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type:"article"
~person:"Bertrand, Philippe"
~person:"Post, Thierry"
~subject:"Anlageverhalten"
~subject:"Derivative"
~subject:"Theory"
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Search: subject_exact:"Portfolio performance"
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Anlageverhalten
Derivative
Theory
Portfolio selection
40
Portfolio-Management
40
Theorie
28
Stochastic process
10
Stochastischer Prozess
10
Mathematical programming
9
Mathematische Optimierung
9
Stochastic dominance
7
Risikoaversion
6
Risk aversion
6
Linear programming
5
USA
5
United States
5
Behavioural finance
4
Performance measurement
4
Performance-Messung
4
Portfolio choice
4
Statistical distribution
4
Statistische Verteilung
4
stochastic dominance
4
Aktienmarkt
3
Börsenkurs
3
CAPM
3
Capital income
3
Kapitaleinkommen
3
Portfolio insurance
3
Portfolio optimization
3
Präferenztheorie
3
Share price
3
Stock market
3
Theory of preferences
3
Asset pricing
2
Bootstrap approach
2
Bootstrap-Verfahren
2
Decision theory
2
Derivat
2
Entscheidungstheorie
2
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26
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30
Aufsatz in Zeitschrift
30
Aufsatz im Buch
1
Book section
1
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English
30
French
1
Author
All
Bertrand, Philippe
Post, Thierry
Fabozzi, Frank J.
77
Korn, Ralf
30
Wong, Wing Keung
30
Markowitz, Harry
28
Escobar, Marcos
27
Li, Duan
25
Zagst, Rudi
25
Satchell, Stephen
24
Prigent, Jean-Luc
23
Platen, Eckhard
22
Račev, Svetlozar T.
22
Gollier, Christian
20
Wong, Hoi Ying
19
Maurer, Raimond
18
Wang, Ruodu
18
Forsyth, Peter A.
17
Hens, Thorsten
17
Branger, Nicole
16
Kraft, Holger
16
Levy, Haim
16
Lioui, Abraham
16
Pedersen, Lasse Heje
16
Sass, Jörn
16
Schenk-Hoppé, Klaus Reiner
16
Vanduffel, Steven
16
Auer, Benjamin R.
15
Chen, Zhiping
15
Cvitanić, Jakša
15
Jarrow, Robert A.
15
Kim, Woo Chang
15
Li, Zhongfei
15
Rüschendorf, Ludger
15
Yao, Haixiang
15
Zariphopoulou-Souganidis, Thaleia
15
Zeng, Yan
15
Cui, Xiangyu
14
Liang, Zongxia
14
Lo, Andrew W.
14
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Finance : revue de l'Association Française de Finance
4
Journal of banking & finance
4
Management science : journal of the Institute for Operations Research and the Management Sciences
4
International journal of business
3
Journal of empirical finance
2
Decision making and risk/return optimization in financial economics
1
Economic modelling
1
European journal of operational research : EJOR
1
Financial analysts' journal : FAJ
1
International review of financial analysis
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometrics
1
Journal of financial and quantitative analysis : JFQA
1
Managerial finance
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
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ECONIS (ZBW)
31
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31
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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
Overreaction and momentum in the Vietnamese stock market
Le Quy Duong
;
Bertrand, Philippe
- In:
Managerial finance
49
(
2023
)
1
,
pp. 13-28
Persistent link: https://www.econbiz.de/10013503587
Saved in:
3
Performance participation strategies : OBPP versus CPPP
Bertrand, Philippe
;
Prigent, Jean-Luc
- In:
Finance : revue de l'Association Française de Finance
43
(
2022
)
1
,
pp. 123-150
Persistent link: https://www.econbiz.de/10014252552
Saved in:
4
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:
5
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:
6
On the optimality of path-dependent structured funds : the cost of standardization
Bertrand, Philippe
;
Prigent, Jean-Luc
- In:
European journal of operational research : EJOR
277
(
2019
)
1
,
pp. 333-350
Persistent link: https://www.econbiz.de/10012015036
Saved in:
7
Mixed-asset portfolio allocation under mean-reverting asset returns
Amédée-Manesme, Charles-Olivier
;
Barthélémy, Fabrice
; …
- In:
Decision making and risk/return optimization in …
,
(pp. 65-98)
.
2019
Persistent link: https://www.econbiz.de/10012127933
Saved in:
8
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:
9
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:
10
Option-Based performance participation
Zagst, Rudi
;
Kraus, Julia
;
Bertrand, Philippe
- In:
Journal of banking & finance
105
(
2019
),
pp. 44-61
Persistent link: https://www.econbiz.de/10012163804
Saved in:
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