//--> //--> //--> //-->
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
isPartOf:"Finanzmarkt und Portfolio-Management"
subject:"Portfolio selection"
~isPartOf:"International journal of theoretical and applied finance"
~subject:"Theory"
~type_genre:"Article in journal"
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
Search: subject_exact:"Theory"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Portfolio selection
Theory
Theorie
655
Portfolio-Management
185
Stochastic process
116
Stochastischer Prozess
116
Option pricing theory
111
Optionspreistheorie
111
Volatility
85
Volatilität
85
Derivat
69
Derivative
69
Credit risk
68
Kreditrisiko
68
Hedging
63
Yield curve
55
Zinsstruktur
55
CAPM
51
Börsenkurs
47
Share price
47
Risiko
45
Risk
45
Capital income
40
Kapitaleinkommen
40
Financial market
33
Finanzmarkt
33
Risikomaß
32
Risk measure
32
Option trading
31
Optionsgeschäft
31
Black-Scholes model
30
Estimation
30
Schätzung
30
Black-Scholes-Modell
29
Markov chain
29
Markov-Kette
29
Mathematical programming
28
Mathematische Optimierung
28
Statistical distribution
28
Statistische Verteilung
28
more ...
less ...
Online availability
All
Undetermined
119
Type of publication
All
Article
649
Book / Working Paper
6
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
655
Conference paper
8
Konferenzbeitrag
8
Collection of articles of several authors
6
Sammelwerk
6
Systematic review
5
Übersichtsarbeit
5
Konferenzschrift
3
Conference proceedings
2
Mehrbändiges Werk
2
Multi-volume publication
2
more ...
less ...
Language
All
English
596
German
59
Author
All
Brigo, Damiano
8
Fabozzi, Frank J.
7
Korn, Ralf
7
Madan, Dilip B.
7
Platen, Eckhard
7
Rutkowski, Marek
7
Wilmott, Paul
7
Zimmermann, Heinz
7
Elliott, Robert J.
6
Konno, Hiroshi
6
Schoutens, Wim
6
Avellaneda, Marco
5
Benth, Fred Espen
5
Bouchaud, Jean-Philippe
5
Jeanblanc, Monique
5
Kwok, Yue-Kuen
5
Wu, Lixin
5
Arai, Takuji
4
Bielecki, Tomasz R.
4
Friedman, Craig
4
Grorud, Axel
4
Hui, Cho H.
4
Lo, C. F.
4
Račev, Svetlozar T.
4
Aurell, Erik
3
Baviera, Roberto
3
Ebrahim, Muhammed Shahid
3
Forsyth, Peter A.
3
Frey, Rüdiger
3
Frittelli, Marco
3
Gulko, Les
3
Hainaut, Donatien
3
Harel, Arie
3
Harpaz, Giora
3
Hobson, David G.
3
Hoogland, J. K.
3
Hurd, T. R.
3
Jaimungal, Sebastian
3
Jarrow, Robert A.
3
Kim, Young Shin
3
more ...
less ...
Institution
All
Barcelona Workshop on Mathematical Finance <2017, Barcelona>
1
Conference on Applications of Physics in Financial Analysis <1999, Dublin>
1
Spectral and Cubature Methods in Finance and Econometrics, an Interdisciplinary International Research Workshop <2009, Leicester>
1
Published in...
All
Finanzmarkt und Portfolio-Management
International journal of theoretical and applied finance
Economics letters
5,146
European journal of operational research : EJOR
4,749
Journal of economic theory
2,861
Journal of economic dynamics & control
2,379
Computers & operations research : and their applications to problems of world concern ; an international journal
2,330
The American economic review
2,246
Journal of economic behavior & organization : JEBO
2,203
European economic review : EER
1,896
International journal of production research
1,889
Games and economic behavior
1,852
Economic theory : official journal of the Society for the Advancement of Economic Theory
1,810
Journal of public economics
1,716
Economic modelling
1,635
Journal of econometrics
1,588
Applied economics
1,483
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1,481
Management science : journal of the Institute for Operations Research and the Management Sciences
1,418
Journal of banking & finance
1,371
Journal of monetary economics
1,367
The economic journal : the journal of the Royal Economic Society
1,358
Public choice
1,338
International economic review
1,336
Social choice and welfare
1,296
International journal of production economics
1,260
Journal of international economics
1,239
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
1,194
International journal of industrial organization
1,154
American journal of agricultural economics
1,142
Journal of mathematical economics
1,121
Journal of macroeconomics
1,100
Applied economics letters
1,066
The Canadian journal of economics
1,052
The review of economic studies
1,019
Journal of political economy
1,016
Journal of environmental economics and management : JEEM ; the official journal of the Association of Environmental and Resource Economists
1,010
Operations research letters
1,006
Wirtschaftswissenschaftliches Studium : WiSt ; Zeitschrift für Studium und Forschung
999
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
992
Insurance / Mathematics & economics
991
Macroeconomic dynamics
958
more ...
less ...
Source
All
ECONIS (ZBW)
655
Showing
1
-
10
of
655
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Practical investment consequences of the scalarization parameter formulation in dynamic mean - variance portfolio optimization
Staden, Pieter M. van
;
Dang, Duy Minh
;
Forsyth, Peter A.
- In:
International journal of theoretical and applied finance
24
(
2021
)
5
,
pp. 1-49
Persistent link: https://www.econbiz.de/10012662021
Saved in:
2
Discrete-time optimal execution under a generalized price impact model with Markovian exogenous orders
Fukasawa, Masaaki
;
Ohnishi, Masamitsu
;
Shimoshimizu, Makoto
- In:
International journal of theoretical and applied finance
24
(
2021
)
5
,
pp. 1-43
Persistent link: https://www.econbiz.de/10012662027
Saved in:
3
The classification of term structure shapes in the two-factor vasicek model : a total positivity approach
Keller-Ressel, Martin
- In:
International journal of theoretical and applied finance
24
(
2021
)
5
,
pp. 1-27
Persistent link: https://www.econbiz.de/10012662032
Saved in:
4
Latency and liquidity risk
Cartea, Álvaro
;
Jaimungal, Sebastian
; …
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-37
Persistent link: https://www.econbiz.de/10012807838
Saved in:
5
Portfolio insurance under rough volatility and Volterra processes
Dupret, Jean-Loup
;
Hainaut, Donatien
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-37
Persistent link: https://www.econbiz.de/10012807860
Saved in:
6
The affine rational potential model
Nguyen, The Anh
;
Seifried, Frank Thomas
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-25
Persistent link: https://www.econbiz.de/10012808016
Saved in:
7
Portfolio allocation in a Levy-type jump-diffusion model with nonlife insurance risk
Serrano, Rafael
- In:
International journal of theoretical and applied finance
24
(
2021
)
1
,
pp. 1-34
Persistent link: https://www.econbiz.de/10012650242
Saved in:
8
Survival investment strategies in a continuous-time market model with competition
Zhitlukhin, M. V.
- In:
International journal of theoretical and applied finance
24
(
2021
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10012650248
Saved in:
9
Insider trading with temporary price impact
Barger, Weston
;
Donnelly, Ryan
- In:
International journal of theoretical and applied finance
24
(
2021
)
2
,
pp. 1-32
Persistent link: https://www.econbiz.de/10012650316
Saved in:
10
Asset dependency structures and portfolio insurance strategies
Mantilla-Garcia, Daniel
;
Horst, Enrique ter
;
Audeguil, …
- In:
International journal of theoretical and applied finance
24
(
2021
)
3
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012652614
Saved in:
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...
//-->