//--> //--> //--> //-->
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
~language:"eng"
~person:"Lioui, Abraham"
~subject:"Portfolio selection"
~subject:"Share price"
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
Sequential matching estimation...
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Portfolio selection
Share price
Theorie
47
Theory
47
Portfolio-Management
27
CAPM
18
Hedging
12
Derivat
9
Derivative
9
Risikoprämie
7
Risk premium
7
Capital income
5
Exchange rate risk
5
Kapitaleinkommen
5
Währungsrisiko
5
Allgemeines Gleichgewicht
4
Financial investment
4
General equilibrium
4
Interest rate risk
4
Kapitalanlage
4
Risiko
4
Risk
4
Zinsrisiko
4
Agency theory
3
Börsenkurs
3
Dynamic asset allocation
3
Dynamic programming
3
Dynamische Optimierung
3
Futures
3
Portfolio choice
3
Prinzipal-Agent-Theorie
3
Risikoaversion
3
Risk aversion
3
Benchmarking
2
Capital-Asset-Pricing-Modell
2
Corporate Social Responsibility
2
Corporate social responsibility
2
Currency derivative
2
Dividend
2
Dividende
2
more ...
less ...
Online availability
All
Free
6
Undetermined
6
Type of publication
All
Article
16
Book / Working Paper
13
Type of publication (narrower categories)
All
Article in journal
16
Aufsatz in Zeitschrift
16
Arbeitspapier
4
Graue Literatur
4
Non-commercial literature
4
Working Paper
4
Bibliografie enthalten
1
Bibliography included
1
more ...
less ...
Language
All
English
Author
All
Lioui, Abraham
Fabozzi, Frank J.
133
Campbell, John Y.
73
Platen, Eckhard
63
Gupta, Rangan
61
Maurer, Raimond
61
Hautsch, Nikolaus
56
Caporale, Guglielmo Maria
54
Härdle, Wolfgang
53
Ang, Andrew
52
Gollier, Christian
51
Uppal, Raman
51
Jarrow, Robert A.
49
Lo, Andrew W.
47
Guidolin, Massimo
46
Lux, Thomas
45
Satchell, Stephen
45
Stambaugh, Robert F.
44
Korn, Ralf
43
Engle, Robert F.
42
He, Xue-zhong
42
Mitchell, Olivia S.
42
Pesaran, M. Hashem
41
Dow, James
40
Timmermann, Allan
40
Li, Duan
39
Lucas, André
39
Chiarella, Carl
38
Levy, Haim
38
Wong, Wing Keung
38
Gorton, Gary
37
Markowitz, Harry
37
Pedersen, Lasse Heje
37
Allen, Franklin
36
Post, Thierry
36
Shleifer, Andrei
36
Vanduffel, Steven
34
Wang, Jiang
34
Zhou, Guofu
34
Abel, Andrew B.
33
Schenk-Hoppé, Klaus Reiner
33
more ...
less ...
Institution
All
Universiṭat Bar-Ilan / Department of Economics
1
Published in...
All
Journal of economic dynamics & control
5
European journal of operational research : EJOR
4
Discussion paper
3
Discussion paper / Bar-Ilan University, Department of Economics, Economics Research Institute / Bar-Ilan University, Department of Economics and Business Administration, Economic Research Institute
3
The journal of futures markets
3
Department working papers / Bar-Ilan University, Department of Economics
1
Financial analysts' journal : FAJ
1
Journal of banking & finance
1
Journal of financial economics
1
Special issue on insurance and financial risk management
1
SpringerLink / Bücher
1
The Geneva papers on risk and insurance theory
1
more ...
less ...
Source
All
ECONIS (ZBW)
29
Showing
1
-
10
of
29
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The asset allocation puzzle is still a puzzle
Lioui, Abraham
- In:
Journal of economic dynamics & control
31
(
2007
)
4
,
pp. 1185-1216
Persistent link: https://www.econbiz.de/10003443369
Saved in:
2
Practitioner portfolio construction and performance measurement : evidence from Europe
Amenc, Noël
;
Goltz, Felix
;
Lioui, Abraham
- In:
Financial analysts' journal : FAJ
67
(
2011
)
3
,
pp. 39-50
Persistent link: https://www.econbiz.de/10009228990
Saved in:
3
Optimal benchmarking for active portfolio managers
Lioui, Abraham
;
Poncet, Patrice
- In:
European journal of operational research : EJOR
226
(
2013
)
2
,
pp. 268-276
Persistent link: https://www.econbiz.de/10009718922
Saved in:
4
Understanding dynamic mean variance asset allocation
Lioui, Abraham
;
Poncet, Patrice
- In:
European journal of operational research : EJOR
254
(
2016
)
1
,
pp. 320-337
Persistent link: https://www.econbiz.de/10011503312
Saved in:
5
On optimal portfolio choice under stochastic interest rates
Lioui, Abraham
;
Poncet, Patrice
- In:
Journal of economic dynamics & control
25
(
2001
)
11
,
pp. 1841-1865
Persistent link: https://www.econbiz.de/10001599261
Saved in:
6
International asset allocation : a new perspective
Lioui, Abraham
;
Poncet, Patrice
- In:
Journal of banking & finance
27
(
2003
)
11
,
pp. 2203-2230
Persistent link: https://www.econbiz.de/10001798817
Saved in:
7
Bernoulli speculator and trading strategy risk
Lioui, Abraham
;
Poncet, Patrice
- In:
The journal of futures markets
20
(
2000
)
6
,
pp. 507-523
Persistent link: https://www.econbiz.de/10001509969
Saved in:
8
Marketing-to-market and the demand for interest rate futures contracts
Lioui, Abraham
- In:
The journal of futures markets
17
(
1997
)
3
,
pp. 303-316
Persistent link: https://www.econbiz.de/10001221316
Saved in:
9
Optimal spreading when spreading is optimal
Lioui, Abraham
- In:
Journal of economic dynamics & control
23
(
1998
)
2
,
pp. 277-301
Persistent link: https://www.econbiz.de/10001252613
Saved in:
10
How much should you pay your portfolio manager?
Lioui, Abraham
-
1995
Persistent link: https://www.econbiz.de/10000931720
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->