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~person:"Li, Duan"
~person:"Steiner, Manfred"
~subject:"Anlagepolitik"
~subject:"Portfolio selection"
~type:"article"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Bibliografie enthalten"
~type_genre:"Fallstudie"
~type_genre:"Lehrbuch"
~type_genre:"Textbook"
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Anlagepolitik
Portfolio selection
Theorie
45
Theory
45
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15
Mathematische Optimierung
15
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Li, Duan
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40
Korn, Ralf
29
Escobar, Marcos
26
Wong, Wing Keung
25
Zagst, Rudi
21
Markowitz, Harry
20
Prigent, Jean-Luc
20
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18
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18
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18
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17
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17
Gollier, Christian
16
Liang, Zongxia
16
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15
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15
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15
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15
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15
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15
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15
Yao, Haixiang
15
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14
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14
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14
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14
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13
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13
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13
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13
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13
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12
Dai, Min
12
Guerard, John Baynard
12
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12
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12
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12
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European journal of operational research : EJOR
6
Mathematical finance : an international journal of mathematics, statistics and financial theory
5
Journal of economic dynamics & control
3
Die Betriebswirtschaft : DBW
2
Finanzmarkt und Portfolio-Management
2
Journal of the Operational Research Society : OR
2
The journal of computational finance
2
European financial management : the journal of the European Financial Management Association
1
INFORMS journal on computing : JOC
1
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1
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1
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1
Kredit und Kapital
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
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1
Operations research letters
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
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1
Performance-Messung ohne Rückgriff auf kapitalmarkttheoretische Renditeerwartungsmodelle : eine Analyse des Anlageerfolges deutscher Aktieninvestmentfonds
Wittrock, Carsten
- In:
Kredit und Kapital
28
(
1995
)
1
,
pp. 1-45
Persistent link: https://www.econbiz.de/10001178370
Saved in:
2
Der Einsatz der Coherent Market Hypothesis zur Portfoliooptimierung
Steiner, Manfred
;
Wittkemper, Hans-Georg
;
Wolf, J. Benedict
- In:
Finanzmarkt und Portfolio-Management
12
(
1998
)
1
,
pp. 74-94
Persistent link: https://www.econbiz.de/10001407711
Saved in:
3
Timing-Aktivitäten von Aktieninvestmentfonds und ihre Identifikation im Rahmen der externen Performance-Messung : eine theoretische und empirische Untersuchung der Leistungen von I...
Steiner, Manfred
- In:
Journal of business economics : JBE
64
(
1994
)
5
,
pp. 593-618
Persistent link: https://www.econbiz.de/10001159747
Saved in:
4
Zur Bestimmung von Risikofaktoren am deutschen Aktienmarkt auf Basis der arbitrage pricing
theory
Steiner, Manfred
- In:
Die Betriebswirtschaft : DBW
54
(
1994
)
3
,
pp. 347-362
Persistent link: https://www.econbiz.de/10001163751
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5
Forecasting the correlation structure of German stock returns : a test of firm-specific factor models
Steiner, Manfred
;
Wallmeier, Martin
- In:
European financial management : the journal of the …
5
(
1999
)
1
,
pp. 85-102
Persistent link: https://www.econbiz.de/10001365922
Saved in:
6
Optioned portfolio selection : models and analysis
Liang, Jianfeng
;
Zhang, Shuzhong
;
Li, Duan
- In:
Mathematical finance : an international journal of …
18
(
2008
)
4
,
pp. 569-593
Persistent link: https://www.econbiz.de/10003769015
Saved in:
7
Optimal lot solution to cardinality constrained mean-variance formulation for portfolio selction
Li, Duan
;
Sun, Xiaoling
;
Jun, Wang
- In:
Mathematical finance : an international journal of …
16
(
2006
)
1
,
pp. 83-101
Persistent link: https://www.econbiz.de/10003336788
Saved in:
8
Behavior patterns of investment strategies under Roy’s safety-first principle
Li, Zhongfei
;
Yao, Jing
;
Li, Duan
- In:
The quarterly review of economics and finance : journal …
50
(
2010
)
2
,
pp. 167-179
Persistent link: https://www.econbiz.de/10008688969
Saved in:
9
Portfolio selection with marginal risk control
Zhu, Shushang
;
Li, Duan
;
Sun, Xiaoling
- In:
The journal of computational finance
14
(
2010/11
)
1
,
pp. 3-28
Persistent link: https://www.econbiz.de/10008736754
Saved in:
10
Classical mean-variance model revisited : pseudo efficiency
Cui, Xiangyu
;
Li, Duan
;
Yan, Jia-an
- In:
Journal of the Operational Research Society : OR
66
(
2015
)
10
,
pp. 1646-1655
Persistent link: https://www.econbiz.de/10011417708
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