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subject:"Wirtschaftswissenschaft"
type_genre:"Collection of articles written by one author"
~person:"Guidolin, Massimo"
~person:"Li, Zhongfei"
~subject:"Portfolio selection"
~type_genre:"Article in journal"
~type_genre:"Reprint"
~type_genre:"Übersichtsarbeit"
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Wirtschaftswissenschaft
Portfolio selection
Theorie
50
Theory
50
Portfolio-Management
27
CAPM
9
Capital income
8
Forecasting model
8
Kapitaleinkommen
8
Prognoseverfahren
8
Risikoaversion
7
Risk aversion
7
Stochastic process
7
Stochastischer Prozess
7
Estimation
6
Markov chain
6
Markov-Kette
6
Schätzung
6
Time consistency
6
Zeitkonsistenz
6
Altersvorsorge
5
Insurance
5
Pension fund
5
Pensionskasse
5
Reinsurance
5
Retirement provision
5
Rückversicherung
5
Versicherung
5
Börsenkurs
4
DC pension plan
4
Share price
4
Time series analysis
4
Volatility
4
Volatilität
4
Zeitreihenanalyse
4
Discounting
3
Diskontierung
3
Dynamic programming
3
Dynamische Optimierung
3
Learning process
3
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3
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12
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Article
27
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Collection of articles written by one author
Article in journal
Reprint
Übersichtsarbeit
Aufsatz in Zeitschrift
26
Arbeitspapier
15
Graue Literatur
15
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15
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English
27
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Guidolin, Massimo
Li, Zhongfei
Fabozzi, Frank J.
41
Korn, Ralf
29
Escobar, Marcos
26
Wong, Wing Keung
26
Li, Duan
25
Zagst, Rudi
21
Markowitz, Harry
20
Prigent, Jean-Luc
20
Wang, Ruodu
18
Forsyth, Peter A.
17
Wong, Hoi Ying
17
Gollier, Christian
16
Post, Thierry
16
Jarrow, Robert A.
15
Levy, Haim
15
Lioui, Abraham
15
Platen, Eckhard
15
Vanduffel, Steven
15
Yao, Haixiang
15
Chen, Zhiping
14
Cui, Xiangyu
14
Cvitanić, Jakša
14
Liang, Zongxia
14
Rüschendorf, Ludger
14
Kwon, Roy H.
13
Sass, Jörn
13
Siu, Tak Kuen
13
Zeng, Yan
13
Zhou, Guofu
13
Bernard, Carole
12
Dai, Min
12
Guerard, John Baynard
12
Kim, Woo Chang
12
Koo, Hyeng-keun
12
Kraft, Holger
12
Li, Xun
12
Lo, Andrew W.
12
Maurer, Raimond
12
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Insurance / Mathematics & economics
9
European journal of operational research : EJOR
2
Quantitative finance
2
Applied financial economics
1
Economic modelling
1
Journal of banking & finance
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Mathematical methods of operations research
1
Operations research letters
1
Review of international economics
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 portfolio management : a publication of Institutional Investor
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
The review of financial studies
1
Time-series methods and applications
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ECONIS (ZBW)
27
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1
Portfolio choice with illiquid asset for a loss-averse pension fund investor
Chen, Zheng
;
Li, Zhongfei
;
Zeng, Yan
- In:
Insurance / Mathematics & economics
108
(
2023
),
pp. 60-83
Persistent link: https://www.econbiz.de/10013534511
Saved in:
2
Performance persistence and optimal asset allocation strategies
Desai, Prajakta
;
Guidolin, Massimo
- In:
The European journal of finance
28
(
2022
)
16
,
pp. 1571-1598
Persistent link: https://www.econbiz.de/10013532250
Saved in:
3
Data-driven robust mean-CVaR portfolio selection under distribution ambiguity
Kang, Zhilin
;
Li, Xun
;
Li, Zhongfei
;
Zhu, Shushang
- In:
Quantitative finance
19
(
2019
)
1
,
pp. 105-121
Persistent link: https://www.econbiz.de/10012194623
Saved in:
4
Robust optimal investment strategy for an AAM of DC pension plans with stochastic interest rate and stochastic volatility
Wang, Pei
;
Li, Zhongfei
- In:
Insurance / Mathematics & economics
80
(
2018
),
pp. 67-83
Persistent link: https://www.econbiz.de/10011872914
Saved in:
5
An exact solution to a robust portfolio choice problem with multiple risk measures under ambiguous distribution
Kang, Zhilin
;
Li, Zhongfei
- In:
Mathematical methods of operations research
87
(
2018
)
2
,
pp. 169-195
Persistent link: https://www.econbiz.de/10011873984
Saved in:
6
Regime shifts in excess stock return predictability : an out-of-sample portfolio analysis
Dal Pra, Giulia
;
Guidolin, Massimo
;
Pedio, Manuela
; …
- In:
The journal of portfolio management : a publication of …
44
(
2017
)
3
,
pp. 10-24
Persistent link: https://www.econbiz.de/10011877594
Saved in:
7
Portfolio performance of linear SDF models : an out-of-sample assessment
Guidolin, Massimo
;
Hansen, Erwin
;
Lozano-Banda, Martín
- In:
Quantitative finance
18
(
2018
)
8
,
pp. 1425-1436
Persistent link: https://www.econbiz.de/10011911550
Saved in:
8
Pre-commitment and equilibrium investment strategies for the DC pension plan with regime switching and a return of premiums clause
Bian, Lihua
;
Li, Zhongfei
;
Yao, Haixiang
- In:
Insurance / Mathematics & economics
81
(
2018
),
pp. 78-94
Persistent link: https://www.econbiz.de/10011904623
Saved in:
9
Asset allocation under loss aversion and minimum performance constraint in a DC pension plan with inflation risk
Chen, Zheng
;
Li, Zhongfei
;
Zeng, Yan
;
Sun, Jingyun
- In:
Insurance / Mathematics & economics
75
(
2017
),
pp. 137-150
Persistent link: https://www.econbiz.de/10011740793
Saved in:
10
Linear and nonlinear predictability in investment style factors : multivariate evidence
Chincoli, Francesco
;
Guidolin, Massimo
- In:
The journal of asset management
18
(
2017
)
6
,
pp. 476-509
Persistent link: https://www.econbiz.de/10011844398
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