//--> //--> //-->
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
~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"Journal of economic dynamics & control"
~person:"Lioui, Abraham"
~subject:"CAPM"
~subject:"Overlapping Generations"
~type_genre:"Article in journal"
~type_genre:"Konferenzbeitrag"
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:
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
CAPM
Overlapping Generations
Theorie
11
Theory
11
Portfolio selection
9
Portfolio-Management
9
Hedging
5
Dynamic asset allocation
3
Capital income
2
Derivat
2
Derivative
2
Finance
2
Forecasting model
2
Intertemporal hedging
2
Kapitaleinkommen
2
Portfolio choice
2
Prognoseverfahren
2
Benchmarking
1
Dynamic portfolio decision
1
Factor investing
1
Financial investment
1
Financial market
1
Finanzmarkt
1
Geldnachfrage
1
Inter-temporal hedging
1
Interest rate derivative
1
Interest rate risk
1
Intertemporal equilibrium
1
Intertemporales Gleichgewicht
1
Kapitalanlage
1
Long horizon predictability
1
Market anomalies
1
Mean variance
1
Mean-variance preferences
1
Money demand
1
Predictability
1
Predictive regression
1
Return predictability
1
Risikoaversion
1
Risikoprämie
1
Risk aversion
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
4
Type of publication (narrower categories)
All
Article in journal
Konferenzbeitrag
Aufsatz in Zeitschrift
4
Language
All
English
4
Author
All
Lioui, Abraham
Hommes, Cars H.
7
Heijdra, Ben J.
6
Bhattacharya, Joydeep
4
Li, Kai
4
Akdeniz, Levent
3
Anufriev, Mikhail
3
Arifovic, Jasmina
3
Bidarkota, Prasad V.
3
Bottazzi, Giulio
3
Branger, Nicole
3
Brock, William A.
3
Dindo, Pietro
3
Ghiglino, Christian
3
Li, Youwei
3
Lin, Jun
3
Lloyd-Braga, Teresa
3
Reichlin, Pietro
3
Zaremba, Adam
3
Zhang, Jie
3
Albis, Hippolyte d’
2
Anthonisen, Niels
2
Bishnu, Monisankar
2
Brombacher, Aarnout C.
2
Bunzel, Helle
2
Cakici, Nusret
2
Chai, Kah Hin
2
Challe, Edouard
2
Collard, Fabrice
2
Cremers, Emily T.
2
De la Croix, David
2
Dechert, W. Davis
2
Den Haan, Wouter J.
2
Detemple, Jérôme B.
2
Dos Santos Ferreira, Rodolphe
2
Dupoyet, Brice V.
2
Eckwert, Bernhard
2
Evans, George W.
2
Franke, Reiner
2
Fève, Patrick
2
more ...
less ...
Published in...
All
European journal of operational research : EJOR
Journal of economic dynamics & control
Finance : revue de l'Association Française de Finance
2
The journal of futures markets
2
Journal of banking & finance
1
Journal of financial and quantitative analysis : JFQA
1
Journal of financial economics
1
Review of derivatives research
1
more ...
less ...
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Factor investing for the long run
Lioui, Abraham
;
Tarelli, Andrea
- In:
Journal of economic dynamics & control
117
(
2020
),
pp. 1-31
Persistent link: https://www.econbiz.de/10012503351
Saved in:
2
Understanding dynamic mean variance asset allocation
Lioui, Abraham
;
Poncet, Patrice
- In:
European journal of operational research : EJOR
254
(
2016
)
1
,
pp. 320-337
Persistent link: https://www.econbiz.de/10011503312
Saved in:
3
Time consistent vs. time inconsistent dynamic asset allocation : some utility cost calculations for mean variance preferences
Lioui, Abraham
- In:
Journal of economic dynamics & control
37
(
2013
)
5
,
pp. 1066-1096
Persistent link: https://www.econbiz.de/10009738267
Saved in:
4
Dynamic asset pricing with non-redundant forwards
Lioui, Abraham
;
Poncet, Patrice
- In:
Journal of economic dynamics & control
27
(
2003
)
7
,
pp. 1163-1180
Persistent link: https://www.econbiz.de/10001736089
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->