//--> //--> //-->
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:"Journal of economic dynamics & control"
~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~language:"eng"
~person:"Brandt, Michael W."
~person:"Uppal, Raman"
~subject:"Portfolio selection"
~type_genre:"Article in journal"
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
| 8 applied filters
Year of publication
From:
To:
Subject
All
Portfolio selection
Theorie
13
Theory
13
Portfolio-Management
10
Börsenkurs
2
Estimation theory
2
Exchange rate
2
Government securities
2
Intertemporal allocation
2
Intertemporale Allokation
2
Kaufkraftparität
2
Purchasing power parity
2
Risikoprämie
2
Risk premium
2
Schätztheorie
2
Share price
2
Staatspapier
2
USA
2
United States
2
Volatility
2
Volatilität
2
Wechselkurs
2
1947-1996
1
Aktienindex
1
Allgemeines Gleichgewicht
1
Anlageberatung
1
Anlageverhalten
1
Behavioural finance
1
Benchmarking
1
Bibliometrics
1
Bibliometrie
1
CAPM
1
Capital income
1
Consumption theory
1
Correlation
1
Currency derivative
1
Decentralized organization
1
Dezentrale Organisation
1
Diversification
1
Diversifikation
1
more ...
less ...
Type of publication
All
Article
10
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
10
Language
All
English
Author
All
Brandt, Michael W.
Uppal, Raman
Kraft, Holger
7
Dai, Min
6
Munk, Claus
6
Shleifer, Andrei
6
Branger, Nicole
5
Cvitanić, Jakša
5
Li, Duan
5
Lioui, Abraham
5
Liu, Hong
5
Post, Thierry
5
Agarwal, Vikas
4
Barberis, Nicholas
4
Brennan, Michael J.
4
Green, Richard C.
4
Grinblatt, Mark
4
Levy, Haim
4
Li, Kai
4
Rustem, Berç
4
Schwartz, Eduardo S.
4
Tang, Yuehua
4
Trojani, Fabio
4
Vishny, Robert W.
4
Wermers, Russ
4
Ziemba, William T.
4
Bossaerts, Peter L.
3
Brown, David B.
3
Dammon, Robert Mark
3
Detemple, Jérôme B.
3
Eun, Cheol S.
3
Garcia, René
3
Giesecke, Kay
3
Hong, Harrison G.
3
Huang, Chi-fu
3
Jagannathan, Ravi
3
Kaniel, Ron
3
Kumar, Alok
3
Lakonishok, Josef
3
Leippold, Markus
3
more ...
less ...
Published in...
All
Journal of economic dynamics & control
Management science : journal of the Institute for Operations Research and the Management Sciences
The journal of finance : the journal of the American Finance Association
The review of financial studies
7
Computational economics
1
Journal of financial and quantitative analysis : JFQA
1
Mathematics and financial economics
1
The American economic review
1
The review of economics and statistics
1
more ...
less ...
Source
All
ECONIS (ZBW)
10
Showing
1
-
10
of
10
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Keynes meets Markowitz : the trade-off between familiarity and diversification
Boyle, Phelim P.
;
Garlappi, Lorenzo
;
Uppal, Raman
;
Wang, Tan
- In:
Management science : journal of the Institute for …
58
(
2012
)
2
,
pp. 253-272
Persistent link: https://www.econbiz.de/10009512174
Saved in:
2
Equilibrium portfolio strategies in the presence of sentiment risk and excess volatility
Dumas, Bernard
;
Kurshev, Alexander
;
Uppal, Raman
- In:
The journal of finance : the journal of the American …
64
(
2009
)
2
,
pp. 579-629
Persistent link: https://www.econbiz.de/10003828273
Saved in:
3
A generalized approach to portfolio optimization : improving performance by constraining portfolio norms
DeMiguel, Victor
;
Garlappi, Lorenzo
;
Nogales, Francisco J.
- In:
Management science : journal of the Institute for …
55
(
2009
)
5
,
pp. 798-812
Persistent link: https://www.econbiz.de/10003859991
Saved in:
4
Dynamic portfolio selection by augmenting the asset space
Brandt, Michael W.
;
Santa-Clara, Pedro
- In:
The journal of finance : the journal of the American …
61
(
2006
)
5
,
pp. 2187-2217
Persistent link: https://www.econbiz.de/10003378702
Saved in:
5
The role of risk aversion and intertemporal substitution in dynamic consumption-portfolio choice with recursive utility
Bhamra, Harjoat Singh
;
Uppal, Raman
- In:
Journal of economic dynamics & control
30
(
2006
)
6
,
pp. 967-991
Persistent link: https://www.econbiz.de/10003327662
Saved in:
6
Systematic risk and international portfolio choice
Das, Sanjiv R.
;
Uppal, Raman
- In:
The journal of finance : the journal of the American …
59
(
2004
)
6
,
pp. 2809-2834
Persistent link: https://www.econbiz.de/10002503877
Saved in:
7
Model misspecification and underdiversification
Uppal, Raman
;
Wang, Tan
- In:
The journal of finance : the journal of the American …
58
(
2003
)
6
,
pp. 2465-2486
Persistent link: https://www.econbiz.de/10001845804
Saved in:
8
Variable selection for portfolio choice
Aït-Sahalia, Yacine
;
Brandt, Michael W.
- In:
The journal of finance : the journal of the American …
56
(
2001
)
4
,
pp. 1297-1351
Persistent link: https://www.econbiz.de/10001662220
Saved in:
9
Estimating portfolio and consumption choice : a conditional Euler equations approach
Brandt, Michael W.
- In:
The journal of finance : the journal of the American …
54
(
1999
)
5
,
pp. 1609-1645
Persistent link: https://www.econbiz.de/10001430862
Saved in:
10
A general equilibrium model of international portfolio choice
Uppal, Raman
- In:
The journal of finance : the journal of the American …
48
(
1993
)
2
,
pp. 529-553
Persistent link: https://www.econbiz.de/10001152173
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->