//--> //--> //--> //-->
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:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~subject:"Aktienmarkt"
~subject:"Risk measure"
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_exact:"Portfolio-Selektion"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Aktienmarkt
Risk measure
Portfolio selection
203
Portfolio-Management
203
Theorie
102
Theory
102
Capital income
43
Kapitaleinkommen
43
Anlageverhalten
42
Behavioural finance
42
CAPM
37
Investment Fund
31
Investmentfonds
31
Risiko
26
Risk
26
Börsenkurs
21
Share price
21
Risikoaversion
20
Risk aversion
20
portfolio choice
19
Decision under uncertainty
16
Entscheidung unter Unsicherheit
16
Risikomaß
15
Hedging
14
Estimation
12
Risikomanagement
12
Risk management
12
Schätzung
12
Hedge fund
11
Hedgefonds
11
Mathematical programming
11
Mathematische Optimierung
11
Performance measurement
11
Performance-Messung
11
Robust statistics
11
Robustes Verfahren
11
asset pricing
11
Forecasting model
10
Prognoseverfahren
10
Stochastic process
10
Stochastischer Prozess
10
more ...
less ...
Online availability
All
Undetermined
14
Type of publication
All
Article
20
Type of publication (narrower categories)
All
Article in journal
20
Aufsatz in Zeitschrift
20
Language
All
English
20
Author
All
Anthonisz, Sean A.
1
Ban, Gah-Yi
1
Bauer, Daniel
1
Bongaerts, Dion
1
Broadie, Mark
1
Brown, David B.
1
Cheon, Yong-Ho
1
Chun, So Yeon
1
Dai, Min
1
Delage, Erick
1
Demetrescu, Matei
1
Dijk, Mathijs van
1
Du, Yiping
1
Du, Zaichao
1
El Karoui, Noureddine
1
Escanciano, Juan Carlos
1
Gao, George P.
1
Garcia, René
1
Gordy, Michael B.
1
Guo, Jiaqi
1
Hoga, Yannick
1
Jin, Xing
1
Juneja, Sandeep
1
Kuhn, Daniel
1
Lee, Kuan-hui
1
Lejeune, Miguel A.
1
Li, Jonathan Yu-Meng
1
Li, Peifan
1
Li, Peng
1
Li, Youwei
1
Lim, Andrew E. B.
1
Liu, Hong
1
Lu, Xiaomeng
1
Luo, Dan
1
Moallemi, Ciamac Cyrus
1
Neely, Christopher J.
1
Putniņš, Tālis J.
1
Rapach, David E.
1
Renault, Éric
1
Roll, Richard
1
more ...
less ...
Published in...
All
Management science : journal of the Institute for Operations Research and the Management Sciences
Insurance / Mathematics & economics
106
Journal of banking & finance
99
Finance research letters
85
International review of financial analysis
74
European journal of operational research : EJOR
65
Journal of risk
58
Applied economics
57
Risks : open access journal
54
Journal of risk and financial management : JRFM
47
Research in international business and finance
47
Pacific-Basin finance journal
46
Economic modelling
45
Quantitative finance
43
The North American journal of economics and finance : a journal of financial economics studies
42
International review of economics & finance : IREF
41
Journal of empirical finance
38
Journal of international financial markets, institutions & money
37
NBER working paper series
35
The European journal of finance
35
The journal of asset management
34
Investment management and financial innovations
32
Computational economics
29
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
28
Applied economics letters
27
Energy economics
27
Journal of financial economics
27
NBER Working Paper
27
Working paper / National Bureau of Economic Research, Inc.
27
Discussion paper / Tinbergen Institute
26
Journal of economic dynamics & control
26
International journal of theoretical and applied finance
24
Research paper series / Swiss Finance Institute
23
International journal of finance & economics : IJFE
20
Working papers
20
Financial markets and portfolio management
19
Review of quantitative finance and accounting
19
The journal of risk model validation
19
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
18
Finance and stochastics
18
more ...
less ...
Source
All
ECONIS (ZBW)
20
Showing
1
-
10
of
20
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Monitoring value-at-risk and expected shortfall forecasts
Hoga, Yannick
;
Demetrescu, Matei
- In:
Management science : journal of the Institute for …
69
(
2023
)
5
,
pp. 2954-2971
Persistent link: https://www.econbiz.de/10014305469
Saved in:
2
How do shocks arise and spread across stock markets? : a microstructure perspective
Bongaerts, Dion
;
Roll, Richard
;
Rösch, Dominik
;
Dijk, …
- In:
Management science : journal of the Institute for …
68
(
2022
)
4
,
pp. 3071-3089
Persistent link: https://www.econbiz.de/10013368378
Saved in:
3
What can explain momentum? : evidence from decomposition
Guo, Jiaqi
;
Li, Peng
;
Li, Youwei
- In:
Management science : journal of the Institute for …
68
(
2022
)
8
,
pp. 6184-6218
Persistent link: https://www.econbiz.de/10013372945
Saved in:
4
Tail risk and robust portfolio decisions
Jin, Xing
;
Luo, Dan
;
Zeng, Xudong
- In:
Management science : journal of the Institute for …
67
(
2021
)
5
,
pp. 3254-3275
Persistent link: https://www.econbiz.de/10012581376
Saved in:
5
An axiomatic foundation for the expected shortfall
Wang, Ruodu
;
Zitikis, Ričardas
- In:
Management science : journal of the Institute for …
67
(
2021
)
3
,
pp. 1413-1429
Persistent link: https://www.econbiz.de/10012505987
Saved in:
6
Risk-based loan pricing : portfolio optimization approach with marginal risk contribution
Chun, So Yeon
;
Lejeune, Miguel A.
- In:
Management science : journal of the Institute for …
66
(
2020
)
8
,
pp. 3735-3753
Persistent link: https://www.econbiz.de/10012289204
Saved in:
7
Tail risk concerns everywhere
Gao, George P.
;
Lu, Xiaomeng
;
Song, Zhaogang
- In:
Management science : journal of the Institute for …
65
(
2019
)
7
,
pp. 3111-3130
Persistent link: https://www.econbiz.de/10012039979
Saved in:
8
Maxing out globally : individualism, investor attention, and the cross section of expected stock returns
Cheon, Yong-Ho
;
Lee, Kuan-hui
- In:
Management science : journal of the Institute for …
64
(
2018
)
12
,
pp. 5807-5831
Persistent link: https://www.econbiz.de/10011964592
Saved in:
9
Machine learning and portfolio optimization
Ban, Gah-Yi
;
El Karoui, Noureddine
;
Lim, Andrew E. B.
- In:
Management science : journal of the Institute for …
64
(
2018
)
3
,
pp. 1136-1154
Persistent link: https://www.econbiz.de/10011847178
Saved in:
10
Minimizing risk exposure when the choice of a risk measure is ambiguous
Delage, Erick
;
Li, Jonathan Yu-Meng
- In:
Management science : journal of the Institute for …
64
(
2018
)
1
,
pp. 327-344
Persistent link: https://www.econbiz.de/10011819577
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->