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:"Markowitz, Harry"
~person:"Platen, Eckhard"
~person:"Scaillet, Olivier"
~subject:"Derivative"
~subject:"Portfolio selection"
~type:"article"
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
| 6 applied filters
Year of publication
From:
To:
Subject
All
Derivative
Portfolio selection
Portfolio-Management
67
Theorie
47
Theory
47
CAPM
14
Benchmarking
12
Derivat
7
Option pricing theory
7
Optionspreistheorie
7
Benchmark approach
6
Risk management
6
Hedging
5
Risiko
5
Risikomanagement
5
Risk
5
Aktienindex
4
Anlageverhalten
4
Behavioural finance
4
Börsenkurs
4
Financial investment
4
Kapitalanlage
4
Measurement
4
Messung
4
Share price
4
Stock index
4
Volatility
4
Volatilität
4
Welt
4
World
4
Bewertung
3
Erwartungsnutzen
3
Estimation theory
3
Evaluation
3
Expected utility
3
Financial analysis
3
Finanzanalyse
3
Investment Fund
3
Investmentfonds
3
Martingal
3
more ...
less ...
Online availability
All
Undetermined
15
Free
3
Type of publication
All
Article
Book / Working Paper
101
Type of publication (narrower categories)
All
Article in journal
58
Aufsatz in Zeitschrift
58
Aufsatz im Buch
6
Book section
6
Collection of articles of several authors
1
Conference proceedings
1
Konferenzschrift
1
Sammelwerk
1
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
65
French
2
Author
All
Markowitz, Harry
Platen, Eckhard
Scaillet, Olivier
Fabozzi, Frank J.
120
Satchell, Stephen
49
Wong, Wing Keung
47
Maurer, Raimond
36
Korn, Ralf
35
Zagst, Rudi
35
Hammoudeh, Shawkat
34
Zaremba, Adam
33
Escobar, Marcos
32
Li, Duan
32
Martellini, Lionel
32
Prigent, Jean-Luc
32
Račev, Svetlozar T.
32
Guidolin, Massimo
30
Kang, Sang Hoon
29
Auer, Benjamin R.
28
Kraft, Holger
28
Lo, Andrew W.
28
Tiwari, Aviral Kumar
28
Gollier, Christian
27
Levy, Haim
27
Zhou, Guofu
26
Faff, Robert W.
25
Scherer, Bernd
25
Young, Virginia R.
25
Forsyth, Peter A.
24
Hens, Thorsten
24
Jarrow, Robert A.
24
Gallagher, David R.
23
Guerard, John Baynard
23
Kim, Woo Chang
23
Mensi, Walid
23
Nguyen, Duc Khuong
23
Post, Thierry
23
Ang, Andrew
22
McAleer, Michael
22
Vanduffel, Steven
22
Wong, Hoi Ying
22
more ...
less ...
Published in...
All
Asia-Pacific financial markets
8
Mathematical finance : an international journal of mathematics, statistics and financial theory
8
International journal of theoretical and applied finance
4
The journal of finance : the journal of the American Finance Association
3
The theory and practice of investment management
3
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
2
Applied mathematical finance
2
European journal of operational research : EJOR
2
Journal de la Société de Statistique de Paris
2
Journal of investment management : JOIM
2
The journal of portfolio management : JPM
2
The journal of portfolio management : a publication of Institutional Investor
2
Variations in economic analysis : essays in honor of Eli Schwartz
2
ASTIN bulletin : the journal of the International Actuarial Association
1
Annual review of financial economics
1
Australian economic papers
1
Decisions in economics and finance : a journal of applied mathematics
1
Financial services review : the journal of individual financial management
1
Finanzmarkt und Portfolio-Management
1
Interfaces : the INFORMS journal on the practice of operations research
1
International journal of forecasting
1
Investment management and financial management
1
Journal of banking & finance
1
Journal of econometrics
1
Journal of economics & business
1
Journal of empirical finance
1
Journal of financial and quantitative analysis : JFQA
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Managerial multiple objective optimization
1
Marchés financiers et gestion de portefeuilles: une mise en perspective des nouveaux outils
1
Mathematics and financial economics
1
Portfolio construction, measurement, and efficiency : essays in honor of Jack Treynor
1
Shared capitalism at work : employee ownership, profit and gain sharing, and broad-based stock options
1
Special issue on portfolio theory
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The Kyoto economic review
1
The journal of asset management
1
The journal of investing
1
The journal of investing : JOI
1
The journal of wealth management
1
more ...
less ...
Source
All
ECONIS (ZBW)
67
Showing
1
-
10
of
67
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Benchmarked risk minimization
Du, Ke
;
Platen, Eckhard
- In:
Mathematical finance : an international journal of …
26
(
2016
)
3
,
pp. 617-637
Persistent link: https://www.econbiz.de/10011583786
Saved in:
2
The numéraire property and long-term growth optimality for drawdown-constrained investments
Kardaras, Constantinos
;
Obłój, Jan
;
Platen, Eckhard
- In:
Mathematical finance : an international journal of …
27
(
2017
)
1
,
pp. 68-95
Persistent link: https://www.econbiz.de/10011739443
Saved in:
3
Sensitivity analysis of values at risk
Gouriéroux, Christian
;
Laurent, Jean-Paul
;
Scaillet, …
- In:
Journal of empirical finance
7
(
2000
)
3/4
,
pp. 225-245
Persistent link: https://www.econbiz.de/10001557715
Saved in:
4
Normative portfolio analysis : past, present, and future
Markowitz, Harry
- In:
Journal of economics & business
42
(
1990
)
2
,
pp. 99-103
Persistent link: https://www.econbiz.de/10001330549
Saved in:
5
L'histoire de la finance moderne
Markowitz, Harry
- In:
Journal de la Société de Statistique de Paris
133
(
1992
)
4
,
pp. 13-33
Persistent link: https://www.econbiz.de/10001330882
Saved in:
6
Marchés financiers et gestion de portefeuilles: une mise en perspective des nouveaux outils : journée d'étude ..., Paris, jeudi 26 mars 1992 ..., Paris
Markowitz, Harry
(
contributor
)
- In:
Journal de la Société de Statistique de Paris
133
(
1992
)
4
Persistent link: https://www.econbiz.de/10001141244
Saved in:
7
The "two beta" trap : it lies in differing but specific assumptions about what beliefs investors do and do not hold
Markowitz, Harry
- In:
The journal of portfolio management : a publication of …
11
(
1984
)
1
,
pp. 12-20
Persistent link: https://www.econbiz.de/10001114322
Saved in:
8
Individual versus institutional investing
Markowitz, Harry
- In:
Financial services review : the journal of individual …
1
(
1991
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10001128348
Saved in:
9
Foundations of portfolio theory
Markowitz, Harry
- In:
The journal of finance : the journal of the American …
46
(
1991
)
2
,
pp. 469-477
Persistent link: https://www.econbiz.de/10001108688
Saved in:
10
Foundations of portfolio theory
Markowitz, Harry
- In:
Finanzmarkt und Portfolio-Management
5
(
1991
)
3
,
pp. 205-211
Persistent link: https://www.econbiz.de/10001217938
Saved in:
1
2
3
4
5
6
7
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
