//--> //--> //-->
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
~accessRights:"free"
~institution:"Bonn Graduate School of Economics"
~institution:"Börsen-Buchverlag"
~institution:"Nationalekonomiska Institutionen <Lund>"
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:"Markowitz-Theorie"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Portfolio selection
9
Portfolio-Management
9
Theorie
7
Theory
7
Hedging
4
CAPM
3
Estimation
2
Incomplete information
2
Option pricing theory
2
Optionspreistheorie
2
Schätzung
2
Unvollkommene Information
2
1970-1999
1
Arbitrage Pricing
1
Arbitrage pricing
1
Control theory
1
Estimation theory
1
Factor price equalization
1
Faktorpreisausgleich
1
GARCH
1
Garantie
1
Kontrolltheorie
1
Lebensversicherung
1
Life insurance
1
Martingal
1
Martingale
1
Rendite
1
Risikoaversion
1
Risikomanagement
1
Risk aversion
1
Risk management
1
Schätztheorie
1
Time series analysis
1
Warranty
1
Welt
1
World
1
Yield
1
Zeitreihenanalyse
1
mean variance approach
1
more ...
less ...
Online availability
All
Free
Type of publication
All
Book / Working Paper
9
Type of publication (narrower categories)
All
Arbeitspapier
9
Graue Literatur
9
Non-commercial literature
9
Working Paper
9
Language
All
English
9
Author
All
Lundtofte, Frederik
2
Nilsson, Birger
2
Asgharian, Hossein
1
Bengtsson, Christoffer
1
Evstigneev, Igor V.
1
Graflund, Andreas
1
Mahayni, Antje
1
Schlögel, Erik
1
Schürger, Klaus
1
Taksar, Michael I.
1
Thierbach, Frank
1
more ...
less ...
Institution
All
Bonn Graduate School of Economics
Börsen-Buchverlag
Nationalekonomiska Institutionen <Lund>
National Bureau of Economic Research
497
Institute of Finance and Accounting <London>
19
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
12
Basel Committee on Banking Supervision
11
International Center for Financial Asset Management and Engineering
10
Center for Economic Research <Tilburg>
9
Rodney L. White Center for Financial Research
7
European University Institute / Department of Law
6
Federal Reserve Bank of St. Louis
6
International Monetary Fund
6
Ekonomiska forskningsinstitutet <Stockholm>
5
Judge Institute of Management Studies
5
University of Cambridge / Department of Applied Economics
5
Erasmus Research Institute of Management
4
Institut für Finanzdienstleistungen Zug
4
University of Cambridge / Faculty of Economics
4
Universität Mannheim
4
Uniwersytet Warszawski / Wydział Nauk Ekonomicznych
4
Zentrum für Europäische Wirtschaftsforschung
4
Federal Reserve Bank of San Francisco
3
Gottfried Wilhelm Leibniz Universität Hannover
3
International Finance Corporation
3
Johns Hopkins University / Department of Economics
3
World Bank
3
Asset Management Association Switzerland
2
Banco Central do Brasil
2
Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung
2
Centre for Actuarial Studies
2
Centro de Estudios Macroeconómicos de Argentina / Universidad
2
Christian-Albrechts-Universität zu Kiel
2
European System of Central Banks / Market Operations Committee / Task Force
2
Europäische Zentralbank
2
Institut for Finansiering <Frederiksberg>
2
Institut für Wirtschaftswissenschaften <Wien>
2
International Monetary Fund / Monetary and Capital Markets Department
2
Keizai-Shakai-Kenkyūsho <Tokio>
2
Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes
2
Trinity College Dublin / Department of Economics
2
more ...
less ...
Published in...
All
Working paper / Department of Economics, Lund University
6
Bonn Econ Discussion Papers / BGSE
3
Source
All
ECONIS (ZBW)
9
Showing
1
-
9
of
9
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Expected life-time utility and hedging demands in a partially observable economy
Lundtofte, Frederik
(
contributor
)
-
2005
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002609444
Saved in:
2
Can an "estimation factor" help explain cross-sectional returns?
Lundtofte, Frederik
(
contributor
)
-
2005
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002609475
Saved in:
3
A comparative analysis of ability of mimicking portfolios in representing the background factors
Asgharian, Hossein
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001959544
Saved in:
4
The impact of estimation error on portfolio selection for investors with constant relative risk aversion
Bengtsson, Christoffer
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001815413
Saved in:
5
The risk management of minimum return guarantees
Mahayni, Antje
(
contributor
);
Schlögel, Erik
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001970344
Saved in:
6
Mean-variance hedging under additional market information
Thierbach, Frank
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001825437
Saved in:
7
On the fundamental theorem of asset pricing: random constraints and bang-bang no-arbitrage criteria
Evstigneev, Igor V.
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001825768
Saved in:
8
International asset pricing and the benefits from world market diversification
Nilsson, Birger
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001652002
Saved in:
9
Dynamic porfolio selection : the relevance of switching regimes and investment horizon
Graflund, Andreas
(
contributor
);
Nilsson, Birger
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001652031
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->