//--> //--> //--> //-->
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"
~subject:"Portfolio selection"
~subject:"Risiko"
~subject:"Risikoprämie"
~subject:"Risk"
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
The fundamental theorem of ass...
Similar by subject
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Portfolio selection
Risiko
Risikoprämie
Risk
CAPM
53
Theorie
42
Theory
42
Portfolio-Management
31
Stochastic process
19
Stochastischer Prozess
19
Arbitrage
18
Option pricing theory
18
Optionspreistheorie
18
Capital income
17
Kapitaleinkommen
17
Volatility
15
Volatilität
15
Asset pricing
10
Börsenkurs
10
Estimation
10
Schätzung
10
Share price
10
Statistical arbitrage
10
Forecasting model
8
Prognoseverfahren
8
Risikomaß
7
Risk measure
7
Devisenmarkt
6
Foreign exchange market
6
Pairs trading
6
Risk premium
6
Yield curve
6
Zinsstruktur
6
Arbitrage pricing
5
Credit risk
5
Finance
5
Kreditrisiko
5
Portfolio optimization
5
Risikoaversion
5
Risk aversion
5
more ...
less ...
Online availability
All
Undetermined
32
Free
5
Type of publication
All
Article
37
Type of publication (narrower categories)
All
Article in journal
37
Aufsatz in Zeitschrift
37
Language
All
English
37
Author
All
Stübinger, Johannes
3
Ding, Rui
2
Endres, Sylvia
2
Escobar, Marcos
2
González-Urteaga, Ana
2
Krauss, Christopher
2
Rubio, Gonzalo
2
Bianchi, Michele Leonardo
1
Bradrania, Reza
1
Chow, K. Victor
1
Chung, Munki
1
Clark, Brian
1
Clegg, Matthew
1
Curran, Michael
1
Dentcheva, Darinka
1
Distaso, Walter
1
Dong, Juan
1
Edirisinghe, Chanaka
1
Elliott, Robert J.
1
Fabozzi, Frank J.
1
Faria, Gonçalo
1
Ferrando, Sebastian
1
Fieberg, Christian
1
Gebbie, T. J.
1
Grobys, Klaus
1
Gschnaidtner, Christoph
1
Guidolin, Massimo
1
Hansen, Erwin
1
Hilliard, Jimmy E.
1
Hilliard, Jitka
1
Hodoshima, Jiro
1
John, Kose
1
Kim, Jang Ho
1
Kim, Woo Chang
1
Korobenko, Lyudmila
1
Kschonnek, M.
1
Law, Keith K. F.
1
Lee, John B.
1
Lee, Yongjae
1
Li, Jingrui
1
more ...
less ...
Published in...
All
Quantitative finance
NBER working paper series
196
Journal of financial economics
168
Research paper series / Swiss Finance Institute
152
Working paper / National Bureau of Economic Research, Inc.
147
Journal of banking & finance
143
Finance research letters
132
NBER Working Paper
122
The review of financial studies
100
Swiss Finance Institute Research Paper
99
Journal of empirical finance
94
The journal of finance : the journal of the American Finance Association
80
International review of financial analysis
76
Journal of economic dynamics & control
72
Management science : journal of the Institute for Operations Research and the Management Sciences
66
International review of economics & finance : IREF
65
CESifo working papers
62
Applied economics
60
Journal of international money and finance
57
Journal of risk and financial management : JRFM
51
Working paper / Centre for Financial Research
51
Economic modelling
50
Journal of international financial markets, institutions & money
49
Discussion paper / Centre for Economic Policy Research
48
Journal of financial and quantitative analysis : JFQA
48
Discussion papers / CEPR
46
Working paper
46
The North American journal of economics and finance : a journal of financial economics studies
45
The journal of portfolio management : a publication of Institutional Investor
44
Economics letters
42
SAFE working paper
42
Pacific-Basin finance journal
41
Staff reports / Federal Reserve Bank of New York
41
ECB Working Paper
40
The journal of asset management
40
Annals of finance
39
Working paper series / European Central Bank
39
The European journal of finance
38
International journal of theoretical and applied finance
37
Journal of financial markets
35
more ...
less ...
Source
All
ECONIS (ZBW)
37
Showing
1
-
10
of
37
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Persistence of jump-induced tail risk and limits to
arbitrage
Chow, K. Victor
;
John, Kose
;
Li, Jingrui
;
Sopranzetti, …
- In:
Quantitative finance
23
(
2023
)
4
,
pp. 705-719
Persistent link: https://www.econbiz.de/10014304321
Saved in:
2
Learning the dynamics of technical trading strategies
Murphy, N. J.
;
Gebbie, T. J.
- In:
Quantitative finance
21
(
2021
)
8
,
pp. 1325-1349
Persistent link: https://www.econbiz.de/10012608650
Saved in:
3
Robust statistical
arbitrage
strategies
Lütkebohmert-Holtz, Eva
;
Sester, Julian
- In:
Quantitative finance
21
(
2021
)
3
,
pp. 379-402
Persistent link: https://www.econbiz.de/10012483829
Saved in:
4
Statistical
arbitrage
with vine copulas
Stübinger, Johannes
;
Mangold, Benedikt
;
Krauss, Christopher
- In:
Quantitative finance
18
(
2018
)
11
,
pp. 1831-1849
Persistent link: https://www.econbiz.de/10012262849
Saved in:
5
Pairs trading with partial cointegration
Clegg, Matthew
;
Krauss, Christopher
- In:
Quantitative finance
18
(
2018
)
1
,
pp. 121-138
Persistent link: https://www.econbiz.de/10011905837
Saved in:
6
Estimating a regime switching pairs trading model
Elliott, Robert J.
;
Bradrania, Reza
- In:
Quantitative finance
18
(
2018
)
5
,
pp. 877-883
Persistent link: https://www.econbiz.de/10011907956
Saved in:
7
A flexible regime switching model with pairs trading application to the S&P 500 high-frequency stock returns
Endres, Sylvia
;
Stübinger, Johannes
- In:
Quantitative finance
19
(
2019
)
10
,
pp. 1727-1740
Persistent link: https://www.econbiz.de/10012194819
Saved in:
8
Using the short-lived
arbitrage
model to compute minimum variance hedge ratios : application to indices, stocks and commodities
Hilliard, Jimmy E.
;
Hilliard, Jitka
;
Ni, Yinan
- In:
Quantitative finance
21
(
2021
)
1
,
pp. 125-142
Persistent link: https://www.econbiz.de/10012424638
Saved in:
9
Pairs trading with a mean-reverting jump-diffusion model on high-frequency data
Stübinger, Johannes
;
Endres, Sylvia
- In:
Quantitative finance
18
(
2018
)
10
,
pp. 1735-1751
Persistent link: https://www.econbiz.de/10012261908
Saved in:
10
International portfolio choice under multi-factor stochastic volatility
Escobar, Marcos
;
Ferrando, Sebastian
;
Gschnaidtner, …
- In:
Quantitative finance
22
(
2022
)
6
,
pp. 1193-1216
Persistent link: https://www.econbiz.de/10013367893
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->