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Theory
Portfolio-Management
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Theorie
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Fabozzi, Frank J.
122
Maurer, Raimond
72
Platen, Eckhard
54
Gollier, Christian
50
Korn, Ralf
45
Uppal, Raman
43
Mitchell, Olivia S.
42
Ang, Andrew
40
Guidolin, Massimo
39
Li, Duan
38
Markowitz, Harry
38
Campbell, John Y.
37
Post, Thierry
37
Satchell, Stephen
36
Lo, Andrew W.
34
Prigent, Jean-Luc
33
Escobar, Marcos
32
Schenk-Hoppé, Klaus Reiner
32
Vanduffel, Steven
32
Viceira, Luis M.
32
Zagst, Rudi
30
Hens, Thorsten
29
Kraft, Holger
29
Levy, Haim
29
Bodie, Zvi
28
Lucas, André
28
Wong, Hoi Ying
28
Wong, Wing Keung
28
Başak, Suleyman
27
Kane, Alex
27
Lioui, Abraham
27
Muhle-Karbe, Johannes
27
Wang, Ruodu
27
Jarrow, Robert A.
26
Račev, Svetlozar T.
26
Sass, Jörn
26
Shleifer, Andrei
26
Bernard, Carole
25
Gouriéroux, Christian
25
Pedersen, Lasse Heje
25
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National Bureau of Economic Research
252
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>
8
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
Friedrich-Schiller-Universität Jena
4
Goethe-Universität Frankfurt am Main
4
Judge Institute of Management Studies
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
Bonn Graduate School of Economics
3
Ekonomiska forskningsinstitutet <Stockholm>
3
Erasmus Research Institute of Management
3
International Association for the Study of Insurance Economics
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International Monetary Fund
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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
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
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European journal of operational research : EJOR
289
Insurance / Mathematics & economics
277
NBER working paper series
246
Journal of banking & finance
241
Working paper / National Bureau of Economic Research, Inc.
201
NBER Working Paper
196
Finance research letters
183
Journal of economic dynamics & control
169
Mathematical finance : an international journal of mathematics, statistics and financial theory
155
Finance and stochastics
154
International journal of theoretical and applied finance
146
Quantitative finance
129
Research paper series / Swiss Finance Institute
121
Management science : journal of the Institute for Operations Research and the Management Sciences
103
Risks : open access journal
103
The review of financial studies
101
Journal of financial economics
98
The journal of portfolio management : a publication of Institutional Investor
98
The journal of finance : the journal of the American Finance Association
97
Journal of empirical finance
94
Discussion paper / Centre for Economic Policy Research
88
Economics letters
87
Swiss Finance Institute Research Paper
84
Economic modelling
83
The European journal of finance
80
Mathematics and financial economics
74
Computational economics
73
International review of economics & finance : IREF
71
Mathematical methods of operations research
70
The journal of asset management
68
International review of financial analysis
67
Discussion paper / Tinbergen Institute
66
SpringerLink / Bücher
65
The North American journal of economics and finance : a journal of financial economics studies
65
The journal of portfolio management : JPM
64
Journal of risk and financial management : JRFM
63
Journal of economic theory
62
Annals of finance
60
Applied economics
60
Journal of mathematical finance
57
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ECONIS (ZBW)
19,211
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1
Optimal inattention to the stock market with information costs and transactions costs
Abel, Andrew B.
;
Eberly, Janice C.
;
Panageas, Stauros
- In:
Econometrica : journal of the Econometric Society, an …
81
(
2013
)
4
,
pp. 1455-1481
Persistent link: https://www.econbiz.de/10009793485
Saved in:
2
Optimal trade execution with uncertain volume target
Vaes, Julien
;
Hauser, Raphael A.
- In:
The journal of computational finance
26
(
2022
)
1
,
pp. 37-80
Persistent link: https://www.econbiz.de/10014546277
Saved in:
3
The shadow price of liquidity in asset allocation : a case study
Van Luu, Bac
;
Sharaiha, Yazid M.
;
Doskov, Nikolay
; …
- In:
Journal of investment management : JOIM
12
(
2014
)
2
,
pp. 14-31
Persistent link: https://www.econbiz.de/10010388914
Saved in:
4
Optimal portfolios of a small investor in a limit order market : a shadow price approach
Kühn, Christoph
;
Stroh, Maximilian
- In:
Mathematics and financial economics
3
(
2010
)
2
,
pp. 45-72
Persistent link: https://www.econbiz.de/10003983165
Saved in:
5
The opportunity cost of holding a "naive" portfolio
Melkumian, Alice A.
- In:
The journal of economics
38
(
2012
)
1
,
pp. 23-42
Persistent link: https://www.econbiz.de/10009623125
Saved in:
6
The opportunity cost of mean-variance choice under estimation risk
Simaan, Yusif E.
- In:
European journal of operational research : EJOR
234
(
2014
)
2
,
pp. 382-391
Persistent link: https://www.econbiz.de/10010356752
Saved in:
7
Is more always better? : empirical evidence on optimal portfolio size
Melkumian, Alla A.
;
Melkumian, Arsen V.
- In:
Eastern economic journal
35
(
2009
)
1
,
pp. 84-95
Persistent link: https://www.econbiz.de/10003817986
Saved in:
8
Closed-form solutions for optimal portfolio selection with stochastic interest rate and investment constraints
Detemple, Jérôme B.
;
Rindisbacher, Marcel
- In:
Mathematical finance : an international journal of …
15
(
2005
)
4
,
pp. 539-568
Persistent link: https://www.econbiz.de/10003121127
Saved in:
9
Using compromise programming in a stock market pricing model
Ballestero, Enrique
- In:
Research and practice in multiple criteria decision …
,
(pp. 388-399)
.
2000
Persistent link: https://www.econbiz.de/10001498022
Saved in:
10
Optimal portfolio choice and the valuation of illiquid securities
Longstaff, Francis A.
- In:
The review of financial studies
14
(
2001
)
2
,
pp. 407-431
Persistent link: https://www.econbiz.de/10001570570
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