//--> //--> //--> //-->
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:"Portfolio selection"
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
Cointegration in recursive sys...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Portfolio selection
Theorie
624,374
Theory
609,466
USA
42,191
United States
41,052
Schätzung
32,243
Estimation
31,457
Zeitreihenanalyse
29,706
Time series analysis
28,680
Welt
25,372
World
24,746
Deutschland
22,761
Geldpolitik
22,624
Monetary policy
21,888
Germany
21,328
Portfolio-Management
18,914
Risiko
17,476
Risk
17,270
Mathematische Optimierung
16,892
Mathematical programming
16,787
Prognoseverfahren
16,521
Forecasting model
16,184
Wirtschaftswachstum
13,998
Schätztheorie
13,985
Estimation theory
13,585
Economic growth
13,397
Spieltheorie
12,657
Börsenkurs
12,080
Game theory
11,937
Volatilität
11,879
Share price
11,865
Volatility
11,604
Experiment
11,186
Asymmetrische Information
10,556
Asymmetric information
10,273
Wettbewerb
10,237
Wohlfahrtsanalyse
10,152
Stochastischer Prozess
10,105
Welfare analysis
9,980
Competition
9,882
more ...
less ...
Online availability
All
Free
6,292
Undetermined
4,089
Type of publication
All
Article
9,493
Book / Working Paper
9,190
Journal
25
Type of publication (narrower categories)
All
Article in journal
8,452
Aufsatz in Zeitschrift
8,452
Graue Literatur
2,881
Non-commercial literature
2,881
Arbeitspapier
2,549
Working Paper
2,549
Hochschulschrift
915
Aufsatz im Buch
910
Book section
910
Thesis
792
Lehrbuch
287
Textbook
270
Collection of articles of several authors
206
Sammelwerk
206
Bibliografie enthalten
158
Bibliography included
158
Collection of articles written by one author
154
Sammlung
154
Aufsatzsammlung
99
Glossar enthalten
63
Glossary included
63
Konferenzschrift
55
Conference paper
49
Konferenzbeitrag
49
Handbook
48
Handbuch
48
Conference proceedings
38
Systematic review
25
Übersichtsarbeit
25
Forschungsbericht
20
Bibliografie
16
Case study
16
Fallstudie
16
Mikroform
15
Mehrbändiges Werk
13
Multi-volume publication
13
Amtsdruckschrift
12
CD-ROM, DVD
12
Government document
12
Reprint
9
more ...
less ...
Language
All
English
17,417
German
1,105
French
78
Italian
52
Spanish
24
Polish
22
Dutch
14
Czech
3
Danish
3
Hungarian
3
Russian
3
Swedish
3
Portuguese
2
Undetermined
2
Afrikaans
1
Finnish
1
Norwegian
1
Slovak
1
more ...
less ...
Author
All
Fabozzi, Frank J.
122
Maurer, Raimond
72
Platen, Eckhard
54
Gollier, Christian
49
Korn, Ralf
45
Uppal, Raman
43
Guidolin, Massimo
42
Mitchell, Olivia S.
42
Ang, Andrew
41
Li, Duan
38
Markowitz, Harry
38
Campbell, John Y.
37
Satchell, Stephen
37
Lo, Andrew W.
36
Post, Thierry
36
Prigent, Jean-Luc
33
Vanduffel, Steven
33
Escobar, Marcos
32
Schenk-Hoppé, Klaus Reiner
32
Viceira, Luis M.
32
Lucas, André
31
Zagst, Rudi
30
Hens, Thorsten
29
Kraft, Holger
29
Levy, Haim
29
Bodie, Zvi
28
Pedersen, Lasse Heje
28
Wong, Hoi Ying
28
Wong, Wing Keung
28
Başak, Suleyman
27
Kane, Alex
27
Lioui, Abraham
27
Wang, Ruodu
27
Jarrow, Robert A.
26
Račev, Svetlozar T.
26
Sass, Jörn
26
Shleifer, Andrei
26
Zhou, Guofu
26
Bernard, Carole
25
Gouriéroux, Christian
25
more ...
less ...
Institution
All
National Bureau of Economic Research
245
Institute of Finance and Accounting <London>
15
Frank J. Fabozzi Associates <New Hope, Pa.>
12
Center for Economic Research <Tilburg>
9
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
9
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
8
Springer Fachmedien Wiesbaden
7
Universität Zürich / Institut für Schweizerisches Bankwesen
7
European University Institute / Department of Law
6
International Center for Financial Asset Management and Engineering
6
Rodney L. White Center for Financial Research
6
Association of European Operational Research Societies / Working Group on Financial Modelling
5
Fachverlag für Wirtschafts- und Steuerrecht Schäffer <Stuttgart>
5
Friedrich-Schiller-Universität Jena
4
Goethe-Universität Frankfurt am Main
4
Judge Institute of Management Studies
4
Nationalekonomiska Institutionen <Lund>
4
Pensions Institute
4
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
4
Universität Mannheim
4
World Bank
4
Association for Investment Management and Research
3
Bonn Graduate School of Economics
3
Ekonomiska forskningsinstitutet <Stockholm>
3
Erasmus Research Institute of Management
3
International Association for the Study of Insurance Economics
3
Johannes Gutenberg-Universität Mainz
3
Københavns Universitet / Økonomisk Institut
3
Martin-Luther-Universität Halle-Wittenberg / Wirtschaftswissenschaftliche Fakultät
3
Springer-Verlag GmbH
3
The Wharton Financial Institutions Center
3
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
3
Banco Central do Brasil
2
Bank für Internationalen Zahlungsausgleich
2
Basel Committee on Banking Supervision
2
Birkbeck College / Department of Economics
2
Books on Demand GmbH <Norderstedt>
2
Chambre de commerce et d'industrie de Paris
2
Christian-Albrechts-Universität zu Kiel
2
De Gruyter Oldenbourg
2
more ...
