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
Robust Mean-Variance Portfolio...
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
131
Theory
131
Risikomaß
41
Risk measure
41
Stochastic process
37
Stochastischer Prozess
37
Risiko
36
Risk
36
Risikomanagement
32
Risk management
32
Capital income
29
Kapitaleinkommen
29
Mathematical programming
26
Mathematische Optimierung
26
CAPM
23
Portfolio optimization
23
Option pricing theory
20
Optionspreistheorie
20
Volatility
20
Volatilität
20
Forecasting model
18
Prognoseverfahren
18
Measurement
17
Messung
17
Anlageverhalten
16
Behavioural finance
16
Estimation
16
Hedging
16
Robust statistics
16
Robustes Verfahren
16
Schätzung
16
Transaction costs
13
Transaktionskosten
13
Statistical distribution
11
Statistische Verteilung
11
Asset allocation
10
Derivat
10
Derivative
10
more ...
less ...
Online availability
All
Undetermined
178
Free
28
Type of publication
All
Article
206
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
207
Aufsatz in Zeitschrift
207
Conference paper
8
Konferenzbeitrag
8
Aufsatzsammlung
1
Language
All
English
207
Author
All
Escobar, Marcos
6
Härdle, Wolfgang
4
Kim, Woo Chang
4
Lee, Yongjae
4
Wong, Hoi Ying
4
Boudt, Kris
3
Kim, Jang Ho
3
Stübinger, Johannes
3
Vanduffel, Steven
3
Yu, Philip L. H.
3
Bernard, Carole
2
Birge, John R.
2
Chen, An
2
Cheng, Yuyang
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
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
Lütkebohmert-Holtz, Eva
2
Madan, Dilip B.
2
Ni, Chendi
2
Olmo, Jose
2
Paterlini, Sandra
2
Pun, Chi Seng
2
Satchell, Stephen
2
Sermpinis, Georgios
2
Sester, Julian
2
Sit, Tony
2
more ...
less ...
Published in...
All
Quantitative finance
MPRA Paper
1,270
NBER working paper series
628
European journal of operational research : EJOR
627
Journal of banking & finance
576
Working Paper
522
Finance research letters
484
Working paper / National Bureau of Economic Research, Inc.
472
NBER Working Papers
453
Insurance / Mathematics & economics
401
NBER Working Paper
398
Research paper series / Swiss Finance Institute
378
ECB Working Paper
343
IZA Discussion Papers
324
CEPR Discussion Papers
305
CESifo Working Paper
302
Discussion paper / Tinbergen Institute
299
International review of financial analysis
289
CESifo working papers
280
Journal of financial economics
279
Swiss Finance Institute Research Paper
266
Journal of economic dynamics & control
262
The journal of asset management
256
The journal of portfolio management : a publication of Institutional Investor
253
Management science : journal of the Institute for Operations Research and the Management Sciences
247
Tinbergen Institute Discussion Papers
238
The journal of finance : the journal of the American Finance Association
234
Tinbergen Institute Discussion Paper
234
Working paper
227
International journal of theoretical and applied finance
224
Discussion paper series / IZA
217
Journal of risk and financial management : JRFM
213
Applied economics
212
Discussion paper / Centre for Economic Policy Research
211
Journal of empirical finance
206
Journal of Banking & Finance
205
Finance and stochastics
203
Economics Papers from University Paris Dauphine
201
CESifo Working Paper Series
200
IZA Discussion Paper
199
more ...
less ...
Source
All
ECONIS (ZBW)
207
Showing
1
-
10
of
207
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Distributionally robust portfolio optimization with linearized STARR performance measure
Ji, Ran
;
Lejeune, Miguel A.
;
Fan, Zhengyang
- In:
Quantitative finance
22
(
2022
)
1
,
pp. 113-127
Persistent link: https://www.econbiz.de/10012872526
Saved in:
2
A practical guide to robust portfolio optimization
Yin, Chenyang
;
Perchet, Romain
;
Soupé, François
- In:
Quantitative finance
21
(
2021
)
6
,
pp. 911-928
Persistent link: https://www.econbiz.de/10012515625
Saved in:
3
Quantitative statistical robustness for tail-dependent law invariant risk measures
Wang, Wei
;
Xu, Huifu
;
Ma, Tiejun
- In:
Quantitative finance
21
(
2021
)
10
,
pp. 1669-1685
Persistent link: https://www.econbiz.de/10012653706
Saved in:
4
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:
5
A cost-effective approach to portfolio construction with range-based risk measures
Pun, Chi Seng
;
Wang, Lei
- In:
Quantitative finance
21
(
2021
)
3
,
pp. 431-447
Persistent link: https://www.econbiz.de/10012483832
Saved in:
6
Robust multivariate portfolio choice with stochastic covariance in the presence of ambiguity
Bergen, V.
;
Escobar, Marcos
;
Rubtsov, A.
;
Zagst, Rudi
- In:
Quantitative finance
18
(
2018
)
8
,
pp. 1265-1294
Persistent link: https://www.econbiz.de/10011911537
Saved in:
7
Data-driven robust mean-CVaR portfolio selection under distribution ambiguity
Kang, Zhilin
;
Li, Xun
;
Li, Zhongfei
;
Zhu, Shushang
- In:
Quantitative finance
19
(
2019
)
1
,
pp. 105-121
Persistent link: https://www.econbiz.de/10012194623
Saved in:
8
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:
9
Risk parity portfolio optimization under a Markov regime-switching framework
Costa, Giorgio
;
Kwon, Roy H.
- In:
Quantitative finance
19
(
2019
)
3
,
pp. 453-471
Persistent link: https://www.econbiz.de/10012194664
Saved in:
10
Distributionally robust end-to-end portfolio construction
Costa, Giorgio
;
Iyengar, Garud N.
- In:
Quantitative finance
23
(
2023
)
10
,
pp. 1465-1482
Persistent link: https://www.econbiz.de/10014419171
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...
