//--> //--> //-->
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
~type_genre:"Aufsatz in Zeitschrift"
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
Macro Factor Mimicking Portfol...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
2
Theory
2
Black-Scholes model
1
Black-Scholes-Modell
1
Capital income
1
Hauptkomponentenanalyse
1
Investition
1
Investment
1
Investment Fund
1
Investmentfonds
1
Kapitaleinkommen
1
Kurtosis
1
Linear algebra
1
Lineare Algebra
1
Modellierung
1
Option pricing theory
1
Optionspreistheorie
1
PCA
1
Performance measurement
1
Performance-Messung
1
Portfolio analysis
1
Portfolio selection
1
Portfolio-Management
1
Principal component analysis
1
Private Equity
1
Private equity
1
Random matrix theory
1
Risikomanagement
1
Risk management
1
Scientific modelling
1
Skewness
1
Statistical distribution
1
Statistische Verteilung
1
Tensor
1
Volatility
1
Volatilität
1
Welt
1
World
1
fund performance
1
international markets
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
4
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Aufsatz im Buch
5
Book section
5
Article in journal
4
Arbeitspapier
3
Graue Literatur
3
Non-commercial literature
3
Working Paper
3
Aufsatzsammlung
2
Collection of articles of several authors
2
Sammelwerk
2
Bibliographie
1
more ...
less ...
Language
All
English
4
Author
All
Jurczenko, Emmanuel
4
Ain Tommar, Sara
1
Capelle-Blancard, Gunther
1
Darolles, Serge
1
Jondeau, Eric
1
Maillet, Betrand
1
Rockinger, Michael
1
Teïletche, Jérôme
1
more ...
less ...
Published in...
All
Financial analysts journal : FAJ
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of multinational financial management
1
The journal of portfolio management : a publication of Institutional Investor
1
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Active risk-based investing
Jurczenko, Emmanuel
;
Teïletche, Jérôme
- In:
The journal of portfolio management : a publication of …
44
(
2017
)
3
,
pp. 56-65
Persistent link: https://www.econbiz.de/10011877629
Saved in:
2
The approximate option pricing model : performances and dynamic properties
Capelle-Blancard, Gunther
;
Jurczenko, Emmanuel
; …
- In:
Journal of multinational financial management
11
(
2001
)
4/5
,
pp. 427-443
Persistent link: https://www.econbiz.de/10001612575
Saved in:
3
Moment component analysis : an illustration with international stock markets
Jondeau, Eric
;
Jurczenko, Emmanuel
;
Rockinger, Michael
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
4
,
pp. 576-598
Persistent link: https://www.econbiz.de/10012249215
Saved in:
4
Private equity performance around the world
Ain Tommar, Sara
;
Darolles, Serge
;
Jurczenko, Emmanuel
- In:
Financial analysts journal : FAJ
80
(
2024
)
2
,
pp. 99-121
Persistent link: https://www.econbiz.de/10014576175
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->