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~subject:"Portfolio selection"
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Portfolio selection
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Fabozzi, Frank J.
126
Maurer, Raimond
79
Platen, Eckhard
55
Gollier, Christian
52
Ang, Andrew
47
Uppal, Raman
47
Korn, Ralf
45
Mitchell, Olivia S.
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Satchell, Stephen
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Lucas, André
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Prigent, Jean-Luc
33
Vanduffel, Steven
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Wong, Wing Keung
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Zaremba, Adam
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Levy, Haim
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Bodie, Zvi
28
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Başak, Suleyman
27
Jarrow, Robert A.
27
Kane, Alex
27
Lioui, Abraham
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Račev, Svetlozar T.
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Wang, Ruodu
27
Gouriéroux, Christian
26
Härdle, Wolfgang
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National Bureau of Economic Research
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Frank J. Fabozzi Associates <New Hope, Pa.>
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Center for Economic Research <Tilburg>
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International Center for Financial Asset Management and Engineering
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
9
Springer Fachmedien Wiesbaden
7
Universität Zürich / Institut für Schweizerisches Bankwesen
7
European University Institute / Department of Law
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Rodney L. White Center for Financial Research
6
Association of European Operational Research Societies / Working Group on Financial Modelling
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Fachverlag für Wirtschafts- und Steuerrecht Schäffer <Stuttgart>
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Institut für Weltwirtschaft
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Nationalekonomiska Institutionen <Lund>
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World Bank
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Federal Reserve Bank of St. Louis
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Federal Reserve System / Division of Research and Statistics
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Friedrich-Schiller-Universität Jena
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Goethe-Universität Frankfurt am Main
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Judge Institute of Management Studies
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Pensions Institute
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Universität Mannheim
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Association for Investment Management and Research
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International Association for the Study of Insurance Economics
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Johannes Gutenberg-Universität Mainz
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Københavns Universitet / Økonomisk Institut
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Martin-Luther-Universität Halle-Wittenberg / Wirtschaftswissenschaftliche Fakultät
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Springer-Verlag GmbH
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The Wharton Financial Institutions Center
3
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
3
University of Toronto / Department of Economics
3
Banco Central do Brasil
2
Bank für Internationalen Zahlungsausgleich
2
Basel Committee on Banking Supervision
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Journal of banking & finance
293
European journal of operational research : EJOR
290
Insurance / Mathematics & economics
286
NBER working paper series
260
Finance research letters
220
Working paper / National Bureau of Economic Research, Inc.
213
NBER Working Paper
201
Journal of economic dynamics & control
178
Finance and stochastics
155
Mathematical finance : an international journal of mathematics, statistics and financial theory
155
International journal of theoretical and applied finance
148
Journal of financial economics
138
Quantitative finance
138
Research paper series / Swiss Finance Institute
135
Journal of empirical finance
123
Risks : open access journal
113
The journal of finance : the journal of the American Finance Association
108
The review of financial studies
108
Management science : journal of the Institute for Operations Research and the Management Sciences
106
International review of financial analysis
103
The journal of portfolio management : a publication of Institutional Investor
103
Discussion paper / Centre for Economic Policy Research
100
Economic modelling
96
International review of economics & finance : IREF
95
Swiss Finance Institute Research Paper
95
The European journal of finance
93
Economics letters
91
Applied economics
88
The North American journal of economics and finance : a journal of financial economics studies
87
The journal of asset management
82
Computational economics
78
Journal of risk and financial management : JRFM
76
Mathematics and financial economics
75
Discussion paper / Tinbergen Institute
72
Mathematical methods of operations research
69
Journal of financial and quantitative analysis : JFQA
67
SpringerLink / Bücher
67
The journal of portfolio management : JPM
65
Working paper
65
Annals of finance
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1
Non-parametric analysis of equity arbitrage
Vortelinos, Dimitrios I.
- In:
International review of economics & finance : IREF
33
(
2014
),
pp. 199-216
Persistent link: https://www.econbiz.de/10010532732
Saved in:
2
Stock holdings over the life cycle : who hesitates to join the market
Zhang, Linwan
;
Wu, Wei-xing
;
Wei, Ying
;
Pan, Rulu
- In:
Economic systems
39
(
2015
)
3
,
pp. 423-438
Persistent link: https://www.econbiz.de/10011532305
Saved in:
3
Evaluation approaches of value at risk for Tehran stock exchange
Adabi, Bagher
;
Mehrara, Mohsen
;
Mohammadi, Shapour
- In:
Iranian economic review : journal of University of Tehran
19
(
2015
)
1
,
pp. 41-62
Persistent link: https://www.econbiz.de/10011456560
Saved in:
4
The economic value of volatility timing with realized jumps
Nolte, Ingmar
;
Xu, Qi
- In:
Journal of empirical finance
34
(
2015
),
pp. 45-59
Persistent link: https://www.econbiz.de/10011556992
Saved in:
5
Measuring the speed of convergence of stock prices : a nonparametric and nonlinear approach
Kim, Hyeongwoo
;
Ryu, Deockhyun
- In:
Economic modelling
51
(
2015
),
pp. 227-241
Persistent link: https://www.econbiz.de/10011475887
Saved in:
6
Measuring the speed of convergence of stock prices : a nonparametric and nonlinear approach
Kim, Hyeongwoo
;
Ryu, Deockhyun
-
2015
Persistent link: https://www.econbiz.de/10011406641
Saved in:
7
Estimating portfolio and consumption choice : a conditional Euler equations approach
Brandt, Michael W.
- In:
The journal of finance : the journal of the American …
54
(
1999
)
5
,
pp. 1609-1645
Persistent link: https://www.econbiz.de/10001430862
Saved in:
8
Semi-parametric method for estimating tail related risk measures in the stock market
Lee, Ho Jin
- In:
The Korean economic review
32
(
2016
)
2
,
pp. 295-329
Persistent link: https://www.econbiz.de/10011649371
Saved in:
9
Do long-memory GARCH-type-value-at-risk models outperform none-and semi-parametric value-at-risk models?
Buberkoku, Onder
- In:
International Journal of Energy Economics and Policy : IJEEP
9
(
2019
)
2
,
pp. 199-215
Persistent link: https://www.econbiz.de/10012027037
Saved in:
10
The Minimum-CVaR strategy with semi-parametric
estimation
in carbon market hedging problems
Chai, Shanglei
;
Zhou, Peng
- In:
Energy economics
76
(
2018
),
pp. 64-75
Persistent link: https://www.econbiz.de/10011976584
Saved in:
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