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Theorie
Portfolio-Management
44,310
Portfolio selection
43,965
Theory
28,014
CAPM
19,065
Kapitaleinkommen
10,840
Capital income
10,818
Risikomaß
7,637
Risk measure
7,554
Risiko
7,108
Risk
7,102
Anlageverhalten
6,105
Behavioural finance
6,000
Börsenkurs
5,967
Schätzung
5,960
Share price
5,921
Estimation
5,881
Risikomanagement
5,025
USA
4,849
Risk management
4,734
United States
4,721
Volatilität
4,164
Volatility
4,127
Aktienmarkt
4,077
Stock market
3,992
Investmentfonds
3,978
Investment Fund
3,913
Risikoprämie
3,866
Kapitalanlage
3,844
Risk premium
3,840
Welt
3,789
World
3,739
Financial investment
3,618
Prognoseverfahren
2,685
Finanzmarkt
2,663
Forecasting model
2,659
Financial market
2,627
Hedging
2,597
Kreditrisiko
2,358
Credit risk
2,262
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Free
9,682
Undetermined
5,701
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Article
14,131
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14,102
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46
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Article in journal
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4,129
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1,405
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1,234
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1,234
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1,217
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333
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313
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245
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244
Sammelwerk
244
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243
Sammlung
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Aufsatzsammlung
119
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65
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62
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54
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54
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46
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42
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22
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Fabozzi, Frank J.
144
Campbell, John Y.
82
Maurer, Raimond
78
Gollier, Christian
67
Jarrow, Robert A.
61
Platen, Eckhard
61
Stambaugh, Robert F.
60
Hens, Thorsten
54
Guidolin, Massimo
53
Madan, Dilip B.
49
Levy, Haim
48
Satchell, Stephen
47
Uppal, Raman
47
Cochrane, John H.
46
Gouriéroux, Christian
46
Korn, Ralf
46
Zhang, Lu
46
Zhou, Guofu
46
Ferson, Wayne E.
45
Lo, Andrew W.
45
Post, Thierry
45
Ang, Andrew
44
Harvey, Campbell R.
44
Wang, Ruodu
44
Härdle, Wolfgang
43
Vanduffel, Steven
43
Başak, Suleyman
42
Chiarella, Carl
41
Mitchell, Olivia S.
41
Schenk-Hoppé, Klaus Reiner
41
Račev, Svetlozar T.
40
He, Xue-zhong
39
Kraft, Holger
39
Markowitz, Harry
39
Li, Duan
38
Lucas, André
37
Bekaert, Geert
36
Hansen, Lars Peter
35
Jagannathan, Ravi
35
Lee, Cheng F.
35
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National Bureau of Economic Research
428
Institute of Finance and Accounting <London>
18
Springer Fachmedien Wiesbaden
14
Center for Economic Research <Tilburg>
12
Frank J. Fabozzi Associates <New Hope, Pa.>
12
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
11
Rodney L. White Center for Financial Research
10
International Center for Financial Asset Management and Engineering
9
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
8
Universität Zürich / Institut für Schweizerisches Bankwesen
8
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
8
Ekonomiska forskningsinstitutet <Stockholm>
7
Erasmus Research Institute of Management
7
Springer-Verlag GmbH
7
University of Chicago / Center for Research in Security Prices
7
Chambre de commerce et d'industrie de Paris
6
European University Institute / Department of Law
6
Federal Reserve Bank of St. Louis
6
Judge Institute of Management Studies
6
Pensions Institute
6
Universität Mannheim
6
Association of European Operational Research Societies / Working Group on Financial Modelling
5
Ecole des hautes études commerciales <Lausanne> / Département d'économétrie et d'économie politique
5
Escola de Pós-Graduação em Economia <Rio de Janeiro>
5
Fachverlag für Wirtschafts- und Steuerrecht Schäffer <Stuttgart>
5
Federal Reserve System / Division of Research and Statistics
5
Svenska Handelshögskolan <Helsinki>
5
Birkbeck College / Department of Economics
4
Centre for Analytical Finance <Århus>
4
Federal Reserve System / Board of Governors
4
Friedrich-Schiller-Universität Jena
4
Goethe-Universität Frankfurt am Main
4
Institut für Statistik und Mathematische Wirtschaftstheorie <Augsburg>
4
Johannes Gutenberg-Universität Mainz
4
Københavns Universitet / Økonomisk Institut
4
Nationalekonomiska Institutionen <Lund>
4
Scuola superiore Sant'Anna di studi universitari e di perfezionamento / Laboratory of Economics and Management
4
The Wharton Financial Institutions Center
4
University of British Columbia / Finance Division
4
Verlag Dr. Kovač
4
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NBER working paper series
414
Insurance / Mathematics & economics
369
Journal of banking & finance
363
Working paper / National Bureau of Economic Research, Inc.
