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~subject:"Portfolio selection"
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Portfolio selection
Theorie
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Schotman, Peter C.
9
Mahieu, Ronald J.
4
Budek, Jan
2
Huisman, Ronald
2
Lutgens, Frank Johannes Willem
2
Schlichter, Felix
2
Tschernig, Rolf
2
Baştürk, Nalan
1
Diris, Bart
1
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1
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1
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1
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1
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ECONIS (ZBW)
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1
Long memory and the term structure of risk
Schotman, Peter C.
;
Tschernig, Rolf
;
Budek, Jan
- In:
Journal of financial econometrics : official journal of …
6
(
2008
)
4
,
pp. 459-495
Persistent link: https://www.econbiz.de/10003778939
Saved in:
2
Strategic asset allocation with liabilities : beyond stocks and bonds
Hoevenaars, Roy P. M. M.
;
Molenaar, Roderick D. J.
; …
- In:
Journal of economic dynamics & control
32
(
2008
)
9
,
pp. 2939-2970
Persistent link: https://www.econbiz.de/10003775155
Saved in:
3
Robust portfolio optimisation with multiple experts
Lutgens, Frank Johannes Willem
;
Schotman, Peter C.
-
2007
Persistent link: https://www.econbiz.de/10003443842
Saved in:
4
Long memory and the term structure of risk
Schotman, Peter C.
;
Tschernig, Rolf
;
Budek, Jan
-
2008
Persistent link: https://www.econbiz.de/10003908050
Saved in:
5
Robust portfolio optimisation with multiple experts
Lutgens, Frank Johannes Willem
;
Schotman, Peter C.
- In:
Review of finance : journal of the European Finance …
14
(
2010
)
2
,
pp. 343-383
Persistent link: https://www.econbiz.de/10003989562
Saved in:
6
Long-term strategic asset allocation : an out-of-sample evaluation
Diris, Bart
;
Palm, Franz C.
;
Schotman, Peter C.
- In:
Management science : journal of the Institute for …
61
(
2015
)
9
,
pp. 2185-2202
Persistent link: https://www.econbiz.de/10011372433
Saved in:
7
Robust hedging in incomplete markets
Shen, Sally
;
Pelsser, Antoon André Jean
;
Schotman, Peter C.
- In:
Journal of pension economics and finance
18
(
2019
)
3
,
pp. 473-493
Persistent link: https://www.econbiz.de/10012107932
Saved in:
8
Hedging long-term liabilities
Quaedvlieg, Rogier
;
Schotman, Peter C.
- In:
Journal of financial econometrics
20
(
2022
)
3
,
pp. 505-538
Persistent link: https://www.econbiz.de/10013349137
Saved in:
9
A neural network with shared dynamics for multi‐step prediction of value‐at‐risk and volatility
Baştürk, Nalan
;
Schotman, Peter C.
;
Schyns, Hugo
-
2022
Persistent link: https://www.econbiz.de/10013539142
Saved in:
10
Electricity portfolio management : optimal peak
Huisman, Ronald
(
contributor
);
Mahieu, Ronald J.
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003650574
Saved in:
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