//--> //--> //--> //-->
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-Management"
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 Monte Carlo comparison of sy...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Portfolio-Management
Theorie
622,115
Theory
607,029
USA
40,943
United States
39,872
Schätztheorie
35,688
Estimation theory
35,063
Schätzung
33,219
Estimation
32,519
Welt
24,667
World
24,054
Deutschland
22,489
Geldpolitik
22,393
Monetary policy
21,669
Germany
21,117
Portfolio selection
18,892
Risiko
17,575
Risk
17,372
Mathematische Optimierung
17,039
Zeitreihenanalyse
17,021
Mathematical programming
16,932
Time series analysis
16,628
Prognoseverfahren
15,138
Forecasting model
14,869
Wirtschaftswachstum
13,353
Economic growth
12,752
Spieltheorie
12,676
Game theory
11,958
Börsenkurs
11,471
Experiment
11,323
Share price
11,271
Volatilität
11,211
Volatility
10,953
Asymmetrische Information
10,535
Stochastischer Prozess
10,352
Asymmetric information
10,253
Wettbewerb
10,204
Wohlfahrtsanalyse
10,135
Stochastic process
10,076
Welfare analysis
9,963
more ...
less ...
Online availability
All
Free
6,526
Undetermined
4,135
Type of publication
All
Article
9,608
Book / Working Paper
9,453
Journal
35
Type of publication (narrower categories)
All
Article in journal
8,577
Aufsatz in Zeitschrift
8,577
Graue Literatur
2,897
Non-commercial literature
2,897
Working Paper
2,736
Arbeitspapier
2,557
Hochschulschrift
919
Aufsatz im Buch
901
Book section
901
Thesis
793
Lehrbuch
287
Textbook
270
Collection of articles of several authors
206
Sammelwerk
206
Bibliografie enthalten
158
Bibliography included
158
Collection of articles written by one author
155
Sammlung
155
Aufsatzsammlung
96
Glossar enthalten
63
Glossary included
63
Konferenzschrift
55
Conference paper
52
Konferenzbeitrag
52
Handbook
48
Handbuch
48
Conference proceedings
38
Systematic review
25
Übersichtsarbeit
25
Forschungsbericht
20
Amtsdruckschrift
17
Government document
17
Bibliografie
16
Case study
16
Fallstudie
16
Mikroform
15
Mehrbändiges Werk
13
Multi-volume publication
13
CD-ROM, DVD
12
Reprint
9
more ...
less ...
Language
All
English
17,795
German
1,115
French
78
Italian
52
Spanish
24
Polish
22
Dutch
14
Czech
3
Danish
3
Hungarian
3
Russian
3
Swedish
3
Undetermined
3
Portuguese
2
Afrikaans
1
Finnish
1
Norwegian
1
Slovak
1
more ...
less ...
Author
All
Fabozzi, Frank J.
126
Maurer, Raimond
76
Platen, Eckhard
55
Gollier, Christian
52
Korn, Ralf
45
Uppal, Raman
44
Mitchell, Olivia S.
42
Ang, Andrew
41
Guidolin, Massimo
40
Li, Duan
39
Markowitz, Harry
39
Campbell, John Y.
37
Satchell, Stephen
37
Post, Thierry
36
Lo, Andrew W.
34
Vanduffel, Steven
34
Prigent, Jean-Luc
33
Escobar, Marcos
32
Schenk-Hoppé, Klaus Reiner
32
Viceira, Luis M.
32
Kraft, Holger
31
Levy, Haim
31
Lucas, André
31
Wong, Wing Keung
30
Zagst, Rudi
30
Hens, Thorsten
29
Bodie, Zvi
28
Račev, Svetlozar T.
28
Schmid, Wolfgang
28
Wong, Hoi Ying
28
Başak, Suleyman
27
Kane, Alex
27
Lioui, Abraham
27
Sass, Jörn
27
Wang, Ruodu
27
Gouriéroux, Christian
26
Jarrow, Robert A.
26
Shleifer, Andrei
26
Bernard, Carole
25
Bodnar, Taras
25
more ...
less ...
