//--> //--> //--> //-->
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:"restricted"
~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"Quantitative finance"
~subject:"CAPM"
~type_genre:"Article in journal"
~type_genre:"Conference paper"
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:"Portfolio-Management"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
CAPM
Portfolio selection
260
Portfolio-Management
260
Theorie
168
Theory
168
Stochastic process
63
Stochastischer Prozess
63
Risikomaß
44
Risk measure
44
Mathematical programming
41
Mathematische Optimierung
41
Risiko
41
Risk
41
Risikomanagement
34
Risk management
34
Capital income
31
Kapitaleinkommen
31
Option pricing theory
29
Optionspreistheorie
29
Hedging
24
Portfolio optimization
24
Measurement
21
Messung
21
Anlageverhalten
20
Behavioural finance
20
Transaction costs
20
Transaktionskosten
20
Volatility
19
Volatilität
19
Forecasting model
14
Prognoseverfahren
14
Experiment
13
Risikoaversion
13
Risk aversion
13
Arbitrage
12
Estimation
12
Robust statistics
12
Robustes Verfahren
12
Schätzung
12
Statistical distribution
12
more ...
less ...
Online availability
All
Undetermined
Free
4
Type of publication
All
Article
29
Type of publication (narrower categories)
All
Article in journal
Conference paper
Aufsatz in Zeitschrift
29
Konferenzbeitrag
1
Language
All
English
29
Author
All
Frahm, Gabriel
3
Bianchi, Michele Leonardo
2
Fabozzi, Frank J.
2
Tassinari, Gian Luca
2
Arai, Takuji
1
Brody, Dorje C.
1
Chan, Ngai Hang
1
Chung, Munki
1
Dentcheva, Darinka
1
Ding, Rui
1
Dong, Juan
1
Escobar, Marcos
1
Fieberg, Christian
1
Grobys, Klaus
1
Guidolin, Massimo
1
Hansen, Erwin
1
Hodoshima, Jiro
1
Hughston, Lane P.
1
Jarrow, Robert A.
1
Jokhadze, Valeriane
1
Jonen, Alexander
1
Karpathopoulos, Nikolaos
1
Kim, Jang Ho
1
Kim, Sung Ik
1
Kim, Woo Chang
1
Kim, Young Shin
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
Lozano-Banda, Martín
1
Meier, David M.
1
Metko, Daniel
1
Mondal, Dipankar
1
Ng, Chi Tim
1
Okhrati, Ramin
1
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
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
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
International journal of financial engineering
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
more ...
less ...
Source
All
ECONIS (ZBW)
29
Showing
1
-
10
of
29
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
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:
4
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:
5
Local risk minimization of contingent claims simultaneously exposed to endogenous and exogenous default times
Okhrati, Ramin
;
Karpathopoulos, Nikolaos
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-41
Persistent link: https://www.econbiz.de/10012807897
Saved in:
6
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:
7
Factor copula model for portfolio credit risk
Kim, Sung Ik
;
Kim, Young Shin
- In:
International journal of theoretical and applied finance
24
(
2021
)
4
,
pp. 1-25
Persistent link: https://www.econbiz.de/10012652691
Saved in:
8
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:
9
An alternative nonparametric tail risk measure
Law, Keith K. F.
;
Li, Wai Keung
;
Yu, Philip L. H.
- In:
Quantitative finance
21
(
2021
)
4
,
pp. 685-696
Persistent link: https://www.econbiz.de/10012483847
Saved in:
10
Measuring model risk in financial risk management and pricing
Jokhadze, Valeriane
;
Schmidt, Wolfgang M.
- In:
International journal of theoretical and applied finance
23
(
2020
)
2
,
pp. 1-37
Persistent link: https://www.econbiz.de/10012270928
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->