//--> //--> //--> //-->
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:"Journal of economic dynamics & control"
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
Performance Characteristics of...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Portfolio selection
252
Portfolio-Management
252
Theorie
166
Theory
166
CAPM
33
Stochastic process
25
Stochastischer Prozess
25
Capital income
24
Kapitaleinkommen
24
Risk
24
Hedging
23
Option pricing theory
22
Optionspreistheorie
22
Risiko
22
Anlageverhalten
21
Behavioural finance
21
Financial investment
21
Kapitalanlage
21
Risikomaß
20
Risk measure
20
Volatility
18
Volatilität
18
Estimation
17
Schätzung
17
Dynamic programming
14
Mathematical programming
14
Mathematische Optimierung
14
Consumption theory
13
Konsumtheorie
13
Lebenszyklus
12
Life cycle
12
Dynamische Optimierung
11
Portfolio choice
11
Risikoaversion
11
Risk aversion
11
Risikoprämie
10
Risk premium
10
Transaction costs
10
Transaktionskosten
10
Derivat
9
more ...
less ...
Online availability
All
Undetermined
82
Type of publication
All
Article
247
Book / Working Paper
5
Type of publication (narrower categories)
All
Article in journal
250
Aufsatz in Zeitschrift
250
Collection of articles of several authors
3
Sammelwerk
3
Conference proceedings
1
Konferenzschrift
1
Language
All
English
252
Author
All
Kraft, Holger
6
Branger, Nicole
5
Li, Duan
5
Lioui, Abraham
5
Munk, Claus
5
Li, Kai
4
Zenios, Stauros Andrea
4
Cvitanić, Jakša
3
Huang, Chi-fu
3
Leippold, Markus
3
Lillo, Fabrizio
3
Mahayni, Antje
3
Rustem, Berç
3
Seifried, Frank Thomas
3
Trojani, Fabio
3
Vanini, Paolo
3
Alexander, Gordon J.
2
Baptista, Alexandre M.
2
Blake, David
2
Bodie, Zvi
2
Caccioli, Fabio
2
Chacko, George
2
Cong, F.
2
Cox, John Carrington
2
Cui, Xiangyu
2
Damgaard, Anders
2
De Giorgi, Enrico
2
Duffie, Darrell
2
Fabozzi, Frank J.
2
Farmer, J. Doyne
2
Forsyth, Peter A.
2
He, Xue-zhong
2
Hindy, Ayman
2
Kwon, Oh Kang
2
Larsen, Linda Sandris
2
Li, Bin
2
Li, Danping
2
Li, Lingfei
2
Li, Youwei
2
Liao, Yin
2
more ...
less ...
Published in...
All
Journal of economic dynamics & control
MPRA Paper
1,511
ECB Working Paper
978
NBER Working Papers
728
NBER working paper series
704
Working Paper
682
IMF Working Paper
629
Journal of banking & finance
617
CEPR Discussion Papers
541
Working paper / National Bureau of Economic Research, Inc.
512
CESifo Working Paper
477
European journal of operational research : EJOR
449
Journal of Banking & Finance
431
Finance research letters
429
Research paper series / Swiss Finance Institute
429
Working paper series / European Central Bank
422
NBER Working Paper
420
Insurance / Mathematics & economics
387
CESifo working papers
381
Discussion paper
338
Journal of financial economics
312
Swiss Finance Institute Research Paper
308
International review of financial analysis
303
CESifo Working Paper Series
286
SpringerLink / Bücher
286
BANCARIA
282
Economics Papers from University Paris Dauphine
271
FEDS Working Paper
270
The journal of asset management
270
The journal of portfolio management : a publication of Institutional Investor
263
The journal of finance : the journal of the American Finance Association
258
Bundesbank Discussion Paper
251
Management science : journal of the Institute for Operations Research and the Management Sciences
243
Journal of risk and financial management : JRFM
240
Discussion paper / Tinbergen Institute
234
The review of financial studies
232
Discussion paper / Centre for Economic Policy Research
231
Applied economics
226
International journal of theoretical and applied finance
223
Staff Report
223
more ...
less ...
Source
All
ECONIS (ZBW)
252
Showing
1
-
10
of
252
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Optimal portfolio allocation with volatility and co-jump risk that Markowitz would like
Oliva, Immacolata
;
Renò, Roberto
- In:
Journal of economic dynamics & control
94
(
2018
),
pp. 242-256
Persistent link: https://www.econbiz.de/10012004394
Saved in:
2
Hedge fund seeding via fees-for-seed swaps under idiosyncratic risk
Ewald, Christian-Oliver
;
Zhang, Hai
- In:
Journal of economic dynamics & control
71
(
2016
),
pp. 45-59
Persistent link: https://www.econbiz.de/10011708768
Saved in:
3
Hedge funds trading strategies and leverage
Huang, Wenli
;
Liu, Wenqiong
;
Lu, Lei
;
Mu, Congming
- In:
Journal of economic dynamics & control
149
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014285098
Saved in:
4
A theory of optimal timing and selectivity
Chacko, George
;
Das, Sanjiv Ranjan
- In:
Journal of economic dynamics & control
23
(
1999
)
7
,
pp. 929-965
Persistent link: https://www.econbiz.de/10001379548
Saved in:
5
Relaxing the cash-in-advance constraint at a fixed cost : are simple trigger-target portfolio rules optimal?
Corbae, Dean
- In:
Journal of economic dynamics & control
17
(
1993
)
1
,
pp. 51-64
Persistent link: https://www.econbiz.de/10001136249
Saved in:
6
Liquidity-constrained employment contracts
Leach, John
- In:
Journal of economic dynamics & control
13
(
1989
)
2
,
pp. 255-269
Persistent link: https://www.econbiz.de/10001061842
Saved in:
7
Recoverability of Uzawa utility functionals under asset price lognormality
Nairay, Alain
- In:
Journal of economic dynamics & control
9
(
1985
)
2
,
pp. 241-250
Persistent link: https://www.econbiz.de/10001010206
Saved in:
8
A preference foundation for log mean-variance criteria in portfolio choice problems
Luenberger, David G.
- In:
Journal of economic dynamics & control
17
(
1993
)
5
,
pp. 887-906
Persistent link: https://www.econbiz.de/10001148482
Saved in:
9
Explaining the facts with adaptive agents : the case of mutual fund flows
Lettau, Martin
- In:
Journal of economic dynamics & control
21
(
1997
)
7
,
pp. 1117-1147
Persistent link: https://www.econbiz.de/10001222311
Saved in:
10
A portfolio approach to endogenous growth : equilibrium and optimal policy
Corsetti, Giancarlo
- In:
Journal of economic dynamics & control
21
(
1997
)
10
,
pp. 1627-1644
Persistent link: https://www.econbiz.de/10001224136
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...
//-->