//--> //--> //--> //-->
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:"Kapitalanlage"
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
The Black-Litterman model : th...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Kapitalanlage
Theorie
626,055
Theory
611,152
USA
50,379
United States
48,942
Portfolio-Management
44,123
Portfolio selection
43,779
Schätzung
41,507
Prognoseverfahren
41,241
Volatility
40,945
Volatilität
40,677
Estimation
40,482
Forecasting model
40,247
Welt
33,389
World
32,628
Deutschland
26,595
Geldpolitik
24,706
Germany
24,460
Monetary policy
23,850
Börsenkurs
23,231
Share price
22,885
Kapitaleinkommen
22,571
Risiko
22,518
Capital income
22,495
Risk
22,293
CAPM
19,026
Zeitreihenanalyse
17,658
Mathematische Optimierung
17,423
Mathematical programming
17,315
Time series analysis
17,154
Wirtschaftswachstum
15,303
Economic growth
14,462
Schätztheorie
13,465
Finanzmarkt
13,197
Estimation theory
13,059
Financial market
12,934
Aktienmarkt
12,923
Spieltheorie
12,849
Stock market
12,695
Stochastischer Prozess
12,654
more ...
less ...
Online availability
All
Free
2,851
Undetermined
1,637
Type of publication
All
Book / Working Paper
8,082
Article
7,578
Journal
153
Type of publication (narrower categories)
All
Article in journal
3,464
Aufsatz in Zeitschrift
3,464
Graue Literatur
1,572
Non-commercial literature
1,572
Working Paper
1,335
Arbeitspapier
1,242
Aufsatz im Buch
580
Book section
580
Hochschulschrift
551
Ratgeber
380
Thesis
356
Guidebook
277
Collection of articles of several authors
259
Sammelwerk
259
Lehrbuch
214
Textbook
199
Aufsatzsammlung
135
Bibliografie enthalten
131
Bibliography included
131
Konferenzschrift
100
Glossar enthalten
90
Glossary included
90
Handbook
83
Handbuch
83
Dissertation u.a. Prüfungsschriften
63
Collection of articles written by one author
55
Sammlung
55
Conference proceedings
51
Nachschlagewerk
43
Reference book
43
Amtsdruckschrift
38
Government document
38
Wörterbuch
35
Mikroform
34
Einführung
28
Biografie
25
Biography
24
Conference paper
23
Konferenzbeitrag
23
Case study
22
more ...
less ...
Language
All
English
8,925
Undetermined
4,191
German
2,400
French
70
Polish
59
Italian
49
Russian
35
Spanish
30
Dutch
28
Croatian
11
Bulgarian
6
Danish
6
Portuguese
6
Swedish
6
Czech
4
Norwegian
4
Albanian
3
Turkish
3
Romanian
2
Serbian
2
Ukrainian
2
Afrikaans
1
Hungarian
1
Japanese
1
Lithuanian
1
more ...
less ...
Author
All
Mitchell, Olivia S.
66
Fabozzi, Frank J.
43
Lusardi, Annamaria
42
Bodie, Zvi
37
Wise, David A.
35
Kräussl, Roman
34
Poterba, James M.
32
Weber, Martin
32
Maurer, Raimond
31
Kane, Alex
30
Albrecht, Peter
29
Marcus, Alan J.
29
Oehler, Andreas
29
Venti, Steven F.
27
Ang, Andrew
25
Levy, Haim
24
Shoven, John B.
23
Sarnat, Marshall
21
Campbell, John Y.
20
Elton, Edwin J.
20
Guiso, Luigi
20
Copeland, Craig
19
Goetzmann, William N.
19
Hackethal, Andreas
19
Shleifer, Andrei
19
Stambaugh, Robert F.
19
Vishny, Robert W.
19
Chaliasos, Michaēl
18
Georgarakos, Dimitris
18
Jappelli, Tullio
18
Laeven, Luc
18
Sharpe, William F.
18
Başak, Suleyman
17
Schoar, Antoinette
17
Weisbenner, Scott J.
17
Baker, H. Kent
16
Zimmermann, Heinz
16
Schäfer, Henry
15
Acharya, Viral V.
14
Blake, David
14
more ...
less ...
Institution
All
National Bureau of Economic Research
212
FinanzBuch Verlag
39
OECD
10
Börsen-Buchverlag
9
Springer Fachmedien Wiesbaden
9
Deutsches Aktieninstitut
8
Frankreich / Commission des investissements
7
Stiftung Warentest
6
Books on Demand GmbH <Norderstedt>
5
Fachverlag für Wirtschafts- und Steuerrecht Schäffer <Stuttgart>
5
Haufe-Lexware GmbH & Co. KG
5
Spiegel-Verlag Rudolf Augstein <Hamburg>
5
Bank
4
Campus Verlag
4
East India Company
4
Edward Elgar Publishing
4
Institut für Statistik und Mathematische Wirtschaftstheorie <Augsburg>
4
International Monetary Fund
4
Kuwait Fund for Arab Economic Development
4
Organisation for Economic Co-operation and Development
4
Wirtschaftswissenschaftliches Zentrum <Basel>
4
Arbeitsgemeinschaft für Betriebliche Altersversorgung
3
Association for Investment Management and Research
3
Axel-Springer-Verlag / Marketing Anzeigen
3
Bundesgeschäftsstelle Landesbausparkassen
3
Bundesverband Investment- und Asset-Management
3
Bundesverband der Deutschen Volksbanken und Raiffeisenbanken
3
CFA Institute <Charlottesville, Va.>
3
Deutscher Sparkassen- und Giroverband
3
Europäische Kommission
3
Europäische Union / Rat
3
Europäisches Parlament
3
Institut der Wirtschaftsprüfer in Deutschland
3
International Finance Corporation
3
Multinational Finance Society
3
University of Chicago / Center for Research in Security Prices
3
VNR Verlag für die Deutsche Wirtschaft AG
3
Weltbank
3
Westend Verlag GmbH
3
Wiley-VCH
3
more ...
less ...
