//--> //--> //--> //-->
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"
~type_genre:"Article in journal"
~type_genre:"Mehrbändiges Werk"
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
Portfolio theory and security...
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Portfolio selection
Risikomanagement
50
Risk management
50
Theorie
43
Theory
43
Portfolio-Management
39
Financial market
23
Finanzmarkt
23
Risikomaß
20
Risk measure
20
Risiko
18
Risk
18
Volatility
12
Volatilität
12
Financial services
11
Finanzdienstleistung
11
Börsenkurs
10
Forecasting model
10
Prognoseverfahren
10
Share price
10
Estimation
9
Schätzung
9
Capital income
8
Credit risk
8
Derivat
8
Derivative
8
Kapitaleinkommen
8
Kreditrisiko
8
Financial crisis
7
Financial investment
7
Finanzkrise
7
Hedging
7
Kapitalanlage
7
Option pricing theory
7
Optionspreistheorie
7
Time series analysis
6
Zeitreihenanalyse
6
Correlation
5
Korrelation
5
Machine learning
5
more ...
less ...
Online availability
All
Undetermined
33
Free
6
Type of publication
All
Article
39
Type of publication (narrower categories)
All
Article in journal
Mehrbändiges Werk
Aufsatz in Zeitschrift
39
Conference paper
1
Konferenzbeitrag
1
Language
All
English
39
Author
All
Härdle, Wolfgang
3
Akahori, J.
1
Arratia, Argimiro
1
Bae, Sanghyeon
1
Barsotti, F.
1
Bellani, Claudio
1
Bergk, Kerstin
1
Braga, M. D.
1
Brandtner, Mario
1
Brigo, Damiano
1
Buehler, Hans
1
Chang, Hsiao-Yin
1
Chen, An
1
Chen, Yi-Hsuan
1
Chincarini, Ludwig Boris
1
Cifuentes, Arturo
1
Clegg, Matthew
1
Costa, Giorgio
1
Deng, Kaihua
1
Deng, Shijie
1
Deshpande, Amit
1
Ding, Rui
1
Dorador, Albert
1
Elendner, Hermann
1
Endres, Sylvia
1
Ertley, Brian
1
Glasserman, Paul
1
Gonon, Lukas
1
Hacini, Mehdi-Vincent
1
Haugh, Martin B.
1
Hofer, Markus
1
Huang, Wenjun
1
Imamura, Y.
1
Ince, Akif
1
Irarrazabal, Alfonso A.
1
Kandhai, Drona
1
Kim, Hyuksoo
1
Kim, Saejoon
1
Kim, Woo Chang
1
Koike, Takaaki
1
more ...
less ...
Published in...
All
Quantitative finance
Insurance / Mathematics & economics
105
Journal of banking & finance
94
Finance research letters
82
European journal of operational research : EJOR
66
International review of financial analysis
58
Risks : open access journal
56
The journal of portfolio management : a publication of Institutional Investor
46
Journal of risk
42
The journal of portfolio management : JPM
42
International review of economics & finance : IREF
39
Journal of investment management : JOIM
39
Journal of risk and financial management : JRFM
39
The journal of asset management
39
Journal of financial economics
38
The North American journal of economics and finance : a journal of financial economics studies
35
Applied economics
34
Journal of economic dynamics & control
34
Journal of risk management in financial institutions
33
The European journal of finance
32
Economic modelling
29
Journal of empirical finance
29
The journal of investing
28
Management science : journal of the Institute for Operations Research and the Management Sciences
25
Investment management and financial innovations
24
The journal of wealth management
24
Energy economics
23
International journal of theoretical and applied finance
23
Journal of international financial markets, institutions & money
23
Research in international business and finance
23
Finance and stochastics
20
International journal of economics and financial issues : IJEFI
20
Pacific-Basin finance journal
20
Applied economics letters
19
International journal of economics and finance
19
Financial services review : the journal of individual financial management
18
The journal of alternative investments
18
Managerial finance
17
Mathematics and financial economics
17
The journal of asset management : a major new, international quarterly journal for the financial community
17
more ...
less ...
Source
All
ECONIS (ZBW)
39
Showing
1
-
10
of
39
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Quantification of risk in classical models of finance
Pichler, Alois
;
Schlotter, Ruben
- In:
Quantitative finance
22
(
2022
)
1
,
pp. 31-45
Persistent link: https://www.econbiz.de/10012872493
Saved in:
2
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:
3
Optimal portfolio choice of couples with tax-deferred accounts and survival-contingent products
Bae, Sanghyeon
;
Lee, Yongjae
;
Kim, Woo Chang
- In:
Quantitative finance
23
(
2023
)
11
,
pp. 1597-1615
Persistent link: https://www.econbiz.de/10014419181
Saved in:
4
Investing with cryptocurrencies : evaluating their potential for portfolio allocation strategies
Petukhina, Alla
;
Trimborn, Simon
;
Härdle, Wolfgang
; …
- In:
Quantitative finance
21
(
2021
)
11
,
pp. 1825-1853
Persistent link: https://www.econbiz.de/10012696778
Saved in:
5
Detection of false investment strategies using unsupervised learning methods
López de Prado, Marcos M.
;
Lewis, Michael J.
- In:
Quantitative finance
19
(
2019
)
9
,
pp. 1555-1565
Persistent link: https://www.econbiz.de/10012194806
Saved in:
6
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:
7
Optimal asset allocation for commodity sovereign wealth funds
Irarrazabal, Alfonso A.
;
Ma, Lin
;
Parra-Alvarez, Juan Carlos
- In:
Quantitative finance
23
(
2023
)
3
,
pp. 471-495
Persistent link: https://www.econbiz.de/10014232677
Saved in:
8
A modified CTGAN-plus-features-based method for optimal asset allocation
Peña, José-Manuel
;
Suárez, Fernando
;
Larré, Omar
; …
- In:
Quantitative finance
24
(
2024
)
3/4
,
pp. 465-479
Persistent link: https://www.econbiz.de/10014552083
Saved in:
9
Transaction costs and crowding
Chincarini, Ludwig Boris
- In:
Quantitative finance
18
(
2018
)
8
,
pp. 1389-1410
Persistent link: https://www.econbiz.de/10011911547
Saved in:
10
Liquidity risk in derivatives valuation : an improved credit proxy method
Sourabh, Sumit
;
Hofer, Markus
;
Kandhai, Drona
- In:
Quantitative finance
18
(
2018
)
3
,
pp. 467-481
Persistent link: https://www.econbiz.de/10011906396
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->