//--> //--> //-->
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:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"The American economic review"
~person:"Li, Duan"
~source:"econis"
~subject:"Credibility"
~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
Job Matching and the Returns t...
Similar by subject
Narrow search
Delete all filters
| 8 applied filters
Year of publication
From:
To:
Subject
All
Credibility
Portfolio-Management
Theorie
5
Theory
5
Portfolio selection
4
Risikomaß
3
Risk measure
3
Conditional value-at-risk
2
Anlageverhalten
1
Bayes-Statistik
1
Bayesian inference
1
Bayesian learning
1
Begrenzte Rationalität
1
Behavioural finance
1
Bounded rationality
1
Capital income
1
Delta-Gamma approximation
1
Dynamic portfolio choice
1
Dynamic programming
1
Dynamische Optimierung
1
Equity premium puzzle
1
European option
1
Experiment
1
Forecasting model
1
Handelsvolumen der Börse
1
Hidden order
1
Incomplete information
1
Kapitaleinkommen
1
Learning process
1
Lernprozess
1
Limit order market
1
Loss aversion
1
Market microstructure
1
Marktmikrostruktur
1
Mathematical programming
1
Mathematische Optimierung
1
Mean-risk portfolio choice
1
Mixture model
1
Optimal investment strategies
1
Optimism
1
Order execution
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
4
Type of publication (narrower categories)
All
Article in journal
4
Aufsatz in Zeitschrift
4
Language
All
English
4
Author
All
Li, Duan
Uppal, Raman
14
Başak, Suleyman
9
Branger, Nicole
8
Munk, Claus
8
Svensson, Lars E. O.
8
Levine, Paul
7
Pavlova, Anna
7
Campbell, John Y.
6
Viceira, Luis M.
6
Alexander, Gordon J.
5
Bacchetta, Philippe
5
Baptista, Alexandre M.
5
Guiso, Luigi
5
Kraft, Holger
5
Li, Kai
5
Lioui, Abraham
5
Nogales, Francisco J.
5
Van Wincoop, Eric
5
Brunnermeier, Markus Konrad
4
DeMiguel, Victor
4
Gomes, Francisco J.
4
He, Xue-zhong
4
Jensen, Henrik
4
Koedijk, Kees
4
Larsen, Linda Sandris
4
Lettau, Martin
4
Michaelides, Alexander G.
4
Palomino, Frédéric
4
Sentana, Enrique
4
Shapiro, Alex
4
Tille, Cédric
4
Timmermann, Allan
4
Vassalou, Maria
4
Wang, Tan
4
Zenios, Stauros Andrea
4
Andrés, Javier
3
Bhamra, Harjoat Singh
3
Caccioli, Fabio
3
Canner, Niko
3
more ...
less ...
Published in...
All
Discussion paper / Centre for Economic Policy Research
Journal of banking & finance
Journal of economic dynamics & control
The American economic review
European journal of operational research : EJOR
6
Mathematical finance : an international journal of mathematics, statistics and financial theory
5
Beiträge aus dem Institut für Statistik und Ökonometrie der Universität Hamburg
2
Journal of the Operational Research Society : OR
2
The journal of computational finance
2
INFORMS journal on computing : JOC
1
Journal of risk
1
Journal of the Operational Research Society
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
Operations research
1
Operations research letters
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Portfolio management with robustness in both prediction and decision : a mixture model based learning approach
Zhu, Shushang
;
Fan, Minjie
;
Li, Duan
- In:
Journal of economic dynamics & control
48
(
2014
),
pp. 1-25
Persistent link: https://www.econbiz.de/10010485842
Saved in:
2
Bounded rationality as a source of loss aversion and optimism : a study of psychological adaption under incomplete
information
Yao, Jing
;
Li, Duan
- In:
Journal of economic dynamics & control
37
(
2013
)
1
,
pp. 18-31
Persistent link: https://www.econbiz.de/10009703615
Saved in:
3
Nonlinear portfolio selection using approximate parametric Value-at-RiskOriginal
Cui, Xueting
;
Zhu, Shushang
;
Sun, Xiaoling
;
Li, Duan
- In:
Journal of banking & finance
37
(
2013
)
6
,
pp. 2124-2139
Persistent link: https://www.econbiz.de/10009742471
Saved in:
4
Discrete-time mean-CVaR portfolio selection and time-consistency induced term structure of the CVaR
Strub, Moris S.
;
Li, Duan
;
Cui, Xiangyu
;
Gao, Jianjun
- In:
Journal of economic dynamics & control
108
(
2019
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012313656
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->