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
~accessRights:"restricted"
~person:"Bali, Turan G."
~person:"Kim, Young Shin"
~person:"Scaillet, Olivier"
~subject:"CAPM"
~subject:"Risikomaß"
~subject:"Statistische Verteilung"
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
Time-Consistent Mean-Variance...
Similar by subject
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
CAPM
Risikomaß
Statistische Verteilung
Portfolio selection
15
Portfolio-Management
15
Theorie
11
Theory
11
Risiko
7
Risk
7
Risk measure
7
Capital income
5
Kapitaleinkommen
5
Financial investment
4
Kapitalanlage
4
Statistical distribution
4
Anlageverhalten
3
Behavioural finance
3
Börsenkurs
3
Foster-Hart risk
3
Measurement
3
Messung
3
Risk management
3
Share price
3
ARCH model
2
ARCH-Modell
2
Aktienmarkt
2
Assets management
2
Equity returns
2
Estimation
2
Hedge fund
2
Hedge funds
2
Hedgefonds
2
Modellierung
2
Normal tempered stable distribution
2
Pension funds
2
Portfolio optimization
2
Schätzung
2
Scientific modelling
2
Stochastic process
2
Stochastischer Prozess
2
more ...
less ...
Online availability
All
Undetermined
Free
28
Type of publication
All
Article
11
Type of publication (narrower categories)
All
Article in journal
11
Aufsatz in Zeitschrift
11
Language
All
English
11
Author
All
Bali, Turan G.
Kim, Young Shin
Scaillet, Olivier
Wang, Ruodu
20
Zaremba, Adam
20
Fabozzi, Frank J.
14
Righi, Marcelo Brutti
13
Hammoudeh, Shawkat
12
Cai, Jun
10
Mensi, Walid
10
Härdle, Wolfgang
9
Kang, Sang Hoon
9
Mao, Tiantian
9
Müller, Fernanda Maria
9
Brandtner, Mario
8
Liu, Jia
8
Mora-Valencia, Andrés
8
Rüschendorf, Ludger
8
Tiwari, Aviral Kumar
8
Vanduffel, Steven
8
Auer, Benjamin R.
7
Bernard, Carole
7
Jondeau, Eric
7
Lee, Cheng F.
7
Liu, Haiyan
7
Naeem, Muhammad Abubakr
7
Perote, Javier
7
Shahzad, Syed Jawad Hussain
7
Xiong, Xiong
7
Boonen, Tim J.
6
Chen, Zhiping
6
Consigli, Giorgio
6
Embrechts, Paul
6
Furman, Edward
6
Kim, Saejoon
6
Nguyen, Duc Khuong
6
Pichler, Alois
6
Rosazza Gianin, Emanuela
6
Sentana, Enrique
6
Tan, Ken Seng
6
Ur Rehman, Mobeen
6
Zhang, Wei
6
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
2
Management science : journal of the Institute for Operations Research and the Management Sciences
2
Finance research letters
1
Journal of banking & finance
1
Journal of financial economics
1
Journal of international money and finance
1
Mathematical methods of operations research : ZOR
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The journal of investing : JOI
1
more ...
less ...
Source
All
ECONIS (ZBW)
11
Showing
1
-
10
of
11
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Backtesting marginal expected shortfall and related systemic risk measures
Banulescu-Radu, Denisa
;
Hurlin, Christophe
;
Leymarie, …
- In:
Management science : journal of the Institute for …
67
(
2021
)
9
,
pp. 5730-5754
Persistent link: https://www.econbiz.de/10012650157
Saved in:
2
Factor copula model for portfolio credit risk
Kim, Sung Ik
;
Kim, Young Shin
- In:
International journal of theoretical and applied finance
24
(
2021
)
4
,
pp. 1-25
Persistent link: https://www.econbiz.de/10012652691
Saved in:
3
Coherent risk measures and normal mixture distributions with applications in portfolio optimization
Shi, Xiang
;
Kim, Young Shin
- In:
International journal of theoretical and applied finance
24
(
2021
)
4
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012652709
Saved in:
4
Aumann-Serrano index of risk in portfolio optimization
Li, Tiantian
;
Kim, Young Shin
;
Fan, Qi
;
Zhu, Fumin
- In:
Mathematical methods of operations research : ZOR
94
(
2021
)
2
,
pp. 197-217
Persistent link: https://www.econbiz.de/10012793510
Saved in:
5
Foster-Hart optimal portfolios
Anand, Abhinav
;
Li, Tiantian
;
Kurosaki, Tetsuo
;
Kim, …
- In:
Journal of banking & finance
68
(
2016
),
pp. 117-130
Persistent link: https://www.econbiz.de/10011634807
Saved in:
6
Foster-Hart optimization for currency portfolios
Kurosaki, Tetsuo
;
Kim, Young Shin
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
23
(
2019
)
2
,
pp. 1-15
Persistent link: https://www.econbiz.de/10012054888
Saved in:
7
Global downside risk and equity returns
Atilgan, Yigit
;
Bali, Turan G.
;
Demirtas, K. Ozgur
; …
- In:
Journal of international money and finance
98
(
2019
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012140071
Saved in:
8
Cryptocurrency portfolio optimization with multivariate normal tempered stable processes and Foster-Hart risk
Kurosaki, Tetsuo
;
Kim, Young Shin
- In:
Finance research letters
45
(
2022
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014576824
Saved in:
9
Asset allocation implications of illiquid assets
Berrada, Tony
;
Scaillet, Olivier
;
Zhang, Zhicheng
- In:
The journal of investing : JOI
31
(
2022
)
5
,
pp. 71-86
Persistent link: https://www.econbiz.de/10014231445
Saved in:
10
Is it alpha or beta? : decomposing hedge fund returns when models are misspecified
Ardia, David
;
Barras, Laurent
;
Gagliardini, Patrick
; …
- In:
Journal of financial economics
154
(
2024
),
pp. 1-21
Persistent link: https://www.econbiz.de/10015072088
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
