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~accessRights:"restricted"
~person:"Chen, Zhiping"
~person:"Zaremba, Adam"
~subject:"Directional distance function"
~subject:"Risiko"
~subject:"Theorie"
~subject:"World"
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Search: subject:"Portfolio-Management"
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Directional distance function
Risiko
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World
Portfolio selection
45
Portfolio-Management
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Capital income
27
Kapitaleinkommen
27
CAPM
20
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20
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20
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15
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31
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Chen, Zhiping
Zaremba, Adam
Fabozzi, Frank J.
29
Escobar, Marcos
23
Wang, Ruodu
16
Forsyth, Peter A.
14
Uppal, Raman
14
Wong, Wing Keung
14
Prigent, Jean-Luc
13
Vanduffel, Steven
13
Bernard, Carole
12
Liang, Zongxia
12
Muhle-Karbe, Johannes
12
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12
Tan, Ken Seng
12
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12
Zagst, Rudi
12
Cui, Xiangyu
11
Hammoudeh, Shawkat
11
Kwon, Roy H.
11
Lee, Cheng F.
11
Li, Duan
11
Soner, Halil Mete
11
Capponi, Agostino
10
Chen, An
10
Dai, Zhifeng
10
Jang, Bong-Gyu
10
Kang, Sang Hoon
10
Satchell, Stephen
10
Wong, Hoi Ying
10
Bouri, Elie
9
Dai, Min
9
Engle, Robert F.
9
Guan, Guohui
9
Guerard, John Baynard
9
Kim, Woo Chang
9
Ledoit, Olivier
9
Li, Zhongfei
9
Müller, Fernanda Maria
9
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3
IMA journal of management mathematics
3
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2
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2
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1
Economic research
1
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1
Eurasian economic review : a journal in applied macroeconomics and finance
1
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1
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International journal of finance & economics : IJFE
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Stochastic optimization: theory and applications
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ECONIS (ZBW)
31
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1
The cost of delay as risk measure in target-based multi-period portfolio selection models
Liu, Jia
;
Chen, Zhiping
;
Consigli, Giorgio
- In:
IMA journal of management mathematics
35
(
2024
)
3
,
pp. 345-377
Persistent link: https://www.econbiz.de/10014634191
Saved in:
2
Non-standard errors in the cryptocurrency world
Fieberg, Christian
;
Günther, Steffen
;
Poddig, Thorsten
; …
- In:
International review of financial analysis
92
(
2024
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014492424
Saved in:
3
Beyond traditional financial asset classes : the demand for infrastructure in a multi-period asset allocation framework
Umar, Zaghum
;
Zaremba, Adam
;
Gull, Ammar Ali
;
Sokolova, …
- In:
International journal of finance & economics : IJFE
29
(
2024
)
3
,
pp. 2581-2592
Persistent link: https://www.econbiz.de/10014635143
Saved in:
4
Interest rate changes and the cross-section of global equity returns
Zaremba, Adam
;
Cakici, Nusret
;
Bianchi, Robert
;
Long, …
- In:
Journal of economic dynamics & control
147
(
2023
),
pp. 1-32
Persistent link: https://www.econbiz.de/10014249731
Saved in:
5
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:
6
Idiosyncratic risk and cross-section of stock returns in emerging European markets
Czapkiewicz, Anna
;
Wójtowicz, Tomasz
;
Zaremba, Adam
- In:
Economic modelling
124
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014463293
Saved in:
7
Market segmentation and international diversification across country and industry portfolios
Umutlu, Mehmet
;
Yargı, Seher Gören
;
Zaremba, Adam
- In:
Research in international business and finance
65
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014434054
Saved in:
8
Optimal reinsurance pricing, risk sharing and investment strategies in a joint reinsurer-insurer framework
Yang, Peng
;
Chen, Zhiping
- In:
IMA journal of management mathematics
34
(
2023
)
4
,
pp. 661-694
Persistent link: https://www.econbiz.de/10014389017
Saved in:
9
Is tail risk priced in the cross-section of Chinese mutual fund returns?
Yang, Liuyong
;
Long, Yijia
;
Long, Huaigang
;
Zaremba, Adam
; …
- In:
Finance research letters
50
(
2022
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014245291
Saved in:
10
Responsible investing : ESG ratings and the cross section of international stock returns
Cakici, Nusret
;
Zaremba, Adam
- In:
The journal of impact and ESG investing
3
(
2022
)
1
,
pp. 80-101
Persistent link: https://www.econbiz.de/10014232997
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