//--> //--> //-->
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
~institution:"Departamento de Economía, Universidad Carlos III de Madrid"
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:"Mean-Variance"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Downside risk
2
Lower partial moments
2
Mean-risk models
2
Mean-variance models
2
Stochastic dominance
2
Comovements
1
Market Distress
1
Market distress
1
more ...
less ...
Online availability
All
Free
2
Type of publication
All
Book / Working Paper
2
Language
All
English
2
Author
All
Gonzalo, Jesus
1
Gonzalo, Jesús
1
Olmo, Jose
1
Olmo, José
1
Institution
All
Departamento de Economía, Universidad Carlos III de Madrid
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
11
C.E.P.R. Discussion Papers
7
Collegio Carlo Alberto, Università degli Studi di Torino
6
Faculteit Economie en Bedrijfswetenschappen, Hogeschool-Universiteit Brussel (HUBrussel)
6
Henley Business School, University of Reading
6
Finance Discipline Group, Business School
5
School of Economics and Management, University of Aarhus
5
University of Bonn, Germany
5
Centre Emile Bernheim, Solvay Brussels School of Economics and Management
4
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
4
EconomiX, Université Paris Ouest-Nanterre la Défense (Paris X)
4
Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
4
Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam
4
HAL
4
IÉSEG School of Management, Université Catholique de Lille
4
Tilburg University, Center for Economic Research
4
Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ)
3
Department of Economics and Business, Universitat Pompeu Fabra
3
Department of Economics, University of Alberta
3
Département de Sciences Économiques, Université de Montréal
3
EconWPA
3
European Science Foundation Network in Financial Markets, c/o C.E.P.R, 77 Bastwick Street, London EC1V 3PZ.
3
Fachbereich Wirtschaftswissenschaften, Universität Duisburg-Essen
3
Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid
3
Fakultät Wirtschaftswissenschaften, Technische Universität Dresden
3
London School of Economics (LSE)
3
Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät
3
Tinbergen Instituut
3
Université Paris-Dauphine (Paris IX)
3
CESifo
2
Department of Economics and Finance, College of Business and Economics
2
Department of Economics, City University
2
Department of Economics, University of Connecticut
2
Department of Economics, University of Crete
2
Dipartimento di Scienze Economiche, Facoltà di Economia
2
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
2
Institut für Future Energy Consumer Needs and Behavior (FCN), E.ON Energy Research Center
2
Institut für Volkswirtschaftslehre, Wirtschaftswissenschaftliche Fakutät
2
Institute for the Study of Labor (IZA)
2
more ...
less ...
Published in...
All
Economics Working Papers / Departamento de Economía, Universidad Carlos III de Madrid
2
Source
All
RePEc
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Downside Risk Efficiency Under Market Distress
Gonzalo, Jesús
;
Olmo, José
-
Departamento de Economía, Universidad Carlos III de Madrid
-
2009
empirical application for data from US stocks. We show that
mean
-
variance
strategies are stochastically dominated by meanrisk …
Persistent link: https://www.econbiz.de/10008486983
Saved in:
2
Testing downside risk efficiency under market distress
Gonzalo, Jesus
;
Olmo, Jose
-
Departamento de Economía, Universidad Carlos III de Madrid
-
2008
regression models. These results are illustrated in the empirical application for data from US stocks. We show that
mean-variance
…
Persistent link: https://www.econbiz.de/10005111020
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->