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type:"article"
~person:"Dai, Min"
~person:"Jarrow, Robert A."
~person:"Post, Thierry"
~person:"Zhou, Guofu"
~subject:"Theory"
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Search: subject_exact:"Portfolio performance"
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| 6 applied filters
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Theory
Portfolio selection
87
Portfolio-Management
87
Theorie
57
CAPM
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16
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16
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12
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12
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11
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11
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9
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Dai, Min
Jarrow, Robert A.
Post, Thierry
Zhou, Guofu
Fabozzi, Frank J.
68
Korn, Ralf
30
Escobar, Marcos
27
Markowitz, Harry
27
Li, Duan
25
Wong, Wing Keung
25
Satchell, Stephen
23
Prigent, Jean-Luc
22
Zagst, Rudi
22
Račev, Svetlozar T.
21
Gollier, Christian
20
Forsyth, Peter A.
18
Maurer, Raimond
18
Wang, Ruodu
18
Wong, Hoi Ying
17
Chen, Zhiping
16
Liang, Zongxia
16
Sass, Jörn
16
Cvitanić, Jakša
15
Lee, Cheng F.
15
Levy, Haim
15
Li, Zhongfei
15
Lioui, Abraham
15
Platen, Eckhard
15
Rüschendorf, Ludger
15
Vanduffel, Steven
15
Yao, Haixiang
15
Zariphopoulou-Souganidis, Thaleia
15
Cui, Xiangyu
14
Kim, Woo Chang
14
Kraft, Holger
14
Schenk-Hoppé, Klaus Reiner
14
Siu, Tak Kuen
14
Guerard, John Baynard
13
Koo, Hyeng-keun
13
Kwon, Roy H.
13
Zeng, Yan
13
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Management science : journal of the Institute for Operations Research and the Management Sciences
12
Journal of banking & finance
3
Journal of financial and quantitative analysis : JFQA
3
Journal of financial economics
3
Mathematics and financial economics
3
Journal of empirical finance
2
Journal of risk
2
Mathematical finance : an international journal of mathematics, statistics and financial economics
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
The review of financial studies
2
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1
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1
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1
Digital finance : smart data analytics, investment innovation, and financial technology
1
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1
Finance research letters
1
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1
International Journal of Portfolio Analysis and Management
1
Japan and the world economy : international journal of theory and policy
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometrics
1
Journal of economic dynamics & control
1
Journal of economic theory
1
Journal of financial markets
1
OR spectrum : quantitative approaches in management
1
Review of economic dynamics
1
The econometrics journal
1
The journal of computational finance
1
The journal of finance : the journal of the American Finance Association
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The journal of fixed income : JFI
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The journal of portfolio management : a publication of Institutional Investor
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The review of economics and statistics
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ECONIS (ZBW)
57
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57
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1
Winners from winners : a tale of risk factors
Chib, Siddhartha
;
Zhao, Lingxiao
;
Zhou, Guofu
- In:
Management science : journal of the Institute for …
70
(
2024
)
1
,
pp. 396-414
Persistent link: https://www.econbiz.de/10014470017
Saved in:
2
Generalized stochastic arbitrage opportunities
Arvanitis, Stelios
;
Post, Thierry
- In:
Management science : journal of the Institute for …
70
(
2024
)
7
,
pp. 4629-4648
Persistent link: https://www.econbiz.de/10015046365
Saved in:
3
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:
4
Learning equilibrium mean-variance strategy
Dai, Min
;
Dong, Yuchao
;
Jia, Yanwei
- In:
Mathematical finance : an international journal of …
33
(
2023
)
4
,
pp. 1166-1212
Persistent link: https://www.econbiz.de/10014370647
Saved in:
5
A rational theory for disposition effects
Dai, Min
;
Jiang, Yipeng
;
Liu, Hong
;
Xu, Jing
- In:
Review of economic dynamics
47
(
2023
),
pp. 131-157
Persistent link: https://www.econbiz.de/10013555831
Saved in:
6
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:
7
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:
8
Nonconcave utility maximization with portfolio bounds
Dai, Min
;
Kou, Steven
;
Qian, Shuaijie
;
Wan, Xiangwei
- In:
Management science : journal of the Institute for …
68
(
2022
)
11
,
pp. 8368-8385
Persistent link: https://www.econbiz.de/10014280204
Saved in:
9
Incomplete information and the liquidity premium puzzle
Chen, Yingshan
;
Dai, Min
;
Goncalves-Pinto, Luis
;
Xu, Jing
; …
- In:
Management science : journal of the Institute for …
67
(
2021
)
9
,
pp. 5703-5729
Persistent link: https://www.econbiz.de/10012650154
Saved in:
10
Robo-advising : a dynamic mean-variance approach
Dai, Min
;
Jin, Hanqing
;
Kou, Steven
;
Xu, Yuhong
- In:
Digital finance : smart data analytics, investment …
3
(
2021
)
2
,
pp. 81-97
Persistent link: https://www.econbiz.de/10012615275
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