//--> //--> //--> //-->
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
A simple approach to valuing r...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Portfolio selection
Theorie
136
Theory
136
USA
95
United States
93
CAPM
41
Optionspreistheorie
40
Risikoprämie
40
Risk premium
40
Option pricing theory
38
Portfolio-Management
37
Credit risk
36
Kreditrisiko
36
Volatility
33
Yield curve
33
Zinsstruktur
33
Volatilität
31
Swap
30
Börsenkurs
28
Share price
27
Real options analysis
25
Realoptionsansatz
25
Public bond
22
Öffentliche Anleihe
22
Capital income
21
Derivat
21
Derivative
21
Kapitaleinkommen
21
Financial economics
20
Kapitalmarkttheorie
20
Commodity derivative
19
Government securities
19
Rohstoffderivat
19
Staatspapier
19
Corporate bond
18
Credit derivative
18
EU countries
18
EU-Staaten
18
Kreditderivat
18
Unternehmensanleihe
18
more ...
less ...
Online availability
All
Free
12
Undetermined
4
Type of publication
All
Article
23
Book / Working Paper
14
Type of publication (narrower categories)
All
Article in journal
20
Aufsatz in Zeitschrift
20
Arbeitspapier
3
Aufsatz im Buch
3
Book section
3
Graue Literatur
3
Non-commercial literature
3
Working Paper
3
more ...
less ...
Language
All
English
37
Author
All
Longstaff, Francis A.
20
Schwartz, Eduardo S.
17
Cochrane, John H.
4
Račev, Svetlozar T.
4
Santa-Clara, Pedro
4
Brennan, Michael J.
3
Liu, Jun
3
Matoba, Kyle
3
Tokat, Yesim
3
Carlin, Bruce I.
2
Downing, Christopher T.
2
Huber, Isabella
2
Ortobelli, Sergio
2
Pan, Jun
2
Rierson, Michael A.
2
Tebaldi, Claudio
2
Carlin, Bruce Ian
1
Cauley, Stephen Day
1
Cortazar, Gonzalo
1
Dietrich-Campbell, Bruce
1
Downing, Chris
1
Lagnado, Ronald
1
Lewis, Kurt F.
1
Martin, Bernhard
1
McConnell, John J.
1
Mittnik, Stefan
1
Myers, Brett
1
Myers, Brett W.
1
Ortega, Hector
1
Pavlov, Andrey D.
1
Petrasek, Lubomir
1
Rachev{{}}, Svetlozar
1
Rierson, Mike
1
Rojas, Maximiliano
1
more ...
less ...
Institution
All
National Bureau of Economic Research
6
Published in...
All
NBER working paper series
6
NBER Working Paper
5
Handbook of heavy tailed distributions in finance
3
Journal of financial economics
3
The review of financial studies
3
Working paper / National Bureau of Economic Research, Inc.
3
Journal of economic dynamics & control
2
Mathematical methods of operations research
2
The journal of finance : the journal of the American Finance Association
2
Advances in futures and options research : a research annual
1
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
1
Finanzmarkt und Portfolio-Management
1
Journal of commodity markets
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Papers and proceedings / American Finance Association
1
The American economic review
1
The journal of business : B
1
The journal of real estate finance and economics
1
more ...
less ...
Source
All
ECONIS (ZBW)
37
Showing
1
-
10
of
37
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Options and portfolio insurance
Schwartz, Eduardo S.
- In:
Finanzmarkt und Portfolio-Management
1
(
1986
)
1
,
pp. 9-17
Persistent link: https://www.econbiz.de/10001218920
Saved in:
2
Portfolio insurance and financial market equilibrium
Brennan, Michael J.
- In:
The journal of business : B
62
(
1989
)
4
,
pp. 455-472
Persistent link: https://www.econbiz.de/10001079388
Saved in:
3
LYON taming
McConnell, John J.
- In:
The journal of finance : the journal of the American …
41
(
1986
)
3
,
pp. 561-576
Persistent link: https://www.econbiz.de/10001047828
Saved in:
4
Valuing debt options : empir. evidence
Dietrich-Campbell, Bruce
- In:
Journal of financial economics
16
(
1986
)
3
,
pp. 321-343
Persistent link: https://www.econbiz.de/10001015146
Saved in:
5
Strategic asset allocation
Brennan, Michael J.
- In:
Journal of economic dynamics & control
21
(
1997
)
8
,
pp. 1377-1403
Persistent link: https://www.econbiz.de/10001222043
Saved in:
6
Stable non-Gaussian models for credit risk management
Martin, Bernhard
;
Račev, Svetlozar T.
;
Schwartz, Eduardo S.
- In:
Handbook of heavy tailed distributions in finance
,
(pp. 405-441)
.
2003
Persistent link: https://www.econbiz.de/10001882167
Saved in:
7
Asset liability management : a review and some new results in the presence of heavy tails
Tokat, Yesim
;
Račev, Svetlozar T.
;
Schwartz, Eduardo S.
- In:
Handbook of heavy tailed distributions in finance
,
(pp. 509-546)
.
2003
Persistent link: https://www.econbiz.de/10001882195
Saved in:
8
Portfolio choice theory with non-Gaussian distributed returns
Ortobelli, Sergio
;
Huber, Isabella
;
Račev, Svetlozar T.
; …
- In:
Handbook of heavy tailed distributions in finance
,
(pp. 547-594)
.
2003
Persistent link: https://www.econbiz.de/10001882197
Saved in:
9
Time-invariant portfolio insurance strategies
Brennan, Michael J.
- In:
The journal of finance : the journal of the American …
43
(
1988
)
2
,
pp. 283-299
Persistent link: https://www.econbiz.de/10001059369
Saved in:
10
The impact of fat tailed returns on asset allocation
Tokat, Yesim
;
Schwartz, Eduardo S.
- In:
Mathematical methods of operations research
55
(
2002
)
2
,
pp. 165-185
Persistent link: https://www.econbiz.de/10001678009
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->