//--> //--> //--> //-->
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:"Quantitative finance"
~isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
~subject:"Evaluation"
~subject:"Theorie"
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 selection"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Evaluation
Theorie
Portfolio selection
266
Portfolio-Management
266
Theory
167
Stochastic process
45
Stochastischer Prozess
45
Risiko
38
Risikomaß
38
Risk
38
Risk measure
38
CAPM
34
Capital income
34
Kapitaleinkommen
34
Risikomanagement
33
Risk management
33
Mathematical programming
27
Mathematische Optimierung
27
Hedging
24
Anlageverhalten
23
Behavioural finance
23
Option pricing theory
23
Optionspreistheorie
23
Portfolio optimization
23
Volatility
21
Volatilität
21
Estimation
20
Schätzung
20
Measurement
18
Messung
18
Forecasting model
16
Prognoseverfahren
16
Derivat
15
Derivative
15
Transaction costs
13
Transaktionskosten
13
Benchmarking
11
Börsenkurs
11
Robust statistics
11
Robustes Verfahren
11
Share price
11
more ...
less ...
Online availability
All
Undetermined
112
Free
58
Type of publication
All
Article
122
Book / Working Paper
48
Type of publication (narrower categories)
All
Article in journal
123
Aufsatz in Zeitschrift
123
Arbeitspapier
47
Working Paper
47
Graue Literatur
43
Non-commercial literature
43
Conference paper
4
Konferenzbeitrag
4
Aufsatzsammlung
1
more ...
less ...
Language
All
English
170
Author
All
Platen, Eckhard
29
He, Xue-zhong
10
Chiarella, Carl
6
Escobar, Marcos
5
Rendek, Renata
4
Dieci, Roberto
3
Li, Kai
3
Shi, Lei
3
Stübinger, Johannes
3
Baldeaux, Jan
2
Birge, John R.
2
Cheng, Yuyang
2
Costa, Giorgio
2
Ding, Rui
2
Endres, Sylvia
2
Gu, Jia-Wen
2
Kardaras, Constantinos
2
Kim, Woo Chang
2
Krauss, Christopher
2
Kwon, Roy H.
2
Langrené, Nicolas
2
Lee, Yongjae
2
Loeper, Grégoire
2
Madan, Dilip B.
2
Miller, Shane M.
2
Paterlini, Sandra
2
Pun, Chi Seng
2
Satchell, Stephen
2
Schlögl, Erik
2
Wu, Lan
2
Zheng, Min
2
Zumbach, Gilles O.
2
Abergel, Frédéric
1
Aboussalah, Amine Mohamed
1
Al-Aradi, Ali
1
Alexander, Carol
1
Anagnostou, I.
1
Arratia, Argimiro
1
Auer, Benjamin R.
1
Bae, Sanghyeon
1
more ...
less ...
Published in...
All
Quantitative finance
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
Insurance / Mathematics & economics
277
European journal of operational research : EJOR
270
Journal of banking & finance
239
NBER working paper series
239
Working paper / National Bureau of Economic Research, Inc.
194
NBER Working Paper
190
Finance research letters
167
Journal of economic dynamics & control
166
Mathematical finance : an international journal of mathematics, statistics and financial theory
154
Finance and stochastics
152
International journal of theoretical and applied finance
145
Research paper series / Swiss Finance Institute
120
The review of financial studies
100
Journal of financial economics
99
Management science : journal of the Institute for Operations Research and the Management Sciences
98
Risks : open access journal
98
The journal of portfolio management : a publication of Institutional Investor
98
The journal of finance : the journal of the American Finance Association
96
Journal of empirical finance
94
Discussion paper / Centre for Economic Policy Research
85
Economic modelling
83
Swiss Finance Institute Research Paper
83
Economics letters
79
The European journal of finance
78
Mathematics and financial economics
72
International review of economics & finance : IREF
71
Computational economics
70
The journal of asset management
69
International review of financial analysis
68
Mathematical methods of operations research
68
SpringerLink / Bücher
68
The North American journal of economics and finance : a journal of financial economics studies
64
Journal of risk and financial management : JRFM
63
The journal of portfolio management : JPM
63
Discussion paper / Tinbergen Institute
61
Journal of economic theory
61
Annals of finance
60
Journal of mathematical finance
57
Applied economics
56
more ...
less ...
Source
All
ECONIS (ZBW)
170
Showing
1
-
10
of
170
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Distributionally robust end-to-end portfolio construction
Costa, Giorgio
;
Iyengar, Garud N.
- In:
Quantitative finance
23
(
2023
)
10
,
pp. 1465-1482
Persistent link: https://www.econbiz.de/10014419171
Saved in:
2
f-Betas and portfolio optimization with f-divergence induced risk measures
Ding, Rui
- In:
Quantitative finance
23
(
2023
)
10
,
pp. 1483-1496
Persistent link: https://www.econbiz.de/10014419172
Saved in:
3
Can volatility solve the naive portfolio puzzle?
Curran, Michael
;
O'Sullivan, Patrick
;
Zalla, Ryan
- In:
Quantitative finance
23
(
2023
)
11
,
pp. 1545-1560
Persistent link: https://www.econbiz.de/10014419177
Saved in:
4
Optimal portfolio choice of couples with tax-deferred accounts and survival-contingent products
Bae, Sanghyeon
;
Lee, Yongjae
;
Kim, Woo Chang
- In:
Quantitative finance
23
(
2023
)
11
,
pp. 1597-1615
Persistent link: https://www.econbiz.de/10014419181
Saved in:
5
Assessing the accuracy of exponentially weighted moving average models for value-at-risk and expected shortfall of crypto portfolios
Alexander, Carol
;
Dakos, Michael
- In:
Quantitative finance
23
(
2023
)
3
,
pp. 393-427
Persistent link: https://www.econbiz.de/10014232660
Saved in:
6
The value and cost of more stages in stochastic programing : a statistical analysis on a set of portfolio choice problems
Birge, John R.
;
Blomvall, Jörgen
;
Ekblom, Jonas
- In:
Quantitative finance
22
(
2022
)
1
,
pp. 95-112
Persistent link: https://www.econbiz.de/10012872523
Saved in:
7
Estimation risk and the implicit value of index-tracking
Clark, Brian
;
Edirisinghe, Chanaka
;
Simaan, Majeed
- In:
Quantitative finance
22
(
2022
)
2
,
pp. 303-319
Persistent link: https://www.econbiz.de/10013167745
Saved in:
8
Adaptive online mean-variance portfolio selection with transaction costs
Guo, Sini
;
Gu, Jia-Wen
;
Ching, Wai Ki
;
Lyu, Benmeng
- In:
Quantitative finance
24
(
2024
)
1
,
pp. 59-82
Persistent link: https://www.econbiz.de/10014551906
Saved in:
9
Optimal stop-loss rules in markets with long-range dependence
Xiang, Yun
;
Deng, Shijie
- In:
Quantitative finance
24
(
2024
)
2
,
pp. 253-263
Persistent link: https://www.econbiz.de/10014551974
Saved in:
10
Dynamic currency hedging with non-Gaussianity and ambiguity
Polak, Pawel
;
Ulrych, Urban
- In:
Quantitative finance
24
(
2024
)
2
,
pp. 305-327
Persistent link: https://www.econbiz.de/10014551995
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->