//--> //--> //-->
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:"Kraft, Holger"
~person:"Moskowitz, Tobias J."
~person:"Scaillet, Olivier"
~person:"Stoja, Evarist"
~source:"econis"
~subject:"Estimation"
~type_genre:"Article in journal"
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
| 7 applied filters
Year of publication
From:
To:
Subject
All
Estimation
Portfolio selection
42
Portfolio-Management
42
Theorie
23
Theory
23
Capital income
11
Kapitaleinkommen
11
CAPM
9
Risikomanagement
9
Risk management
9
Financial investment
8
Kapitalanlage
8
Risikomaß
8
Risikoprämie
8
Risk measure
8
Risk premium
8
Schätzung
8
Anlageverhalten
7
Behavioural finance
7
Risiko
6
Risk
6
Forecasting model
5
Prognoseverfahren
5
Stochastic process
5
Stochastischer Prozess
5
Asset pricing
4
Börsenkurs
4
Share price
4
Statistical distribution
4
Statistische Verteilung
4
Volatility
4
Volatilität
4
Ansteckungseffekt
3
Ausreißer
3
Beta risk
3
Betafaktor
3
Consumption-portfolio choice
3
Contagion effect
3
Credit risk
3
Financial crisis
3
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
8
Type of publication (narrower categories)
All
Article in journal
Arbeitspapier
16
Working Paper
16
Graue Literatur
15
Non-commercial literature
15
Aufsatz in Zeitschrift
8
Aufsatz im Buch
3
Book section
3
more ...
less ...
Language
All
English
8
Author
All
Kraft, Holger
Moskowitz, Tobias J.
Scaillet, Olivier
Stoja, Evarist
Zaremba, Adam
24
Kang, Sang Hoon
10
Mensi, Walid
8
Yoon, Seong-min
8
Chiang, Thomas C.
7
Fabozzi, Frank J.
7
Ma, Feng
7
Xuan Vinh Vo
7
Cakici, Nusret
6
Umutlu, Mehmet
6
Ur Rehman, Mobeen
6
Ammann, Manuel
5
Bouri, Elie
5
Fieberg, Christian
5
Grobys, Klaus
5
Kakushadze, Zura
5
Karathanasopoulos, Andreas
5
McAleer, Michael
5
Poddig, Thorsten
5
Satchell, Stephen
5
Uryasev, Stan
5
Zhang, Yaojie
5
Al-Yahyaee, Khamis Hamed
4
Ali, Fahad
4
Butt, Hilal Anwar
4
Dai, Zhifeng
4
DeMiguel, Victor
4
Gallagher, David R.
4
Hammoudeh, Shawkat
4
Kumar, Dilip
4
Li, Youwei
4
Long, Huaigang
4
Martens, Martin
4
Naka, Atsuyuki
4
Oehler, Andreas
4
Rashid, Abdul
4
Rösch, Daniel
4
Sehgal, Sanjay
4
Sensoy, Ahmet
4
more ...
less ...
Published in...
All
Journal of financial economics
3
Finance and stochastics
1
Insurance / Mathematics & economics
1
Journal of banking & finance
1
Journal of international financial markets, institutions & money
1
Journal of investment management : JOIM
1
Source
All
ECONIS (ZBW)
Showing
1
-
8
of
8
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Does systematic tail risk matter?
Stoja, Evarist
;
Polanski, Arnold
;
Linh Hoang Nguyen
; …
- In:
Journal of international financial markets, …
82
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014245969
Saved in:
2
Momentum crashes
Daniel, Kent
;
Moskowitz, Tobias J.
- In:
Journal of financial economics
122
(
2016
)
2
,
pp. 221-247
Persistent link: https://www.econbiz.de/10011590901
Saved in:
3
Carry
Koijen, Ralph S. J.
;
Moskowitz, Tobias J.
;
Pedersen, …
- In:
Journal of financial economics
127
(
2018
)
2
,
pp. 197-225
Persistent link: https://www.econbiz.de/10011968803
Saved in:
4
Asset allocation and liquidity breakdowns : what if your broker does not answer the phone?
Diesinger, Peter M.
;
Kraft, Holger
;
Seifried, Frank Thomas
- In:
Finance and stochastics
14
(
2010
)
3
,
pp. 343-374
Persistent link: https://www.econbiz.de/10010216488
Saved in:
5
Hedging structured credit products during the credit crisis : a horse race of 10 models
Ascheberg, Marius
;
Bick, Björn
;
Kraft, Holger
- In:
Journal of banking & finance
37
(
2013
)
5
,
pp. 1687-1705
Persistent link: https://www.econbiz.de/10009729477
Saved in:
6
What is the impact of stock market contagion on an investor's portfolio choice?
Branger, Nicole
;
Kraft, Holger
;
Meinerding, Christoph
- In:
Insurance / Mathematics & economics
45
(
2009
)
1
,
pp. 94-112
Persistent link: https://www.econbiz.de/10009517592
Saved in:
7
Investing with style
Asness, Cliff
;
Ilmanen, Antti
;
Israel, Ronen
; …
- In:
Journal of investment management : JOIM
13
(
2015
)
1
,
pp. 27-63
Persistent link: https://www.econbiz.de/10011635183
Saved in:
8
Understanding momentum and reversal
Kelly, Bryan T.
;
Moskowitz, Tobias J.
;
Pruitt, Seth
- In:
Journal of financial economics
140
(
2021
)
3
,
pp. 726-743
Persistent link: https://www.econbiz.de/10013259592
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->