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Portfolio-optimization models...
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USA
Portfolio-Management
43,887
Portfolio selection
43,877
Theorie
22,561
Theory
22,522
Transaction costs
10,409
Transaktionskosten
9,974
Kapitaleinkommen
6,937
Capital income
6,936
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5,478
Behavioural finance
5,465
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4,759
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4,724
CAPM
3,962
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3,804
United States
3,796
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3,792
Kapitalanlage
3,582
Risikomanagement
3,539
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3,467
Risk management
3,419
Welt
3,348
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3,337
Schätzung
3,266
Estimation
3,263
Börsenkurs
2,870
Share price
2,859
Risikomaß
2,735
Risk measure
2,731
Aktienmarkt
2,635
Stock market
2,612
Hedging
2,433
Volatility
2,318
Volatilität
2,314
Financial market
1,808
Finanzmarkt
1,807
Mathematical programming
1,759
Mathematische Optimierung
1,759
Deutschland
1,735
Germany
1,712
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626
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8
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35
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12
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8
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Fabozzi, Frank J.
40
Warnock, Francis E.
27
Guidolin, Massimo
16
Poterba, James M.
16
Bessembinder, Hendrik
14
Lo, Andrew W.
13
Mitchell, Olivia S.
13
Campbell, John Y.
12
Viceira, Luis M.
12
Guerard, John Baynard
11
Lakonishok, Josef
11
Cici, Gjergji
10
Curcuru, Stephanie E.
10
Ferson, Wayne E.
10
Pástor, Ľuboš
10
Bollerslev, Tim
9
Daniel, Kent
9
Diebold, Francis X.
9
Hammoudeh, Shawkat
9
Jordan, Bradford D.
9
Kaplan, Steven N.
9
Maurer, Raimond
9
Shoven, John B.
9
Titman, Sheridan
9
Wermers, Russ
9
Alan, Sule
8
Andersen, Torben
8
Choi, James J.
8
Ehrlich, Isaac
8
Frankel, Jeffrey A.
8
Fratzscher, Marcel
8
Goetzmann, William N.
8
Hong, Harrison G.
8
Kumar, Alok
8
Laibson, David I.
8
MacKinlay, Archie Craig
8
Madrian, Brigitte C.
8
McAleer, Michael
8
Moskowitz, Tobias J.
8
Pedersen, Lasse Heje
8
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National Bureau of Economic Research
23
Frank J. Fabozzi Associates <New Hope, Pa.>
7
Rodney L. White Center for Financial Research
5
Association for Investment Management and Research
4
Federal Reserve Bank of St. Louis
4
FinanzBuch Verlag
3
Nomos Verlagsgesellschaft
3
University of Chicago / Center for Research in Security Prices
3
Brookings Institution
2
Erasmus Research Institute of Management
2
Financial Times Limited
2
Institute of Finance and Accounting <London>
2
The Wharton Financial Institutions Center
2
Universität Mannheim
2
American College <Bryn Mawr, Pa.>
1
American Management Association / Research and Development Division
1
American Real Estate Society
1
Bank für Internationalen Zahlungsausgleich
1
Bank für Internationalen Zahlungsausgleich / Ausschuß für Zahlungsverkehrs- und Abrechnungssysteme der Zentralbanken der Länder der Zehnergruppe
1
Bank of Canada
1
Brookings Institution / Task Force on the Internet
1
Bureau of Economic and Business Research <Champaign, Ill.>
1
Business Information Centre <Toronto>
1
Börsen-Buchverlag
1
Catalyst Institute <Chicago, Ill.>
1
Center for Economic Analysis <Boulder, Colo.>
1
Center for the Study of Industrial Organisation
1
Chambre de commerce et d'industrie de Paris
1
Dearborn Financial Publishing, Inc. <Chicago, Ill.>
1
Deutschland / Bundeswehr / Universität Hamburg
1
European University Institute / Department of Law
1
Federal Reserve Bank of Kansas City / Research Division
1
Federal Reserve System / Board of Governors
1
Goldman Sachs
1
Institut für Weltwirtschaft
1
Institut für Wirtschaftspolitik und Wirtschaftsforschung <Karlsruhe>
1
Institute for Fiscal Studies
1
Institute for Research in the Behavioral, Economic, and Management Sciences
1
Institute of Economic Affairs <London>
1
International Finance Corporation
1
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Published in...
