//--> //--> //--> //-->
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
A revisit to the dependence st...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Portfolio selection
Theorie
620,851
Theory
605,766
USA
53,394
United States
52,043
Börsenkurs
51,777
Share price
50,242
Portfolio-Management
43,523
Schätzung
40,867
Estimation
39,930
Kapitaleinkommen
38,879
Capital income
38,779
Welt
33,294
World
32,572
Aktienmarkt
29,554
Stock market
29,424
Deutschland
25,796
Geldpolitik
24,456
Germany
24,022
Monetary policy
23,740
Volatilität
22,667
Volatility
22,311
Risiko
21,957
Risk
21,773
Prognoseverfahren
18,689
Forecasting model
18,381
Mathematische Optimierung
16,981
Mathematical programming
16,875
Zeitreihenanalyse
14,872
CAPM
14,716
Time series analysis
14,449
Wirtschaftswachstum
13,966
Finanzmarkt
13,782
Anlageverhalten
13,591
Financial market
13,528
Economic growth
13,523
Behavioural finance
13,353
Spieltheorie
12,806
Finanzkrise
12,612
Financial crisis
12,545
more ...
less ...
Online availability
All
Free
14,253
Undetermined
9,791
Type of publication
All
Article
22,697
Book / Working Paper
20,402
Journal
79
Other
1
Type of publication (narrower categories)
All
Article in journal
20,107
Aufsatz in Zeitschrift
20,107
Graue Literatur
6,183
Non-commercial literature
6,183
Working Paper
5,551
Arbeitspapier
5,547
Aufsatz im Buch
2,281
Book section
2,281
Hochschulschrift
1,540
Thesis
1,235
Collection of articles of several authors
495
Sammelwerk
495
Lehrbuch
432
Textbook
402
Collection of articles written by one author
253
Sammlung
253
Aufsatzsammlung
227
Bibliografie enthalten
214
Bibliography included
214
Ratgeber
159
Handbook
153
Handbuch
153
Glossar enthalten
132
Glossary included
132
Guidebook
125
Conference paper
120
Konferenzbeitrag
120
Konferenzschrift
113
Case study
85
Fallstudie
85
Conference proceedings
80
Amtsdruckschrift
52
Government document
52
Systematic review
51
Übersichtsarbeit
51
Reprint
50
Bibliografie
36
Mehrbändiges Werk
28
Multi-volume publication
28
Forschungsbericht
25
more ...
less ...
Language
All
English
40,405
German
2,261
French
181
Undetermined
109
Italian
67
Spanish
57
Polish
43
Dutch
25
Swedish
14
Hungarian
13
Russian
12
Portuguese
11
Danish
7
Finnish
7
Czech
3
Slovak
3
Arabic
2
Bulgarian
2
Norwegian
2
Serbian
2
Afrikaans
1
Croatian
1
more ...
less ...
Author
All
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
Markowitz, Harry
51
Stambaugh, Robert F.
51
Zaremba, Adam
51
Levy, Haim
50
Schenk-Hoppé, Klaus Reiner
50
Blake, David
49
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
Zagst, Rudi
44
Poterba, James M.
43
Vanduffel, Steven
43
Hammoudeh, Shawkat
42
Warnock, Francis E.
42
Račev, Svetlozar T.
41
Agarwal, Vikas
40
more ...
less ...
Institution
All
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
Basel Committee on Banking Supervision
11
Fisher Investments Inc. <Woodside, Calif.>
11
OECD
11
World Bank
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
more ...
less ...
Published in...
All
Journal of banking & finance
569
NBER working paper series
532
Working paper / National Bureau of Economic Research, Inc.
460
European journal of operational research : EJOR
385
Insurance / Mathematics & economics
385
Finance research letters
381
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
203
Management science : journal of the Institute for Operations Research and the Management Sciences
197
Finance and stochastics
196
Journal of empirical finance
196
The review of financial studies
194
Quantitative finance
190
Journal of financial and quantitative analysis : JFQA
178
Mathematical finance : an international journal of mathematics, statistics and financial theory
177
Economic modelling
174
International review of economics & finance : IREF
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
132
The journal of wealth management
131
Applied economics letters
128
Research in international business and finance
127
Working paper
125
more ...
less ...
Source
All
ECONIS (ZBW)
43,054
RePEc
110
EconStor
11
BASE
3
USB Cologne (EcoSocSci)
1
Showing
1
-
10
of
43,179
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Dependence structure between the BRICS foreign exchange and stock markets using the dependence-switching copula approach
Kumar, Satish
;
Tiwari, Aviral Kumar
;
Chauhan, Yogesh
; …
- In:
International review of financial analysis
63
(
2019
),
pp. 273-284
Persistent link: https://www.econbiz.de/10012207463
Saved in:
2
Extreme dependence and risk spillovers across north american equity markets
Warshaw, Evan
- In:
The North American journal of economics and finance : a …
47
(
2019
),
pp. 237-251
Persistent link: https://www.econbiz.de/10012117855
Saved in:
3
Are agribusiness stocks an investor safe haven?
D'Antoni, Jeremy M.
;
Detre, Joshua Dean
- In:
Agricultural finance review
74
(
2014
)
4
,
pp. 522-538
Persistent link: https://www.econbiz.de/10011305888
Saved in:
4
Portfolio management using time-varying vine copula : an application on the G7 equity market indices
Nguyen, Phong Minh
;
Liu, Wei-Han
- In:
The European journal of finance
29
(
2023
)
11
,
pp. 1303-1329
Persistent link: https://www.econbiz.de/10014323006
Saved in:
5
Analysis of stock markets risk spillover with copula models under the background of Chinese financial opening
Du, Jiangze
;
Chen, Xizhuo
;
Gong, Jincheng
;
Lin, Xiao
; …
- In:
International journal of finance & economics : IJFE
28
(
2023
)
4
,
pp. 3997-4019
Persistent link: https://www.econbiz.de/10014429264
Saved in:
6
Equity market neutral hedge funds and the stock market : an application of score-driven copula models
Ayala, Astrid
;
Blazsek, Szabolcs
- In:
Applied economics
50
(
2018
)
37
,
pp. 4005-4023
Persistent link: https://www.econbiz.de/10012060246
Saved in:
7
GJR-Copula-CVaR model for portfolio optimization : evidence for emerging stock markets
Nikusokhan, Moien
- In:
Iranian economic review : journal of University of Tehran
22
(
2018
)
4
,
pp. 990-1015
Persistent link: https://www.econbiz.de/10012152394
Saved in:
8
Diversification evidence from international equity markets using extreme values and stochastic copulas
Bhatti, Muhammad Ishaq
;
Nguyen, Cuong
- In:
Journal of international financial markets, …
22
(
2012
)
3
,
pp. 622-646
Persistent link: https://www.econbiz.de/10009623538
Saved in:
9
Modeling asset allocations and a new portfolio performance score
Chalkis, Apostolos
;
Christoforou, Emmanouil
;
Emiris, …
- In:
Digital finance : smart data analytics, investment …
3
(
2021
)
3/4
,
pp. 333-371
Persistent link: https://www.econbiz.de/10012697982
Saved in:
10
Modeling the dependence structures of financial assets through the Copula Quantile-on-Quantile approach
Sim, Nicholas
- In:
International review of financial analysis
48
(
2016
),
pp. 31-45
Persistent link: https://www.econbiz.de/10011624367
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->