//--> //--> //--> //-->
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
~person:"Escobar, Marcos"
~person:"Lo, Andrew W."
~subject:"Kapitaleinkommen"
~subject:"Portfolio-Management"
~type_genre:"Article in journal"
~type_genre:"Glossary included"
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
International Capital Flows
Similar by subject
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Kapitaleinkommen
Portfolio-Management
Portfolio selection
57
Theorie
38
Theory
38
Stochastic process
13
Stochastischer Prozess
13
Anlageverhalten
12
Behavioural finance
12
Erwartungsnutzen
11
Expected utility
11
Volatility
11
Volatilität
11
CAPM
8
Risikoaversion
8
Risk aversion
8
Capital income
7
Decision under uncertainty
7
Entscheidung unter Unsicherheit
7
USA
6
United States
6
Hedge fund
5
Hedgefonds
5
Risiko
5
Risk
5
Stochastic volatility
5
Welfare loss
5
Dynamic portfolio optimization
4
Expected utility theory
4
Experiment
4
Hedging
4
Mathematical programming
4
Mathematische Optimierung
4
Robust statistics
4
Robustes Verfahren
4
Utility maximization
4
4/2 stochastic volatility model
3
ARCH model
3
ARCH-Modell
3
Ambiguity
3
more ...
less ...
Online availability
All
Undetermined
31
Free
6
Type of publication
All
Article
57
Type of publication (narrower categories)
All
Article in journal
Glossary included
Aufsatz in Zeitschrift
57
Arbeitspapier
14
Working Paper
14
Graue Literatur
12
Non-commercial literature
12
Aufsatz im Buch
3
Book section
3
Hochschulschrift
2
Reprint
1
Thesis
1
more ...
less ...
Language
All
English
57
Author
All
Escobar, Marcos
Lo, Andrew W.
Fabozzi, Frank J.
80
Wong, Wing Keung
47
Zaremba, Adam
42
Satchell, Stephen
38
Hammoudeh, Shawkat
34
Korn, Ralf
33
Kang, Sang Hoon
32
Auer, Benjamin R.
31
Guidolin, Massimo
31
Prigent, Jean-Luc
31
Zagst, Rudi
31
Li, Duan
30
Platen, Eckhard
30
Zhou, Guofu
30
Tiwari, Aviral Kumar
29
Levy, Haim
28
Martellini, Lionel
28
Faff, Robert W.
26
Mensi, Walid
26
Maurer, Raimond
25
Post, Thierry
25
Xuan Vinh Vo
25
Young, Virginia R.
25
Clare, Andrew D.
24
Forsyth, Peter A.
24
Hens, Thorsten
24
Jarrow, Robert A.
24
Kraft, Holger
24
Titman, Sheridan
24
Ur Rehman, Mobeen
24
Gallagher, David R.
23
Scherer, Bernd
23
Vanduffel, Steven
23
Andreu, Laura
22
Markowitz, Harry
22
McAleer, Michael
22
Sarto, José Luis
22
Van Vuuren, Gary
22
more ...
less ...
Published in...
All
Journal of investment management : JOIM
6
Quantitative finance
6
Annals of finance
4
Journal of financial markets
4
The review of financial studies
3
Finance research letters
2
International journal of theoretical and applied finance
2
Journal of banking & finance
2
Management science : journal of the Institute for Operations Research and the Management Sciences
2
Risks : open access journal
2
Applied mathematical finance
1
Atlantic economic journal : AEJ
1
Computation and estimation in finance and economics
1
Computational economics
1
Decisions in economics and finance : a journal of applied mathematics
1
European journal of operational research : EJOR
1
Financial markets and portfolio management
1
IMA journal of management mathematics
1
Insurance / Mathematics & economics
1
International review of economics & finance : IREF
1
Journal of bioeconomics
1
Journal of econometrics
1
Journal of economic dynamics & control
1
Journal of financial economics
1
Macroeconomic dynamics
1
Mathematical methods of operations research : ZOR
1
Operations research perspectives
1
Review of asset pricing studies
1
Scandinavian actuarial journal
1
The North American journal of economics and finance : a journal of financial economics studies
1
The journal of finance : the journal of the American Finance Association
1
The journal of portfolio management : JPM
1
The journal of portfolio management : a publication of Institutional Investor
1
The journal of private equity
1
The journal of structured finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
57
Showing
1
-
10
of
57
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Measuring risk preferences and asset-allocation decisions : a global survey analysis
Lo, Andrew W.
;
Remorov, Alexander
;
Ben Chaouch, Zied
- In:
Journal of investment management : JOIM
18
(
2020
)
3
,
pp. 5-50
Persistent link: https://www.econbiz.de/10012589063
Saved in:
2
Behavioral portfolio choice under hyperbolic absolute risk aversion
Escobar, Marcos
;
Lichtenstern, Andreas
;
Zagst, Rudi
- In:
International journal of theoretical and applied finance
23
(
2020
)
7
,
pp. 1-33
Persistent link: https://www.econbiz.de/10012496902
Saved in:
3
Behavioral portfolio insurance strategies
Escobar, Marcos
;
Lichtenstern, Andreas
;
Zagst, Rudi
- In:
Financial markets and portfolio management
34
(
2020
)
4
,
pp. 353-399
Persistent link: https://www.econbiz.de/10012309906
Saved in:
4
The growth of relative wealth and the Kelly criterion
Lo, Andrew W.
;
Orr, H. Allen
;
Zhang, Ruixun
- In:
Journal of bioeconomics
20
(
2018
)
1
,
pp. 49-67
Persistent link: https://www.econbiz.de/10012055186
Saved in:
5
Hedge fund holdings and stock market efficiency
Cao, Charles Q.
;
Liang, Bing
;
Lo, Andrew W.
;
Petrasek, …
- In:
Review of asset pricing studies
8
(
2018
)
1
,
pp. 77-116
Persistent link: https://www.econbiz.de/10012001539
Saved in:
6
Stop-loss strategies with serial correlation, regime switching, and transaction costs
Lo, Andrew W.
;
Remorov, Alexander
- In:
Journal of financial markets
34
(
2017
),
pp. 1-15
Persistent link: https://www.econbiz.de/10011815030
Saved in:
7
When do stop-loss rules stop losses?
Kaminski, Kathryn M.
;
Lo, Andrew W.
- In:
Journal of financial markets
18
(
2014
),
pp. 234-254
Persistent link: https://www.econbiz.de/10010442454
Saved in:
8
Model uncertainty on commodity portfolios, the role of convenience yield
Chen, Junhe
;
Escobar, Marcos
- In:
Annals of finance
17
(
2021
)
4
,
pp. 501-528
Persistent link: https://www.econbiz.de/10012664148
Saved in:
9
Impossible frontiers
Brennan, Thomas J.
;
Lo, Andrew W.
- In:
Management science : journal of the Institute for …
56
(
2010
)
6
,
pp. 905-923
Persistent link: https://www.econbiz.de/10003988517
Saved in:
10
Robust ranking and portfolio optimization
Tri-Dung Nguyen
;
Lo, Andrew W.
- In:
European journal of operational research : EJOR
221
(
2012
)
2
,
pp. 407-416
Persistent link: https://www.econbiz.de/10009557681
Saved in:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->