynard
Jarrow, Robert A.
Rüschendorf, Ludger
Fabozzi, Frank J.
41
Korn, Ralf
29
Escobar, Marcos
26
Li, Duan
25
Wong, Wing Keung
25
Zagst, Rudi
21
Markowitz, Harry
20
Prigent, Jean-Luc
20
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17
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17
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Gollier, Christian
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Post, Thierry
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14
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Račev, Svetlozar T.
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Finance and stochastics
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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ECONIS (ZBW)
41
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1
A practical guide to the valuation of coupon-bearing fixed income securities
Jarrow, Robert A.
;
Deventer, Donald R. van
- In:
The journal of fixed income : JFI
33
(
2023
)
1
,
pp. 80-87
Persistent link: https://www.econbiz.de/10014310203
Saved in:
2
The development of mean-variance efficient portfolios : 30 years later
Chava, Sudheer
;
Guerard, John Baynard
- In:
The journal of investing : JOI
31
(
2022
)
4
,
pp. 76-94
Persistent link: https://www.econbiz.de/10014231406
Saved in:
3
Stock selection modeling and portfolio selection in emerging markets
Guerard, John Baynard
;
Gillam, Robert A.
;
Beheshti, Bijan
- In:
The journal of portfolio management : JPM
48
(
2022
)
8
,
pp. 86-94
Persistent link: https://www.econbiz.de/10014232003
Saved in:
4
Financial anomalies in portfolio construction and management
Markowitz, Harry
;
Guerard, John Baynard
;
Xu, Ganlin
; …
- In:
The journal of portfolio management : JPM
47
(
2021
)
6
,
pp. 51-64
Persistent link: https://www.econbiz.de/10012517343
Saved in:
5
Capital asset market equilibrium with liquidity risk, portfolio constraints, and asset price bubbles
Jarrow, Robert A.
- In:
Mathematics and financial economics
13
(
2019
)
1
,
pp. 115-146
Persistent link: https://www.econbiz.de/10012055755
Saved in:
6
Analysis of risk bounds in partially specified additive factor models
Rüschendorf, Ludger
- In:
Insurance / Mathematics & economics
86
(
2019
),
pp. 115-121
Persistent link: https://www.econbiz.de/10012058839
Saved in:
7
Asset market equilibrium with liquidity risk
Jarrow, Robert A.
- In:
Annals of finance
14
(
2018
)
2
,
pp. 253-288
Persistent link: https://www.econbiz.de/10011945597
Saved in:
8
Upper bounds for strictly concave distortion risk measures on moment spaces
Cornilly, D.
;
Rüschendorf, Ludger
;
Vanduffel, Steven
- In:
Insurance / Mathematics & economics
82
(
2018
),
pp. 141-151
Persistent link: https://www.econbiz.de/10011929851
Saved in:
9
Optimal cash holdings under heterogeneous beliefs
Jarrow, Robert A.
;
Krishenik, Andrey
;
Minca, Andreea
- In:
Mathematical finance : an international journal of …
28
(
2018
)
2
,
pp. 712-747
Persistent link: https://www.econbiz.de/10011969095
Saved in:
10
Data mining corrections testing in Chinese stocks
Guerard, John Baynard
;
Gillam, Robert A.
;
Markowitz, Harry
- In:
Interfaces : the INFORMS journal on the practice of …
48
(
2018
)
2
,
pp. 108-120
Persistent link: https://www.econbiz.de/10011846038
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