//--> //--> //--> //-->
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:"The journal of asset management"
~subject:"CAPM"
~subject:"Risk management"
~subject:"Volatilität"
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
Double diversification with an...
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
CAPM
Risk management
Volatilität
Portfolio selection
255
Portfolio-Management
255
Capital income
78
Kapitaleinkommen
78
Theorie
68
Theory
68
Investment Fund
41
Investmentfonds
41
Risk
39
Risiko
38
Anlageverhalten
31
Behavioural finance
31
USA
30
United States
30
Volatility
25
Börsenkurs
21
Share price
21
Financial investment
20
Kapitalanlage
20
Risikomanagement
20
Aktienmarkt
19
Diversification
19
Diversifikation
19
Performance measurement
19
Performance-Messung
19
Stock market
19
Welt
18
World
18
Estimation
17
Financial analysis
17
Finanzanalyse
17
Schätzung
17
Aktienindex
16
Stock index
16
Risikomaß
15
Risk measure
15
Mathematical programming
14
more ...
less ...
Online availability
All
Undetermined
34
Type of publication
All
Article
67
Type of publication (narrower categories)
All
Article in journal
67
Aufsatz in Zeitschrift
67
Language
All
English
67
Author
All
Kakushadze, Zura
3
Glabadanidis, Paskalis
2
O'Toole, Randy
2
Sharaiha, Yazid M.
2
Yu, Willie
2
Aboura, Sofiane
1
Agapova, Anna
1
Alam, Mahfooz
1
Alghalith, Moawie
1
Ammann, Manuel
1
Ang, Andrew
1
Ansari, Valeed Ahmad
1
Becker, Steward
1
Bednarek, Ziemowit
1
Bensalah, Nesrine
1
Boon, Ling-Ni
1
Braga, Maria Debora
1
Breloer, Bernhard
1
Bu, Qiang
1
Carvahlo, Leote de
1
Carvalho, Raul Leote de
1
Cheung, Wing
1
Chevallier, Julien
1
Chincarini, Ludwig Boris
1
Clark, Steven P.
1
Costa, Giorgio
1
Demirovic, Amer
1
Dhaoui, Abderrazak
1
Di Bartolomeo, Dan
1
Dickson, Mike
1
Drobetz, Wolfgang
1
Esposito, Marcello
1
Estrada, Javier
1
Fakhfekh, Mohamed
1
Falzon, Joseph
1
Ferguson, Robert
1
Firsov, Oleksandr
1
Fischer, Mario
1
Galloppo, Giuseppe
1
Gandolfi, Gino
1
more ...
less ...
Published in...
All
The journal of asset management
Journal of banking & finance
154
Finance research letters
137
Insurance / Mathematics & economics
115
NBER working paper series
93
European journal of operational research : EJOR
83
International review of financial analysis
83
Journal of empirical finance
81
Journal of financial economics
75
International review of economics & finance : IREF
72
Risks : open access journal
72
Working paper / National Bureau of Economic Research, Inc.
69
The journal of portfolio management : a publication of Institutional Investor
67
Quantitative finance
64
Research paper series / Swiss Finance Institute
62
The North American journal of economics and finance : a journal of financial economics studies
62
NBER Working Paper
59
Economic modelling
55
Journal of risk
55
Management science : journal of the Institute for Operations Research and the Management Sciences
55
Applied economics
53
Journal of economic dynamics & control
53
Journal of risk and financial management : JRFM
52
Energy economics
49
Journal of investment management : JOIM
47
The European journal of finance
46
The review of financial studies
46
International journal of theoretical and applied finance
45
The journal of portfolio management : JPM
45
Journal of international financial markets, institutions & money
44
Research in international business and finance
40
Swiss Finance Institute Research Paper
39
Finance and stochastics
37
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
37
Discussion papers / CEPR
35
Investment management and financial innovations
34
Journal of risk management in financial institutions
34
Pacific-Basin finance journal
34
The journal of finance : the journal of the American Finance Association
34
Annals of finance
32
more ...
less ...
Source
All
ECONIS (ZBW)
67
Showing
1
-
10
of
67
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Disentangling rebalancing return
Hallerbach, Winfried G.
- In:
The journal of asset management
15
(
2014
)
5
,
pp. 301-316
Persistent link: https://www.econbiz.de/10010476237
Saved in:
2
The dynamics of volatility and correlation during periods of crisis : implications for active asset management
Esposito, Marcello
- In:
The journal of asset management
17
(
2016
)
3
,
pp. 135-140
Persistent link: https://www.econbiz.de/10011485140
Saved in:
3
Further evidence in support of a low-volatility anomaly : optimizing buy-and-hold portfolios by minimizing historical aggregate volatility
Maguire, Phil
;
Kelly, Stephen
;
Miller, Robert
;
Moser, …
- In:
The journal of asset management
18
(
2017
)
4
,
pp. 326-339
Persistent link: https://www.econbiz.de/10011741592
Saved in:
4
Integrating volatility factors in the analysis of the hedge fund alpha puzzle
Racicot, François-Éric
;
Théoret, Raymond
- In:
The journal of asset management
10
(
2009/10
)
1
,
pp. 37-62
Persistent link: https://www.econbiz.de/10003853609
Saved in:
5
Feasible momentum strategies in the US stock market
Ammann, Manuel
;
Moellenbeck, Marcel
;
Schmid, Markus M.
- In:
The journal of asset management
11
(
2010/11
)
6
,
pp. 362-374
Persistent link: https://www.econbiz.de/10008906493
Saved in:
6
Using the Black and Litterman framework for stress test analysis in asset management
Giacometti, Rosella
;
Mignacca, Domenico
- In:
The journal of asset management
11
(
2010/11
)
4
,
pp. 286-297
Persistent link: https://www.econbiz.de/10008728706
Saved in:
7
The Black-Litterman model explained
Cheung, Wing
- In:
The journal of asset management
11
(
2010/11
)
4
,
pp. 229-243
Persistent link: https://www.econbiz.de/10008728711
Saved in:
8
Comparing sharpe ratios : so where are the p-values?
Opdyke, John Douglas
- In:
The journal of asset management
8
(
2007/08
)
5
,
pp. 308-336
Persistent link: https://www.econbiz.de/10003621321
Saved in:
9
Time-varying risk and return characteristics of US and European bond markets: implications for efficient portfolio allocation
Young, Philip J.
;
Payne, Thomas H.
;
Johnson, Robert R.
- In:
The journal of asset management
8
(
2007/08
)
5
,
pp. 337-350
Persistent link: https://www.econbiz.de/10003621352
Saved in:
10
Optimisation in the presence of tail-dependence and tail risk: a heuristic approach for strategic asset allocation
Natale, Francesco Paolo
- In:
The journal of asset management
8
(
2007/08
)
6
,
pp. 374-400
Persistent link: https://www.econbiz.de/10003632526
Saved in:
1
2
3
4
5
6
7
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->