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"
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
Portable Alpha - ein tragbares...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Portfolio selection
203
Portfolio-Management
203
Theorie
134
Theory
134
Risikomaß
41
Risk measure
41
Capital income
37
Kapitaleinkommen
37
Risiko
37
Risk
37
Stochastic process
36
Stochastischer Prozess
36
Anlageverhalten
33
Behavioural finance
33
Risikomanagement
31
Risk management
31
Mathematical programming
26
Mathematische Optimierung
26
CAPM
24
Portfolio optimization
23
Forecasting model
22
Prognoseverfahren
22
Volatility
21
Volatilität
21
Estimation
20
Schätzung
20
Option pricing theory
18
Optionspreistheorie
18
Measurement
17
Messung
17
Hedging
16
Transaction costs
13
Transaktionskosten
13
Börsenkurs
12
Robust statistics
12
Robustes Verfahren
12
Share price
12
Derivat
11
Derivative
11
Risikoaversion
11
more ...
less ...
Online availability
All
Undetermined
189
Free
30
Type of publication
All
Article
219
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
220
Aufsatz in Zeitschrift
220
Conference paper
8
Konferenzbeitrag
8
Aufsatzsammlung
1
Language
All
English
220
Author
All
Escobar, Marcos
6
Härdle, Wolfgang
4
Kim, Woo Chang
4
Lee, Yongjae
4
Boudt, Kris
3
Kim, Jang Ho
3
Stübinger, Johannes
3
Vanduffel, Steven
3
Wong, Hoi Ying
3
Yu, Philip L. H.
3
An, Yunbi
2
Bernard, Carole
2
Birge, John R.
2
Chen, An
2
Cheng, Yuyang
2
Coqueret, Guillaume
2
Costa, Giorgio
2
Ding, Rui
2
Elliott, Robert J.
2
Endres, Sylvia
2
Forsyth, Peter A.
2
Grobys, Klaus
2
Gu, Jia-Wen
2
Guidolin, Massimo
2
Koumou, Gilles Boevi
2
Krauss, Christopher
2
Kwon, Do-Gyun
2
Kwon, Roy H.
2
Langrené, Nicolas
2
Li, Lingfei
2
Li, Yuying
2
Liu, Qingfu
2
Loeper, Grégoire
2
Madan, Dilip B.
2
Ni, Chendi
2
Olmo, Jose
2
Paterlini, Sandra
2
Pun, Chi Seng
2
Satchell, Stephen
2
Sermpinis, Georgios
2
more ...
less ...
Published in...
All
Quantitative finance
NBER working paper series
813
Finance research letters
780
Journal of banking & finance
778
Working paper / National Bureau of Economic Research, Inc.
666
NBER Working Paper
537
International review of financial analysis
491
Journal of financial economics
436
European journal of operational research : EJOR
411
Insurance / Mathematics & economics
385
The journal of finance : the journal of the American Finance Association
350
The review of financial studies
349
Pacific-Basin finance journal
341
Discussion paper / Centre for Economic Policy Research
314
Journal of economic dynamics & control
308
Management science : journal of the Institute for Operations Research and the Management Sciences
304
International review of economics & finance : IREF
303
Journal of financial and quantitative analysis : JFQA
298
Applied economics
293
Journal of empirical finance
284
The journal of asset management
282
Research paper series / Swiss Finance Institute
273
The journal of portfolio management : a publication of Institutional Investor
270
SpringerLink / Bücher
267
The North American journal of economics and finance : a journal of financial economics studies
253
Research in international business and finance
252
The European journal of finance
246
Economic modelling
233
Economics letters
230
International journal of theoretical and applied finance
229
Applied economics letters
226
The journal of behavioral finance : a publication of the Institute of Behavioral Finance
212
Risks : open access journal
200
Finance and stochastics
197
Journal of international financial markets, institutions & money
185
Journal of risk and financial management : JRFM
184
Discussion papers / CEPR
183
Journal of economic behavior & organization : JEBO
183
Swiss Finance Institute Research Paper
181
Mathematical finance : an international journal of mathematics, statistics and financial theory
177
more ...
less ...
Source
All
ECONIS (ZBW)
220
Showing
1
-
10
of
220
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Continuous-time stochastic mutual fund management game between active and passive funds
Han, Kai
;
Rong, Ximin
;
Shen, Yang
;
Zhao, Hui
- In:
Quantitative finance
21
(
2021
)
10
,
pp. 1647-1667
Persistent link: https://www.econbiz.de/10012653705
Saved in:
2
Welfare effects of information and rationality in portfolio decisions under parameter uncertainty
Longo, M.
;
Mainini, A.
- In:
Quantitative finance
18
(
2018
)
12
,
pp. 2035-2050
Persistent link: https://www.econbiz.de/10012262961
Saved in:
3
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:
4
Pairs trading under transaction costs using model predictive control
Primbs, James A.
;
Yamada, Yuji
- In:
Quantitative finance
18
(
2018
)
6
,
pp. 885-895
Persistent link: https://www.econbiz.de/10011907977
Saved in:
5
Risk-managed 52-week high industry momentum, momentum crashes and hedging macroeconomic risk
Grobys, Klaus
- In:
Quantitative finance
18
(
2018
)
7
,
pp. 1233-1247
Persistent link: https://www.econbiz.de/10011911534
Saved in:
6
Detailed study of a moving average trading rule
Ferreira, Fernando F.
;
Silva, A. Christian
;
Yen, Ju-Yi
- In:
Quantitative finance
18
(
2018
)
9
,
pp. 1599-1617
Persistent link: https://www.econbiz.de/10011913212
Saved in:
7
Challenging the robustness of optimal portfolio investment with moving average-based strategies
Bel Hadj Ayed, Ahmed
;
Loeper, Grégoire
;
Abergel, Frédéric
- In:
Quantitative finance
19
(
2019
)
1
,
pp. 123-135
Persistent link: https://www.econbiz.de/10012194624
Saved in:
8
Collective mental accounting : an integrated behavioural portfolio selection model for multiple mental accounts
Momen, Omid
;
Esfahanipour, Akbar
;
Seifi, Abbas
- In:
Quantitative finance
19
(
2019
)
2
,
pp. 265-275
Persistent link: https://www.econbiz.de/10012194652
Saved in:
9
Asset volatility with prospect theory investors
Bekierman, Jeremias
- In:
Quantitative finance
19
(
2019
)
4
,
pp. 533-543
Persistent link: https://www.econbiz.de/10012194695
Saved in:
10
Leveraging a call-put ratio as a trading signal
Houlihan, Patrick
;
Creamer Guillén, Germán
- In:
Quantitative finance
19
(
2019
)
5
,
pp. 763-777
Persistent link: https://www.econbiz.de/10012194713
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...
