//--> //--> //--> //-->
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"
~person:"Bernard, Carole"
~person:"Cui, Xiangyu"
~person:"Fabozzi, Frank J."
~subject:"Theorie"
~subject:"Time consistency"
~subject:"World"
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
| 7 applied filters
Year of publication
From:
To:
Subject
All
Theorie
Time consistency
World
Portfolio selection
67
Portfolio-Management
67
Theory
42
CAPM
11
Risikomaß
11
Risk measure
11
Capital income
10
Kapitaleinkommen
10
Risiko
9
Risikomanagement
9
Risk
9
Risk management
9
Mathematical programming
7
Mathematische Optimierung
7
Performance measurement
6
Performance-Messung
6
Statistical distribution
6
Statistische Verteilung
6
Volatility
6
Volatilität
6
Welt
6
Investment Fund
5
Investmentfonds
5
Risikoaversion
5
Risk aversion
5
Zeitkonsistenz
5
Anlageverhalten
4
Behavioural finance
4
Factor analysis
4
Faktorenanalyse
4
Hedge fund
4
Hedgefonds
4
Investment analysis
4
Risikoprämie
4
Risk premium
4
Stochastic process
4
Stochastischer Prozess
4
more ...
less ...
Online availability
All
Undetermined
Free
30
Type of publication
All
Article
44
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
42
Aufsatz in Zeitschrift
42
Aufsatz im Buch
2
Book section
2
Interview
1
Language
All
English
46
Author
All
Bernard, Carole
Cui, Xiangyu
Fabozzi, Frank J.
Escobar, Marcos
22
Zaremba, Adam
16
Forsyth, Peter A.
15
Wang, Ruodu
15
Uppal, Raman
14
Wong, Wing Keung
14
Prigent, Jean-Luc
13
Li, Duan
12
Zagst, Rudi
12
Kwon, Roy H.
11
Soner, Halil Mete
11
Tan, Ken Seng
11
Vanduffel, Steven
11
Capponi, Agostino
10
Muhle-Karbe, Johannes
10
Righi, Marcelo Brutti
10
Tiwari, Aviral Kumar
10
Wong, Hoi Ying
10
Chen, An
9
Chen, Zhiping
9
Dai, Min
9
Guerard, John Baynard
9
Ledoit, Olivier
9
Li, Zhongfei
9
Liang, Zongxia
9
Wolf, Michael
9
Yao, Haixiang
9
Dai, Zhifeng
8
Engle, Robert F.
8
Hammoudeh, Shawkat
8
Jang, Bong-Gyu
8
Kang, Sang Hoon
8
Kim, Woo Chang
8
Li, Bin
8
Li, Danping
8
Li, Xun
8
Pedersen, Lasse Heje
8
more ...
less ...
Published in...
All
The journal of portfolio management : JPM
4
Applied economics
3
Journal of the Operational Research Society
3
European journal of operational research : EJOR
2
Journal of banking & finance
2
Journal of the Operational Research Society : OR
2
The journal of asset management
2
The journal of fixed income : JFI
2
Analytical models for financial modeling and risk management
1
Applied economics letters
1
Asia-Pacific journal of risk and insurance : APJRI
1
Computational economics
1
Economics letters
1
Finance and stochastics
1
Finance research letters
1
Frank J. Fabozzi Ser
1
Frank J. Fabozzi Series
1
Frank J. Fabozzi series
1
Insurance / Mathematics & economics
1
International journal of theoretical and applied finance
1
International review of financial analysis
1
Journal of economic dynamics & control
1
Journal of forecasting
1
Journal of international money and finance
1
Journal of mathematical economics
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Mathematical methods of operations research
1
Operational research : an international journal
1
Operations research
1
Operations research letters
1
Risk management decisions and value under uncertainty
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The European journal of finance
1
The Frank J. Fabozzi series
1
The journal of asset management : a major new, international quarterly journal for the financial community
1
The journal of risk and insurance : the journal of the American Risk and Insurance Association
1
more ...
less ...
Source
All
ECONIS (ZBW)
46
Showing
1
-
10
of
46
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
What difference do new factor models make in portfolio allocation?
Fabozzi, Frank J.
;
Huang, Dashan
;
Jiang, Fuwei
;
Wang, Jiexun
- In:
Journal of international money and finance
140
(
2024
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014451422
Saved in:
2
The battle of the factors : macroeconomic variables or investor sentiment?
Mascio, David A.
;
Molyboga, Marat
;
Fabozzi, Frank J.
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 2280-2291
Persistent link: https://www.econbiz.de/10014432891
Saved in:
3
Time consistent in efficiency dynamic mean-variance policy
Shi, Yun
;
Li, Duan
;
Cui, Xiangyu
- In:
Journal of the Operational Research Society
74
(
2023
)
1
,
pp. 195-208
Persistent link: https://www.econbiz.de/10014231704
Saved in:
4
Editor's introduction for the 2023 special issue on multi-asset strategies and asset allocation
Fabozzi, Frank J.
- In:
The journal of portfolio management : JPM
49
(
2023
)
4
,
pp. 1-3
Persistent link: https://www.econbiz.de/10014232240
Saved in:
5
Beta and coskewness pricing : perspective from probability weighting
Shi, Yun
;
Cui, Xiangyu
;
Zhou, Xun Yu
- In:
Operations research
71
(
2023
)
2
,
pp. 776-790
Persistent link: https://www.econbiz.de/10014308639
Saved in:
6
Private equity : risks and opportunities : webinar summary
Fabozzi, Frank J.
(
panelist
);
Anson, Mark J. P.
(
panelist
); …
- In:
The journal of portfolio management : JPM
48
(
2022
)
9
,
pp. 11-23
Persistent link: https://www.econbiz.de/10014232101
Saved in:
7
The geometry of the world of currency volatilities
Konstantinov, Gueorgui
;
Fabozzi, Frank J.
- In:
Computational economics
60
(
2022
)
1
,
pp. 125-145
Persistent link: https://www.econbiz.de/10013262502
Saved in:
8
A lifetime allocation with human capital : implications for target date fund
Ha, Seokkeun
;
Fabozzi, Frank J.
- In:
The journal of asset management : a major new, …
23
(
2022
)
5
,
pp. 365-375
Persistent link: https://www.econbiz.de/10013392028
Saved in:
9
Goal-based investing based on multi-stage robust portfolio optimization
Kim, Jang Ho
;
Lee, Yongjae
;
Kim, Woo Chang
;
Fabozzi, …
- In:
Risk management decisions and value under uncertainty
,
(pp. 1141-1158)
.
2022
Persistent link: https://www.econbiz.de/10013342094
Saved in:
10
Multi-period mean-variance portfolio optimization with management fees
Cui, Xiangyu
;
Gao, Jianjun
;
Shi, Yun
- In:
Operational research : an international journal
21
(
2021
)
2
,
pp. 1333-1354
Persistent link: https://www.econbiz.de/10012584207
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->