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~subject:"Portfolio selection"
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Portfolio selection
Theorie
101
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101
Optionspreistheorie
36
Option pricing theory
34
USA
33
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31
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30
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30
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26
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24
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22
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22
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22
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19
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19
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17
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14
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14
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14
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13
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13
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11
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11
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11
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11
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10
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10
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English
17
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Schwartz, Eduardo S.
17
Račev, Svetlozar T.
4
Brennan, Michael J.
3
Tokat, Yesim
3
Huber, Isabella
2
Ortobelli, Sergio
2
Tebaldi, Claudio
2
Cauley, Stephen Day
1
Cortazar, Gonzalo
1
Dietrich-Campbell, Bruce
1
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1
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1
McConnell, John J.
1
Mittnik, Stefan
1
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1
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3
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2
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2
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
1
Finanzmarkt und Portfolio-Management
1
Journal of commodity markets
1
Journal of financial economics
1
NBER working paper series
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ECONIS (ZBW)
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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
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
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3
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
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4
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:
5
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
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6
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:
7
The stable non-Gaussian asset allocation : a comparison with the classical Gaussian approach
Tokat, Yesim
;
Račev, Svetlozar T.
;
Schwartz, Eduardo S.
- In:
Journal of economic dynamics & control
27
(
2003
)
6
,
pp. 937-969
Persistent link: https://www.econbiz.de/10001734458
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8
Value-at-risk and asset allocation with stable return distributions
Mittnik, Stefan
;
Rachev{{}}, Svetlozar
;
Schwartz, Eduardo S.
- In:
Allgemeines statistisches Archiv : AStA ; journal of …
86
(
2002
)
1
,
pp. 53-67
Persistent link: https://www.econbiz.de/10001650467
Saved in:
9
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:
10
Portfolio selection with stable distributed returns
Ortobelli, Sergio
;
Huber, Isabella
;
Schwartz, Eduardo S.
- In:
Mathematical methods of operations research
55
(
2002
)
2
,
pp. 265-300
Persistent link: https://www.econbiz.de/10001678024
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1
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