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subject:"Portfolio-Management"
type_genre:"Article in journal"
~person:"Post, Thierry"
~subject:"Stochastischer Prozess"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Lehrbuch"
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Portfolio-Management
Stochastischer Prozess
Theorie
27
Theory
27
Portfolio selection
16
Stochastic process
10
Mathematical programming
7
Mathematische Optimierung
7
Stochastic dominance
6
Linear programming
5
Data envelopment analysis
4
Data-Envelopment-Analyse
4
Statistical test
4
Statistischer Test
4
stochastic dominance
4
CAPM
3
Nichtparametrisches Verfahren
3
Nonparametric statistics
3
Portfolio choice
3
Portfolio optimization
3
Risikoaversion
3
Risk aversion
3
USA
3
United States
3
Aktienmarkt
2
Empirical likelihood
2
Forecasting model
2
Measurement
2
Messung
2
Prognoseverfahren
2
Risiko
2
Risk
2
Stock market
2
Technical efficiency
2
Technische Effizienz
2
linear programming
2
utility theory
2
1990-2000
1
Active portfolio management
1
Anlageverhalten
1
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8
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Article
18
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Article in journal
Aufsatz in Zeitschrift
Lehrbuch
Arbeitspapier
12
Working Paper
12
Graue Literatur
11
Non-commercial literature
11
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English
18
Author
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Post, Thierry
Fabozzi, Frank J.
54
Escudero, Laureano F.
35
Korn, Ralf
33
Wong, Wing Keung
31
Escobar, Marcos
29
Li, Duan
25
Platen, Eckhard
23
Zagst, Rudi
23
Gendreau, Michel
22
Prigent, Jean-Luc
22
Siu, Tak Kuen
22
Markowitz, Harry
21
Phillips, Peter C. B.
20
Wong, Hoi Ying
20
Chen, Zhiping
19
Gollier, Christian
19
Jarrow, Robert A.
19
McAleer, Michael
19
Forsyth, Peter A.
18
Steiner, Manfred
18
Wang, Ruodu
18
Gouriéroux, Christian
17
Levy, Haim
17
Račev, Svetlozar T.
17
Li, Zhongfei
16
Lioui, Abraham
16
Vanduffel, Steven
16
Bayraktar, Erhan
15
Maurer, Raimond
15
Rüschendorf, Ludger
15
Schenk-Hoppé, Klaus Reiner
15
Shapiro, Alexander
15
Yao, Haixiang
15
Young, Virginia R.
15
Yu, Jun
15
Zhou, Guofu
15
Bertsimas, Dimitris
14
Bodie, Zvi
14
Cui, Xiangyu
14
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Journal of banking & finance
4
Management science : journal of the Institute for Operations Research and the Management Sciences
4
European journal of operational research : EJOR
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometrics
1
Journal of empirical finance
1
Journal of financial and quantitative analysis : JFQA
1
OR spectrum : quantitative approaches in management
1
The econometrics journal
1
The journal of finance : the journal of the American Finance Association
1
The review of economics and statistics
1
The review of financial studies
1
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ECONIS (ZBW)
18
Showing
1
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10
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18
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1
A financial modeling approach to industry exchange-traded funds selection
Conlon, Thomas
;
Cotter, John
;
Kovalenko, Illia
;
Post, …
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014477136
Saved in:
2
Optimal portfolio choice for higher-order risk averters
Fang, Yi
;
Post, Thierry
- In:
Journal of banking & finance
137
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013460225
Saved in:
3
Stochastic bounds for reference sets in portfolio analysis
Arvanitis, Stelios
;
Post, Thierry
;
Topaloglou, Nikolas
- In:
Management science : journal of the Institute for …
67
(
2021
)
12
,
pp. 7737-7754
Persistent link: https://www.econbiz.de/10012815733
Saved in:
4
Stochastic spanning
Arvanitis, Stelios
;
Hallam, Mark
;
Post, Thierry
; …
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
4
,
pp. 573-585
Persistent link: https://www.econbiz.de/10012178998
Saved in:
5
A concave security market line
De Giorgi, Enrico
;
Post, Thierry
;
Yalçın, Atakan
- In:
Journal of banking & finance
106
(
2019
),
pp. 65-81
Persistent link: https://www.econbiz.de/10012223950
Saved in:
6
Portfolio optimization based on stochastic dominance and empirical likelihood
Post, Thierry
;
Karabati, Selcuk
;
Arvanitis, Stelios
- In:
Journal of econometrics
206
(
2018
)
1
,
pp. 167-186
Persistent link: https://www.econbiz.de/10012110374
Saved in:
7
Portfolio analysis using stochastic dominance, relative entropy, and empirical likelihood
Post, Thierry
;
Potì, Valerio
- In:
Management science : journal of the Institute for …
63
(
2017
)
1
,
pp. 153-165
Persistent link: https://www.econbiz.de/10011646360
Saved in:
8
Portfolio choice based on third-degree stochastic dominance
Post, Thierry
;
Kopa, Miloš
- In:
Management science : journal of the Institute for …
63
(
2017
)
10
,
pp. 3381-3392
Persistent link: https://www.econbiz.de/10011760503
Saved in:
9
Linear tests for decreasing absolute risk aversion stochastic dominance
Post, Thierry
;
Fang, Yi
;
Kopa, Miloš
- In:
Management science : journal of the Institute for …
61
(
2015
)
7
,
pp. 1615-1629
Persistent link: https://www.econbiz.de/10011304114
Saved in:
10
A general test for SSD portfolio efficiency
Kopa, Milos̆
;
Post, Thierry
- In:
OR spectrum : quantitative approaches in management
37
(
2015
)
3
,
pp. 703-734
Persistent link: https://www.econbiz.de/10011296708
Saved in:
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