//--> //--> //-->
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 investing : JOI"
~person:"Platen, Eckhard"
~person:"Scaillet, Olivier"
~subject:"Derivative"
~subject:"Portfolio selection"
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
Time-Consistent Mean-Variance...
Similar by subject
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Derivative
Portfolio selection
CAPM
1
Financial investment
1
Kapitalanlage
1
Portfolio-Management
1
Theorie
1
Theory
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Platen, Eckhard
Scaillet, Olivier
Siegel, Laurence B.
5
Chakraborty, Atreya
4
Ennis, Richard M.
4
Grant, James L.
4
Trahan, Emery Anthony
4
Varma, Bhakti
4
Cakici, Nusret
2
Guerard, John Baynard
2
Han, Jiho
2
Hurd, Aaron
2
Im, Hanbin
2
Mallik, Gaurav
2
Podkaminer, Eugene
2
Thiagarajan, Ramu
2
Tidmore, Chris
2
Tollette, Wylie
2
Warren, Geoff
2
Zaremba, Adam
2
Ang, Andrew
1
Atra, Robert
1
Beath, Alexander
1
Berger, Nathanael
1
Berkin, Andrew L.
1
Berrada, Tony
1
Bessembinder, Hendrik
1
Blackburn, Douglas W.
1
Bollinger, Mitchell A.
1
Bruno, Giovanni
1
Carvalho, Raul Leote de
1
Celiker, Umut
1
Chabane, Ilyas
1
Chambers, David
1
Chava, Sudheer
1
Chen, Ren-Raw
1
Chen, Zhiyao
1
Chiromba, Campion
1
Chowdhury, Jaideep
1
Cilla, Edoardo
1
De Franco, Carmine
1
DeSantis, Mark
1
more ...
less ...
Published in...
All
The journal of investing : JOI
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
43
Asia-Pacific financial markets
8
Mathematical finance : an international journal of mathematics, statistics and financial theory
7
Research paper series / Swiss Finance Institute
6
FAME research paper series
4
International journal of theoretical and applied finance
4
Research paper / Quantitative Finance Research Group, University of Technology Sydney
4
Swiss Finance Institute Research Paper
4
Cahier de recherche / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
3
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
2
Applied mathematical finance
2
IRES discussion papers
2
ASTIN bulletin : the journal of the International Actuarial Association
1
Australian economic papers
1
Cahier de recherches / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
1
Decisions in economics and finance : a journal of applied mathematics
1
Discussion paper
1
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
Discussion papers of interdisciplinary research project 373
1
Documents de travail / THEMA
1
HEC Paris research paper series
1
Journal of banking & finance
1
Journal of econometrics
1
Journal of empirical finance
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Mathematics and financial economics
1
Quantitative Finance Research Centre Research Paper
1
Quantitative Finance Research Centre, University of Technology, Sydney, Research Paper Number 282
1
Research Paper Number 296, Quantitative Finance Research Centre, University of Technology, Sydney, August 2011
1
Research Paper Number: 253, Quantitative Finance Research Centre, University of Technology, Sydney
1
Research Paper Number: 297, Quantitative Finance Research Centre, University of Technology, Sydney
1
Springer Finance
1
Springer finance
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
Série des documents de travail / Centre de Recherche en Économie et Statistique
1
The Kyoto economic review
1
The journal of asset management
1
The journal of finance : the journal of the American Finance Association
1
University of Technology, Sydney, Quantitative Finance Research Centre, Research Paper
1
more ...
less ...
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Asset allocation implications of illiquid assets
Berrada, Tony
;
Scaillet, Olivier
;
Zhang, Zhicheng
- In:
The journal of investing : JOI
31
(
2022
)
5
,
pp. 71-86
Persistent link: https://www.econbiz.de/10014231445
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->