Published in...
All
Working paper / National Bureau of Economic Research, Inc.
232
NBER working paper series
210
The journal of finance : the journal of the American Finance Association
170
NBER Working Paper
158
The American economic review
96
Journal of financial and quantitative analysis : JFQA
95
Discussion paper / Centre for Economic Policy Research
82
SpringerLink / Bücher
82
Finance research letters
74
The review of economics and statistics
62
Voprosy ėkonomiki : ordena trudovogo krasnogo znameni ežemesjačnyj žurnal ; Vserossijskoe ėkonomičeskoe izdanie
61
Wiley finance series
61
Journal of financial economics
60
Journal of banking & finance
53
Management science : journal of the Institute for Operations Research and the Management Sciences
52
The quarterly journal of economics
52
The journal of business : B
51
Die Bank
47
The journal of structured finance
47
Financial analysts' journal : FAJ
45
Journal of business economics : JBE
43
Gospodarka planowa : miesie̜cznik poświe̜cony problemom planowania i rozwoju gospodarki narodowej
39
Financial services review : the journal of individual financial management
38
Journal of political economy
38
Europäische Hochschulschriften / 5
37
International review of financial analysis
37
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
34
Ekonomista : czasopismo poświe̜cone nauce i potrzebom życia
34
The accounting review : a publication of the American Accounting Association
34
The review of financial studies
34
Pacific-Basin finance journal
33
Problems of economics : selected articles from Soviet economics journals in English translation
33
The journal of behavioral finance : a publication of the Institute of Behavioral Finance
33
The journal of alternative investments
32
The journal of asset management
31
The journal of portfolio management : a publication of Institutional Investor
31
Wirtschaftsdienst : Zeitschrift für Wirtschaftspolitik
31
CFS working paper series
30
Economics letters
30
Wirtschaftswissenschaft
30
more ...
less ...
Source
All
ECONIS (ZBW)
14,776
USB Cologne (EcoSocSci)
870
EconStor
112
USB Cologne (business full texts)
36
OLC EcoSci
13
RePEc
3
BASE
2
ArchiDok
1
more ...
less ...
Showing
1
-
10
of
15,813
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Comparisons between the Markowitz model and the Black-Litterman model
Teng, Huei-Wen
-
2024
Persistent link: https://www.econbiz.de/10015047743
Saved in:
2
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:
3
What the investors need to know about forecasting oil futures return
volatility
Wang, Yudong
;
Liu, Li
;
Ma, Feng
;
Wu, Chongfeng
- In:
Energy economics
57
(
2016
),
pp. 128-139
Persistent link: https://www.econbiz.de/10011698302
Saved in:
4
Ensembling ARIMAX model in algorithmic investment strategies on commodities market
Jakubowski, Paweł
;
Ślepaczuk, Robert
;
Windorbski, …
-
2023
Persistent link: https://www.econbiz.de/10014448210
Saved in:
5
Dynamic asset allocation with event risk, transaction costs and predictable returns
Simonato, Jean-Guy
- In:
Mathematics and financial economics
12
(
2018
)
4
,
pp. 561-587
Persistent link: https://www.econbiz.de/10011963881
Saved in:
6
Idiosyncratic
volatility
and the cross-section of anomaly returns : is risk your ally?
Zaremba, Adam
;
Maydybura, Alina
- In:
Applied economics
51
(
2019
)
49
,
pp. 5388-5397
Persistent link: https://www.econbiz.de/10012197236
Saved in:
7
The Black-Litterman model and views from a reverse optimization procedure : an out-of-sample performance evaluation
Allaj, Erindi
- In:
Computational management science
17
(
2020
)
3
,
pp. 465-492
Persistent link: https://www.econbiz.de/10012308608
Saved in:
8
Black-Litterman model for continuous distributions
Palczewski, Andrzej
;
Palczewski, Jan
- In:
European journal of operational research : EJOR
273
(
2019
)
2
,
pp. 708-720
Persistent link: https://www.econbiz.de/10011987580
Saved in:
9
How do factor premia vary over time? : a century of evidence
Ilmanen, Antti
;
Israel, Ronen
;
Lee, Rachel
;
Moskowitz, …
- In:
Journal of investment management : JOIM
19
(
2021
)
4
,
pp. 15-57
Persistent link: https://www.econbiz.de/10013164702
Saved in:
10
Prozeßorientierte Asset Allocation von Bondportfolios : Prognose, Optimierung und Beurteilungskritierien
Siemßen, Sönke J.
-
2000
Persistent link: https://www.econbiz.de/10013438280
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...
//-->