less ...
Published in...
All
Insurance / Mathematics & economics
278
European journal of operational research : EJOR
276
Journal of banking & finance
245
NBER working paper series
239
Working paper / National Bureau of Economic Research, Inc.
193
NBER Working Paper
189
Finance research letters
179
Journal of economic dynamics & control
168
Mathematical finance : an international journal of mathematics, statistics and financial theory
154
Finance and stochastics
152
International journal of theoretical and applied finance
146
Quantitative finance
130
Research paper series / Swiss Finance Institute
122
Management science : journal of the Institute for Operations Research and the Management Sciences
103
Risks : open access journal
102
Journal of financial economics
100
The journal of finance : the journal of the American Finance Association
99
The review of financial studies
99
The journal of portfolio management : a publication of Institutional Investor
98
Journal of empirical finance
97
Discussion paper / Centre for Economic Policy Research
87
Swiss Finance Institute Research Paper
85
Economic modelling
83
Economics letters
80
The European journal of finance
79
Computational economics
74
Mathematics and financial economics
74
The journal of asset management
72
International review of economics & finance : IREF
71
International review of financial analysis
70
Mathematical methods of operations research
68
The North American journal of economics and finance : a journal of financial economics studies
67
Discussion paper / Tinbergen Institute
65
SpringerLink / Bücher
65
Applied economics
64
Journal of risk and financial management : JRFM
64
The journal of portfolio management : JPM
63
Journal of economic theory
61
Annals of finance
60
Journal of mathematical finance
57
more ...
less ...
Source
All
ECONIS (ZBW)
18,708
Showing
1
-
10
of
18,708
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Semi-metric portfolio optimization : a new algorithm reducing simultaneous asset shocks
James, Nick
;
Menzies, Max
;
Chan, Jennifer
- In:
Econometrics : open access journal
11
(
2023
)
1
,
pp. 1-33
between time series' structural breaks. Then, we build on the classical portfolio optimization
theory
of Markowitz and use …
Persistent link: https://www.econbiz.de/10014281489
Saved in:
2
Optimal hedging strategy re-visited : acknowledging the existence of non-stationary economic time series
Qian, Ying
;
Duncan, Ronald C.
-
1994
Persistent link: https://www.econbiz.de/10000886959
Saved in:
3
Arbitrage valuation of variance forecasts with simulated options
Engle, Robert F.
(
contributor
)
-
1992
-
Rev
Persistent link: https://www.econbiz.de/10000841635
Saved in:
4
Schätzung von variierenden Beta-Koeffizienten mit dem Kalman-Filter
Boos, Anna Carri
-
1988
Persistent link: https://www.econbiz.de/10000746710
Saved in:
5
Tests for market model instability : an empirical comparison of tests using recursive residuals
Knif, Johan
-
1988
Persistent link: https://www.econbiz.de/10000126783
Saved in:
6
Applied quantitative finance
Härdle, Wolfgang
(
ed.
);
Hautsch, Nikolaus
(
ed.
); …
-
2009
-
2. ed.
Persistent link: https://www.econbiz.de/10003719524
Saved in:
7
Modeling dependencies in finance using copulae
Härdle, Wolfgang
(
contributor
);
Okhrin, Ostap
(
contributor
)
-
2008
In this paper we provide a review of copula
theory
with applications to finance. We illustrate the idea on the …
Persistent link: https://www.econbiz.de/10003727552
Saved in:
8
Stock markets, current account dynamics, and exchange rate determination
Mercereau, Benoît
-
2002
Persistent link: https://www.econbiz.de/10003780033
Saved in:
9
Testing and valuing dynamic correlations for asset allocation
Engle, Robert F.
;
Colacito, Riccardo
- In:
Journal of business & economic statistics : JBES ; a …
24
(
2006
)
2
,
pp. 238-253
Persistent link: https://www.econbiz.de/10003317174
Saved in:
10
Contributions to short-term financial risk management : volatility in high frequency data, Lévy processes and the dependence of jumps
Grothe, Oliver
-
2008
Persistent link: https://www.econbiz.de/10003790958
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...
//-->