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~subject:"Portfolio selection"
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Mean-risk models using two ris...
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Portfolio selection
Theorie
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Fabozzi, Frank J.
138
Maurer, Raimond
84
Platen, Eckhard
57
Gollier, Christian
52
McAleer, Michael
50
Guidolin, Massimo
46
Korn, Ralf
46
Ang, Andrew
45
Satchell, Stephen
44
Uppal, Raman
43
Markowitz, Harry
41
Mitchell, Olivia S.
41
Li, Duan
39
Lo, Andrew W.
39
Campbell, John Y.
38
Lucas, André
36
Post, Thierry
36
Vanduffel, Steven
36
Escobar, Marcos
34
Kraft, Holger
34
Prigent, Jean-Luc
34
Engle, Robert F.
33
Wong, Wing Keung
33
Levy, Haim
32
Schenk-Hoppé, Klaus Reiner
32
Viceira, Luis M.
32
Račev, Svetlozar T.
31
Zagst, Rudi
31
Albrecht, Peter
30
Gouriéroux, Christian
30
Wong, Hoi Ying
30
Hens, Thorsten
29
Shleifer, Andrei
29
Bernard, Carole
28
Bodie, Zvi
28
Härdle, Wolfgang
28
Wang, Ruodu
28
Zhou, Guofu
28
Başak, Suleyman
27
Jarrow, Robert A.
27
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National Bureau of Economic Research
266
Institute of Finance and Accounting <London>
15
Frank J. Fabozzi Associates <New Hope, Pa.>
13
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
10
Center for Economic Research <Tilburg>
9
Universität Zürich / Institut für Schweizerisches Bankwesen
8
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
8
Springer Fachmedien Wiesbaden
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
Goethe-Universität Frankfurt am Main
5
Universität Mannheim
5
Friedrich-Schiller-Universität Jena
4
Judge Institute of Management Studies
4
Nationalekonomiska Institutionen <Lund>
4
Pensions Institute
4
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
4
University of Canterbury / Dept. of Economics and Finance
4
World Bank
4
Association for Investment Management and Research
3
Basel Committee on Banking Supervision
3
Bonn Graduate School of Economics
3
Chambre de commerce et d'industrie de Paris
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
OECD
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
Birkbeck College / Department of Economics
2
Books on Demand GmbH <Norderstedt>
2
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European journal of operational research : EJOR
310
Insurance / Mathematics & economics
309
Journal of banking & finance
297
NBER working paper series
260
Finance research letters
239
Working paper / National Bureau of Economic Research, Inc.
206
NBER Working Paper
204
Journal of economic dynamics & control
181
Mathematical finance : an international journal of mathematics, statistics and financial theory
160
Finance and stochastics
158
International journal of theoretical and applied finance
156
Quantitative finance
143
Risks : open access journal
134
Research paper series / Swiss Finance Institute
132
Journal of financial economics
128
The journal of portfolio management : a publication of Institutional Investor
117
Journal of empirical finance
114
Management science : journal of the Institute for Operations Research and the Management Sciences
111
The review of financial studies
111
International review of financial analysis
106
Economic modelling
103
The journal of finance : the journal of the American Finance Association
102
The journal of asset management
100
Economics letters
99
The North American journal of economics and finance : a journal of financial economics studies
99
Discussion paper / Centre for Economic Policy Research
95
The European journal of finance
94
International review of economics & finance : IREF
93
Swiss Finance Institute Research Paper
89
Journal of risk and financial management : JRFM
87
Discussion paper / Tinbergen Institute
85
Applied economics
82
Computational economics
82
Journal of risk
78
Mathematics and financial economics
78
The journal of portfolio management : JPM
74
Mathematical methods of operations research
70
SpringerLink / Bücher
68
Working paper
67
Annals of finance
66
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ECONIS (ZBW)
21,679
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1
Triple-objective models for portfolio optimisation with symmetric and percentile
risk
measures
Sawik, Bartosz
- In:
International journal of logistics systems and management
25
(
2016
)
1
,
pp. 96-107
Persistent link: https://www.econbiz.de/10011647331
Saved in:
2
Analysis of
risk
measures in multiobjective optimization portfolios with cardinality constraint
Cardoso, Rodrigo T. N.
;
Barroso, Bruno Cândido
; …
- In:
Revista Brasileira de Finanças : RBFin
17
(
2019
)
3
,
pp. 26-46
Persistent link: https://www.econbiz.de/10012221265
Saved in:
3
Optimization with stochastic preferences based on a general class of scalarization functions
Noyan, Nilay
;
Rudolf, Gábor
- In:
Operations research
66
(
2018
)
2
,
pp. 463-486
Persistent link: https://www.econbiz.de/10011845995
Saved in:
4
The marginal cost of
risk
,
risk
measures, and capital allocation
Bauer, Daniel
;
Zanjani, George
- In:
Management science : journal of the Institute for …
62
(
2016
)
5
,
pp. 1431-1457
Persistent link: https://www.econbiz.de/10011487544
Saved in:
5
A note on a new weighted idiosyncratic
risk
measure
Jan, Yin-Ching
- In:
International journal of financial research
5
(
2014
)
3
,
pp. 194-198
Persistent link: https://www.econbiz.de/10010458525
Saved in:
6
Comparing
risk
measures when aggregating market
risk
and credit
risk
using different copulas
Maciag, Jakob
;
Hesse, Frederik
;
Boeve, Rolf
;
Pfingsten, …
- In:
Journal of risk
18
(
2016
)
5
,
pp. 101-136
Persistent link: https://www.econbiz.de/10011598393
Saved in:
7
An axiomatic foundation for the expected shortfall
Wang, Ruodu
;
Zitikis, Ričardas
- In:
Management science : journal of the Institute for …
67
(
2021
)
3
,
pp. 1413-1429
Persistent link: https://www.econbiz.de/10012505987
Saved in:
8
Minimizing
risk
exposure when the choice of a
risk
measure is ambiguous
Delage, Erick
;
Li, Jonathan Yu-Meng
- In:
Management science : journal of the Institute for …
64
(
2018
)
1
,
pp. 327-344
Persistent link: https://www.econbiz.de/10011819577
Saved in:
9
FRM Financial
Risk
Meter
Althof, Michael
-
2022
Persistent link: https://www.econbiz.de/10013390868
Saved in:
10
Period value at
risk
and its estimation by Monte Carlo simulation
Huo, Yanli
;
Xu, Chunhui
;
Shiina, Takayuki
- In:
Applied economics letters
29
(
2022
)
18
,
pp. 1675-1679
Persistent link: https://www.econbiz.de/10013412280
Saved in:
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