//--> //--> //--> //-->
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:"Finance and stochastics"
~isPartOf:"Quantitative finance"
~isPartOf:"The journal of asset management"
~subject:"Theory"
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
EMU and Portfolio Diversificat...
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Theory
Portfolio selection
654
Portfolio-Management
654
Theorie
349
Capital income
114
Kapitaleinkommen
114
Risk
102
Risiko
101
Stochastic process
83
Stochastischer Prozess
83
CAPM
76
Risk measure
73
Risikomaß
72
Mathematical programming
69
Mathematische Optimierung
69
Risikomanagement
63
Risk management
63
Anlageverhalten
51
Behavioural finance
51
Investment Fund
50
Investmentfonds
50
Volatility
50
Volatilität
50
Hedging
48
Transaction costs
42
Transaktionskosten
42
Option pricing theory
41
Optionspreistheorie
41
Estimation
35
Schätzung
35
USA
33
United States
33
Financial investment
30
Forecasting model
30
Kapitalanlage
30
Measurement
30
Messung
30
Portfolio optimization
30
Prognoseverfahren
30
Statistical distribution
29
more ...
less ...
Online availability
All
Undetermined
200
Free
17
Type of publication
All
Article
348
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
349
Aufsatz in Zeitschrift
349
Conference paper
4
Konferenzbeitrag
4
Aufsatzsammlung
1
Mehrbändiges Werk
1
Multi-volume publication
1
more ...
less ...
Language
All
English
349
Author
All
Kabanov, Jurij M.
6
Escobar, Marcos
5
Choulli, Tahir
4
Jeanblanc, Monique
4
Karatzas, Ioannis
4
Kwon, Roy H.
4
Madan, Dilip B.
4
Pham, Huyên
4
Rüschendorf, Ludger
4
Schied, Alexander
4
Becherer, Dirk
3
Benth, Fred Espen
3
Birge, John R.
3
Costa, Giorgio
3
Deng, Jun
3
Elie, Romuald
3
Fabozzi, Frank J.
3
Guasoni, Paolo
3
Jiao, Ying
3
Klüppelberg, Claudia
3
Larsen, Kasper
3
Lépinette, Emmanuel
3
Muhle-Karbe, Johannes
3
Pun, Chi Seng
3
Sass, Jörn
3
Satchell, Stephen
3
Schachermayer, Walter
3
Stübinger, Johannes
3
Wang, Ruodu
3
Zariphopoulou-Souganidis, Thaleia
3
Aksamit, Anna
2
Auer, Benjamin R.
2
Bayraktar, Erhan
2
Belak, Christoph
2
Boer, Sanne de
2
Bouchard, Bruno
2
Cheng, Yuyang
2
Chávez-Bedoya, Luis
2
Delbaen, Freddy
2
Denis, Emmanuel
2
more ...
less ...
Published in...
All
Finance and stochastics
Quantitative finance
The journal of asset management
Insurance / Mathematics & economics
279
European journal of operational research : EJOR
278
NBER working paper series
264
Journal of banking & finance
244
Working paper / National Bureau of Economic Research, Inc.
204
NBER Working Paper
200
Finance research letters
183
Journal of economic dynamics & control
167
Research paper series / Swiss Finance Institute
163
Mathematical finance : an international journal of mathematics, statistics and financial theory
155
International journal of theoretical and applied finance
145
Swiss Finance Institute Research Paper
117
Management science : journal of the Institute for Operations Research and the Management Sciences
108
Journal of financial economics
107
CESifo working papers
105
Risks : open access journal
104
The review of financial studies
104
The journal of finance : the journal of the American Finance Association
100
Discussion paper / Centre for Economic Policy Research
99
The journal of portfolio management : a publication of Institutional Investor
99
Journal of empirical finance
94
Discussion paper / Tinbergen Institute
88
SpringerLink / Bücher
88
Economic modelling
85
Economics letters
85
The European journal of finance
80
Computational economics
75
Mathematics and financial economics
74
Journal of risk and financial management : JRFM
73
International review of economics & finance : IREF
71
International review of financial analysis
70
Discussion paper
68
Mathematical methods of operations research
68
The North American journal of economics and finance : a journal of financial economics studies
64
The journal of portfolio management : JPM
64
Journal of economic theory
63
Working paper
62
more ...
less ...
Source
All
ECONIS (ZBW)
349
Showing
1
-
10
of
349
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The Maximum Diversification index
Diyarbakırlıoğlu, Erkin
;
Satman, Mehmet H.
- In:
The journal of asset management
14
(
2013
)
6
,
pp. 400-409
Persistent link: https://www.econbiz.de/10010258476
Saved in:
2
Diversification with risk factors and investable hedge fund indices
Boigner, Philip
;
Gadzinski, Gregory
- In:
The journal of asset management
16
(
2015
)
2
,
pp. 101-116
Persistent link: https://www.econbiz.de/10011411941
Saved in:
3
Robust portfolio rebalancing with cardinality and diversification constraints
Zhao, Zhihua
;
Xu, Fengmin
;
Du, Donglei
;
Meihua, Wang
- In:
Quantitative finance
21
(
2021
)
10
,
pp. 1707-1721
Persistent link: https://www.econbiz.de/10012653708
Saved in:
4
Rao's quadratic entropy and maximum diversification indexation
Carmichael, Benoît
;
Koumou, Gilles Boevi
;
Moran, Kevin
- In:
Quantitative finance
18
(
2018
)
6
,
pp. 1017-1031
Persistent link: https://www.econbiz.de/10011911262
Saved in:
5
Portfolio optimisation in an uncertain world
Jong, Marielle de
- In:
The journal of asset management
19
(
2018
)
4
,
pp. 216-221
Persistent link: https://www.econbiz.de/10011891167
Saved in:
6
Kurtosis-based risk parity : methodology and portfolio effects
Braga, M. D.
;
Nava, C. R.
;
Zoia, M. G.
- In:
Quantitative finance
23
(
2023
)
3
,
pp. 453-469
Persistent link: https://www.econbiz.de/10014232668
Saved in:
7
Portfolio selection in the presence of systemic risk
Biglova, Almira
;
Ortobelli, Sergio
;
Fabozzi, Frank J.
- In:
The journal of asset management
15
(
2014
)
5
,
pp. 285-299
Persistent link: https://www.econbiz.de/10010476238
Saved in:
8
Pure return persistence, Hurst exponents and hedge fund selection : a practical note
Auer, Benjamin R.
- In:
The journal of asset management
17
(
2016
)
5
,
pp. 319-330
Persistent link: https://www.econbiz.de/10011634661
Saved in:
9
Efficient skewness/semivariance portfolios
Brito, Rui Pedro
;
Sebastião, Hélder
;
Godinho, Pedro …
- In:
The journal of asset management
17
(
2016
)
5
,
pp. 331-346
Persistent link: https://www.econbiz.de/10011634675
Saved in:
10
Asymptotic arbitrage and numéraire portfolios in large financial markets
Rochlin, Dmitri B.
- In:
Finance and stochastics
12
(
2008
)
2
,
pp. 173-194
Persistent link: https://www.econbiz.de/10003716254
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...
//-->