//--> //--> //--> //-->
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
Time-consistent investment str...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Portfolio selection
Theorie
626,496
Theory
611,593
Portfolio-Management
44,172
USA
42,921
United States
41,770
Schätzung
30,904
Estimation
30,133
Welt
27,140
World
26,497
Deutschland
23,290
Geldpolitik
22,864
Monetary policy
22,120
Germany
21,829
Risiko
19,560
Risk
19,354
Mathematische Optimierung
17,350
Mathematical programming
17,243
Prognoseverfahren
14,488
Forecasting model
14,219
Spieltheorie
13,839
Wirtschaftswachstum
13,278
Game theory
13,107
Zeitreihenanalyse
13,005
Kapitaleinkommen
12,928
Capital income
12,888
Börsenkurs
12,724
Economic growth
12,668
Time series analysis
12,615
Share price
12,512
Experiment
11,743
Volatilität
11,433
CAPM
11,317
Volatility
11,169
Asymmetrische Information
10,903
Asymmetric information
10,617
Finanzmarkt
10,506
Wettbewerb
10,330
Financial market
10,286
Wohlfahrtsanalyse
10,254
more ...
less ...
Online availability
All
Free
14,470
Undetermined
10,225
Type of publication
All
Article
23,230
Book / Working Paper
20,518
Journal
79
Other
1
Type of publication (narrower categories)
All
Article in journal
20,574
Aufsatz in Zeitschrift
20,574
Graue Literatur
6,254
Non-commercial literature
6,254
Working Paper
5,630
Arbeitspapier
5,626
Aufsatz im Buch
2,330
Book section
2,330
Hochschulschrift
1,542
Thesis
1,235
Collection of articles of several authors
495
Sammelwerk
495
Lehrbuch
433
Textbook
402
Collection of articles written by one author
253
Sammlung
253
Aufsatzsammlung
239
Bibliografie enthalten
214
Bibliography included
214
Ratgeber
159
Handbook
153
Handbuch
153
Glossar enthalten
132
Glossary included
132
Guidebook
125
Conference paper
123
Konferenzbeitrag
123
Konferenzschrift
113
Case study
85
Fallstudie
85
Conference proceedings
80
Systematic review
51
Übersichtsarbeit
51
Reprint
50
Bibliografie
36
Amtsdruckschrift
32
Government document
32
Mehrbändiges Werk
28
Multi-volume publication
28
Mikroform
27
more ...
less ...
Language
All
English
41,044
German
2,271
French
182
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
93
Platen, Eckhard
91
Campbell, John Y.
78
Satchell, Stephen
78
Lo, Andrew W.
73
McAleer, Michael
73
Ang, Andrew
69
Gollier, Christian
69
Kraft, Holger
64
Uppal, Raman
63
Hens, Thorsten
61
Korn, Ralf
56
Wong, Wing Keung
55
Zaremba, Adam
54
Bodie, Zvi
53
Viceira, Luis M.
53
Li, Duan
52
Markowitz, Harry
51
Stambaugh, Robert F.
51
Blake, David
50
Levy, Haim
50
Schenk-Hoppé, Klaus Reiner
50
Weber, Martin
48
Lee, Cheng F.
47
Post, Thierry
47
Wermers, Russ
47
Kelly, Bryan T.
46
Pedersen, Lasse Heje
46
Prigent, Jean-Luc
46
Zhou, Guofu
46
Lucas, André
45
Vanduffel, Steven
44
Zagst, Rudi
44
Poterba, James M.
43
Hammoudeh, Shawkat
42
Warnock, Francis E.
42
Račev, Svetlozar T.
41
more ...
less ...
Institution
All
National Bureau of Economic Research
542
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
Friedrich-Schiller-Universität Jena
6
Institut für Finanzdienstleistungen Zug
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
Institut für Weltwirtschaft
5
International Association for the Study of Insurance Economics
5
International Finance Corporation
5
International Monetary Fund
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
571
NBER working paper series
538
Finance research letters
472
Working paper / National Bureau of Economic Research, Inc.