346
NBER Working Paper
326
European journal of operational research : EJOR
324
Journal of economic dynamics & control
276
Finance research letters
253
Journal of financial economics
236
The journal of finance : the journal of the American Finance Association
236
Mathematical finance : an international journal of mathematics, statistics and financial theory
227
The review of financial studies
220
Finance and stochastics
198
International journal of theoretical and applied finance
188
Research paper series / Swiss Finance Institute
172
Journal of empirical finance
162
Economics letters
152
Quantitative finance
149
Management science : journal of the Institute for Operations Research and the Management Sciences
145
Risks : open access journal
143
Discussion paper / Centre for Economic Policy Research
131
Economic modelling
125
Swiss Finance Institute Research Paper
116
The journal of portfolio management : a publication of Institutional Investor
113
International review of financial analysis
109
Discussion paper / Tinbergen Institute
107
The European journal of finance
107
Journal of economic theory
105
Journal of financial and quantitative analysis : JFQA
105
International review of economics & finance : IREF
99
Mathematics and financial economics
99
The North American journal of economics and finance : a journal of financial economics studies
98
Applied economics
95
Computational economics
94
Journal of econometrics
90
Working paper
88
Annals of finance
87
SpringerLink / Bücher
87
Journal of risk and financial management : JRFM
83
Journal of monetary economics
75
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ECONIS (ZBW)
28,020
EconStor
230
USB Cologne (EcoSocSci)
16
OLC EcoSci
13
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1
Mean-p portfolio selection and p-arbitrage for coherent risk measures
Herdegen, Martin
;
Khan, Nazem
- In:
Mathematical finance : an international journal of …
32
(
2022
)
1
,
pp. 226-272
Persistent link: https://www.econbiz.de/10012815955
Saved in:
2
Marktrisiken : Portfoliotheorie und Risikomaße
Kremer, Jürgen
-
2018
Portfoliotheorie -- Arbitragefreie Ein-Perioden-Modelle und
CAPM
-- Value at Risk -- Kohärente Risikomaße und der …
Persistent link: https://www.econbiz.de/10014018592
Saved in:
3
Downside-orientiertes Portfoliomanagement
Reichling, Peter
-
2017
Manches voraus: Sie sollten mit Begriffen wie Portfolioselektion und
CAPM
, Duration und Zinsstruktur, Black-Scholes-Formel und …
Persistent link: https://www.econbiz.de/10014019581
Saved in:
4
Reconciling negative return skewness with positive time-varying risk premia
Kyriakopoulou, Dimitra
;
Hafner, Christian M.
- In:
Econometric reviews
41
(
2022
)
8
,
pp. 877-894
Persistent link: https://www.econbiz.de/10013364913
Saved in:
5
Downside-orientiertes Portfoliomanagement
Reichling, Peter
;
Schulze, Gordon
-
2017
Persistent link: https://www.econbiz.de/10011629137
Saved in:
6
Marktrisiken : Portfoliotheorie und Risikomaße
Kremer, Jürgen
-
2018
Persistent link: https://www.econbiz.de/10011772607
Saved in:
7
Unconditional return disturbances: A non-parametric simulation approach
Tompkins, Robert G.
;
D'Ecclesia, Rita L.
- In:
Journal of banking & finance
30
(
2006
)
1
,
pp. 287-314
Persistent link: https://www.econbiz.de/10003285633
Saved in:
8
An empirical investigation of the book-to-market and size effects
Petkova, Ralitsa
-
2003
Persistent link: https://www.econbiz.de/10003385465
Saved in:
9
On the performance of the minimum VAR portfolio
Durand, Robert B.
;
Gould, John
;
Maller, Ross A.
- In:
The European journal of finance
17
(
2011
)
7/8
,
pp. 553-576
Persistent link: https://www.econbiz.de/10009509846
Saved in:
10
Competitive equilibria with distortion risk measures
Boonen, Tim J.
- In:
Astin bulletin : the journal of the International …
45
(
2015
)
3
,
pp. 703-728
Persistent link: https://www.econbiz.de/10011397655
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