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~person:"Ang, Andrew"
~person:"Jarrow, Robert A."
~subject:"Portfolio selection"
~subject:"Welt"
~type:"article"
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Portfolio selection
Welt
Theorie
129
Theory
129
Portfolio-Management
46
CAPM
40
Option pricing theory
27
Optionspreistheorie
27
USA
25
United States
25
Börsenkurs
22
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22
Derivat
21
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21
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11
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46
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46
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3
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3
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English
50
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Ang, Andrew
Jarrow, Robert A.
Fabozzi, Frank J.
121
Satchell, Stephen
54
Wong, Wing Keung
47
Maurer, Raimond
36
Hammoudeh, Shawkat
35
Korn, Ralf
35
Zagst, Rudi
35
Zaremba, Adam
35
Escobar, Marcos
32
Kang, Sang Hoon
32
Kraft, Holger
32
Martellini, Lionel
32
Prigent, Jean-Luc
32
Auer, Benjamin R.
31
Markowitz, Harry
31
Račev, Svetlozar T.
31
Tiwari, Aviral Kumar
31
Guidolin, Massimo
30
Li, Duan
30
Platen, Eckhard
30
Gollier, Christian
28
Lee, Cheng F.
28
Lo, Andrew W.
28
Levy, Haim
27
Mensi, Walid
27
Voigt, Stefan
27
Zhou, Guofu
27
Faff, Robert W.
25
Hens, Thorsten
25
Nguyen, Duc Khuong
25
Scherer, Bernd
25
Xuan Vinh Vo
25
Young, Virginia R.
25
Bouri, Elie
24
Forsyth, Peter A.
24
Frankel, Jeffrey A.
24
Guerard, John Baynard
24
Post, Thierry
24
Eichengreen, Barry
23
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The journal of portfolio management : a publication of Institutional Investor
4
Journal of financial economics
3
Mathematical finance : an international journal of mathematics, statistics and financial theory
3
Mathematics and financial economics
3
The journal of portfolio management : JPM
3
Annals of finance
2
Finance research letters
2
Financial analysts' journal : FAJ
2
Journal of investment management : JOIM
2
Journal of risk
2
The review of financial studies
2
Agricultural finance review
1
Asset management at central banks and monetary authorities : new practices in managing international foreign exchange reserves
1
Climate investing : new strategies and implementation challenges
1
Credit risk models and management
1
Finance and stochastics
1
Financial analysts journal : FAJ
1
International journal of theoretical and applied finance
1
Journal of banking & finance
1
Journal of financial markets
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
Review of derivatives research
1
Review of finance : journal of the European Finance Association
1
The financial review : the official publication of the Eastern Finance Association
1
The journal of asset management
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
The journal of fixed income : JFI
1
The journal of investing : JOI
1
The journal of wealth management
1
The quarterly journal of finance
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
Twentieth-century contributions
1
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ECONIS (ZBW)
50
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50
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21
Exploring mispricing in the term structure of CDS spreads
Jarrow, Robert A.
;
Li, Haitao
;
Ye, Xiaoxia
;
Hu, May
- In:
Review of finance : journal of the European Finance …
23
(
2019
)
1
,
pp. 161-198
Persistent link: https://www.econbiz.de/10012035080
Saved in:
22
Risk measures and the impact of asset price bubbles
Jarrow, Robert A.
;
Silva, Felipe Bastos Gurgel
- In:
Journal of risk
17
(
2014/15
)
3
,
pp. 35-56
Persistent link: https://www.econbiz.de/10011298886
Saved in:
23
Designing catastrophic bonds for catastrophic risks in agriculture : macro hedging long and short rains in Kenya
Sun, Lin
;
Turvey, Calum Greig
;
Jarrow, Robert A.
- In:
Agricultural finance review
75
(
2015
)
1
,
pp. 47-62
Persistent link: https://www.econbiz.de/10011305770
Saved in:
24
Liquidity risk and the term structure of interest rates
Jarrow, Robert A.
;
Roch, Alexandre F.
- In:
Mathematics and financial economics
9
(
2015
)
1
,
pp. 57-83
Persistent link: https://www.econbiz.de/10010500696
Saved in:
25
Portfolio choice with illiquid assets
Ang, Andrew
;
Papanikolaou, Dimitris
;
Westerfield, Mark M.
- In:
Management science : journal of the Institute for …
60
(
2014
)
11
,
pp. 2737-2761
Persistent link: https://www.econbiz.de/10010461809
Saved in:
26
Factors to assets : mapping factor exposures to asset allocations
Greenberg, David
;
Babu, Abhilash
;
Ang, Andrew
- In:
The journal of portfolio management : a publication of …
42
(
2016
)
5
,
pp. 18-27
Persistent link: https://www.econbiz.de/10011686666
Saved in:
27
On model testing in financial economics
Jarrow, Robert A.
- In:
The financial review : the official publication of the …
45
(
2010
)
2
,
pp. 277-285
Persistent link: https://www.econbiz.de/10003974068
Saved in:
28
An improved test for statistical arbitrage
Jarrow, Robert A.
;
Teo, Melvyn
;
Tse, Yiu Kuen
; …
- In:
Journal of financial markets
15
(
2012
)
1
,
pp. 47-80
Persistent link: https://www.econbiz.de/10009356613
Saved in:
29
Liquidity risk and arbitrage pricing theory
Çetin, Umut
;
Jarrow, Robert A.
;
Protter, Philip E.
- In:
Finance and stochastics
8
(
2004
)
3
,
pp. 311-341
Persistent link: https://www.econbiz.de/10002130310
Saved in:
30
Positive alphas, abnormal performance, and illusory arbitrage
Jarrow, Robert A.
;
Protter, Philip E.
- In:
Mathematical finance : an international journal of …
23
(
2013
)
1
,
pp. 39-56
Persistent link: https://www.econbiz.de/10009712563
Saved in:
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