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~subject:"Portfolio selection"
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Portfolio selection
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Fabozzi, Frank J.
125
Maurer, Raimond
72
Platen, Eckhard
54
Gollier, Christian
49
Korn, Ralf
45
Uppal, Raman
43
Mitchell, Olivia S.
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Ang, Andrew
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Kane, Alex
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Račev, Svetlozar T.
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Wang, Ruodu
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Jarrow, Robert A.
26
Sass, Jörn
26
Shleifer, Andrei
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Bernard, Carole
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Cui, Xiangyu
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Gouriéroux, Christian
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Muhle-Karbe, Johannes
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National Bureau of Economic Research
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Institute of Finance and Accounting <London>
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Center for Economic Research <Tilburg>
9
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
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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
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
Friedrich-Schiller-Universität Jena
4
Goethe-Universität Frankfurt am Main
4
Judge Institute of Management Studies
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Nationalekonomiska Institutionen <Lund>
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Pensions Institute
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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
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
De Gruyter Oldenbourg
2
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Insurance / Mathematics & economics
281
European journal of operational research : EJOR
273
Journal of banking & finance
239
NBER working paper series
239
Working paper / National Bureau of Economic Research, Inc.
192
NBER Working Paper
189
Finance research letters
175
Journal of economic dynamics & control
167
Mathematical finance : an international journal of mathematics, statistics and financial theory
154
Finance and stochastics
152
International journal of theoretical and applied finance
146
Quantitative finance
124
Research paper series / Swiss Finance Institute
120
Risks : open access journal
103
Management science : journal of the Institute for Operations Research and the Management Sciences
101
The review of financial studies
99
Journal of financial economics
98
The journal of portfolio management : a publication of Institutional Investor
98
The journal of finance : the journal of the American Finance Association
95
Journal of empirical finance
94
Discussion paper / Centre for Economic Policy Research
85
Economic modelling
84
Swiss Finance Institute Research Paper
83
Economics letters
80
The European journal of finance
78
Mathematics and financial economics
74
Computational economics
72
International review of economics & finance : IREF
71
International review of financial analysis
69
The journal of asset management
69
Mathematical methods of operations research
68
SpringerLink / Bücher
66
Journal of risk and financial management : JRFM
64
The North American journal of economics and finance : a journal of financial economics studies
64
The journal of portfolio management : JPM
63
Annals of finance
61
Discussion paper / Tinbergen Institute
61
Journal of economic theory
61
Journal of mathematical finance
58
Applied economics
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ECONIS (ZBW)
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1
Zur Beziehung zwischen Barwertmodell, Fair Game Modell und Martingalmodell : eine Übersicht
Alt, Raimund
-
1994
Persistent link: https://www.econbiz.de/10000885884
Saved in:
2
Stochastic processes: applications in mathematical economics-finance : proceedings of the 15th Course of the International School of Mathematics G. Stampacchia, Erice, Sicily, 14 -...
Runggaldier, Wolfgang J.
(
contributor
)
-
1992
Persistent link: https://www.econbiz.de/10000895003
Saved in:
3
Test on association of random variables in the domain of attraction of multivariate stable law
Račev, Svetlozar T.
;
Huang, Xin
-
1991
Persistent link: https://www.econbiz.de/10000842026
Saved in:
4
Portfolio rankings with skewness and kurtosis
Di Pierro, Massimo
;
Mosevich, J.
- In:
Computational finance and its applications III : …
,
(pp. 109-117)
.
2008
Persistent link: https://www.econbiz.de/10003713279
Saved in:
5
Quantitative finance : its development, mathematical foundations, and current scope
Epps, Thomas W.
-
2009
Persistent link: https://www.econbiz.de/10003756274
Saved in:
6
Gauging risk with higher moments : handrails in measuring and optimising conditional value at risk
Bugar, Gyöngyi
;
Maurer, Raimund
;
Vo, Huy Thanh
-
2009
The aim of the paper is to study empirically the influence of higher moments of the return distribution on conditional value at risk (CVaR). To be more exact, we attempt to reveal the extent to which the risk given by CVaR can be estimated when relying on the mean, standard deviation, skewness...
Persistent link: https://www.econbiz.de/10003838424
Saved in:
7
Portfolio analysis : from probabilistic to credibilistic and uncertain approaches
Huang, Xiaoxia
-
2010
Persistent link: https://www.econbiz.de/10003898651
Saved in:
8
Of the credibility of mapping and benchmarking credit risk estimates for internal rating systems
Oung, Vichett
- In:
The analytics of risk model validation
,
(pp. 91-111)
.
2008
Persistent link: https://www.econbiz.de/10003868689
Saved in:
9
Essays on financial economics
Warusawitharana, Missaka
-
2006
Persistent link: https://www.econbiz.de/10003908769
Saved in:
10
Probability and statistics for finance
Račev, Svetlozar T.
;
Höchstötter, Markus
;
Fabozzi, …
-
2010
finance. Includes detailed discussions of descriptive statistics, basic probability
theory
, inductive statistics, and …
Persistent link: https://www.econbiz.de/10008665229
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