460
European journal of operational research : EJOR
397
Insurance / Mathematics & economics
384
NBER Working Paper
379
International review of financial analysis
287
Journal of financial economics
278
The journal of asset management
255
Journal of economic dynamics & control
253
The journal of portfolio management : a publication of Institutional Investor
253
The journal of finance : the journal of the American Finance Association
234
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
207
Management science : journal of the Institute for Operations Research and the Management Sciences
203
Quantitative finance
203
Journal of empirical finance
199
Finance and stochastics
196
The review of financial studies
192
Journal of financial and quantitative analysis : JFQA
179
Risks : open access journal
179
International review of economics & finance : IREF
177
Mathematical finance : an international journal of mathematics, statistics and financial theory
177
Economic modelling
174
The European journal of finance
174
SpringerLink / Bücher
173
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
Research in international business and finance
148
Journal of investment management : JOIM
146
Economics letters
144
The journal of investing
140
Pacific-Basin finance journal
134
Applied economics letters
132
The journal of wealth management
131
Working paper
130
more ...
less ...
Source
All
ECONIS (ZBW)
43,699
RePEc
110
EconStor
11
Other ZBW resources
4
BASE
3
USB Cologne (EcoSocSci)
1
Showing
1
-
10
of
43,828
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Time-consistent investment-proportional reinsurance strategy with random coefficients for mean-variance insurers
Wang, Hao
;
Wang, Rongming
;
Wei, Jiaqin
- In:
Insurance / Mathematics & economics
85
(
2019
),
pp. 104-114
Persistent link: https://www.econbiz.de/10011990618
Saved in:
2
Time-consistent mean-variance asset-liability management with random coefficients
Wei, Jiaqin
;
Wang, Tianxiao
- In:
Insurance / Mathematics & economics
77
(
2017
),
pp. 84-96
Persistent link: https://www.econbiz.de/10011783919
Saved in:
3
Time-consistent reinsurance and investment strategies for mean-variance insurer under partial information
Liang, Zongxia
;
Song, Min
- In:
Insurance / Mathematics & economics
65
(
2015
),
pp. 66-76
Persistent link: https://www.econbiz.de/10011422871
Saved in:
4
A paradox in time-consistency in the mean-variance problem?
Bensoussan, Alain
;
Wong, Kwok Chuen
;
Yam, Sheung Chi Phillip
- In:
Finance and stochastics
23
(
2019
)
1
,
pp. 173-207
Persistent link: https://www.econbiz.de/10012023708
Saved in:
5
Time-consistent mean-variance reinsurance-investment problem with long-range dependent mortality rate
Wang, Ling
;
Chiu, Mei Choi
;
Wong, Hoi Ying
- In:
Scandinavian actuarial journal
2023
(
2023
)
2
,
pp. 123-152
Persistent link: https://www.econbiz.de/10014325034
Saved in:
6
Time-consistent mean-variance hedging of an illiquid asset with a cointegrated liquid asset
Chen, Kexin
;
Wong, Hoi Ying
- In:
Finance research letters
29
(
2019
),
pp. 184-192
Persistent link: https://www.econbiz.de/10012418589
Saved in:
7
Optimal policy for a time consistent mean-variance model with regime switching
Li, Gang
;
Chen, Zhiping
;
Liu, Jia
- In:
IMA journal of management mathematics
27
(
2016
)
2
,
pp. 211-234
Persistent link: https://www.econbiz.de/10011567026
Saved in:
8
Mean-variance portfolio optimization with state-dependent risk aversion
Björk, Tomas
;
Murgoci, Agatha
;
Zhou, Xun Yu
- In:
Mathematical finance : an international journal of …
24
(
2014
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10010256230
Saved in:
9
A time consistent derivative strategy
Mudzimbabwe, Walter
- In:
International journal of financial engineering
7
(
2020
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10012602691
Saved in:
10
Mean-variance portfolio selection with dynamic targets for expected terminal wealth
He, Xue Dong
;
Jiang, Zhaoli
- In:
Mathematics of operations research
47
(
2022
)
1
,
pp. 587-615
Persistent link: https://www.econbiz.de/10013364907
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...
//-->