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"
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
A tactical asset allocation st...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Portfolio selection
253
Portfolio-Management
253
Theorie
104
Theory
104
Capital income
45
Kapitaleinkommen
45
USA
45
United States
45
CAPM
37
Volatility
35
Volatilität
35
Risiko
29
Risk
29
Risikomanagement
28
Risk management
28
Anlageverhalten
22
Behavioural finance
22
Diversification
19
Diversifikation
19
Financial investment
19
Kapitalanlage
19
Börsenkurs
14
Investment Fund
14
Investmentfonds
14
Share price
14
Welt
14
World
14
Risikoprämie
13
Risk premium
13
Estimation
11
Forecasting model
11
Hedging
11
Prognoseverfahren
11
Schätzung
11
Anleihe
8
Beta risk
8
Betafaktor
8
Bond
8
Financial analysis
8
Finanzanalyse
8
more ...
less ...
Online availability
All
Undetermined
8
Type of publication
All
Article
279
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
280
Aufsatz in Zeitschrift
280
Collection of articles of several authors
2
Mehrbändiges Werk
2
Multi-volume publication
2
Sammelwerk
2
Graue Literatur
1
Non-commercial literature
1
more ...
less ...
Language
All
English
281
Author
All
Amenc, Noël
9
Fabozzi, Frank J.
8
Martellini, Lionel
8
Kritzman, Mark
7
Grinold, Richard
5
Zhou, Guofu
5
Bender, Jennifer
4
Clarke, Roger G.
4
DeSilva, Harindra
4
Goltz, Felix
4
Hsu, Jason C.
4
Jacobs, Bruce I.
4
Levy, Kenneth N.
4
Qian, Edward
4
Statman, Meir
4
Sullivan, Rodney N.
4
Thorley, Steven
4
Turkington, David
4
Ang, Andrew
3
Basu, Anup K.
3
Drew, Michael E.
3
Jacobsen, Brian
3
Kinlaw, Will
3
Lee, Wai
3
Lodh, Ashish
3
Siegel, Laurence B.
3
Simonian, Joseph
3
Strauss, Jack
3
Vliet, Willem Nicolaas van
3
Anson, Mark J. P.
2
Arnott, Robert D.
2
Bhansali, Vineer
2
Blitz, David
2
Bova, Anthony
2
Brière, Marie
2
Carvalho, Raul Leote de
2
Copeland, Maggie
2
Copeland, Thomas E.
2
Cornell, Bradford
2
Crum, Conan C.
2
more ...
less ...
Published in...
All
The journal of portfolio management : a publication of Institutional Investor
Finance research letters
1,034
NBER working paper series
1,000
Working paper / National Bureau of Economic Research, Inc.
909
Journal of banking & finance
906
NBER Working Paper
776
Energy economics
726
International review of financial analysis
675
Applied economics
570
International review of economics & finance : IREF
521
Economic modelling
501
European journal of operational research : EJOR
458
The North American journal of economics and finance : a journal of financial economics studies
455
International journal of theoretical and applied finance
452
The journal of futures markets
444
Discussion paper / Centre for Economic Policy Research
440
Journal of empirical finance
435
Journal of financial economics
422
Insurance / Mathematics & economics
418
Research in international business and finance
413
Applied economics letters
386
Journal of economic dynamics & control
386
Working paper
381
Economics letters
380
Quantitative finance
379
Journal of econometrics
370
Applied financial economics
369
Journal of international financial markets, institutions & money
349
The journal of finance : the journal of the American Finance Association
344
Journal of international money and finance
338
Journal of risk and financial management : JRFM
336
Research paper series / Swiss Finance Institute
321
The European journal of finance
320
The review of financial studies
307
Discussion paper / Tinbergen Institute
299
Pacific-Basin finance journal
294
The journal of asset management
282
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
278
Journal of financial and quantitative analysis : JFQA
277
Management science : journal of the Institute for Operations Research and the Management Sciences
269
more ...
less ...
Source
All
ECONIS (ZBW)
281
Showing
1
-
10
of
281
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Toward the design of better equity benchmarks : rehabilitating the tangency portfolio from modern portfolio theory
Martellini, Lionel
- In:
The journal of portfolio management : a publication of …
34
(
2007/08
)
4
,
pp. 34-41
Persistent link: https://www.econbiz.de/10003769539
Saved in:
2
Know your VMS exposure
Clarke, Roger G.
;
DeSilva, Harindra
;
Thorley, Steven
- In:
The journal of portfolio management : a publication of …
36
(
2009/10
)
2
,
pp. 52-59
Persistent link: https://www.econbiz.de/10003966510
Saved in:
3
Minimum-variance portfolios based on covariance matrices using implied volatilities : evidence from the German market
Mostowfi, Mehdi
;
Stier, Carolin
- In:
The journal of portfolio management : a publication of …
39
(
2013
)
3
,
pp. 84-92
Persistent link: https://www.econbiz.de/10009750756
Saved in:
4
Can investing in
volatility
help meet your portfolio objectives?
Warren, Geoff
- In:
The journal of portfolio management : a publication of …
38
(
2012
)
2
,
pp. 82-98
Persistent link: https://www.econbiz.de/10009669814
Saved in:
5
Managed
volatility
strategies : applications to investment policy
Dopfel, Frederick E.
;
Ramkumar, Sunder R.
- In:
The journal of portfolio management : a publication of …
40
(
2013
)
1
,
pp. 27-39
Persistent link: https://www.econbiz.de/10010246287
Saved in:
6
Risk contribution is exposure times
volatility
times correlation : decomposing risk using the x-sigma-rho formula
Menchero, Jose
;
Davis, Benjamin
- In:
The journal of portfolio management : a publication of …
37
(
2010/11
)
2
,
pp. 97-106
Persistent link: https://www.econbiz.de/10009273909
Saved in:
7
Lifecycle goal achievement or portfolio
volatility
reduction?
Dempster, Michael A. H.
;
Kloppers, Dwayne
;
Medova, Elena A.
- In:
The journal of portfolio management : a publication of …
42
(
2016
)
2
,
pp. 99-117
Persistent link: https://www.econbiz.de/10011685349
Saved in:
8
Taming global village risk
Sullivan, Rodney N.
- In:
The journal of portfolio management : a publication of …
34
(
2007/08
)
4
,
pp. 58-67
Persistent link: https://www.econbiz.de/10003769557
Saved in:
9
Understanding the
VIX
Whaley, Robert E.
- In:
The journal of portfolio management : a publication of …
35
(
2008/09
)
3
,
pp. 98-105
Persistent link: https://www.econbiz.de/10003852143
Saved in:
10
Accentuated intraday stock price
volatility
: what is the cause?
Ozenbas, Deniz
;
Pagano, Michael S.
;
Schwartz, Robert A.
- In:
The journal of portfolio management : a publication of …
36
(
2009/10
)
3
,
pp. 45-55
Persistent link: https://www.econbiz.de/10003980024
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...
