//--> //--> //--> //-->
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
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
Optimal portfolio choice under...
Similar by person
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Portfolio selection
26
Portfolio-Management
26
Theorie
25
Theory
25
forecasting
25
inventory
17
Household
14
Privater Haushalt
14
Risikoaversion
14
Risk aversion
14
Financial literacy
13
economic models
13
eigenfactor
12
volatility
12
Anlageverhalten
11
Behavioural finance
11
Decision under uncertainty
11
Entscheidung unter Unsicherheit
11
GARCH
11
Markov chain Monte Carlo
11
article influence
11
asymmetry
11
inventory control
11
semidefinite programming
11
simulation
11
C3PO
10
Experiment
10
Financial market
10
Finanzmarkt
10
IFI
10
PI-BETA
10
STAR
10
multivariate GARCH
10
research assessment measures
10
risk management
10
seasonality
10
Finanzwissen
9
Volatility
9
cointegration
9
conditional correlations
9
more ...
less ...
Online availability
All
Free
845
Undetermined
26
Type of publication
All
Book / Working Paper
974
Article
60
Type of publication (narrower categories)
All
Article in journal
26
Aufsatz in Zeitschrift
26
Working Paper
18
Graue Literatur
17
Non-commercial literature
17
Arbeitspapier
15
Aufsatz im Buch
4
Book section
4
Conference Paper
2
Konferenzschrift
2
Hochschulschrift
1
Thesis
1
more ...
less ...
Language
All
Undetermined
949
English
85
Author
All
Franses, Philip Hans
165
Kouwenberg, Roy
138
McAleer, Michael
130
Dekker, Rommert
76
Chang, Chia-Lin
61
Frenk, Frenk, J.B.G.
54
van Dijk, Herman K.
48
van Dijk, Dick
46
Paap, Richard
40
Groenen, Patrick
32
Zhang, Zhang, S.
32
Wagelmans, Wagelmans, A.P.M.
31
Huisman, Dennis
27
Heij, Heij, C.
26
Mulder, Mulder, H.M.
24
Dimmock, Stephen G.
21
Knapp, Knapp, S.
21
Mitchell, Olivia S.
21
Peijnenburg, Kim
20
Berkelaar, Arjan B.
19
Grohmann, Antonia
17
Menkhoff, Lukas
17
Teunter, Teunter, R.H.
17
Bijwaard, Govert
16
Koning, Koning, A.J.
16
Brinkhuis, Brinkhuis, J.
15
Kleibergen, Frank
15
Fok, Fok, D.
14
Legerstee, Legerstee, R.
14
Piersma, N.
14
de Boer, P.M.C.
14
Birbil, Birbil, S.I.
13
Vorst, Ton
13
Kleijn, M.J.
12
Sturm, J.F.
12
van de Velden, van de Velden, M.
12
Bazsa-Oldenkamp, E.M.
11
Hafner, Christian Matthias
11
Kaashoek, Kaashoek, J.F.
11
Kroon, Kroon, L.G.
11
more ...
less ...
Institution
All
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
900
National Bureau of Economic Research
3
Verein für Socialpolitik - VfS
2
Econometrisch Instituut <Rotterdam>
1
Faculteit Economie en Bedrijfskunde, Rijksuniversiteit Groningen
1
Institut für Schweizerisches Bankwesen <Zürich>
1
Institut für Weltwirtschaft (IfW)
1
National Bureau of Economic Research (NBER)
1
National Centre of Competence in Research North South <Bern>
1
Society for Computational Economics - SCE
1
more ...
less ...
Published in...
All
Econometric Institute Research Papers
842
Erasmus University of Rotterdam - Institute for Economic Research
58
European financial management : the journal of the European Financial Management Association
6
Journal of banking & finance
6
Report / Erasmus Center for Financial Research, Erasmus University
6
Journal of economic dynamics & control
4
Journal of international money and finance
4
NBER Working Paper
3
NBER working paper series
3
The journal of asset management
3
Working paper / National Bureau of Economic Research, Inc.