Institution
All
National Bureau of Economic Research
244
Institute of Finance and Accounting <London>
15
Frank J. Fabozzi Associates <New Hope, Pa.>
12
Center for Economic Research <Tilburg>
9
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
9
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
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
Nationalekonomiska Institutionen <Lund>
5
Erasmus Research Institute of Management
4
Friedrich-Schiller-Universität Jena
4
Goethe-Universität Frankfurt am Main
4
Judge Institute of Management Studies
4
Pensions Institute
4
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
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
more ...
less ...
Published in...
All
European journal of operational research : EJOR
286
Insurance / Mathematics & economics
286
Journal of banking & finance
257
NBER working paper series
238
Working paper / National Bureau of Economic Research, Inc.
192
NBER Working Paper
188
Finance research letters
181
Journal of economic dynamics & control
168
Mathematical finance : an international journal of mathematics, statistics and financial theory
154
Finance and stochastics
152
International journal of theoretical and applied finance
152
Quantitative finance
131
Research paper series / Swiss Finance Institute
120
Risks : open access journal
104
Journal of empirical finance
103
Journal of financial economics
101
Management science : journal of the Institute for Operations Research and the Management Sciences
101
The journal of portfolio management : a publication of Institutional Investor
99
The review of financial studies
99
The journal of finance : the journal of the American Finance Association
95
Discussion paper / Centre for Economic Policy Research
85
Economic modelling
84
Swiss Finance Institute Research Paper
84
The European journal of finance
83
Economics letters
82
Computational economics
76
International review of economics & finance : IREF
72
Mathematics and financial economics
72
International review of financial analysis
70
Journal of risk and financial management : JRFM
69
Mathematical methods of operations research
69
The journal of asset management
69
The North American journal of economics and finance : a journal of financial economics studies
67
SpringerLink / Bücher
65
Discussion paper / Tinbergen Institute
64
The journal of portfolio management : JPM
63
Annals of finance
61
Journal of economic theory
61
Applied economics
58
Journal of mathematical finance
58
more ...
less ...
Source
All
ECONIS (ZBW)
18,892
EconStor
181
USB Cologne (EcoSocSci)
13
OLC EcoSci
10
Showing
1
-
10
of
19,096
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Tests for market model instability : an empirical comparison of tests using recursive residuals
Knif, Johan
-
1988
Persistent link: https://www.econbiz.de/10000126783
Saved in:
2
Consumption based capital asset pricing and the Austrian Stock Exchange
Böheim, René
;
Boss, Michael
-
1996
Persistent link: https://www.econbiz.de/10000939601
Saved in:
3
Testing for spanning with futures contracts and nontraded assets : a general approach
Roon, Frans de
;
Nijman, Theodore E.
;
Werker, Bas J. M.
-
1996
Persistent link: https://www.econbiz.de/10000944513
Saved in:
4
Forecast biases in value-at-risk estimations : evidence from foreign exchange and global equity portfolios
Mahoney, James M.
-
1997
Persistent link: https://www.econbiz.de/10000958836
Saved in:
5
Sensitivity of VaR measures to different risk models
Drudi, Francesco
-
1997
Persistent link: https://www.econbiz.de/10000977618
Saved in:
6
Estimation of the term structure and its application to risk management
Zagst, Rudi
-
1997
Persistent link: https://www.econbiz.de/10000980079
Saved in:
7
Die Bestimmung des Portefeuillerisikos bei nichtlinearer Wirkung der Risikofaktoren
Locarek-Junge, Hermann
-
1998
Persistent link: https://www.econbiz.de/10000983805
Saved in:
8
Value-at-Risk-Schätzung mit Mixture Density Networks
Locarek-Junge, Hermann
;
Prinzler, Ralf
-
1997
Persistent link: https://www.econbiz.de/10000983807
Saved in:
9
Performance-Messung schweizerischer Aktienfonds : Markt-Timing und Selektivität
Zimmermann, Heinz
;
Zogg-Wetter, Claudia
-
1992
Persistent link: https://www.econbiz.de/10000837603
Saved in:
10
Schätzung von variierenden Beta-Koeffizienten mit dem Kalman-Filter
Boos, Anna Carri
-
1988
Persistent link: https://www.econbiz.de/10000746710
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...
//-->