Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"FAME research paper series"
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
| 1 applied filter
Year of publication
From:
To:
Subject
All
Portfolio selection
17
Portfolio-Management
17
Theorie
11
Theory
11
Nichtparametrisches Verfahren
5
Nonparametric statistics
5
Risikomanagement
5
Risk management
5
Estimation
4
Financial investment
4
Kapitalanlage
4
Schätzung
4
Pension fund
3
Pensionskasse
3
Bootstrap approach
2
Bootstrap-Verfahren
2
Capital income
2
Credit risk
2
Estimation theory
2
Hedging
2
Immobilienfonds
2
Investment Fund
2
Investmentfonds
2
Kapitaleinkommen
2
Kreditrisiko
2
Mortality
2
Nichtlineare Optimierung
2
Nonlinear programming
2
Real estate fund
2
Risiko
2
Risikoaversion
2
Risk
2
Risk aversion
2
Schätztheorie
2
Sterblichkeit
2
1987-2001
1
ARCH model
1
ARCH-Modell
1
Core
1
Dynamic programming
1
more ...
less ...
Online availability
All
Free
21
Type of publication
All
Book / Working Paper
21
Type of publication (narrower categories)
All
Arbeitspapier
14
Graue Literatur
14
Non-commercial literature
14
Working Paper
14
Language
All
English
21
Author
All
Scaillet, Olivier
7
Barras, Laurent
2
Ehling, Paul
2
Hoesli, Martin
2
Jondeau, Eric
2
Menoncin, Francesco
2
Ramos, Sofia B.
2
Rockinger, Michael
2
Adjaoute, Kpate
1
Battocchio, Paolo
1
Berk, Jonathan B.
1
Chen, Kaifeng
1
Couderc, Fabien
1
Danthine, Jean-Pierre
1
Demchuk, Andriy
1
Denuit, Michel
1
Fermanian, Jean-David
1
Goderniaux, Anne-Cécile
1
Green, Richard C.
1
Hamelink, Foort
1
Isakov, Dušan
1
Lekander, Jon
1
Passow, Alexander
1
Perret-Gentil, Cédric
1
Schellhorn, Henry
1
Victoria-Feser, Maria-Pia
1
Wermers, Russ
1
Witkiewicz, Witold
1
more ...
less ...
Institution
All
International Center for Financial Asset Management and Engineering
11
Published in...
All
FAME research paper series
MPRA Paper
1,002
Finance research letters
913
Journal of banking & finance
862
NBER working paper series
803
European journal of operational research : EJOR
657
Insurance / Mathematics & economics
592
Working paper / National Bureau of Economic Research, Inc.
564
NBER Working Paper
543
IMF Staff Country Reports
494
SpringerLink / Bücher
477
International review of financial analysis
474
Risks : open access journal
474
NBER Working Papers
420
Research paper series / Swiss Finance Institute
413
Journal of financial economics
401
Working Paper
398
Journal of risk and financial management : JRFM
374
Management science : journal of the Institute for Operations Research and the Management Sciences
350
Journal of risk management in financial institutions
326
International review of economics & finance : IREF
321
Working paper
317
Applied economics
313
CESifo working papers
305
International journal of production research
305
Journal of economic dynamics & control
304
The journal of portfolio management : a publication of Institutional Investor
302
Journal of empirical finance
282
Pacific-Basin finance journal
282
The journal of finance : the journal of the American Finance Association
281
The journal of asset management
274
Swiss Finance Institute Research Paper
271
CESifo Working Paper
267
International journal of theoretical and applied finance
266
ECB Working Paper
264
Quantitative finance
262
International journal of production economics
261
The European journal of finance
261
Discussion paper / Centre for Economic Policy Research
259
Economic modelling
258
Research in international business and finance
247
more ...
less ...
Source
All
ECONIS (ZBW)
21
Showing
1
-
10
of
21
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The maximum drawdown as a risk measure : the role of real estate in the optimal portfolio revisited
Hamelink, Foort
(
contributor
);
Hoesli, Martin
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001791461
Saved in:
2
Sensitivity analysis of VaR expected shortfall for portfolios under netting agreements
Fermanian, Jean-David
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001791460
Saved in:
3
A Kolmogorov-Smirnov type test for positive quadrant dependence
Scaillet, Olivier
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10002634905
Saved in:
4
Understanding default risk through nonparametric intensity estimation
Couderc, Fabien
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003074107
Saved in:
5
A Kolmogorov-Smirnov type test for shortfall dominance against parametric alternatives
Denuit, Michel
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003074160
Saved in:
6
Optimal Asset Allocation for Pension Funds Under Mortality Risk During the Accumulation and Decumulation Phases
Battocchio, Paolo
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001795066
Saved in:
7
The allocation of assets under higher moments
Jondeau, Eric
(
contributor
);
Rockinger, Michael
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001791441
Saved in:
8
International evidence on real estate as a portfolio diversifier
Hoesli, Martin
(
contributor
);
Lekander, Jon
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001791443
Saved in:
9
Geographical versus industrial diversification : a mean variance spanning approach
Ehling, Paul
(
contributor
);
Ramos, Sofia B.
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001791454
Saved in:
10
Portfolio diversification in Europe
Adjaoute, Kpate
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001791457
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
