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subject:"Portfolio-Management"
type_genre:"Sammlung"
~isPartOf:"International journal of theoretical and applied finance"
~person:"Epstein, D."
~person:"Konno, Hiroshi"
~person:"Kraft, Holger"
~subject:"Life cycle"
~type_genre:"Aufsatz in Zeitschrift"
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Portfolio-Management
Life cycle
Theorie
10
Theory
10
Portfolio selection
9
Forecasting model
2
Prognoseverfahren
2
Transaction costs
2
Transaktionskosten
2
1989-1995
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Aktienindex
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Currency derivative
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Sammlung
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9
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English
9
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Epstein, D.
Konno, Hiroshi
Kraft, Holger
Korn, Ralf
6
Fabozzi, Frank J.
4
Platen, Eckhard
4
Forsyth, Peter A.
3
Wilmott, Paul
3
Baviera, Roberto
2
Escobar, Marcos
2
Frahm, Gabriel
2
Gardiol, Lucien
2
Herzog, Florian
2
Kim, Young Shin
2
Kromer, Eduard
2
Lipton, Alexander
2
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2
Pham, Huyên
2
Rudloff, Birgit
2
Sass, Jörn
2
Westphal, Dorothee
2
Wunderlich, Ralf
2
Yamamoto, Rei
2
Zagst, Rudi
2
Abergel, Frédéric
1
Agliardi, Rossella
1
Altay, Sühan
1
Andersen, J. V.
1
Andersen, Leif B. G.
1
Arai, Takuji
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Ararat, Çağin
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Audeguil, Emilien
1
Bares, Pierre-Antoine
1
Barnett, Tristan
1
Barski, Michał
1
Basili, Marcello
1
Bauder, David
1
Baxter, Martin
1
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1
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International journal of theoretical and applied finance
Journal of economic dynamics & control
4
European journal of operational research : EJOR
2
Mathematical methods of operations research
2
Asia-Pacific financial markets
1
Computational Management Science : CMS
1
Finance and stochastics
1
Financial engineering and the Japanese markets
1
Journal of banking & 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
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Scandinavian actuarial journal
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ECONIS (ZBW)
9
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1
A maximal predictability portfolio using dynamic factor selection strategy
Konno, Hiroshi
;
Takaya, Yoshihiro
;
Yamamoto, Rei
- In:
International journal of theoretical and applied finance
13
(
2010
)
3
,
pp. 355-366
Persistent link: https://www.econbiz.de/10008904372
Saved in:
2
Optimal portfolios with stochastic short rate : pitfalls when the short rate is non-Gaussian or the market price of risk is unbounded
Kraft, Holger
- In:
International journal of theoretical and applied finance
12
(
2009
)
6
,
pp. 767-796
Persistent link: https://www.econbiz.de/10003911240
Saved in:
3
A maximal predictability portfolio model : algorithm and performance evaluation
Yamamoto, Rei
;
Ishii, Daisuke
;
Konno, Hiroshi
- In:
International journal of theoretical and applied finance
10
(
2007
)
6
,
pp. 1095-1109
Persistent link: https://www.econbiz.de/10003631030
Saved in:
4
Portfolio optimization of small scale fund using mean-absolute deviation model
Konno, Hiroshi
- In:
International journal of theoretical and applied finance
6
(
2003
)
4
,
pp. 403-418
Persistent link: https://www.econbiz.de/10001779826
Saved in:
5
Optimal portfolios with defaultable securities a firm value approach
Korn, Ralf
;
Kraft, Holger
- In:
International journal of theoretical and applied finance
6
(
2003
)
8
,
pp. 793-819
Persistent link: https://www.econbiz.de/10001862125
Saved in:
6
A note on the pricing of index amortising rate swaps in a worst-case scenario
Epstein, D.
;
Wilmott, Paul
- In:
International journal of theoretical and applied finance
5
(
2002
)
5
,
pp. 447-454
Persistent link: https://www.econbiz.de/10001687123
Saved in:
7
Minimal cost index tracking under nonlinear transaction costs and minimal transaction unit constraints
Konno, Hiroshi
;
Wijayanayake, Annista
- In:
International journal of theoretical and applied finance
4
(
2001
)
6
,
pp. 939-957
Persistent link: https://www.econbiz.de/10001632658
Saved in:
8
Internationality diversified investment using an integrated portfolio model
Konno, Hiroshi
- In:
International journal of theoretical and applied finance
1
(
1998
)
1
,
pp. 145-160
Persistent link: https://www.econbiz.de/10001236671
Saved in:
9
A new model for interest rates
Epstein, D.
- In:
International journal of theoretical and applied finance
1
(
1998
)
2
,
pp. 195-226
Persistent link: https://www.econbiz.de/10001240158
Saved in:
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