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~subject:"Portfolio selection"
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A comparison of periodic autor...
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Subject
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Portfolio selection
Theorie
629,354
Theory
614,453
USA
45,464
United States
44,183
Prognoseverfahren
41,485
Forecasting model
40,490
Schätzung
36,600
Estimation
35,691
Zeitreihenanalyse
29,910
Welt
28,905
Time series analysis
28,888
World
28,236
Deutschland
24,830
Geldpolitik
23,575
Germany
23,151
Monetary policy
22,808
Portfolio-Management
19,808
Risiko
18,462
Risk
18,263
Mathematische Optimierung
17,228
Mathematical programming
17,120
Wirtschaftswachstum
16,361
Economic growth
15,815
Schätztheorie
15,353
Estimation theory
14,943
Börsenkurs
14,413
Share price
14,172
Volatilität
14,061
Volatility
13,760
Spieltheorie
12,741
Kapitaleinkommen
12,454
Capital income
12,408
Game theory
12,018
Energy consumption
11,565
Experiment
11,521
EU-Staaten
11,258
Energiekonsum
11,176
EU countries
10,894
Asymmetrische Information
10,687
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Free
6,582
Undetermined
4,456
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Article
10,071
Book / Working Paper
9,501
Journal
25
Type of publication (narrower categories)
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Article in journal
8,999
Aufsatz in Zeitschrift
8,999
Graue Literatur
3,022
Non-commercial literature
3,022
Arbeitspapier
2,678
Working Paper
2,678
Hochschulschrift
939
Aufsatz im Buch
931
Book section
931
Thesis
808
Lehrbuch
291
Textbook
272
Collection of articles of several authors
214
Sammelwerk
214
Collection of articles written by one author
159
Sammlung
159
Bibliografie enthalten
158
Bibliography included
158
Aufsatzsammlung
101
Glossar enthalten
64
Glossary included
64
Konferenzschrift
55
Conference paper
52
Konferenzbeitrag
52
Handbook
49
Handbuch
49
Conference proceedings
38
Systematic review
26
Übersichtsarbeit
26
Forschungsbericht
20
Mikroform
20
Case study
18
Fallstudie
18
Bibliografie
16
Mehrbändiges Werk
13
Multi-volume publication
13
Amtsdruckschrift
12
CD-ROM, DVD
12
Government document
12
Reprint
9
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English
18,292
German
1,120
French
78
Italian
52
Spanish
24
Polish
22
Dutch
14
Czech
3
Danish
3
Hungarian
3
Russian
3
Swedish
3
Portuguese
2
Undetermined
2
Afrikaans
1
Finnish
1
Norwegian
1
Slovak
1
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Author
All
Fabozzi, Frank J.
124
Maurer, Raimond
71
Platen, Eckhard
54
Gollier, Christian
49
Guidolin, Massimo
49
Korn, Ralf
45
Satchell, Stephen
45
Uppal, Raman
43
Ang, Andrew
42
Mitchell, Olivia S.
41
Campbell, John Y.
38
Li, Duan
38
Markowitz, Harry
38
Lo, Andrew W.
36
Post, Thierry
36
Lucas, André
34
Kraft, Holger
33
Prigent, Jean-Luc
33
Vanduffel, Steven
33
Escobar, Marcos
32
Schenk-Hoppé, Klaus Reiner
32
Viceira, Luis M.
32
Zagst, Rudi
30
Hens, Thorsten
29
Levy, Haim
29
Pedersen, Lasse Heje
29
Wong, Hoi Ying
29
Zhou, Guofu
29
Bodie, Zvi
28
Kane, Alex
28
Lioui, Abraham
28
Wong, Wing Keung
28
Başak, Suleyman
27
McAleer, Michael
27
Wang, Ruodu
27
Jarrow, Robert A.
26
Lee, Cheng F.
26
Malamud, Semyon
26
Munk, Claus
26
Račev, Svetlozar T.
26
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Institution
All
National Bureau of Economic Research
252
Institute of Finance and Accounting <London>
15
Frank J. Fabozzi Associates <New Hope, Pa.>
12
Center for Economic Research <Tilburg>
9
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
9
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
8
Rodney L. White Center for Financial Research
7
Springer Fachmedien Wiesbaden
7
Universität Zürich / Institut für Schweizerisches Bankwesen
7
European University Institute / Department of Law
6
International Center for Financial Asset Management and Engineering
6
Association of European Operational Research Societies / Working Group on Financial Modelling
5
Fachverlag für Wirtschafts- und Steuerrecht Schäffer <Stuttgart>
5
Friedrich-Schiller-Universität Jena
4
Goethe-Universität Frankfurt am Main
4
Judge Institute of Management Studies
4
Nationalekonomiska Institutionen <Lund>
4
Pensions Institute
4
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
4
Universität Mannheim
4
World Bank
4
Association for Investment Management and Research
3
Bonn Graduate School of Economics
3
Ekonomiska forskningsinstitutet <Stockholm>
3
Erasmus Research Institute of Management
3
Gottfried Wilhelm Leibniz Universität Hannover
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
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
Basel Committee on Banking Supervision
2
Birkbeck College / Department of Economics
2
Books on Demand GmbH <Norderstedt>
2
Chambre de commerce et d'industrie de Paris
2
Christian-Albrechts-Universität zu Kiel
2
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Published in...
