//--> //--> //-->
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
~subject:"CAPM"
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
Macro Factor Mimicking Portfol...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
CAPM
Portfolio selection
11
Portfolio-Management
11
Theorie
11
Theory
11
Kurtosis
5
Option pricing theory
5
Optionspreistheorie
5
Skewness
5
Hauptkomponentenanalyse
4
Risikomanagement
4
Risk management
4
Investition
3
Investment
3
Kapitalanlage
3
Modellierung
3
Principal component analysis
3
Scientific modelling
3
Black-Scholes model
2
Black-Scholes-Modell
2
CPPI
2
Capital income
2
Climate change
2
Financial investment
2
HB Economic Theory
2
HG Finance
2
ICA
2
Investment Fund
2
Investmentfonds
2
Kapitaleinkommen
2
Klimawandel
2
Option pricing models
2
PCA
2
Portfolio Selection
2
Portfolio analysis
2
Tensor
2
Welt
2
World
2
ARCH model
1
ARCH-Modell
1
more ...
less ...
Type of publication
All
Article
3
Book / Working Paper
1
Type of publication (narrower categories)
All
Aufsatz im Buch
3
Book section
3
Aufsatzsammlung
1
Collection of articles of several authors
1
Sammelwerk
1
Language
All
English
4
Author
All
Jurczenko, Emmanuel
4
Maillet, Bertrand
4
Published in...
All
Multi-moment asset allocation and pricing models
2
Developments in forecast combination and portfolio choice
1
Wiley finance series
1
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The three-moment CAPM : theoretical foundations and an asset pricing model comparison in a unified framework
Jurczenko, Emmanuel
;
Maillet, Bertrand
- In:
Developments in forecast combination and portfolio choice
,
(pp. 239-273)
.
2001
Persistent link: https://www.econbiz.de/10001719159
Saved in:
2
Theoretical foundations of asset allocation and pricing models with higher-order moments
Jurczenko, Emmanuel
;
Maillet, Bertrand
- In:
Multi-moment asset allocation and pricing models
,
(pp. 1-36)
.
2006
Persistent link: https://www.econbiz.de/10003477390
Saved in:
3
The four-moment capital asset pricing model : between asset pricing and asset allocation
Jurczenko, Emmanuel
;
Maillet, Bertrand
- In:
Multi-moment asset allocation and pricing models
,
(pp. 113-163)
.
2006
Persistent link: https://www.econbiz.de/10003477404
Saved in:
4
Multi-moment asset allocation and pricing models
Jurczenko, Emmanuel
(
ed.
);
Maillet, Bertrand
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003330408
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->