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~accessRights:"restricted"
~isPartOf:"Quantitative finance"
~subject:"CAPM"
~subject:"Markov-Kette"
~type_genre:"Article in journal"
~type_genre:"Conference paper"
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Search: subject:"Portfolio-Management"
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CAPM
Markov-Kette
Portfolio selection
174
Portfolio-Management
174
Theorie
116
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116
Stochastic process
33
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33
Risikomaß
32
Risk measure
32
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29
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26
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Al-Aradi, Ali
1
Bai, Yang
1
Bianchi, Michele Leonardo
1
Chen, Qian
1
Chung, Munki
1
Costa, Giorgio
1
Dentcheva, Darinka
1
Ding, Rui
1
Dong, Juan
1
Drapeau, Samuel
1
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1
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1
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1
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1
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1
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1
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1
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1
Hodoshima, Jiro
1
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1
Kim, Jang Ho
1
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1
Koike, Takaaki
1
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1
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1
Kwon, Roy H.
1
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Lozano-Banda, Martín
1
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Metko, Daniel
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Quantitative finance
Finance research letters
51
Journal of empirical finance
40
Journal of banking & finance
38
Journal of financial economics
37
International review of financial analysis
33
International review of economics & finance : IREF
31
Management science : journal of the Institute for Operations Research and the Management Sciences
26
The North American journal of economics and finance : a journal of financial economics studies
22
Applied economics
18
Economic modelling
18
European journal of operational research : EJOR
17
Journal of economic dynamics & control
17
Journal of international financial markets, institutions & money
17
The journal of asset management
17
International journal of theoretical and applied finance
15
Pacific-Basin finance journal
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Research in international business and finance
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Applied economics letters
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International journal of finance & economics : IJFE
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Journal of financial markets
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Journal of econometrics
10
Journal of economic behavior & organization : JEBO
10
International journal of financial engineering
9
The European journal of finance
9
The journal of asset management : a major new, international quarterly journal for the financial community
9
The journal of portfolio management : JPM
9
Economics letters
8
Finance and stochastics
8
Journal of financial and quantitative analysis : JFQA
8
Review of quantitative finance and accounting
8
The journal of investing : JOI
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European financial management : the journal of the European Financial Management Association
7
Financial analysts journal : FAJ
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ECONIS (ZBW)
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1
Mean-variance portfolio with wealth and volatility dependent risk aversion
Liu, Shican
- In:
Quantitative finance
24
(
2024
)
6
,
pp. 735-751
Persistent link: https://www.econbiz.de/10015050791
Saved in:
2
A semi-parametric conditional autoregressive joint value-at-risk and expected shortfall modeling framework incorporating realized measures
Wang, Chao
;
Gerlach, Richard
;
Chen, Qian
- In:
Quantitative finance
23
(
2023
)
2
,
pp. 309-334
Persistent link: https://www.econbiz.de/10014232647
Saved in:
3
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:
4
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:
5
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:
6
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:
7
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:
8
Active and passive
portfolio
management
with latent factors
Al-Aradi, Ali
;
Jaimungal, S.
- In:
Quantitative finance
21
(
2021
)
9
,
pp. 1437-1459
Persistent link: https://www.econbiz.de/10012624145
Saved in:
9
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:
10
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
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