//--> //--> //--> //-->
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
Non-Traded Asset Valuation wit...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Portfolio selection
Theorie
65
Theory
65
économie expérimentale
37
experimental economics
30
Canada
28
CAPM
26
Québec
24
Portfolio-Management
22
GARCH
21
innovation
19
Option pricing theory
18
Optionspreistheorie
18
Quebec
18
USA
16
United States
16
productivité
16
R&D
15
exact test
15
risque
15
bootstrap
14
performance
14
productivity
14
Monte Carlo test
13
Productivity
13
Regulation
13
risk
13
Environment
12
Innovation
12
test exact
12
Capital structure
11
Derivat
11
Derivative
11
Volatility
11
concurrence
11
incitations
11
panel data
11
tarification
11
Asymmetric information
10
Risk
10
more ...
less ...
Online availability
All
Free
1
Undetermined
1
Type of publication
All
Article
16
Book / Working Paper
6
Type of publication (narrower categories)
All
Article in journal
14
Aufsatz in Zeitschrift
14
Arbeitspapier
3
Graue Literatur
3
Non-commercial literature
3
Working Paper
3
Aufsatz im Buch
2
Book section
2
Systematic review
2
Übersichtsarbeit
2
Bibliografie enthalten
1
Bibliography included
1
Lehrbuch
1
Textbook
1
more ...
less ...
Language
All
English
22
Author
All
Detemple, Jérôme B.
14
Sundaresan, Suresh M.
8
Rindisbacher, Marcel
6
Ang, Andrew
3
Chen, Bingxu
3
Garcia, René
3
Adler, Michael
2
Bodie, Zvi
1
Karatzas, Ioannis
1
Murthy, Shashidhar
1
Otruba, Susanne
1
Serrat, Angel
1
Sundaresan, Suresh
1
Walter, Stephan
1
Zapatero, Fernando
1
more ...
less ...
Institution
All
National Bureau of Economic Research
1
Published in...
All
The review of financial studies
5
The journal of finance : the journal of the American Finance Association
3
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Academic Press advanced finance series
1
Current issues in finance
1
Financial engineering
1
Journal of banking & finance
1
Journal of economic dynamics & control
1
Journal of economic theory
1
NBER working paper series
1
Paine Webber working paper series in money, economics and finance
1
The handbook of post crisis financial modelling
1
The journal of portfolio management : a publication of Institutional Investor
1
Working paper / European Institute for Advanced Studies in Management
1
Working paper / National Bureau of Economic Research, Inc.
1
more ...
less ...
Source
All
ECONIS (ZBW)
22
Showing
1
-
10
of
22
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Nontraded asset valuation with portfolio constraints : a binominal appraoch
Detemple, Jérôme B.
;
Sundaresan, Suresh M.
- In:
The review of financial studies
12
(
1999
)
4
,
pp. 835-872
Persistent link: https://www.econbiz.de/10001421875
Saved in:
2
Fixed income markets and their derivatives
Sundaresan, Suresh M.
-
2009
-
3. ed.
Persistent link: https://www.econbiz.de/10003826247
Saved in:
3
Continuous-time methods in finance : a review and an assessment
Sundaresan, Suresh M.
-
2000
Persistent link: https://www.econbiz.de/10001471305
Saved in:
4
Hedging with futures in an intertemporal portfolio context
Adler, Michael
;
Detemple, Jérôme B.
-
1987
Persistent link: https://www.econbiz.de/10000739200
Saved in:
5
Simulationmethods for optimal portfolios
Detemple, Jérôme B.
;
Garcia, René
;
Rindisbacher, Marcel
- In:
Financial engineering
,
(pp. 867-923)
.
2008
Persistent link: https://www.econbiz.de/10003567829
Saved in:
6
Dynamic asset allocation : portfolio decomposition formula and applications
Detemple, Jérôme B.
;
Rindisbacher, Marcel
- In:
The review of financial studies
23
(
2010
)
1
,
pp. 25-100
Persistent link: https://www.econbiz.de/10003941596
Saved in:
7
The private information price of risk
Detemple, Jérôme B.
;
Rindisbacher, Marcel
- In:
The handbook of post crisis financial modelling
,
(pp. 190-213)
.
2016
Persistent link: https://www.econbiz.de/10011475766
Saved in:
8
Intertemporal asset allocation : a comparison of methods
Detemple, Jérôme B.
;
Garcia, René
;
Rindisbacher, Marcel
- In:
Journal of banking & finance
29
(
2005
)
11
,
pp. 2821-2848
Persistent link: https://www.econbiz.de/10003121055
Saved in:
9
Closed-form solutions for optimal portfolio selection with stochastic interest rate and investment constraints
Detemple, Jérôme B.
;
Rindisbacher, Marcel
- In:
Mathematical finance : an international journal of …
15
(
2005
)
4
,
pp. 539-568
Persistent link: https://www.econbiz.de/10003121127
Saved in:
10
Dynamic equilibrium with liquidity constraints
Detemple, Jérôme B.
;
Serrat, Angel
- In:
The review of financial studies
16
(
2003
)
2
,
pp. 597-629
Persistent link: https://www.econbiz.de/10001764240
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->