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~subject:"Portfolio selection"
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Portfolio selection
Theorie
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29,323
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Fabozzi, Frank J.
127
Maurer, Raimond
73
Platen, Eckhard
60
Gollier, Christian
50
Korn, Ralf
47
Uppal, Raman
43
Mitchell, Olivia S.
42
Guidolin, Massimo
41
Li, Duan
41
Ang, Andrew
40
Post, Thierry
39
Markowitz, Harry
38
Campbell, John Y.
37
Escobar, Marcos
36
Lo, Andrew W.
35
Satchell, Stephen
35
Schenk-Hoppé, Klaus Reiner
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Wong, Wing Keung
35
Prigent, Jean-Luc
34
Viceira, Luis M.
34
Vanduffel, Steven
33
Hens, Thorsten
32
Wong, Hoi Ying
32
Kraft, Holger
31
Levy, Haim
31
Zagst, Rudi
31
Račev, Svetlozar T.
29
Bodie, Zvi
28
Branger, Nicole
28
Lucas, André
28
Başak, Suleyman
27
Chen, An
27
Kane, Alex
27
Lioui, Abraham
27
Wang, Ruodu
27
Gouriéroux, Christian
26
Jarrow, Robert A.
26
Lee, Cheng F.
26
Sass, Jörn
26
Shleifer, Andrei
26
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National Bureau of Economic Research
248
Institute of Finance and Accounting <London>
15
Frank J. Fabozzi Associates <New Hope, Pa.>
12
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
10
Center for Economic Research <Tilburg>
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
Judge Institute of Management Studies
5
Friedrich-Schiller-Universität Jena
4
Goethe-Universität Frankfurt am Main
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
Centre for Actuarial Studies
2
Chambre de commerce et d'industrie de Paris
2
Christian-Albrechts-Universität zu Kiel
2
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Insurance / Mathematics & economics
319
European journal of operational research : EJOR
298
Journal of banking & finance
253
NBER working paper series
242
Working paper / National Bureau of Economic Research, Inc.
194
NBER Working Paper
192
Finance research letters
184
Journal of economic dynamics & control
184
International journal of theoretical and applied finance
174
Finance and stochastics
168
Mathematical finance : an international journal of mathematics, statistics and financial theory
162
Quantitative finance
140
Research paper series / Swiss Finance Institute
125
Risks : open access journal
112
Management science : journal of the Institute for Operations Research and the Management Sciences
107
Journal of financial economics
101
The review of financial studies
101
The journal of portfolio management : a publication of Institutional Investor
98
Journal of empirical finance
96
The journal of finance : the journal of the American Finance Association
96
Swiss Finance Institute Research Paper
87
Economic modelling
86
Discussion paper / Centre for Economic Policy Research
85
The European journal of finance
84
Mathematics and financial economics
82
Economics letters
80
The journal of asset management
76
Mathematical methods of operations research
75
Computational economics
74
Journal of mathematical finance
74
Journal of risk and financial management : JRFM
73
International review of economics & finance : IREF
72
SpringerLink / Bücher
70
The North American journal of economics and finance : a journal of financial economics studies
70
International review of financial analysis
69
Annals of finance
66
Discussion paper / Tinbergen Institute
64
The journal of portfolio management : JPM
63
Journal of economic theory
62
Applied economics
60
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ECONIS (ZBW)
19,328
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1
An empirical evaluation of value at risk by scenario simulation
Abken, Peter A.
- In:
The journal of derivatives : the official publication …
7
(
2000
)
4
,
pp. 12-29
Persistent link: https://www.econbiz.de/10001500033
Saved in:
2
Value-at-risk models and option portfolios
Brown, Christine
;
Chan, Rosemary
- In:
Economic papers : a journal of applied economics and policy
18
(
1999
)
4
,
pp. 107-122
Persistent link: https://www.econbiz.de/10001440662
Saved in:
3
Long run forward rates and long yields of bonds and options in heterogeneous equilibria
Malamud, Semyon
- In:
Finance and stochastics
12
(
2008
)
2
,
pp. 245-264
Persistent link: https://www.econbiz.de/10003716265
Saved in:
4
Optioned portfolio selection : models and analysis
Liang, Jianfeng
;
Zhang, Shuzhong
;
Li, Duan
- In:
Mathematical finance : an international journal of …
18
(
2008
)
4
,
pp. 569-593
Persistent link: https://www.econbiz.de/10003769015
Saved in:
5
Portfolio problems stopping at first hitting time with application to default risk
Kraft, Holger
;
Steffensen, Mogens
- In:
Mathematical methods of operations research
63
(
2006
)
1
,
pp. 123-150
Persistent link: https://www.econbiz.de/10003285476
Saved in:
6
Lévy risk model with two-sided jumps and a barrier dividend strategy
Bo, Lijun
;
Song, Renming
;
Tang, DanLing
;
Wang, Yongjin
; …
- In:
Insurance / Mathematics & economics
50
(
2012
)
2
,
pp. 280-291
Persistent link: https://www.econbiz.de/10009507927
Saved in:
7
Kombinierte Aktien-, Optionsstrategien im ein- und mehrperiodigen Fall : eine theoetische und empirische Untersuchung
Adam, Michael
;
Adam, Michael E. H.
-
2001
Persistent link: https://www.econbiz.de/10001629302
Saved in:
8
Stochastic optimization of retirement portfolio asset allocations and withdrawals
Stout, R. G.
- In:
Financial services review : the journal of individual …
17
(
2008
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10003756637
Saved in:
9
Portfolio optimization in discrete time with proportional transaction costs under stochastic volatility
Kim, Ha Young
;
Viens, Frederi G.
- In:
Annals of finance
8
(
2012
)
2/3
,
pp. 405-425
Persistent link: https://www.econbiz.de/10009548076
Saved in:
10
Dynamic models for fixed-income portfolio management under uncertainty
Zenios, Stauros Andrea
(
contributor
)
- In:
Journal of economic dynamics & control
22
(
1998
)
10
,
pp. 1517-1541
Persistent link: https://www.econbiz.de/10001246825
Saved in:
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