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~accessRights:"restricted"
~isPartOf:"International journal of financial engineering"
~isPartOf:"Quantitative finance"
~subject:"CAPM"
~type_genre:"Article in journal"
~type_genre:"Conference paper"
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Search: subject:"Portfolio-Management"
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CAPM
Portfolio selection
221
Portfolio-Management
221
Theorie
139
Theory
139
Stochastic process
47
Stochastischer Prozess
47
Risikomaß
40
Risk measure
40
Risiko
36
Risk
36
Risikomanagement
33
Risk management
33
Capital income
29
Kapitaleinkommen
29
Mathematical programming
28
Mathematische Optimierung
28
Option pricing theory
27
Optionspreistheorie
27
Portfolio optimization
21
Volatility
21
Volatilität
21
Hedging
20
Anlageverhalten
17
Behavioural finance
17
Estimation
15
Measurement
15
Messung
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Schätzung
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Forecasting model
14
Prognoseverfahren
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Derivat
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Derivative
13
Transaction costs
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Markov chain
10
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24
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Article in journal
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24
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English
24
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Ameer, Saba
1
Arora, Ruchi
1
Azevedo, N.
1
Bianchi, Michele Leonardo
1
Chung, Munki
1
Dentcheva, Darinka
1
Ding, Rui
1
Dong, Juan
1
Escobar, Marcos
1
Fabozzi, Frank J.
1
Fieberg, Christian
1
Forsyth, Peter A.
1
Geng, Xiaoxu
1
Grobys, Klaus
1
Guidolin, Massimo
1
Hansen, Erwin
1
He, Chengying
1
He, Ping
1
Hodoshima, Jiro
1
Huang, Hui
1
Khalid, Saniya
1
Kim, Jang Ho
1
Kim, Woo Chang
1
Korobenko, Lyudmila
1
Kschonnek, M.
1
Law, Keith K. F.
1
Lee, John B.
1
Lee, Yongjae
1
Li, Wai Keung
1
Lichtner, Mark
1
Liedtke, Gerrit
1
Lin, Jianwu
1
Lozano-Banda, Martín
1
Metko, Daniel
1
Pan, Binchu
1
Payá, Ivan
1
Peel, David
1
Perote, Javier
1
Pinheiro, D.
1
Raman, T. V.
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International journal of financial engineering
Quantitative finance
Finance research letters
47
Journal of banking & finance
37
Journal of empirical finance
37
Journal of financial economics
37
International review of financial analysis
30
International review of economics & finance : IREF
29
Management science : journal of the Institute for Operations Research and the Management Sciences
24
The North American journal of economics and finance : a journal of financial economics studies
19
Applied economics
17
Journal of international financial markets, institutions & money
16
The journal of asset management
16
Economic modelling
15
Pacific-Basin finance journal
15
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
14
International journal of theoretical and applied finance
13
Journal of economic dynamics & control
13
European journal of operational research : EJOR
12
Applied economics letters
11
Journal of financial markets
11
Mathematics and financial economics
11
Annals of finance
10
Journal of economic behavior & organization : JEBO
10
Research in international business and finance
10
International journal of finance & economics : IJFE
9
Journal of econometrics
9
The European journal of finance
9
The journal of portfolio management : JPM
9
Economics letters
8
Financial markets and portfolio management
8
Insurance / Mathematics & economics
8
Journal of financial and quantitative analysis : JFQA
8
The journal of asset management : a major new, international quarterly journal for the financial community
8
The journal of investing : JOI
8
European financial management : the journal of the European Financial Management Association
7
Investment management and financial innovations
7
Journal of financial econometrics
7
Review of quantitative finance and accounting
7
Financial analysts journal : FAJ
6
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ECONIS (ZBW)
24
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1
Mind the cap!-constrained portfolio optimisation in Heston's stochastic volatility model
Escobar, Marcos
;
Kschonnek, M.
;
Zagst, Rudi
- In:
Quantitative finance
23
(
2023
)
12
,
pp. 1793-1813
Persistent link: https://www.econbiz.de/10014452471
Saved in:
2
Cryptocurrency factor momentum
Fieberg, Christian
;
Liedtke, Gerrit
;
Metko, Daniel
; …
- In:
Quantitative finance
23
(
2023
)
12
,
pp. 1853-1869
Persistent link: https://www.econbiz.de/10014452477
Saved in:
3
Flight to quality and portfolio diversification under ambiguity of correlation
Huang, Hui
;
Wang, Yanjie
;
Zhang, Shunming
- In:
International journal of financial engineering
10
(
2023
)
4
,
pp. 1-65
Persistent link: https://www.econbiz.de/10014444675
Saved in:
4
Drawdown beta and portfolio optimization
Ding, Rui
;
Uryasev, Stan
- In:
Quantitative finance
22
(
2022
)
7
,
pp. 1265-1276
Persistent link: https://www.econbiz.de/10013367906
Saved in:
5
The effects of errors in means, variances, and correlations on the mean-variance framework
Chung, Munki
;
Lee, Yongjae
;
Kim, Jang Ho
;
Kim, Woo Chang
; …
- In:
Quantitative finance
22
(
2022
)
10
,
pp. 1893-1903
Persistent link: https://www.econbiz.de/10013367960
Saved in:
6
Is the capital floating from Hong Kong to Mainland China smart?
He, Chengying
;
Geng, Xiaoxu
;
Pan, Binchu
- In:
International journal of financial engineering
8
(
2021
)
2
,
pp. 1-23
Persistent link: https://www.econbiz.de/10012662244
Saved in:
7
The study of mixed assets allocation based on Black-Litterman model
Lin, Jianwu
;
Tang, Mengwei
;
Wang, Jiachang
;
He, Ping
- In:
International journal of financial engineering
8
(
2021
)
4
,
pp. 1-21
Persistent link: https://www.econbiz.de/10012815103
Saved in:
8
Geometry of unconditionally efficient portfolios formed with conditioning information : the efficient semicircle
Siegel, Andrew F.
- In:
Quantitative finance
21
(
2021
)
6
,
pp. 881-889
Persistent link: https://www.econbiz.de/10012515623
Saved in:
9
Cost of capital and asset characteristic value
Shen, Bill Y.
- In:
International journal of financial engineering
8
(
2021
)
3
,
pp. 1-17
Persistent link: https://www.econbiz.de/10012654837
Saved in:
10
Mean-variance portfolio selection with non-negative state-dependent risk aversion
Wang, Tianxiao
;
Zhuo, Jin
;
Wei, Jiaqin
- In:
Quantitative finance
21
(
2021
)
4
,
pp. 657-671
Persistent link: https://www.econbiz.de/10012483844
Saved in:
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