//--> //--> //-->
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:"Quantitative finance"
~person:"Bianchi, Michele Leonardo"
~person:"Ortobelli, Sergio"
~person:"Scaillet, Olivier"
~subject:"Risikomaß"
~subject:"Statistical distribution"
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
| 6 applied filters
Year of publication
From:
To:
Subject
All
Risikomaß
Statistical distribution
CAPM
1
Multivariate Analyse
1
Multivariate analysis
1
Multivariate non-Gaussian processes
1
Normal mean-variance mixtures
1
Portfolio optimization
1
Portfolio risk measures
1
Portfolio selection
1
Portfolio-Management
1
Risk measure
1
Stochastic process
1
Stochastischer Prozess
1
Theorie
1
Theory
1
Time-changed Brownian motion
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Bianchi, Michele Leonardo
Ortobelli, Sergio
Scaillet, Olivier
Härdle, Wolfgang
3
Costa, Giorgio
2
Sit, Tony
2
Wong, Hoi Ying
2
Alexander, Carol
1
Auer, Benjamin R.
1
Ben-Horin, Moshe
1
Bergk, Kerstin
1
Birge, John R.
1
Brandtner, Mario
1
Buccioli, Alice
1
Caccioli, Fabio
1
Caporin, Massimiliano
1
Chen, An
1
Chen, Junyao
1
Chen, Qian
1
Chen, Yi-Hsuan
1
Chávez-Bedoya, Luis
1
Dakos, Michael
1
Delage, Erick
1
Deng, Kaihua
1
Dentcheva, Darinka
1
Deshpande, Amit
1
Ding, Rui
1
Ertley, Brian
1
Fan, Zhengyang
1
Feinstein, Zachary
1
Gerlach, Richard
1
Giacometti, Rosella
1
Hacini, Mehdi-Vincent
1
Hasim, Haslifah Mohamad
1
Hofer, Markus
1
Ince, Akif
1
Iyengar, Garud N.
1
Ji, Ran
1
Jiménez-Martin, Juan-Angel
1
Kandhai, Drona
1
Kang, Zhilin
1
Kim, Hyuksoo
1
more ...
less ...
Published in...
All
Quantitative finance
The journal of asset management
2
Cahier de recherche / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
1
FAME research paper series
1
Handbook of heavy tailed distributions in finance
1
International journal of forecasting
1
International journal of theoretical and applied finance
1
Journal of banking & finance
1
Journal of empirical finance
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Mathematical methods of operations research
1
Optimizing optimization : the next generation of optimization applications and theory
1
Prague economic papers : a bimonthly journal of economic theory and policy
1
Série des documents de travail / Centre de Recherche en Économie et Statistique
1
World Scientific handbook in financial economics series
1
World scientific handbook in financial economics series
1
Yale ICF Working Paper
1
more ...
less ...
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Forward-looking portfolio selection with multivariate non-Gaussian models
Bianchi, Michele Leonardo
;
Tassinari, Gian Luca
- In:
Quantitative finance
20
(
2020
)
10
,
pp. 1645-1661
Persistent link: https://www.econbiz.de/10012295628
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->