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Working paper / National Bureau of Economic Research, Inc.
176
The journal of finance : the journal of the American Finance Association
126
The review of financial studies
125
Journal of financial and quantitative analysis : JFQA
60
Journal of financial economics
42
Journal of banking & finance
41
The journal of portfolio management : a publication of Institutional Investor
40
Discussion paper / Centre for Economic Policy Research
39
The journal of futures markets
33
International review of financial analysis
30
The journal of asset management
30
The journal of investing
26
The journal of real estate finance and economics
25
Applied financial economics
23
NBER working paper series
23
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
23
Working paper
23
International finance discussion papers
20
The journal of business : B
19
The American economic review
18
The journal of alternative investments
18
Finance and economics discussion series
17
Real estate economics : journal of the American Real Estate and Urban Economics Association
17
The financial review : the official publication of the Eastern Finance Association
17
The journal of law, economics, & organization
17
Applied economics
16
International review of economics & finance : IREF
16
The journal of financial research
16
The review of economics and statistics
16
Research paper series / Swiss Finance Institute
15
Journal of economics and finance
14
Journal of empirical finance
14
Review of financial economics : RFE
14
The journal of fixed income
14
American journal of agricultural economics
13
Quarterly journal of business and economics : QJBE
13
The journal of wealth management
13
Working papers / Rodney L. White Center for Financial Research
13
Financial analysts' journal : FAJ
12
Journal of economic behavior & organization : JEBO
12
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ECONIS (ZBW)
3,825
EconStor
4
USB Cologne (EcoSocSci)
1
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3,830
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date (oldest first)
1
Essays on portfolio choices for homeowners
Hu, Xiaoqing
-
2002
Persistent link: https://www.econbiz.de/10003779967
Saved in:
2
Look at me now : what attracts US shareholders?
Ammer, John
;
Holland, Sara B.
;
Smith, David C.
; …
-
2006
Persistent link: https://www.econbiz.de/10003374698
Saved in:
3
The foregone gains of incomplete portfolios
Paiella, Monica
- In:
The review of financial studies
20
(
2007
)
5
,
pp. 1623-1646
Persistent link: https://www.econbiz.de/10003621196
Saved in:
4
Essays on stock momentum and asset liquidity
Sadka, Ronnie
-
2003
Persistent link: https://www.econbiz.de/10003624563
Saved in:
5
Three essays in dynamic portfolio choice
Tan, Sinan
-
2006
Persistent link: https://www.econbiz.de/10009374264
Saved in:
6
Rebalancing strategies for long-term investors
Mulvey, John M.
;
Simsek, Koray D.
- In:
Computational methods in decision-making, economics and …
,
(pp. 15-33)
.
2010
Persistent link: https://www.econbiz.de/10009153102
Saved in:
7
Explaining the magnitude of liquidity premia : the roles of return predictability, wealth shocks, and state-dependent transaction costs
Lynch, Anthony W.
;
Tan, Sinan
- In:
The journal of finance : the journal of the American …
66
(
2011
)
4
,
pp. 1329-1368
Persistent link: https://www.econbiz.de/10009267672
Saved in:
8
Optimal portfolio choice with predictability in house prices and transaction costs
Corradin, Stefano
;
Fillat, José L.
;
Vergara-Alert, Carles
- In:
The review of financial studies
27
(
2014
)
3
,
pp. 823-880
Persistent link: https://www.econbiz.de/10010357851
Saved in:
9
Multiple risky assets, transaction costs, and return predictability : allocation rules and implications for US investors
Lynch, Anthony W.
;
Tan, Sinan
- In:
Journal of financial and quantitative analysis : JFQA
45
(
2010
)
4
,
pp. 1015-1053
Persistent link: https://www.econbiz.de/10008758049
Saved in:
10
S&P global sector survivals : momentum effects in sector indices underlying iShares
Kos, Hartwig
;
Todorovic, Natasa
- In:
The quarterly review of economics and finance : journal …
48
(
2008
)
3
,
pp. 520-540
Persistent link: https://www.econbiz.de/10003747264
Saved in:
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