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:"Kim, Jang Ho"
~person:"Uppal, Raman"
~subject:"CAPM"
~subject:"Portfolio selection"
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
Using shares vs. Log of shares...
Similar by subject
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
CAPM
Portfolio selection
Theorie
28
Theory
28
Portfolio-Management
22
Anlageverhalten
8
Behavioural finance
8
Mathematical programming
5
Mathematische Optimierung
5
Allgemeines Gleichgewicht
4
Börsenkurs
4
General equilibrium
4
Portfolio diversification
4
Portfoliodiversifikation
4
Risikoaversion
4
Risk aversion
4
Share price
4
Bias
3
Household
3
Privater Haushalt
3
Robust statistics
3
Robustes Verfahren
3
Systematischer Fehler
3
Behavioral economics
2
Decision under uncertainty
2
Entscheidung unter Unsicherheit
2
Erwartungsbildung
2
Estimation
2
Expectation formation
2
Financial economics
2
Incomplete market
2
Intertemporal allocation
2
Intertemporale Allokation
2
Kapitalmarkttheorie
2
Portfolio optimization
2
Schätzung
2
Social costs
2
Soziale Kosten
2
Stochastic process
2
Stochastischer Prozess
2
more ...
less ...
Online availability
All
Undetermined
Free
27
Type of publication
All
Book / Working Paper
12
Article
10
Type of publication (narrower categories)
All
Arbeitspapier
12
Graue Literatur
12
Non-commercial literature
12
Working Paper
12
Article in journal
8
Aufsatz in Zeitschrift
8
Aufsatz im Buch
2
Book section
2
more ...
less ...
Language
All
English
22
Author
All
Kim, Jang Ho
Uppal, Raman
Escobar, Marcos
24
Fabozzi, Frank J.
24
Lee, Cheng F.
19
Wang, Ruodu
17
Wong, Wing Keung
15
Forsyth, Peter A.
14
Madan, Dilip B.
13
Prigent, Jean-Luc
13
Jarrow, Robert A.
12
Kwon, Roy H.
12
Liang, Zongxia
12
Vanduffel, Steven
12
Yao, Haixiang
12
Zagst, Rudi
12
Auer, Benjamin R.
11
Bernard, Carole
11
Chen, Zhiping
11
Cui, Xiangyu
11
Kim, Woo Chang
11
Ledoit, Olivier
11
Li, Bin
11
Li, Duan
11
Muhle-Karbe, Johannes
11
Righi, Marcelo Brutti
11
Soner, Halil Mete
11
Tan, Ken Seng
11
Wolf, Michael
11
Wong, Hoi Ying
11
Campbell, John Y.
10
Capponi, Agostino
10
Chen, An
10
Dai, Min
10
Dai, Zhifeng
10
Jang, Bong-Gyu
10
Pedersen, Lasse Heje
10
Yang, Fan
10
Gagliardini, Patrick
9
Guan, Guohui
9
Kan, Raymond
9
more ...
less ...
Published in...
All
Discussion paper / Centre for Economic Policy Research
10
Discussion papers / CEPR
2
Finance research letters
2
Quantitative finance
2
Analytical models for financial modeling and risk management
1
Journal of the Operational Research Society
1
Operations research letters
1
Risk management decisions and value under uncertainty
1
The American economic review
1
The journal of portfolio management : JPM
1
more ...
less ...
Source
All
ECONIS (ZBW)
22
Showing
1
-
10
of
22
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The effects of errors in means, variances, and correlations on the mean-variance framework
Chung, Munki
;
Lee, Yongjae
;
Kim, Jang Ho
;
Kim, Woo Chang
; …
- In:
Quantitative finance
22
(
2022
)
10
,
pp. 1893-1903
Persistent link: https://www.econbiz.de/10013367960
Saved in:
2
Keynes meets Markowitz : the trade-off between familiarity and diversification
Boyle, Phelim P.
;
Garlappi, Lorenzo
;
Uppal, Raman
;
Wang, Tan
-
2010
Persistent link: https://www.econbiz.de/10003948898
Saved in:
3
Sparse tangent portfolio selection via semi-definite relaxation
Kim, Min Jeong
;
Lee, Yongjae
;
Kim, Jang Ho
;
Kim, Woo Chang
- In:
Operations research letters
44
(
2016
)
4
,
pp. 540-543
Persistent link: https://www.econbiz.de/10011535445
Saved in:
4
Where experience matters : asset allocation and asset pricing with opaque and illiquid assets
Buss, Adrian
;
Uppal, Raman
;
Vilkov, Grigory
-
2015
Persistent link: https://www.econbiz.de/10010495448
Saved in:
5
What can rational investors do about excessive volatility and sentiment fluctuations?
Dumas, Bernard J.
;
Kurshev, Alexander
;
Uppal, Raman
-
2005
Persistent link: https://www.econbiz.de/10003294322
Saved in:
6
Portfolio selection with parameter and model uncertainty : a multi-prior approach
Garlappi, Lorenzo
;
Uppal, Raman
;
Wang, Tan
-
2005
Persistent link: https://www.econbiz.de/10003023172
Saved in:
7
The role of risk aversion and intertemporal substitution in dynamic consumption-portfolio choice with recursive utility
Bhamra, Harjoat S.
;
Uppal, Raman
-
2005
Persistent link: https://www.econbiz.de/10002863179
Saved in:
8
Portfolio selection with parameter and model uncertainty : a multi-prior approach
Garlappi, Lorenzo
;
Uppal, Raman
;
Wang, Tan
-
2005
Persistent link: https://www.econbiz.de/10002863194
Saved in:
9
Mean-variance optimization for asset allocation
Kim, Jang Ho
;
Lee, Yongjae
;
Kim, Woo Chang
;
Fabozzi, …
- In:
The journal of portfolio management : JPM
47
(
2021
)
5
,
pp. 24-40
Persistent link: https://www.econbiz.de/10012503361
Saved in:
10
Does household finance matter? : small financial errors with large social costs
Bhamra, Harjoat Singh
;
Uppal, Raman
-
2017
Persistent link: https://www.econbiz.de/10011817171
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
