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:"Capital income"
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
Optimal Investment Strategies...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Capital income
Portfolio-Management
43,620
Portfolio selection
43,614
Theorie
18,861
Theory
18,825
Kapitaleinkommen
6,847
Anlageverhalten
5,340
Behavioural finance
5,325
Risk
4,656
Risiko
4,626
CAPM
3,859
Investmentfonds
3,738
Investment Fund
3,725
Kapitalanlage
3,520
Risikomanagement
3,479
Financial investment
3,402
Risk management
3,354
Schätzung
3,206
Estimation
3,201
USA
3,130
United States
3,079
Volatilität
3,060
Volatility
3,027
Welt
2,832
World
2,829
Risikomaß
2,741
Risk measure
2,740
Börsenkurs
2,663
Share price
2,650
Aktienmarkt
2,517
Stock market
2,499
Hedging
2,350
Stochastischer Prozess
2,254
Stochastic process
2,228
Mathematical programming
1,738
Mathematische Optimierung
1,738
Kreditrisiko
1,677
Financial market
1,676
Finanzmarkt
1,675
Credit risk
1,668
more ...
less ...
Online availability
All
Free
2,463
Undetermined
2,230
Type of publication
All
Article
4,169
Book / Working Paper
2,674
Journal
2
Type of publication (narrower categories)
All
Article in journal
3,986
Aufsatz in Zeitschrift
3,986
Graue Literatur
879
Non-commercial literature
879
Arbeitspapier
821
Working Paper
821
Aufsatz im Buch
156
Book section
156
Hochschulschrift
134
Thesis
101
Collection of articles written by one author
41
Sammlung
41
Collection of articles of several authors
18
Sammelwerk
18
Aufsatzsammlung
14
Bibliografie enthalten
11
Bibliography included
11
Conference paper
10
Konferenzbeitrag
10
Konferenzschrift
7
Ratgeber
7
Guidebook
6
Lehrbuch
6
Reprint
6
Systematic review
6
Textbook
6
Übersichtsarbeit
6
Conference proceedings
5
Handbook
5
Handbuch
5
Bibliografie
3
Case study
2
Fallstudie
2
Forschungsbericht
2
Market information
2
Marktinformation
2
Amtsdruckschrift
1
Government document
1
Lehrmittel
1
Mehrbändiges Werk
1
more ...
less ...
Language
All
English
6,760
German
73
French
4
Italian
3
Polish
3
Bulgarian
1
Dutch
1
Spanish
1
more ...
less ...
Author
All
Zaremba, Adam
39
Guidolin, Massimo
33
Grobys, Klaus
23
Bali, Turan G.
22
Moskowitz, Tobias J.
22
Bekaert, Geert
19
Fabozzi, Frank J.
19
Pedersen, Lasse Heje
19
Zhou, Guofu
19
Caporale, Guglielmo Maria
18
Ferson, Wayne E.
18
Satchell, Stephen
18
Ang, Andrew
17
Guirguis, Michel
17
Jondeau, Eric
17
Lo, Andrew W.
17
McAleer, Michael
17
Titman, Sheridan
17
Auer, Benjamin R.
16
Clare, Andrew D.
16
Dahlquist, Magnus
16
Plastun, Alex
16
Brooks, Robin
15
Cakici, Nusret
15
Frazzini, Andrea
15
Santa-Clara, Pedro
15
Timmermann, Allan
15
Gallagher, David R.
14
Harvey, Campbell R.
14
Wermers, Russ
14
Zhang, Lu
14
Ammann, Manuel
13
Del Negro, Marco
13
Hoesli, Martin
13
Kakushadze, Zura
13
O'Sullivan, Niall
13
Sehgal, Sanjay
13
Stambaugh, Robert F.
13
Vidal-García, Javier
13
Weigert, Florian
13
more ...
less ...
Institution
All
National Bureau of Economic Research
97
Erasmus Research Institute of Management
3
Federal Reserve Bank of St. Louis
2
Pensions Institute
2
Rodney L. White Center for Financial Research
2
University of Chicago / Center for Research in Security Prices
2
Universität Zürich / Institut für Schweizerisches Bankwesen
2
Albert-Ludwigs-Universität Freiburg / Betriebswirtschaftliches Seminar
1
Association for Investment Management and Research
1
Banca nazionale del lavoro / Ufficio scenari economici
1
Banca nazionale del lavoro / Ufficio studi
1
Birkbeck College / Department of Economics
1
Business Information Centre <Toronto>
1
Center for Economic Research <Tilburg>
1
Centre for Economic Policy Research
1
Centre for European Economic Studies <Leicester>
1
Centre for New and Emerging Markets <London>
1
Centro de Estudios Macroeconómicos de Argentina / Universidad
1
Ecoplan, Forschung und Beratung in Wirtschaft und Politik
1
Ekonomiska forskningsinstitutet <Stockholm>
1
European University Institute / Department of Law
1
Federal Reserve System / Division of Research and Statistics
1
FinanzBuch Verlag
1
Frank J. Fabozzi Associates <New Hope, Pa.>
1
Friedrich-Schiller-Universität Jena
1
Fundación de Estudios de Economía Aplicada
1
Goethe-Universität Frankfurt am Main / Institut für Kapitalmarktforschung
1
Goldman Sachs
1
Innocenzo Gasparini Institute for Economic Research <Mailand>
1
International Center for Financial Asset Management and Engineering
1
International Workshop on Financial Engineering <2009, Tokio>
1
Internationaler Währungsfonds
1
Judge Institute of Management Studies
1
Landesbank Hessen-Thüringen
1
London School of Economics and Political Science
1
Martin-Luther-Universität Halle-Wittenberg / Wirtschaftswissenschaftliche Fakultät
1
Noyes Data Corporation
1
Pensimo Management
1
Quantitative Finance Research Centre <Sydney>
1
School of Economics, Mathematics and Statistics <London>
1
more ...
