//--> //--> //--> //-->
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
~language:"eng"
~person:"Allen, David E."
~person:"McAleer, Michael"
~subject:"Portfolio selection"
~type:"book"
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: Business Economics
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Portfolio selection
Volatility
56
Volatilität
54
ARCH model
37
ARCH-Modell
37
Theorie
36
Theory
36
Australia
32
Australien
32
Welt
32
World
32
Estimation
30
Forecasting model
29
Prognoseverfahren
29
Schätzung
29
Time series analysis
29
Zeitreihenanalyse
29
USA
24
United States
24
Risikomaß
21
Risk measure
21
Taiwan
21
Börsenkurs
20
Share price
20
Bibliometrics
19
Bibliometrie
19
Portfolio-Management
18
Capital market returns
17
Kapitalmarktrendite
17
Stochastic process
17
Stochastischer Prozess
17
Capital income
15
Kapitaleinkommen
15
Modellierung
15
Scientific modelling
15
Eigenfactor
13
Spillover effect
13
Spillover-Effekt
13
C3PO
11
Commodity derivative
11
more ...
less ...
Online availability
All
Free
12
Type of publication
All
Book / Working Paper
Article
5
Type of publication (narrower categories)
All
Arbeitspapier
16
Graue Literatur
16
Non-commercial literature
16
Working Paper
16
Language
All
English
Author
All
Allen, David E.
McAleer, Michael
Collins, John
17
Ketter, Wolfgang
16
Platen, Eckhard
14
Guidolin, Massimo
12
Weerdt, Mathijs de
12
Sercu, Piet
10
Hens, Thorsten
9
Chiarella, Carl
8
Buch, Claudia M.
7
Moor, Lieven de
7
Uppal, Raman
7
Flaschel, Peter
6
Gollier, Christian
6
Reddy, Prashant P.
6
Schenk-Hoppé, Klaus Reiner
6
Ben-David, Itzhak
5
Chang, Chia-Lin
5
Fabozzi, Frank J.
5
Ma, Qing-Ping
5
Nicodano, Giovanna
5
Pelizzon, Loriana
5
Pérez Amaral, Teodosio
5
Reddy, Prashant
5
Souza, Thiago de Oliveira
5
Anderson, Richard G.
4
Binner, Jane M.
4
Blake, David
4
Caporale, Guglielmo Maria
4
Chaliasos, Michaēl
4
Daouia, Abdelaati
4
Dorfleitner, Gregor
4
Evstigneev, Igor V.
4
Giot, Pierre
4
Girard, Stéphane
4
Glabadanidis, Paskalis
4
Hagströmer, Björn
4
He, Xue-zhong
4
Marty, Wolfgang
4
more ...
less ...
Institution
All
University of Canterbury / Dept. of Economics and Finance
2
School of Accounting, Finance and Economics <Perth, Western Australia>
1
Published in...
All
Working paper
10
Econometric Institute research papers
5
Working paper series / School of Economics and Finance, Curtin University of Technology
2
School of Accounting, Finance and Economics & FEMARC working paper series
1
Working paper series / Curtin University of Technology, Curtin Business School, School of Economics and Finance and the Economic and Financial Research Unit / School of Economics and Finance, Curtin University of Technology
1
Source
All
ECONIS (ZBW)
18
Showing
1
-
10
of
18
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Risk management and financial derivatives : an overview
Hammoudeh, Shawkat
;
McAleer, Michael
-
2012
Persistent link: https://www.econbiz.de/10009562953
Saved in:
2
Risk spillovers in oil-related CDS, stock and credit markets
Hammoudeh, Shawkat
;
Liu, Tengdong
;
Chang, Chia-Lin
; …
-
2011
Persistent link: https://www.econbiz.de/10009012018
Saved in:
3
International evidence on GFC-robust forecasts for risk management under the Basel Accord
McAleer, Michael
;
Jiménez-Martín, Juan-Ángel
;
Pérez …
-
2011
-
Rev.
Persistent link: https://www.econbiz.de/10009012232
Saved in:
4
The rise and fall of S&P 500 variance futures
Chang, Chia-Lin
;
Jimenez-Martin, Juan-Angel
;
McAleer, …
-
2011
-
Rev.
Persistent link: https://www.econbiz.de/10009413649
Saved in:
5
GFC-robust risk management under the Basel Accord using extreme value methodologies
Santos, Paulo Araújo
;
Jiménez-Martín, Juan-Ángel
; …
-
2011
Persistent link: https://www.econbiz.de/10009413652
Saved in:
6
GFC-robust risk management strategies under the Basel Accord
McAleer, Michael
;
Jiménez-Martín, Juan-Ángel
;
Pérez …
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008695591
Saved in:
7
Risk modeling and management : an overview
Chang, Chia-Lin
;
Allen, David E.
;
McAleer, Michael
; …
-
2013
Persistent link: https://www.econbiz.de/10009771092
Saved in:
8
Market timing with moving averages for fossil fuel and renewable energy stocks
Chang, Chia-Lin
;
Ilomäki, Jukka
;
Laurila, Hannu
; …
-
2018
Persistent link: https://www.econbiz.de/10011920543
Saved in:
9
Simple market timing with moving averages
Ilomäki, Jukka
;
Laurila, Hannu
;
McAleer, Michael
-
2018
Persistent link: https://www.econbiz.de/10011863543
Saved in:
10
Market timing with moving averages
Ilomäki, Jukka
;
Laurila, Hannu
;
McAleer, Michael
-
2018
-
Revised: June 2018
Persistent link: https://www.econbiz.de/10011915058
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->