//--> //--> //--> //-->
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:"Computers & operations research : and their applications to problems of world concern ; an international journal"
~isPartOf:"Discussion paper / Center for Economic Research, Tilburg University"
~isPartOf:"Journal of financial economics"
~subject:"Portfolio-Management"
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
On the prediction of the impli...
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Portfolio-Management
Theorie
4,872
Theory
4,872
Mathematical programming
1,180
Mathematische Optimierung
1,179
Scheduling problem
837
Scheduling-Verfahren
837
Heuristics
776
Heuristik
771
Börsenkurs
585
Share price
521
USA
517
United States
517
Algorithm
472
Algorithmus
472
Tourenplanung
423
Vehicle routing problem
423
Integer programming
276
Capital income
272
Kapitaleinkommen
272
Ganzzahlige Optimierung
269
Spieltheorie
237
Game theory
236
Estimation theory
234
Schätztheorie
234
CAPM
230
Portfolio selection
204
Lead time
200
Durchlaufzeit
199
Stochastic process
191
Stochastischer Prozess
191
Estimation
180
Schätzung
180
Production control
166
Produktionssteuerung
166
Evolutionary algorithm
160
Evolutionärer Algorithmus
158
Volatility
145
Volatilität
145
Cooperative game
143
more ...
less ...
Online availability
All
Undetermined
85
Free
19
Type of publication
All
Article
163
Book / Working Paper
41
Type of publication (narrower categories)
All
Article in journal
162
Aufsatz in Zeitschrift
162
Arbeitspapier
41
Working Paper
41
Graue Literatur
36
Non-commercial literature
36
Language
All
English
204
Author
All
Nijman, Theodore E.
7
Roon, Frans de
6
Werker, Bas J. M.
6
Palomino, Frédéric
5
Zhou, Guofu
4
Allen, Franklin
3
De Waegenaere, Anja
3
Fama, Eugene F.
3
French, Kenneth Ronald
3
Goriaev, Aleksej P.
3
Lynch, Anthony W.
3
Malamud, Semyon
3
Melenberg, Bertrand
3
Moskowitz, Tobias J.
3
Pedersen, Lasse Heje
3
Pelsser, Antoon André Jean
3
Prat, Andrea
3
Robotti, Cesare
3
Stadje, Mitja
3
Ang, Andrew
2
Avramov, Doron
2
Babus, Ana
2
Bali, Turan G.
2
Bessembinder, Hendrik
2
Brown, David C.
2
Campbell, John Y.
2
Carletti, Elena
2
Cederburg, Scott
2
Collin-Dufresne, Pierre
2
Daniel, Kent
2
Gallmeyer, Michael F.
2
Genîzî, Ûrî
2
Gospodinov, Nikolaj
2
Günaydin, A. Doruk
2
Harvey, Campbell R.
2
Hong, Harrison G.
2
Horst, Jenke R. ter
2
Huizinga, Harry
2
Jansson, Thomas
2
Kaniel, Ron
2
more ...
less ...
Institution
All
Center for Economic Research <Tilburg>
9
Published in...
All
Computers & operations research : and their applications to problems of world concern ; an international journal
Discussion paper / Center for Economic Research, Tilburg University
Journal of financial economics
Journal of banking & finance
293
Insurance / Mathematics & economics
288
European journal of operational research : EJOR
284
NBER working paper series
256
Working paper / National Bureau of Economic Research, Inc.
209
NBER Working Paper
201
Finance research letters
197
Journal of economic dynamics & control
173
International journal of theoretical and applied finance
156
Mathematical finance : an international journal of mathematics, statistics and financial theory
155
Finance and stochastics
152
Quantitative finance
130
Research paper series / Swiss Finance Institute
128
Journal of empirical finance
123
The journal of finance : the journal of the American Finance Association
116
Management science : journal of the Institute for Operations Research and the Management Sciences
111
Risks : open access journal
110
The review of financial studies
108
The journal of portfolio management : a publication of Institutional Investor
104
International review of financial analysis
102
Discussion paper / Centre for Economic Policy Research
97
Swiss Finance Institute Research Paper
93
The journal of asset management
92
Economics letters
88
The European journal of finance
88
International review of economics & finance : IREF
86
The North American journal of economics and finance : a journal of financial economics studies
85
Economic modelling
84
Applied economics
79
Computational economics
79
Journal of risk and financial management : JRFM
79
Mathematics and financial economics
73
SpringerLink / Bücher
72
Mathematical methods of operations research
70
Discussion paper / Tinbergen Institute
69
The journal of portfolio management : JPM
65
Annals of finance
63
Journal of financial and quantitative analysis : JFQA
63
Journal of economic theory
62
more ...
less ...
Source
All
ECONIS (ZBW)
204
Showing
1
-
10
of
204
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Cross-asset signals and time series momentum
Pitkäjärvi, Aleksi
;
Suominen, Matti
;
Vaittinen, Lauri
- In:
Journal of financial economics
136
(
2020
)
1
,
pp. 63-85
Persistent link: https://www.econbiz.de/10012545360
Saved in:
2
A multivariate model of strategic asset allocation
Campbell, John Y.
;
Chan, Yeung Lewis
;
Viceira, Luis M.
- In:
Journal of financial economics
67
(
2003
)
1
,
pp. 41-80
Persistent link: https://www.econbiz.de/10001728943
Saved in:
3
Congation and return predictabiity in asset markets : an experiment with two Lucas trees
Noussair, Charles
;
Popescu, Andreea Victoria
-
2020
Persistent link: https://www.econbiz.de/10012227958
Saved in:
4
A trend factor : Any economic gains from using information over investment horizons?
Han, Yufeng
;
Zhou, Guofu
;
Zhu, Yingzi
- In:
Journal of financial economics
122
(
2016
)
2
,
pp. 352-375
Persistent link: https://www.econbiz.de/10011590910
Saved in:
5
Time series momentum
Moskowitz, Tobias J.
;
Ooi, Yao Hua
;
Pedersen, Lasse Heje
- In:
Journal of financial economics
104
(
2012
)
2
,
pp. 228-250
Persistent link: https://www.econbiz.de/10009621174
Saved in:
6
Testing for spanning with futures contracts and nontraded assets : a general approach
Roon, Frans de
;
Nijman, Theodore E.
;
Werker, Bas J. M.
-
1996
Persistent link: https://www.econbiz.de/10000944513
Saved in:
7
A skeptical appraisal of asset pricing tests
Lewellen, Jonathan
;
Nagel, Stefan
;
Shanken, Jay
- In:
Journal of financial economics
96
(
2010
)
2
,
pp. 175-194
Persistent link: https://www.econbiz.de/10003979139
Saved in:
8
Comment on "The spirit of capitalism and stock-market prices" by G. S. Bakshi and Z. Chen (AER, 1996)
Lettau, Martin
-
1997
Persistent link: https://www.econbiz.de/10000962170
Saved in:
9
The impact of institutional trading on stock prices
Lakonishok, Josef
- In:
Journal of financial economics
32
(
1992
)
1
,
pp. 23-43
Persistent link: https://www.econbiz.de/10001131941
Saved in:
10
Returns to contrarian investment strategies : tests of naive expectations hypotheses
Dechow, Patricia M.
- In:
Journal of financial economics
43
(
1997
)
1
,
pp. 3-27
Persistent link: https://www.econbiz.de/10001213781
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->