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~subject:"Portfolio selection"
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Portfolio selection
Theorie
628,244
Theory
613,342
USA
41,319
United States
40,216
Schätzung
29,682
Estimation
28,959
Welt
25,569
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24,958
Deutschland
22,584
Geldpolitik
22,482
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21,764
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21,198
Portfolio-Management
20,193
Risiko
18,048
Risk
17,850
Mathematische Optimierung
17,057
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16,952
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14,141
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13,882
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13,299
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12,678
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12,483
Game theory
11,955
Börsenkurs
11,701
Share price
11,496
Volatilität
11,392
Experiment
11,332
Volatility
11,138
Asymmetrische Information
10,636
Asymmetric information
10,355
Wettbewerb
10,300
Hedging
10,257
Wohlfahrtsanalyse
10,190
Welfare analysis
10,018
Competition
9,949
Stochastischer Prozess
9,881
CAPM
9,724
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Fabozzi, Frank J.
125
Maurer, Raimond
75
Platen, Eckhard
68
Ang, Andrew
50
Gollier, Christian
49
Korn, Ralf
45
Lo, Andrew W.
43
Uppal, Raman
43
Mitchell, Olivia S.
41
Campbell, John Y.
40
Guidolin, Massimo
39
Li, Duan
38
Markowitz, Harry
38
Satchell, Stephen
38
Post, Thierry
36
Prigent, Jean-Luc
34
Viceira, Luis M.
34
Vanduffel, Steven
33
Engle, Robert F.
32
Escobar, Marcos
32
Kraft, Holger
32
Schenk-Hoppé, Klaus Reiner
32
Zagst, Rudi
31
Lucas, André
30
Wong, Wing Keung
30
Bodie, Zvi
29
Hens, Thorsten
29
Levy, Haim
29
Muhle-Karbe, Johannes
29
Kelly, Bryan T.
28
Račev, Svetlozar T.
28
Wong, Hoi Ying
28
Başak, Suleyman
27
Kane, Alex
27
Lee, Cheng F.
27
Lioui, Abraham
27
Wang, Ruodu
27
Albrecht, Peter
26
Gouriéroux, Christian
26
Härdle, Wolfgang
26
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National Bureau of Economic Research
255
Institute of Finance and Accounting <London>
16
Frank J. Fabozzi Associates <New Hope, Pa.>
12
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
10
Center for Economic Research <Tilburg>
9
International Center for Financial Asset Management and Engineering
8
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
8
Springer Fachmedien Wiesbaden
7
Universität Zürich / Institut für Schweizerisches Bankwesen
7
European University Institute / Department of Law
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
Judge Institute of Management Studies
5
Friedrich-Schiller-Universität Jena
4
Goethe-Universität Frankfurt am Main
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
Basel Committee on Banking Supervision
3
Bonn Graduate School of Economics
3
Ekonomiska forskningsinstitutet <Stockholm>
3
Erasmus Research Institute of Management
3
International Accounting Standards Board
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
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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Insurance / Mathematics & economics
290
European journal of operational research : EJOR
282
Journal of banking & finance
258
NBER working paper series
249
Finance research letters
214
Working paper / National Bureau of Economic Research, Inc.
197
NBER Working Paper
196
Journal of economic dynamics & control
176
International journal of theoretical and applied finance
164
Finance and stochastics
158
Mathematical finance : an international journal of mathematics, statistics and financial theory
158
Quantitative finance
141
Research paper series / Swiss Finance Institute
134
Journal of financial economics
116
Risks : open access journal
110
Management science : journal of the Institute for Operations Research and the Management Sciences
108
The journal of portfolio management : a publication of Institutional Investor
107
International review of financial analysis
104
The review of financial studies
104
Journal of empirical finance
100
The journal of finance : the journal of the American Finance Association
98
Economic modelling
97
Swiss Finance Institute Research Paper
93
Economics letters
90
Discussion paper / Centre for Economic Policy Research
88
International review of economics & finance : IREF
88
The European journal of finance
88
Computational economics
79
The North American journal of economics and finance : a journal of financial economics studies
79
The journal of asset management
78
Applied economics
77
Mathematics and financial economics
77
Journal of risk and financial management : JRFM
75
SpringerLink / Bücher
70
Mathematical methods of operations research
69
Discussion paper / Tinbergen Institute
64
The journal of portfolio management : JPM
63
Annals of finance
62
Applied mathematical finance
61
Journal of economic theory
61
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ECONIS (ZBW)
19,986
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1
Portfolio insurance with stock index futures
Merrick, John J.
-
1987
Persistent link: https://www.econbiz.de/10000760593
Saved in:
2
Volatilitätsschwankungen und DAX-Optionen : Auswirkungen auf Bewertung und Risikomanagement
Bolek, Adam
-
1999
Persistent link: https://www.econbiz.de/10000682737
Saved in:
3
The application of equity index futures in portfolio management strategies : an empirical study
Asal, Maher
;
Schäfer, Christian H.
-
2007
Persistent link: https://www.econbiz.de/10003528037
Saved in:
4
A dynamic
hedging
model based on conditional higher moments
Jun, Dai
- In:
Investment management and financial innovations
12
(
2015
)
1
,
pp. 60-69
Persistent link: https://www.econbiz.de/10010515866
Saved in:
5
Lévy betas : static
hedging
with index futures
Wong, Hoi Ying
;
Cheung, Edwin Kwan Hung
;
Wong, Shiu Fung
- In:
The journal of futures markets
32
(
2012
)
11
,
pp. 1034-1059
Persistent link: https://www.econbiz.de/10009697814
Saved in:
6
Hedging
with stock index options : a mean-extended Gini approach
Shalit, Haim
;
Greenberg, Doron
- In:
Journal of mathematical finance
3
(
2013
)
1
,
pp. 119-129
Persistent link: https://www.econbiz.de/10010240815
Saved in:
7
Combining the effects of OLS and spread on futures
hedging
: evidence fromthe Taiwan stock index
Wu, Ting-Yi
- In:
Emerging markets finance & trade : a journal of the …
50
(
2014
),
pp. 214-228
Persistent link: https://www.econbiz.de/10010486502
Saved in:
8
Bivariate GARCH estimation of the optimal hedge ratios for stock index futures : a note
Park, Tae H.
- In:
The journal of futures markets
15
(
1995
)
1
,
pp. 61-67
Persistent link: https://www.econbiz.de/10001178117
Saved in:
9
Hedging
ratios and cash futures market linkages
Theobald, Michael
- In:
The journal of futures markets
17
(
1997
)
1
,
pp. 101-115
Persistent link: https://www.econbiz.de/10001216340
Saved in:
10
Portfolio insurance mit Aktienindexfutures
Wydler, Daniel Rolf
- In:
Finanzmarkt und Portfolio-Management
2
(
1988
)
1
,
pp. 23-32
Persistent link: https://www.econbiz.de/10001219183
Saved in:
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