//--> //--> //--> //-->
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:"Quantitative finance"
~subject:"CAPM"
~subject:"Transaktionskosten"
~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
Transaktionskosten
Portfolio selection
169
Portfolio-Management
169
Theorie
112
Theory
112
Stochastic process
33
Stochastischer Prozess
33
Risikomaß
31
Risk measure
31
Risiko
29
Risk
29
Risikomanagement
26
Risk management
26
Capital income
25
Kapitaleinkommen
25
Portfolio optimization
21
Mathematical programming
20
Mathematische Optimierung
20
Anlageverhalten
15
Behavioural finance
15
Option pricing theory
14
Optionspreistheorie
14
Volatility
14
Volatilität
14
Forecasting model
13
Hedging
13
Prognoseverfahren
13
Measurement
12
Messung
12
Transaction costs
12
Estimation
11
Schätzung
11
Experiment
9
Markov chain
9
Markov-Kette
9
Risikoaversion
9
Risk aversion
9
Robust statistics
9
Robustes Verfahren
9
more ...
less ...
Online availability
All
Undetermined
Free
5
Type of publication
All
Article
28
Type of publication (narrower categories)
All
Article in journal
Conference paper
Aufsatz in Zeitschrift
28
Language
All
English
28
Author
All
Pun, Chi Seng
2
Bianchi, Michele Leonardo
1
Buehler, Hans
1
Chincarini, Ludwig Boris
1
Ching, Wai Ki
1
Chung, Munki
1
Dentcheva, Darinka
1
Ding, Rui
1
Dong, Juan
1
Escobar, Marcos
1
Fabozzi, Frank J.
1
Feinstein, Zachary
1
Fieberg, Christian
1
Gonon, Lukas
1
Grobys, Klaus
1
Gu, Jia-Wen
1
Guidolin, Massimo
1
Guo, Sini
1
Hamza, Kais
1
Hansen, Erwin
1
Hodoshima, Jiro
1
Hoi, Steven C.H.
1
Huang, Dingjiang
1
Isaenko, Sergei
1
Kim, Jang Ho
1
Kim, Woo Chang
1
Klebaner, Fima C.
1
Korobenko, Lyudmila
1
Kschonnek, M.
1
Langrené, Nicolas
1
Law, Keith K. F.
1
Lee, John B.
1
Lee, Yongjae
1
Li, Bin
1
Li, Wai Keung
1
Lichtner, Mark
1
Liedtke, Gerrit
1
Lozano-Banda, Martín
1
Lyu, Benmeng
1
Metko, Daniel
1
more ...
less ...
Published in...
All
Quantitative finance
Finance research letters
49
Journal of banking & finance
43
Journal of empirical finance
38
Journal of financial economics
38
International review of financial analysis
34
International review of economics & finance : IREF
33
Management science : journal of the Institute for Operations Research and the Management Sciences
26
International journal of theoretical and applied finance
21
Applied economics
19
European journal of operational research : EJOR
19
Finance and stochastics
19
Journal of international financial markets, institutions & money
19
The North American journal of economics and finance : a journal of financial economics studies
19
Economic modelling
18
Mathematics and financial economics
17
The journal of asset management
16
Journal of economic dynamics & control
15
Journal of financial markets
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
Applied economics letters
12
Research in international business and finance
11
Annals of finance
10
Financial markets and portfolio management
10
Insurance / Mathematics & economics
10
Journal of econometrics
10
Journal of economic behavior & organization : JEBO
10
Journal of financial and quantitative analysis : JFQA
10
Economics letters
9
International journal of finance & economics : IJFE
9
International journal of financial engineering
9
The European journal of finance
9
The journal of portfolio management : JPM
9
Review of quantitative finance and accounting
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 economic theory
7
more ...
less ...
Source
All
ECONIS (ZBW)
28
Showing
1
-
10
of
28
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Adaptive online mean-variance portfolio selection with transaction costs
Guo, Sini
;
Gu, Jia-Wen
;
Ching, Wai Ki
;
Lyu, Benmeng
- In:
Quantitative finance
24
(
2024
)
1
,
pp. 59-82
Persistent link: https://www.econbiz.de/10014551906
Saved in:
2
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:
3
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:
4
Optimal multi-period transaction-cost-aware long-only portfolios and time consistency in efficiency
Pun, Chi Seng
;
Ye, Zi
- In:
Quantitative finance
23
(
2023
)
2
,
pp. 351-365
Persistent link: https://www.econbiz.de/10014232651
Saved in:
5
Optimal trading with transaction costs and short-term predictability
Murthy, Shashidhar
;
Wald, John K.
- In:
Quantitative finance
23
(
2023
)
7/8
,
pp. 1115-1127
Persistent link: https://www.econbiz.de/10014321667
Saved in:
6
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:
7
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:
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
A cost-effective approach to portfolio construction with range-based risk measures
Pun, Chi Seng
;
Wang, Lei
- In:
Quantitative finance
21
(
2021
)
3
,
pp. 431-447
Persistent link: https://www.econbiz.de/10012483832
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:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->