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~subject:"Portfolio selection"
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Portfolio selection
Theorie
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Theory
607,123
USA
45,948
United States
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Portfolio-Management
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Schätzung
31,677
Estimation
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Zeitreihenanalyse
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Share price
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Spieltheorie
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Volatilität
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Game theory
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Volatility
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Experiment
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CAPM
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Finanzmarkt
10,892
Asymmetrische Information
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Financial market
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Fabozzi, Frank J.
226
Maurer, Raimond
118
Mitchell, Olivia S.
114
Guidolin, Massimo
94
Platen, Eckhard
91
Campbell, John Y.
78
Satchell, Stephen
77
Lo, Andrew W.
73
McAleer, Michael
73
Ang, Andrew
69
Gollier, Christian
68
Kraft, Holger
63
Uppal, Raman
63
Hens, Thorsten
61
Korn, Ralf
56
Wong, Wing Keung
55
Bodie, Zvi
53
Viceira, Luis M.
53
Li, Duan
52
Zaremba, Adam
52
Markowitz, Harry
51
Stambaugh, Robert F.
51
Blake, David
50
Levy, Haim
50
Schenk-Hoppé, Klaus Reiner
50
Weber, Martin
48
Wermers, Russ
47
Post, Thierry
46
Prigent, Jean-Luc
46
Zhou, Guofu
46
Pedersen, Lasse Heje
45
Kelly, Bryan T.
44
Lucas, André
44
Vanduffel, Steven
44
Zagst, Rudi
44
Poterba, James M.
43
Hammoudeh, Shawkat
42
Warnock, Francis E.
42
Račev, Svetlozar T.
41
Agarwal, Vikas
40
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National Bureau of Economic Research
536
Institute of Finance and Accounting <London>
19
Frank J. Fabozzi Associates <New Hope, Pa.>
15
Rodney L. White Center for Financial Research
12
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
12
Springer Fachmedien Wiesbaden
12
World Bank
12
Basel Committee on Banking Supervision
11
Fisher Investments Inc. <Woodside, Calif.>
11
OECD
11
Center for Economic Research <Tilburg>
10
International Center for Financial Asset Management and Engineering
10
Pensions Institute
10
Universität Zürich / Institut für Schweizerisches Bankwesen
10
CFA Institute <Charlottesville, Va.>
9
Ekonomiska forskningsinstitutet <Stockholm>
9
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
9
Erasmus Research Institute of Management
8
FinanzBuch Verlag
8
European University Institute / Department of Law
7
Fachverlag für Wirtschafts- und Steuerrecht Schäffer <Stuttgart>
7
Goethe-Universität Frankfurt am Main
7
Universität Mannheim
7
World Bank Group
7
Federal Reserve Bank of St. Louis
6
Institut für Finanzdienstleistungen Zug
6
International Monetary Fund
6
Nationalekonomiska Institutionen <Lund>
6
Springer International Publishing
6
Association for Investment Management and Research
5
Association of European Operational Research Societies / Working Group on Financial Modelling
5
Börsen-Buchverlag
5
Federal Reserve System / Division of Research and Statistics
5
Friedrich-Schiller-Universität Jena
5
Institut für Weltwirtschaft
5
International Association for the Study of Insurance Economics
5
International Finance Corporation
5
Judge Institute of Management Studies
5
Københavns Universitet / Økonomisk Institut
5
University of Cambridge / Department of Applied Economics
5
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Journal of banking & finance
570
NBER working paper series
532
Working paper / National Bureau of Economic Research, Inc.
