//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"United States"
~person:"Campbell, John Y."
~person:"Jarrow, Robert A."
~person:"Satchell, Stephen"
~subject:"Portfolio-Management"
~type_genre:"Aufsatz in Zeitschrift"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Theory"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
United States
Portfolio-Management
Theorie
202
Theory
202
CAPM
46
Portfolio selection
33
Börsenkurs
25
Share price
25
USA
25
Yield curve
21
Zinsstruktur
21
Bubbles
19
Risiko
19
Risk
19
Spekulationsblase
19
Capital income
16
Derivat
16
Derivative
16
Kapitaleinkommen
16
Time series analysis
15
Zeitreihenanalyse
15
Credit risk
14
Kreditrisiko
14
Option pricing theory
13
Optionspreistheorie
13
Forecasting model
12
Prognoseverfahren
12
Risikoprämie
12
Risk premium
12
Arbitrage
10
Black-Scholes model
10
Black-Scholes-Modell
10
Estimation
10
Schätzung
10
Estimation theory
8
Financial market
8
Finanzmarkt
8
Martingal
8
Martingale
8
Risikomaß
8
more ...
less ...
Online availability
All
Undetermined
14
Free
1
Type of publication
All
Article
57
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Article in journal
57
Arbeitspapier
34
Graue Literatur
34
Non-commercial literature
34
Working Paper
34
Aufsatz im Buch
8
Book section
8
Collection of articles of several authors
4
Lehrbuch
4
Sammelwerk
4
Textbook
4
Aufsatzsammlung
1
Bibliografie
1
Glossar enthalten
1
Glossary included
1
more ...
less ...
Language
All
English
57
Author
All
Campbell, John Y.
Jarrow, Robert A.
Satchell, Stephen
Fabozzi, Frank J.
46
Korn, Ralf
29
Heckman, James J.
27
Wong, Wing Keung
27
Escobar, Marcos
26
Li, Duan
25
Chavas, Jean-Paul
23
Lo, Andrew W.
21
Zagst, Rudi
21
Markowitz, Harry
20
Prigent, Jean-Luc
20
Ferson, Wayne E.
19
Schwartz, Eduardo S.
18
Wang, Ruodu
18
Diebold, Francis X.
17
Engle, Robert F.
17
Forsyth, Peter A.
17
Gupta, Rangan
17
Lee, Cheng F.
17
Levy, Haim
17
Lien, Da-hsiang Donald
17
Platen, Eckhard
17
Uri, Noel Dean
17
Wong, Hoi Ying
17
Zhou, Guofu
17
Christiano, Lawrence J.
16
Glaeser, Edward L.
16
Gollier, Christian
16
Hall, Robert Ernest
16
Lioui, Abraham
16
Longstaff, Francis A.
16
Post, Thierry
16
Acemoglu, Daron
15
Bollerslev, Tim
15
Cvitanić, Jakša
15
Guerard, John Baynard
15
Laporte, Gilbert
15
Li, Zhongfei
15
more ...
less ...
Published in...
All
Journal of political economy
4
Mathematical finance : an international journal of mathematics, statistics and financial theory
3
Mathematics and financial economics
3
European finance review : the official journal of the European Finance Association
2
Journal of financial and quantitative analysis : JFQA
2
Journal of financial economics
2
Journal of risk
2
Quantitative finance
2
The journal of business : B
2
The review of financial studies
2
Agricultural finance review
1
Annals of finance
1
Applied mathematical finance
1
European journal of operational research : EJOR
1
Finance and stochastics
1
Finance research letters
1
Financial analysts journal : FAJ
1
Financial analysts' journal : FAJ
1
Journal of banking & finance
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of derivatives & hedge funds
1
Journal of economic dynamics & control
1
Journal of economics and finance
1
Journal of financial markets
1
Journal of money, credit and banking : JMCB
1
Journal of time series econometrics
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
NBER reporter online
1
Real estate economics : journal of the American Real Estate and Urban Economics Association
1
Review of derivatives research
1
Review of futures markets
1
Swedish economic policy review
1
The American economic review
1
The European journal of finance
1
The economic journal : the journal of the Royal Economic Society
1
The journal of asset management
1
The journal of asset management : a major new, international quarterly journal for the financial community
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
The journal of finance : the journal of the American Finance Association
1
The journal of fixed income : JFI
1
more ...
less ...
Source
All
ECONIS (ZBW)
57
Showing
1
-
10
of
57
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Quantifying the non-Gaussian gain
Allen, David
;
Satchell, Stephen
;
Lizieri, Colin
- In:
The journal of asset management : a major new, …
25
(
2024
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10014511571
Saved in:
2
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:
3
Portfolio choice with sustainable spending : a model of reaching for yield
Campbell, John Y.
;
Sigalov, Roman
- In:
Journal of financial economics
143
(
2022
)
1
,
pp. 188-206
Persistent link: https://www.econbiz.de/10013350633
Saved in:
4
Partial moment momentum
Gao, Yang
;
Leung, Henry
;
Satchell, Stephen
- In:
Journal of banking & finance
135
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013401726
Saved in:
5
Expected surplus growth compared with mean-variance optimization
Wilcox, Jarrod
;
Satchell, Stephen
- In:
The journal of portfolio management : JPM
47
(
2021
)
4
,
pp. 145-159
Persistent link: https://www.econbiz.de/10012486057
Saved in:
6
"In defense of portfolio optimization: what if we can forecast?": a comment
Michaud, Richard O.
;
Esch, David N.
;
Michaud, Robert O.
- In:
Financial analysts journal : FAJ
76
(
2020
)
2
,
pp. 104-105
Persistent link: https://www.econbiz.de/10012261138
Saved in:
7
Investment decisions when utility depends on wealth and other attributes
Grant, Andrew
;
Satchell, Stephen
- In:
Quantitative finance
20
(
2020
)
3
,
pp. 499-513
Persistent link: https://www.econbiz.de/10012194904
Saved in:
8
Risk discriminating portfolio optimization
Deshpande, Amit
;
Ertley, Brian
;
Lundin, Mark
;
Satchell, …
- In:
Quantitative finance
19
(
2019
)
2
,
pp. 177-185
Persistent link: https://www.econbiz.de/10012194647
Saved in:
9
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:
10
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:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->