//--> //--> //--> //-->
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
type_genre:"Article in journal"
type_genre:"Survey"
~person:"Gersbach, Hans"
~person:"Lien, Da-hsiang Donald"
~person:"Markowitz, Harry"
~subject:"Portfolio selection"
~type_genre:"Rezension"
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
| 7 applied filters
Year of publication
From:
To:
Subject
All
Portfolio selection
Theorie
214
Theory
214
Hedging
52
Portfolio-Management
32
Derivat
26
Derivative
26
Neue politische Ökonomie
14
Public choice
14
Abstimmungsregel
13
Geldpolitik
13
Monetary policy
13
Voting rule
13
Central bank
12
Zentralbank
12
Allgemeines Gleichgewicht
10
General equilibrium
10
Risiko
10
Risk
10
Asymmetric information
9
Asymmetrische Information
9
Welfare analysis
9
Welt
9
Wohlfahrtsanalyse
9
World
9
CAPM
8
Leistungsanreiz
8
Performance incentive
8
Competition
7
Futures
7
Game theory
7
Haushaltsökonomik
7
Household economics
7
Public goods
7
Spieltheorie
7
USA
7
United States
7
Wettbewerb
7
Öffentliche Güter
7
Democracy
6
more ...
less ...
Online availability
All
Undetermined
9
Type of publication
All
Article
32
Type of publication (narrower categories)
All
Article in journal
Survey
Rezension
Aufsatz in Zeitschrift
32
Arbeitspapier
4
Aufsatz im Buch
4
Book section
4
Graue Literatur
4
Non-commercial literature
4
Working Paper
4
Collection of articles of several authors
2
Sammelwerk
2
Conference proceedings
1
Konferenzschrift
1
Lehrbuch
1
Textbook
1
more ...
less ...
Language
All
English
30
French
2
Author
All
Gersbach, Hans
Lien, Da-hsiang Donald
Markowitz, Harry
Fabozzi, Frank J.
41
Korn, Ralf
29
Escobar, Marcos
26
Li, Duan
25
Wong, Wing Keung
25
Zagst, Rudi
21
Prigent, Jean-Luc
20
Forsyth, Peter A.
17
Wang, Ruodu
17
Wong, Hoi Ying
17
Gollier, Christian
16
Post, Thierry
16
Jarrow, Robert A.
15
Levy, Haim
15
Li, Zhongfei
15
Lioui, Abraham
15
Platen, Eckhard
15
Yao, Haixiang
15
Chen, Zhiping
14
Cui, Xiangyu
14
Cvitanić, Jakša
14
Rüschendorf, Ludger
14
Vanduffel, Steven
14
Kwon, Roy H.
13
Liang, Zongxia
13
Sass, Jörn
13
Siu, Tak Kuen
13
Zeng, Yan
13
Zhou, Guofu
13
Dai, Min
12
Guerard, John Baynard
12
Kraft, Holger
12
Li, Xun
12
Lo, Andrew W.
12
Maurer, Raimond
12
Račev, Svetlozar T.
12
Schenk-Hoppé, Klaus Reiner
12
Young, Virginia R.
12
Zariphopoulou-Souganidis, Thaleia
12
more ...
less ...
Published in...
All
The journal of futures markets
4
European journal of operational research : EJOR
2
Journal de la Société de Statistique de Paris
2
Journal of investment management : JOIM
2
The journal of finance : the journal of the American Finance Association
2
The journal of portfolio management : JPM
2
The journal of portfolio management : a publication of Institutional Investor
2
Applied mathematical finance
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Finance research letters
1
Financial services review : the journal of individual financial management
1
Finanzmarkt und Portfolio-Management
1
Interfaces : the INFORMS journal on the practice of operations research
1
International journal of forecasting
1
International review of economics & finance : IREF
1
Journal of economics & business
1
Journal of empirical finance
1
Journal of mathematical finance
1
Journal of psychology and financial markets : a publication of the Institute of Psychology and Markets and LEA
1
Marchés financiers et gestion de portefeuilles: une mise en perspective des nouveaux outils
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Review of finance : journal of the European Finance Association
1
Special issue on portfolio theory
1
The journal of investing
1
The journal of wealth management
1
more ...
less ...
Source
All
ECONIS (ZBW)
32
Showing
1
-
10
of
32
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Portfolio homogeneity and systemic risk of financial networks
Huang, Yajing
;
Liu, Taoxiong
;
Lien, Da-hsiang Donald
- In:
Journal of empirical finance
70
(
2023
),
pp. 248-275
Persistent link: https://www.econbiz.de/10014423701
Saved in:
2
The Gerber statistic : a robust co-movement measure for portfolio optimization
Gerber, Sander
;
Markowitz, Harry
;
Ernst, Philip A.
; …
- In:
The journal of portfolio management : JPM
48
(
2022
)
3
,
pp. 87-102
Persistent link: https://www.econbiz.de/10013175439
Saved in:
3
Financial anomalies in portfolio construction and management
Markowitz, Harry
;
Guerard, John Baynard
;
Xu, Ganlin
; …
- In:
The journal of portfolio management : JPM
47
(
2021
)
6
,
pp. 51-64
Persistent link: https://www.econbiz.de/10012517343
Saved in:
4
Optimal quantile hedging under Markov regime switching
Lien, Da-hsiang Donald
;
Wang, Ziling
;
Yu, Xiaojian
- In:
Empirical economics : a quarterly journal of the …
60
(
2021
)
5
,
pp. 2177-2201
Persistent link: https://www.econbiz.de/10012585550
Saved in:
5
Multi-period portfolio selection : a practical simulation-based framework
Blay, Kenneth
;
Ghosh, Anish
;
Kusiak, Steven
;
Markowitz, …
- In:
Journal of investment management : JOIM
18
(
2020
)
4
,
pp. 94-129
Persistent link: https://www.econbiz.de/10012589468
Saved in:
6
Data mining corrections testing in Chinese stocks
Guerard, John Baynard
;
Gillam, Robert A.
;
Markowitz, Harry
- In:
Interfaces : the INFORMS journal on the practice of …
48
(
2018
)
2
,
pp. 108-120
Persistent link: https://www.econbiz.de/10011846038
Saved in:
7
Production and hedging with optimism and pessimism under ambiguity
Lien, Da-hsiang Donald
;
Yu, Chia-Feng
- In:
International review of economics & finance : IREF
50
(
2017
),
pp. 122-135
Persistent link: https://www.econbiz.de/10011754116
Saved in:
8
Good approximation of exponential utility function for optimal futures hedging
Guo, Xu
;
Lien, Da-hsiang Donald
;
Wong, Wing Keung
- In:
Journal of mathematical finance
6
(
2016
)
3
,
pp. 457-463
Persistent link: https://www.econbiz.de/10011583581
Saved in:
9
Tax-cognizant portfolio analysis : a methodology for maximizing after-tax wealth
Blay, Kenneth A.
;
Markowitz, Harry
- In:
Journal of investment management : JOIM
14
(
2016
)
1
,
pp. 26-64
Persistent link: https://www.econbiz.de/10011691127
Saved in:
10
Does mean-variance portfoliomanagement deserve expected utility's approximative affirmation?
Loistl, Otto
- In:
European journal of operational research : EJOR
247
(
2015
)
2
,
pp. 676-680
Persistent link: https://www.econbiz.de/10011375808
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->