460
Finance research letters
412
European journal of operational research : EJOR
390
Insurance / Mathematics & economics
385
NBER Working Paper
379
International review of financial analysis
287
Journal of financial economics
264
The journal of asset management
255
The journal of portfolio management : a publication of Institutional Investor
253
Journal of economic dynamics & control
252
The journal of finance : the journal of the American Finance Association
232
Research paper series / Swiss Finance Institute
221
International journal of theoretical and applied finance
220
Discussion paper / Centre for Economic Policy Research
209
Applied economics
204
Journal of empirical finance
199
Management science : journal of the Institute for Operations Research and the Management Sciences
199
Finance and stochastics
196
Quantitative finance
195
The review of financial studies
194
Journal of financial and quantitative analysis : JFQA
178
International review of economics & finance : IREF
177
Mathematical finance : an international journal of mathematics, statistics and financial theory
177
Economic modelling
174
SpringerLink / Bücher
173
The European journal of finance
170
Risks : open access journal
167
The North American journal of economics and finance : a journal of financial economics studies
159
Journal of risk and financial management : JRFM
157
Swiss Finance Institute Research Paper
151
Journal of investment management : JOIM
146
The journal of investing
140
Economics letters
137
Pacific-Basin finance journal
133
The journal of wealth management
131
Applied economics letters
130
Research in international business and finance
127
Working paper
126
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ECONIS (ZBW)
43,221
RePEc
110
EconStor
11
BASE
3
USB Cologne (EcoSocSci)
1
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43,346
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1
Pricing cataastrophe bonds with multistage stochastic programming
Georgiopoulos, Nick
- In:
Computational Management Science : CMS
14
(
2017
)
3
,
pp. 297-312
Persistent link: https://www.econbiz.de/10011710821
Saved in:
2
The convexity trap : pitfalls in financing
mortgage
portfolios and related securities
Gilkeson, James H.
- In:
Economic review
77
(
1992
)
6
,
pp. 14-27
Persistent link: https://www.econbiz.de/10001134264
Saved in:
3
Dynamic risk model for CMO with credit tranching
Parnes, Dror
- In:
International journal of financial engineering
2
(
2015
)
4
,
pp. 1-15
Persistent link: https://www.econbiz.de/10011493318
Saved in:
4
Optimal incentives and
securitization
of defaultable assets
Malamud, Semyon
;
Rui, Huaxia
;
Whinston, Andrew B.
- In:
Journal of financial economics
107
(
2013
)
1
,
pp. 111-135
Persistent link: https://www.econbiz.de/10009715167
Saved in:
5
Systematic credit risk in securitised
mortgage
portfolios
Lee, Yong Woong
;
Rösch, Daniel
;
Scheule, Harald
- In:
Journal of banking & finance
122
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012659310
Saved in:
6
Optimal
mortgage
refinancing : application of
bond
valuation tools to household risk management
Kalotay, Andrew J.
;
Yang, Deane
;
Fabozzi, Frank J.
- In:
Applied financial economics letters
4
(
2008
)
1/3
,
pp. 141-149
Persistent link: https://www.econbiz.de/10003725347
Saved in:
7
Prepayment risk on callable bonds :
theory
and test
François, Pascal
;
Pardo, Sophie
- In:
Decisions in economics and finance : DEF ; a journal of …
38
(
2015
)
2
,
pp. 147-176
Persistent link: https://www.econbiz.de/10011342200
Saved in:
8
Mortgage
hedging
in fixed income markets
Malkhozov, Aytek
;
Mueller, Philippe
;
Vedolin, Andrea
; …
-
2013
Persistent link: https://www.econbiz.de/10009777758
Saved in:
9
An analytical approach for systematic risk sensitivity of structured finance products
Claußen, Arndt
;
Löhr, Sebastian
;
Rösch, Daniel
- In:
Review of derivatives research
17
(
2014
)
1
,
pp. 1-37
Persistent link: https://www.econbiz.de/10010519296
Saved in:
10
New approaches to managing catastrophic insurance risk
Hommel, Ulrich
;
Ritter, Mischa
- In:
Risk management : challenge and opportunity ; with 125 …
,
(pp. 341-367)
.
2005
Persistent link: https://www.econbiz.de/10002447912
Saved in:
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