3
Annual Conference 2014 (Hamburg): Evidence-based Economic Policy
2
DIW Berlin Discussion Paper
2
DIW Discussion Papers
2
Discussion papers / Deutsches Institut für Wirtschaftsforschung
2
European Financial Management
2
Journal of Banking & Finance
2
Journal of Economic Dynamics and Control
2
Journal of International Money and Finance
2
Netspar Discussion Paper
2
Pacific-Basin finance journal
2
The review of economics and statistics
2
Wharton Pension Research Council Working Paper
2
Beiträge zur Jahrestagung des Vereins für Socialpolitik 2014: Evidenzbasierte Wirtschaftspolitik - Session: Causes and Consequences of Financial (Il)literacy
1
Beiträge zur Jahrestagung des Vereins für Socialpolitik 2014: Evidenzbasierte Wirtschaftspolitik - Session: Risk and Ambiguity II
1
Computing in Economics and Finance 1999
1
Discussion paper / Centre for Economic Policy Research
1
Discussion papers / CEPR
1
Econometric Institute research papers
1
Economies : open access journal
1
Emerging European financial markets : independence and integration post-enlargement
1
European Journal of Operational Research
1
European journal of operational research : EJOR
1
Experimental economics : a journal of the Economic Science Association
1
International Journal of Forecasting
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
International journal of forecasting
1
Journal of Empirical Finance
1
Journal of behavioral and experimental finance
1
Journal of economic psychology : research in economic psychology and behavioral economics
1
more ...
less ...
Source
All
RePEc
920
ECONIS (ZBW)
92
OLC EcoSci
15
EconStor
5
USB Cologne (business full texts)
1
Other ZBW resources
1
Showing
41
-
50
of
1,034
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
41
Advanced risk budgeting techniques
Berkelaar, Arjan B.
;
Kobor, Adam
;
Kouwenberg, Roy
- In:
Risk management : a modern perspective
,
(pp. 89-111)
.
2006
Persistent link: https://www.econbiz.de/10003271313
Saved in:
42
Optimal portfolio choice under loss aversion
Berkelaar, Arjan B.
;
Kouwenberg, Roy
;
Post, Thierry
- In:
The review of economics and statistics
86
(
2004
)
4
,
pp. 973-987
Persistent link: https://www.econbiz.de/10002536263
Saved in:
43
The effect of VaR based risk management on asset prices and the volatility smile
Berkelaar, Arjan B.
;
Cumperayot, Phornchanok J.
; …
- In:
European financial management : the journal of the …
8
(
2002
)
2
,
pp. 139-164
Persistent link: https://www.econbiz.de/10001688472
Saved in:
44
Dynamic asset liability management Dynamisch asset liability management
Kouwenberg, Roy
-
2000
Persistent link: https://www.econbiz.de/10001502450
Saved in:
45
Retirement saving with contribution payments and labor income as a benchmark for investments
Berkelaar, Arjan B.
;
Kouwenberg, Roy
-
2000
Persistent link: https://www.econbiz.de/10001504924
Saved in:
46
Dynamic asset allocation and down-side risk aversion
Berkelaar, Arjan B.
;
Kouwenberg, Roy
-
2000
Persistent link: https://www.econbiz.de/10001504928
Saved in:
47
Options and earnings announcements : an empirical study of volatility, trading volume, open interest and liquidity
Donders, Monique
;
Kouwenberg, Roy
;
Vorst, Ton
- In:
European financial management : the journal of the …
6
(
2000
)
2
,
pp. 149-171
Persistent link: https://www.econbiz.de/10001474527
Saved in:
48
Options and earnings announcements : an empirical study of volatility, trading volume, open interest and liquidity
Donders, Monique
;
Kouwenberg, Roy
;
Vorst, Ton
-
1998
Persistent link: https://www.econbiz.de/10000988106
Saved in:
49
Hedging options under transaction costs and stochastic volatility
Gondzio, Jacek
;
Kouwenberg, Roy
;
Vorst, Ton
-
1999
Persistent link: https://www.econbiz.de/10001447155
Saved in:
50
Hedging options under transaction costs and stochastic volatility
Gondzio, Jacek
;
Kouwenberg, Roy
;
Vorst, Ton
- In:
Journal of economic dynamics & control
27
(
2003
)
6
,
pp. 1045-1068
Persistent link: https://www.econbiz.de/10001734558
Saved in:
First
Prev
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...
//-->