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subject:"Portfolio-Management"
type_genre:"Working Paper"
~institution:"Federal Reserve System / Division of Research and Statistics"
~institution:"Institute of Finance and Accounting <London>"
~institution:"Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse"
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Subject
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Portfolio-Management
Theorie
362
Theory
362
Time series analysis
46
Zeitreihenanalyse
46
Stochastic process
40
Stochastischer Prozess
40
Estimation
37
Schätzung
37
Cointegration
27
Kointegration
27
Portfolio selection
26
USA
24
United States
24
Nichtparametrisches Verfahren
23
Nonparametric statistics
23
Volatility
20
Volatilität
20
Experiment
18
Regression analysis
18
Regressionsanalyse
18
Statistical test
18
Statistischer Test
18
Einheitswurzeltest
17
Unit root test
17
Börsenkurs
15
Estimation theory
15
Schätztheorie
15
Share price
15
VAR model
15
VAR-Modell
15
Analysis
14
Mathematical analysis
14
PC software
14
PC-Software
14
Geldpolitik
13
Monetary policy
13
Risiko
13
Risk
13
Yield curve
13
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Free
24
Type of publication
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Book / Working Paper
26
Type of publication (narrower categories)
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Working Paper
Arbeitspapier
26
Graue Literatur
23
Non-commercial literature
23
Language
All
English
26
Author
All
Gomes, Francisco J.
5
Uppal, Raman
5
Cocco, João F.
3
Föllmer, Hans
3
Maenhout, Pascal J.
3
Başak, Suleyman
2
Campbell, John Y.
2
Leukert, Peter
2
Michaelides, Alexander G.
2
Wang, Tan
2
Weber, Stefan
2
Acharya, Viral V.
1
Agarwal, Vikas
1
Bank, Peter
1
Baum, Dietmar
1
Bhamra, Harjoat S.
1
Boyle, Phelim P.
1
Carpenter, Jennifer N.
1
Das, Sanjiv R.
1
Elmendorf, Douglas W.
1
Giesecke, Kay
1
Jaschke, Stefan R.
1
Kimball, Miles S.
1
Küchler, Uwe
1
Mercurio, Danilo
1
Naik, Narayan Y.
1
Palomino, Frédéric
1
Passmore, Stuart Wayne
1
Pelizzon, Loriana
1
Schaefer, Stephen M.
1
Schied, Alexander
1
Sercu, Piet
1
Shapiro, Alex
1
Sharpe, Steven A.
1
Teplá, Lucie
1
Torricelli, Costanza
1
Uhlig, Harald
1
Van Hulle, Cynthia M.
1
Viceira, Luis M.
1
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Institution
All
Federal Reserve System / Division of Research and Statistics
Institute of Finance and Accounting <London>
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
Center for Economic Research <Tilburg>
9
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
8
European University Institute / Department of Law
6
Rodney L. White Center for Financial Research
6
Judge Institute of Management Studies
4
National Bureau of Economic Research
4
Nationalekonomiska Institutionen <Lund>
4
Pensions Institute
4
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
4
Bonn Graduate School of Economics
3
Ekonomiska forskningsinstitutet <Stockholm>
3
Erasmus Research Institute of Management
3
International Center for Financial Asset Management and Engineering
3
Københavns Universitet / Økonomisk Institut
3
Martin-Luther-Universität Halle-Wittenberg / Wirtschaftswissenschaftliche Fakultät
3
The Wharton Financial Institutions Center
3
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
3
Banco Central do Brasil
2
Chambre de commerce et d'industrie de Paris
2
Federal Reserve Bank of St. Louis
2
Federal Reserve System / Board of Governors
2
Innocenzo Gasparini Institute for Economic Research <Mailand>
2
Institut für Statistik und Mathematische Wirtschaftstheorie <Augsburg>
2
Institut für Weltwirtschaft
2
Johns Hopkins University / Department of Economics
2
Keizai-Shakai-Kenkyūsho <Tokio>
2
Technische Universität Bergakademie Freiberg / Fakultät für Wirtschaftswissenschaften
2
Universitat Pompeu Fabra / Departament d'Economia i Empresa
2
University of Canterbury / Dept. of Economics and Finance
2
University of Chicago / Center for Research in Security Prices
2
Victoria University of Wellington / School of Economics and Finance
2
Albert-Ludwigs-Universität Freiburg / Betriebswirtschaftliches Seminar
1
Australian National University / Faculty of Economics and Commerce
1
Banque de France / Direction Générale des Etudes / Centre de Recherche
1
Basel Committee on Banking Supervision
1
Birkbeck College / Department of Economics
1
Centre for Actuarial Studies
1
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Published in...
All
IFA working paper
15
Discussion papers of interdisciplinary research project 373
9
Finance and economics discussion series
2
Source
All
ECONIS (ZBW)
26
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1
Optimal life cycle asset allocation : understanding the empirical evidence
Gomes, Francisco J.
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001996444
Saved in:
2
Ambiguity aversion and the puzzle of own-company stock in pension plans
Boyle, Phelim P.
(
contributor
);
Uppal, Raman
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001777031
Saved in:
3
The role of risk aversion and intertemporal substitution in dynamic consumption-portfolio choice with recursive utility
Bhamra, Harjoat S.
(
contributor
);
Uppal, Raman
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001777137
Saved in:
4
Distribution-invariant dynamic risk measures
Weber, Stefan
(
contributor
)
-
2003
-
[Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10001917139
Saved in:
5
Cyclical correlations, credit contagion, and portfolio losses
Giesecke, Kay
(
contributor
);
Weber, Stefan
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001919109
Saved in:
6
Portfolio choice with internal habit formation : a life-cycle model with uninsurable labor income risk
Gomes, Francisco J.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001996446
Saved in:
7
Do bank risk management and regulatory policy reduce risk in banking?
Pelizzon, Loriana
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001765978
Saved in:
8
Model misspecification and under-diversification
Uppal, Raman
(
contributor
);
Wang, Tan
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001700283
Saved in:
9
Risks and portfolio decisions involving hedge funds
Agarwal, Vikas
(
contributor
);
Naik, Narayan Y.
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001700390
Saved in:
10
Risk management with benchmarking
Başak, Suleyman
(
contributor
);
Shapiro, Alex
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001726003
Saved in:
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