//--> //--> //-->
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:"The journal of finance : the journal of the American Finance Association"
~isPartOf:"The review of financial studies"
~person:"Bossaerts, Peter L."
~person:"Santa-Clara, Pedro"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Systematic review"
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 optimization"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Portfolio selection
8
Portfolio-Management
8
Theorie
5
Theory
5
CAPM
4
Capital income
3
Kapitaleinkommen
3
USA
3
United States
3
Asymmetric information
2
Asymmetrische Information
2
Börsenkurs
2
Dynamische Wirtschaftstheorie
2
Economic dynamics
2
Estimation
2
Schätzung
2
Share price
2
1927-2000
1
1959-1990
1
1974-2002
1
ARCH model
1
ARCH-Modell
1
Capital gains tax
1
Forecasting model
1
Prognoseverfahren
1
Risikoaversion
1
Risk aversion
1
Simulation
1
Transaction costs
1
Transaktionskosten
1
Wertzuwachssteuer
1
ambiguity aversion
1
more ...
less ...
Type of publication
All
Article
8
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Systematic review
Article in journal
8
Language
All
English
8
Author
All
Bossaerts, Peter L.
Santa-Clara, Pedro
Uppal, Raman
8
Başak, Suleyman
7
Brandt, Michael W.
6
Detemple, Jérôme B.
6
Shleifer, Andrei
6
Dammon, Robert Mark
5
Lakonishok, Josef
5
Titman, Sheridan
5
Agarwal, Vikas
4
Bekaert, Geert
4
Brennan, Michael J.
4
Carr, Peter
4
Conrad, Jennifer S.
4
Dybvig, Philip H.
4
Green, Richard C.
4
Liu, Hong
4
Lo, Andrew W.
4
MacKinlay, Archie Craig
4
Spatt, Chester S.
4
Vishny, Robert W.
4
Welch, Ivo
4
Wermers, Russ
4
Barberis, Nicholas
3
Cohen, Lauren
3
Daniel, Kent
3
DeMiguel, Victor
3
Dittmar, Robert F.
3
Ferson, Wayne E.
3
Garlappi, Lorenzo
3
Grinblatt, Mark
3
Hong, Harrison G.
3
Kelly, Bryan T.
3
Liu, Jun
3
Longstaff, Francis A.
3
Massa, Massimo
3
Pedersen, Lasse Heje
3
Rouwenhorst, K. Geert
3
Shapiro, Alex
3
more ...
less ...
Published in...
All
The journal of finance : the journal of the American Finance Association
The review of financial studies
Finance research letters
2
Journal of financial and quantitative analysis : JFQA
2
Journal of financial economics
2
Annales d'économie et de statistique
1
Dynamique des marchés financiers et prévisions
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
European economic review : EER
1
Finance : revue de l'Association Française de Finance
1
Journal of political economy
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Revue d'économie politique
1
more ...
less ...
Source
All
ECONIS (ZBW)
8
Showing
1
-
8
of
8
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Exploring the nature of "trader intuition"
Bruguier, Antoine J.
;
Quartz, Steven R.
;
Bossaerts, Peter L.
- In:
The journal of finance : the journal of the American …
65
(
2010
)
5
,
pp. 1703-1723
Persistent link: https://www.econbiz.de/10008668196
Saved in:
2
Ambiguity in asset markets : theory and experiment
Bossaerts, Peter L.
;
Ghirardato, Paolo
;
Guarnaschelli, …
- In:
The review of financial studies
23
(
2010
)
4
,
pp. 1325-1359
Persistent link: https://www.econbiz.de/10003959378
Saved in:
3
Equilibrium asset pricing and portfolio choice under asymmetric information
Biais, Bruno
;
Bossaerts, Peter L.
;
Spatt, Chester S.
- In:
The review of financial studies
23
(
2010
)
4
,
pp. 1503-1543
Persistent link: https://www.econbiz.de/10003959859
Saved in:
4
Parametric portfolio policies : exploiting characteristics in the cross-section of equity returns
Brandt, Michael W.
;
Santa-Clara, Pedro
;
Valkanov, Rossen I.
- In:
The review of financial studies
22
(
2009
)
9
,
pp. 3411-3447
Persistent link: https://www.econbiz.de/10003885704
Saved in:
5
Two trees
Cochrane, John H.
;
Longstaff, Francis A.
;
Santa-Clara, Pedro
- In:
The review of financial studies
21
(
2008
)
1
,
pp. 347-385
Persistent link: https://www.econbiz.de/10003716171
Saved in:
6
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:
7
A simulation approach to dynamic portfolio choice with an application to learning about returns predictability
Brandt, Michael W.
;
Goyal, Amit
;
Santa-Clara, Pedro
; …
- In:
The review of financial studies
18
(
2005
)
3
,
pp. 831-874
Persistent link: https://www.econbiz.de/10003133514
Saved in:
8
Tax-induced intertemporal restrictions on security returns
Bossaerts, Peter L.
- In:
The journal of finance : the journal of the American …
49
(
1994
)
4
,
pp. 1347-1371
Persistent link: https://www.econbiz.de/10001171958
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->