//--> //--> //--> //-->
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:"Economic modelling"
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
A MEAN-VARIANCE-SKEWNESS MODEL...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Portfolio selection
174
Portfolio-Management
174
Theorie
83
Theory
83
Risikomaß
31
Risk measure
31
Risiko
28
Risk
28
Capital income
27
Kapitaleinkommen
27
CAPM
24
Hedging
24
Anlageverhalten
21
Behavioural finance
21
Estimation
19
Schätzung
19
Aktienmarkt
18
Risk management
18
Stock market
18
Risikomanagement
17
Volatility
16
Volatilität
16
Welt
14
World
14
Financial market
13
Finanzmarkt
13
ARCH model
12
ARCH-Modell
12
Portfolio optimization
11
Diversification
10
Mathematical programming
10
Mathematische Optimierung
10
Statistical distribution
10
Statistische Verteilung
10
Börsenkurs
9
Diversifikation
9
Forecasting model
9
Multivariate Verteilung
9
Multivariate distribution
9
Prognoseverfahren
9
more ...
less ...
Online availability
All
Undetermined
109
Type of publication
All
Article
174
Type of publication (narrower categories)
All
Article in journal
174
Aufsatz in Zeitschrift
174
Conference paper
1
Konferenzbeitrag
1
Language
All
English
174
Author
All
Yang, Chunpeng
8
Prigent, Jean-Luc
5
Nguyen, Duc Khuong
4
Siu, Tak Kuen
4
Yao, Haixiang
4
Jawadi, Fredj
3
Sheng, Jiliang
3
Umar, Zaghum
3
Wu, Huiling
3
Yang, Jun
3
Zeng, Yan
3
Zhang, Rengui
3
An, Yunbi
2
Arouri, Mohamed
2
Bahaji, Hamza
2
Bouri, Elie
2
Charfeddine, Lanouar
2
Chen, Shumin
2
Du, Jiangze
2
Gatfaoui, Hayette
2
Hammoudeh, Shawkat
2
Huang, Xiaoxia
2
Jiang, Cuixia
2
Lahiani, Amine
2
Li, Jinfang
2
Ma, Guiyuan
2
Maurer, Frantz
2
Roubaud, David
2
Sha, Yezhou
2
Siu, Chi Chung
2
Su, Xiaoshan
2
Uddin, Mohammed Gazi Salah
2
Vidal, Marta
2
Vidal-García, Javier
2
Wen, Xiaoqian
2
Xu, Qifa
2
Yu, Keming
2
Zaremba, Adam
2
Zhang, Wei-guo
2
Zhang, Weiguo
2
more ...
less ...
Published in...
All
Economic modelling
European journal of operational research : EJOR
922
Journal of banking & finance
570
NBER working paper series
532
Working paper / National Bureau of Economic Research, Inc.
460
Computers & operations research : and their applications to problems of world concern ; an international journal
455
Finance research letters
408
Insurance / Mathematics & economics
385
NBER Working Paper
379
International review of financial analysis
287
Journal of financial economics
264
The journal of asset management
255
The journal of portfolio management : a publication of Institutional Investor
253
Journal of economic dynamics & control
252
The journal of finance : the journal of the American Finance Association
232
Research paper series / Swiss Finance Institute
222
International journal of theoretical and applied finance
220
Management science : journal of the Institute for Operations Research and the Management Sciences
218
International journal of production research
212
Discussion paper / Centre for Economic Policy Research
209
Applied economics
205
Journal of empirical finance
200
Finance and stochastics
197
Quantitative finance
195
The review of financial studies
194
Journal of financial and quantitative analysis : JFQA
178
SpringerLink / Bücher
178
Mathematical finance : an international journal of mathematics, statistics and financial theory
177
International review of economics & finance : IREF
174
The European journal of finance
170
Risks : open access journal
167
The North American journal of economics and finance : a journal of financial economics studies
159
Journal of risk and financial management : JRFM
158
Operations research letters
155
Swiss Finance Institute Research Paper
151
Journal of investment management : JOIM
146
Omega : the international journal of management science
143
The journal of investing
140
Economics letters
139
Pacific-Basin finance journal
134
more ...
less ...
Source
All
ECONIS (ZBW)
174
Showing
1
-
10
of
174
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Multi-period mean-variance asset-liability management with uncontrolled cash flow and uncertain time-horizon
Yao, Haixiang
;
Zeng, Yan
;
Chen, Shumin
- In:
Economic modelling
30
(
2013
),
pp. 492-500
Persistent link: https://www.econbiz.de/10009708888
Saved in:
2
Portfolio constructions in cryptocurrency market : a CVaR-based deep reinforcement learning approach
Cui, Tianxiang
;
Ding, Shusheng
;
Jin, Huan
;
Zhang, Yongmin
- In:
Economic modelling
119
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014249655
Saved in:
3
Imperfect asset substitution in a two-country model
Artis, Michael J.
- In:
Economic modelling
8
(
1991
)
1
,
pp. 34-44
Persistent link: https://www.econbiz.de/10001137914
Saved in:
4
Portfolio choice in Irish financial markets
Browne, F. X.
- In:
Economic modelling
5
(
1988
)
1
,
pp. 9-19
Persistent link: https://www.econbiz.de/10001074388
Saved in:
5
Estimating portfolio models from financial flow data : a comment
Owen, Dorian
- In:
Economic modelling
14
(
1997
)
2
,
pp. 301-306
Persistent link: https://www.econbiz.de/10001223832
Saved in:
6
The long-run diversification benefits available from investing across geographical regions and property type : evidence from cointegration tests
Tarbert, Heather
- In:
Economic modelling
15
(
1998
)
1
,
pp. 49-65
Persistent link: https://www.econbiz.de/10001247849
Saved in:
7
Nash equilibrium strategy for a multi-period mean-variance portfolio selection problem with regime switching
Wu, Huiling
;
Chen, Hua
- In:
Economic modelling
46
(
2015
),
pp. 79-90
Persistent link: https://www.econbiz.de/10011436534
Saved in:
8
The relation between fees and return predictability in the mutual fund industry
Vidal, Marta
;
Vidal-García, Javier
;
Hooi Hooi Lean
; …
- In:
Economic modelling
47
(
2015
),
pp. 260-270
Persistent link: https://www.econbiz.de/10011439117
Saved in:
9
The Greek equity market in European equity portfolios
Vortelinos, Dimitrios I.
- In:
Economic modelling
49
(
2015
),
pp. 144-153
Persistent link: https://www.econbiz.de/10011439510
Saved in:
10
Arbitrage and leverage strategies in bubbles under synchronization risks and noise-trader risks
Tan, Senren
;
Zhuo, Jin
;
Wu, Fuke
- In:
Economic modelling
49
(
2015
),
pp. 331-343
Persistent link: https://www.econbiz.de/10011439593
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...
//-->