less ...
Published in...
All
Journal of banking & finance
133
Finance research letters
128
Journal of financial economics
112
International review of financial analysis
106
NBER working paper series
97
Journal of empirical finance
90
Working paper / National Bureau of Economic Research, Inc.
85
The journal of asset management
78
NBER Working Paper
67
Applied economics
61
Pacific-Basin finance journal
60
Research in international business and finance
59
The North American journal of economics and finance : a journal of financial economics studies
58
International review of economics & finance : IREF
57
The European journal of finance
51
Applied economics letters
50
Journal of risk and financial management : JRFM
50
Financial markets and portfolio management
47
Journal of international financial markets, institutions & money
46
Journal of investment management : JOIM
45
Management science : journal of the Institute for Operations Research and the Management Sciences
45
Review of quantitative finance and accounting
45
Research paper series / Swiss Finance Institute
42
The journal of portfolio management : a publication of Institutional Investor
42
Journal of financial markets
39
Investment management and financial innovations
36
The review of financial studies
35
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
34
Applied financial economics
33
International journal of economics and finance
33
The journal of investing
33
Journal of econometrics
32
Quantitative finance
32
The journal of finance : the journal of the American Finance Association
32
Journal of financial and quantitative analysis : JFQA
31
Swiss Finance Institute Research Paper
31
Discussion paper / Centre for Economic Policy Research
29
Economic modelling
29
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
28
Insurance / Mathematics & economics
28
more ...
less ...
Source
All
ECONIS (ZBW)
6,845
Showing
1
-
10
of
6,845
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The risk-return tradeoff : a COGARCH analysis of Merton's hypothesis
Müller, Gernot
;
Durand, Robert B.
;
Maller, Ross A.
- In:
Journal of empirical finance
18
(
2011
)
2
,
pp. 306-320
Persistent link: https://www.econbiz.de/10009301116
Saved in:
2
The costs of suboptimal dynamic asset allocation : general results and applications to interest rate risk, stock volatility risk, and growth/value tilts
Larsen, Linda Sandris
;
Munk, Claus
- In:
Journal of economic dynamics & control
36
(
2012
)
2
,
pp. 266-293
Persistent link: https://www.econbiz.de/10009489609
Saved in:
3
The performance of model based option trading strategies
Eraker, Bjørn
- In:
Review of derivatives research
16
(
2013
)
1
,
pp. 1-23
Persistent link: https://www.econbiz.de/10009729949
Saved in:
4
Estimating the stock/portfolio volatility and the volatility of volatility : a new simple method
Alghalith, Moawia
- In:
Econometric reviews
35
(
2016
)
1/4
,
pp. 257-262
Persistent link: https://www.econbiz.de/10011549920
Saved in:
5
Conditional value-at-risk forecasts of an optimal foreign currency portfolio
Kim, Dongwhan
;
Kang, Kyu Ho
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 838-861
Persistent link: https://www.econbiz.de/10012792873
Saved in:
6
Factor investing for the long run
Lioui, Abraham
;
Tarelli, Andrea
- In:
Journal of economic dynamics & control
117
(
2020
),
pp. 1-31
Persistent link: https://www.econbiz.de/10012503351
Saved in:
7
Analysis of stochastic PDEs arising from large portfolios of stochastic volatility models
Kolliopoulos, Nikolaos
-
2018
Persistent link: https://www.econbiz.de/10012386950
Saved in:
8
A note on Stein's overreaction puzzle
Lin, Yuehao
;
Lehnert, Thorsten
- In:
Decisions in economics and finance : a journal of …
43
(
2020
)
1
,
pp. 269-276
Persistent link: https://www.econbiz.de/10012285399
Saved in:
9
Joint tails impact in stochastic volatility portfolio selection models
Bonomelli, Marco
;
Giacometti, Rosella
;
Ortobelli Lozza, …
- In:
Stochastic optimization: theory and applications
,
(pp. 833-848)
.
2020
Persistent link: https://www.econbiz.de/10012290845
Saved in:
10
The implied Sharpe ratio
Agarwal, Ankush
;
Lorig, Matthew
- In:
Quantitative finance
20
(
2020
)
6
,
pp. 1009-1026
Persistent link: https://www.econbiz.de/10012262655
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
