//--> //--> //--> //-->
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:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
~subject:"Evaluation"
~subject:"Stochastischer Prozess"
~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
Stochastischer Prozess
Theorie
Portfolio selection
71
Portfolio-Management
71
Theory
44
CAPM
14
Benchmarking
9
Bewertung
9
Hedging
9
Stochastic process
9
Anlageverhalten
7
Behavioural finance
7
Capital income
7
Kapitaleinkommen
7
Börsenkurs
6
Risikoprämie
6
Risk premium
6
Share price
6
Aktienindex
5
Arbitrage Pricing
5
Arbitrage pricing
5
Begrenzte Rationalität
5
Bounded rationality
5
Derivat
5
Derivative
5
Estimation
5
Martingal
5
Martingale
5
Option pricing theory
5
Optionspreistheorie
5
Pension fund
5
Pensionskasse
5
Schätzung
5
Simulation
5
Stock index
5
Volatility
5
Volatilität
5
Anleihe
4
Bond
4
more ...
less ...
Online availability
All
Free
50
Type of publication
All
Book / Working Paper
50
Type of publication (narrower categories)
All
Arbeitspapier
50
Working Paper
50
Graue Literatur
46
Non-commercial literature
46
Language
All
English
50
Author
All
Platen, Eckhard
30
He, Xue-zhong
10
Chiarella, Carl
8
Rendek, Renata
4
Dieci, Roberto
3
Li, Kai
3
Shi, Lei
3
Baldeaux, Jan
2
Kardaras, Constantinos
2
Miller, Shane M.
2
Schlögl, Erik
2
Zheng, Min
2
Breymann, Wolfgang
1
Bruti-Liberati, Nicola
1
Cheung, Gerald H. L.
1
Clewlow, Les
1
Du, Ke
1
Feng, Yu
1
Fergusson, Kevin
1
Filipović, Damir
1
Gnoatto, Alessandro
1
Grasselli, Martino
1
Guo, Zhi
1
Hinz, Juri
1
Hsiao, Chih-ying
1
Hulley, Hardy
1
Ignatieva, Ekaterina
1
Jaschke, Stefan R.
1
Kang, Boda
1
Kazakov, Vladimir
1
Le, Truc
1
Leisen, Dietmar
1
Li, Youwei
1
Liu, Jun
1
Mahayni, Antje
1
Marquardt, Tina Marie
1
McCulloch, James
1
Miller, Shane
1
Milunovich, George
1
Nikeghbali, Ashkan
1
more ...
less ...
Published in...
All
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
Insurance / Mathematics & economics
313
European journal of operational research : EJOR
290
Journal of banking & finance
247
NBER working paper series
241
Working paper / National Bureau of Economic Research, Inc.
195
NBER Working Paper
192
Journal of economic dynamics & control
179
Finance research letters
177
International journal of theoretical and applied finance
170
Finance and stochastics
166
Mathematical finance : an international journal of mathematics, statistics and financial theory
161
Quantitative finance
136
Research paper series / Swiss Finance Institute
123
Risks : open access journal
106
Management science : journal of the Institute for Operations Research and the Management Sciences
102
The review of financial studies
101
Journal of financial economics
100
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
95
Swiss Finance Institute Research Paper
86
Discussion paper / Centre for Economic Policy Research
85
Economic modelling
84
Economics letters
80
Mathematics and financial economics
80
The European journal of finance
80
Mathematical methods of operations research
75
The journal of asset management
73
Computational economics
72
International review of economics & finance : IREF
71
Journal of risk and financial management : JRFM
71
Journal of mathematical finance
70
SpringerLink / Bücher
70
International review of financial analysis
69
The North American journal of economics and finance : a journal of financial economics studies
67
Annals of finance
65
The journal of portfolio management : JPM
63
Discussion paper / Tinbergen Institute
62
Journal of economic theory
62
Applied mathematical finance
61
more ...
less ...
Source
All
ECONIS (ZBW)
50
Showing
1
-
10
of
50
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Reversing momentum : the optimal dynamic momentum strategy
Li, Kai
;
Liu, Jun
-
2016
Persistent link: https://www.econbiz.de/10011777992
Saved in:
2
Model risk measurement under Wasserstein distance
Feng, Yu
;
Schlögl, Erik
-
2018
Persistent link: https://www.econbiz.de/10013255753
Saved in:
3
Investing for the long run
Leisen, Dietmar
;
Platen, Eckhard
-
2017
Persistent link: https://www.econbiz.de/10011778143
Saved in:
4
Market efficiency and the growth optimal portfolio
Platen, Eckhard
;
Rendek, Renata
-
2017
Persistent link: https://www.econbiz.de/10011778194
Saved in:
5
A penny saved is a penny earned : less expensive zero coupon bonds
Gnoatto, Alessandro
;
Grasselli, Martino
;
Platen, Eckhard
-
2016
Persistent link: https://www.econbiz.de/10011778099
Saved in:
6
Loading pricing of catastrophe bonds and other long-dated, insurance-type contracts
Platen, Eckhard
;
Taylor, David
-
2016
Persistent link: https://www.econbiz.de/10011778139
Saved in:
7
Stochastic switching for partially observable dynamics and optimal asset allocation
Hinz, Juri
-
2015
Persistent link: https://www.econbiz.de/10011344246
Saved in:
8
Optimal time series momentum
He, Xue-zhong
;
Li, Kai
;
Li, Youwei
-
2015
Persistent link: https://www.econbiz.de/10011344325
Saved in:
9
Stylised properties of the interest rate term structure under the benchmark approach
Fergusson, Kevin
;
Platen, Eckhard
-
2014
Persistent link: https://www.econbiz.de/10011344800
Saved in:
10
Liability driven investments under a benchmark based approach
Baldeaux, Jan
;
Platen, Eckhard
-
2013
Persistent link: https://www.econbiz.de/10009713741
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->