//--> //--> //--> //-->
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 portfolio management : a publication of Institutional Investor"
~subject:"Estimation"
~subject:"Portfolio-Management"
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
Zur Integration ausgewählter m...
Similar by subject
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Estimation
Portfolio-Management
Theorie
175
Theory
175
Portfolio selection
99
USA
34
United States
34
CAPM
27
Capital income
17
Kapitaleinkommen
17
Risiko
16
Risk
16
Börsenkurs
14
Share price
14
Forecasting model
13
Prognoseverfahren
13
Risikomanagement
12
Risk management
12
Risikoprämie
9
Risk premium
9
Mathematical programming
8
Mathematische Optimierung
8
Volatility
8
Volatilität
8
Beta risk
7
Betafaktor
7
Liquidity
7
Liquidität
7
Schätzung
7
Aktienmarkt
6
Risikomaß
6
Risk measure
6
Stock market
6
Anlageverhalten
5
Behavioural finance
5
Financial analysis
5
Finanzanalyse
5
Investition
5
Investment
5
Arbitrage
4
more ...
less ...
Online availability
All
Undetermined
5
Type of publication
All
Article
103
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
104
Aufsatz in Zeitschrift
104
Collection of articles of several authors
1
Sammelwerk
1
Language
All
English
104
Author
All
Grinold, Richard
4
Kritzman, Mark
4
Amenc, Noël
3
Clarke, Roger G.
3
DeSilva, Harindra
3
Jacobs, Bruce I.
3
Kinlaw, Will
3
Levy, Kenneth N.
3
Thorley, Steven
3
Turkington, David
3
Fabozzi, Frank J.
2
Markowitz, Harry
2
Martellini, Lionel
2
Simonian, Joseph
2
Strauss, Jack
2
Sullivan, Rodney N.
2
Wang, Peng
2
Abouzaid, Erin
1
Ajit Singh
1
Alonso, Nicholas F.
1
Ang, Andrew
1
Anson, Mark J. P.
1
Ardia, David
1
Asl, Farshid M.
1
Bailey, David H.
1
Basu, Anup K.
1
Bender, Jennifer
1
Bergeron, Alain
1
Blanchett, David
1
Blyth, Stephen
1
Bouchey, Paul
1
Boudt, Kris
1
Boulhabel, Mustafa
1
Bova, Anthony
1
Brière, Marie
1
Brooks, Jordan
1
Cardinale, Mirko
1
Carvalho, Raul Leote de
1
Cavaglia, Stefano
1
Chiquoine, Ben
1
more ...
less ...
Published in...
All
The journal of portfolio management : a publication of Institutional Investor
Working paper / National Bureau of Economic Research, Inc.
799
NBER working paper series
754
NBER Working Paper
670
Discussion paper / Centre for Economic Policy Research
582
Applied economics
515
CESifo working papers
471
Discussion paper series / IZA
450
Journal of banking & finance
381
Economic modelling
376
Applied economics letters
362
Working paper
351
Economics letters
323
European journal of operational research : EJOR
310
Journal of economic dynamics & control
298
Insurance / Mathematics & economics
291
Finance research letters
286
Journal of international money and finance
284
Discussion paper
254
International review of economics & finance : IREF
234
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
223
Discussion paper / Tinbergen Institute
210
IZA Discussion Paper
203
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
200
Journal of econometrics
193
Journal of empirical finance
185
Discussion papers / CEPR
184
Europäische Hochschulschriften / 5
177
SpringerLink / Bücher
177
Working paper series / European Central Bank
176
The journal of finance : the journal of the American Finance Association
175
Journal of financial economics
174
Journal of applied econometrics
170
IMF working papers
165
The European journal of finance
164
Applied financial economics
161
Mathematical finance : an international journal of mathematics, statistics and financial theory
161
International journal of theoretical and applied finance
158
Quantitative finance
156
Research paper series / Swiss Finance Institute
154
Finance and stochastics
153
more ...
less ...
Source
All
ECONIS (ZBW)
104
Showing
1
-
10
of
104
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Risk parity optimality
Fisher, Gregg S.
;
Maymin, Philip Z.
;
Maymin, Zakhar G.
- In:
The journal of portfolio management : a publication of …
41
(
2015
)
2
,
pp. 42-56
Persistent link: https://www.econbiz.de/10011294200
Saved in:
2
On the consistent use of VaR in portfolio performance evaluation : a cautionary note
Zakamouline, Valeri
- In:
The journal of portfolio management : a publication of …
37
(
2010/11
)
1
,
pp. 92-104
Persistent link: https://www.econbiz.de/10008737992
Saved in:
3
A scenarios approach to asset allocation
Gosling, Susan
- In:
The journal of portfolio management : a publication of …
37
(
2010/11
)
1
,
pp. 53-66
Persistent link: https://www.econbiz.de/10008738004
Saved in:
4
The properties of equally weighted risk contribution portfolios
Maillard, Sébastien
;
Roncalli, Thierry
;
Teïletche, …
- In:
The journal of portfolio management : a publication of …
36
(
2009/10
)
4
,
pp. 60-70
Persistent link: https://www.econbiz.de/10008652158
Saved in:
5
Signal weighting
Grinold, Richard
- In:
The journal of portfolio management : a publication of …
36
(
2009/10
)
4
,
pp. 24-34
Persistent link: https://www.econbiz.de/10008652181
Saved in:
6
Efficient replication of factor retturns :
theory
and applications
Melas, Dimitris
;
Suryanarayanan, Raghu
;
Cavaglia, Stefano
- In:
The journal of portfolio management : a publication of …
36
(
2009/10
)
2
,
pp. 39-51
Persistent link: https://www.econbiz.de/10003966450
Saved in:
7
Global tactical sector allocation : a quantitative approach
Doeswijk, Ronald
;
Vliet, Willem Nicolaas van
- In:
The journal of portfolio management : a publication of …
38
(
2011/12
)
1
,
pp. 29-47
Persistent link: https://www.econbiz.de/10009381271
Saved in:
8
Implied expected returns and the choice of a mean-variance efficient portfolio proxy
Ardia, David
;
Boudt, Kris
- In:
The journal of portfolio management : a publication of …
41
(
2015
)
4
,
pp. 68-81
Persistent link: https://www.econbiz.de/10011432240
Saved in:
9
The deflated Sharpe ratio : correcting for selection bias, backtest overfitting, and non-normality
Bailey, David H.
;
López de Prado, Marcos M.
- In:
The journal of portfolio management : a publication of …
40
(
2014
),
pp. 94-107
Persistent link: https://www.econbiz.de/10011433463
Saved in:
10
The stable ROE portfolio : an alternative equity index strategy based on common sense security analysis
Fuller, Russell J.
;
Giovinazzo, Raife
;
Tung, Yining
- In:
The journal of portfolio management : a publication of …
40
(
2014
),
pp. 135-145
Persistent link: https://www.econbiz.de/10011433478
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...
//-->