All
European journal of operational research : EJOR
286
Insurance / Mathematics & economics
278
Journal of banking & finance
266
NBER working paper series
246
Finance research letters
209
Working paper / National Bureau of Economic Research, Inc.
195
NBER Working Paper
191
Journal of economic dynamics & control
171
Finance and stochastics
155
Mathematical finance : an international journal of mathematics, statistics and financial theory
154
International journal of theoretical and applied finance
147
Quantitative finance
136
Research paper series / Swiss Finance Institute
128
Journal of financial economics
121
Journal of empirical finance
109
Risks : open access journal
107
Management science : journal of the Institute for Operations Research and the Management Sciences
105
The review of financial studies
103
The journal of portfolio management : a publication of Institutional Investor
101
The journal of finance : the journal of the American Finance Association
100
Discussion paper / Centre for Economic Policy Research
91
Economics letters
91
The European journal of finance
90
Swiss Finance Institute Research Paper
89
Economic modelling
88
International review of financial analysis
85
Computational economics
80
The journal of asset management
79
Applied economics
74
Mathematics and financial economics
74
Discussion paper / Tinbergen Institute
73
International review of economics & finance : IREF
73
The North American journal of economics and finance : a journal of financial economics studies
73
Mathematical methods of operations research
68
SpringerLink / Bücher
67
Journal of risk and financial management : JRFM
66
The journal of portfolio management : JPM
63
Annals of finance
61
Journal of economic theory
61
Working paper
61
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ECONIS (ZBW)
19,597
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1
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19,597
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1
Forecast ranked tailored equity portfolios
Buncic, Daniel
;
Stern, Cord
- In:
Journal of international financial markets, …
63
(
2019
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012263321
Saved in:
2
A trend factor : Any economic gains from using information over investment horizons?
Han, Yufeng
;
Zhou, Guofu
;
Zhu, Yingzi
- In:
Journal of financial economics
122
(
2016
)
2
,
pp. 352-375
Persistent link: https://www.econbiz.de/10011590910
Saved in:
3
Large dimensional portfolio allocation based on a mixed frequency dynamic factor model
Peng, Siyang
;
Shaojun, Guo
;
Long, Yonghong
- In:
Econometric reviews
41
(
2022
)
5
,
pp. 539-563
Persistent link: https://www.econbiz.de/10013364893
Saved in:
4
Bayesian forecasting and portfolio decisions using dynamic dependent sparse factor models
Zhou, Xiaocong
;
Nakajima, Jouchi
;
West, Mike
- In:
International journal of forecasting
30
(
2014
)
4
,
pp. 963-980
Persistent link: https://www.econbiz.de/10010517774
Saved in:
5
Exchange rate predictability, common factors, and applications in carry trade
Ogruk-Maz, Gokcen
;
Wu, Shengxiong
;
Yildirim, Sinan
- In:
International journal of monetary economics and finance …
13
(
2020
)
6
,
pp. 513-530
Persistent link: https://www.econbiz.de/10012515315
Saved in:
6
Carry trade strategies with factor augmented macro fundamentals : a dynamic Markov-switching factor model
Ogruk, Gokcen
- In:
The international journal of business and finance …
10
(
2016
)
3
,
pp. 11-28
Persistent link: https://www.econbiz.de/10011621237
Saved in:
7
Quantitative equity investing : techniques and strategies
Fabozzi, Frank J.
;
Focardi, Sergio M.
;
Kolm, Petter N.
-
2010
Persistent link: https://www.econbiz.de/10003898661
Saved in:
8
Risks of large portfolios
Fan, Jianqing
;
Liao, Yuan
;
Shi, Xiaofeng
- In:
Journal of econometrics
186
(
2015
)
2
,
pp. 367-387
Persistent link: https://www.econbiz.de/10011349458
Saved in:
9
Dynamic factor Value-at-Risk for large heteroskedastic portfolios
Aramonte, Sirio
;
Giudice Rodriguez, Marius del
;
Wu, Jason
- In:
Journal of banking & finance
37
(
2013
)
11
,
pp. 4299-4309
Persistent link: https://www.econbiz.de/10010247041
Saved in:
10
A Kalman filter control technique in mean-variance portfolio management
DiLellio, James A.
- In:
Journal of economics and finance
39
(
2015
)
2
,
pp. 235-261
Persistent link: https://www.econbiz.de/10011471081
Saved in:
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