//--> //--> //--> //-->
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:"Quantitative finance"
~subject:"Risk measure"
~subject:"Schweiz"
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
Risk measure
Schweiz
Theorie
372
Theory
372
Portfolio-Management
158
Volatility
55
Volatilität
55
Börsenkurs
54
Forecasting model
54
Prognoseverfahren
54
Share price
54
Stochastic process
51
Stochastischer Prozess
51
Capital income
50
Kapitaleinkommen
50
Estimation
49
Schätzung
49
Risiko
43
Risk
43
Risikomaß
40
CAPM
31
Mathematical programming
26
Mathematische Optimierung
26
Securities trading
25
Wertpapierhandel
25
Market microstructure
24
Marktmikrostruktur
24
Risikomanagement
24
Risk management
24
Portfolio optimization
20
Statistical distribution
20
Statistische Verteilung
20
Time series analysis
20
Zeitreihenanalyse
20
Markov chain
19
Markov-Kette
19
ARCH model
17
ARCH-Modell
17
Hedging
17
more ...
less ...
Online availability
All
Undetermined
116
Free
12
Type of publication
All
Article
180
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
181
Aufsatz in Zeitschrift
181
Conference paper
4
Konferenzbeitrag
4
Systematic review
3
Übersichtsarbeit
3
Aufsatzsammlung
1
more ...
less ...
Language
All
English
144
German
37
Author
All
Zimmermann, Heinz
6
Escobar, Marcos
5
Rudolf, Markus
3
Stübinger, Johannes
3
Wolter, Hans-Jürgen
3
Adjaoute, Kpate
2
Birge, John R.
2
Chen, Qian
2
Cheng, Yuyang
2
Costa, Giorgio
2
Ding, Rui
2
Endres, Sylvia
2
Gerlach, Richard
2
Kim, Woo Chang
2
Krauss, Christopher
2
Kwon, Roy H.
2
Langrené, Nicolas
2
Lee, Yongjae
2
Lhabitant, François-Serge
2
Liu, Li
2
Loderer, Claudio
2
Loeper, Grégoire
2
Madan, Dilip B.
2
Pan, Zhiyuan
2
Paterlini, Sandra
2
Pun, Chi Seng
2
Satchell, Stephen
2
Steiner, Manfred
2
Stucki, Thomas
2
Wang, Chao
2
Wang, Yudong
2
Wasserfallen, Walter
2
Wu, Lan
2
Zagst, Rudi
2
Zhao, Yang
2
Zumbach, Gilles O.
2
Abergel, Frédéric
1
Aboussalah, Amine Mohamed
1
Al-Aradi, Ali
1
Albrecht, Peter
1
more ...
less ...
Published in...
All
Finanzmarkt und Portfolio-Management
Quantitative finance
Insurance / Mathematics & economics
362
European journal of operational research : EJOR
301
Journal of banking & finance
277
NBER working paper series
244
Working paper / National Bureau of Economic Research, Inc.
200
NBER Working Paper
195
Journal of economic dynamics & control
176
Finance research letters
167
Mathematical finance : an international journal of mathematics, statistics and financial theory
167
Finance and stochastics
161
International journal of theoretical and applied finance
157
Risks : open access journal
136
Research paper series / Swiss Finance Institute
131
Journal of empirical finance
111
The journal of portfolio management : a publication of Institutional Investor
102
Journal of financial economics
100
The review of financial studies
100
Economic modelling
99
Management science : journal of the Institute for Operations Research and the Management Sciences
98
SpringerLink / Bücher
98
The journal of finance : the journal of the American Finance Association
96
Discussion paper / Centre for Economic Policy Research
92
Swiss Finance Institute Research Paper
90
Economics letters
88
The European journal of finance
84
Mathematics and financial economics
82
Discussion paper / Tinbergen Institute
81
Europäische Hochschulschriften / 5
81
International review of financial analysis
80
Computational economics
77
Applied economics
76
International review of economics & finance : IREF
72
Journal of risk and financial management : JRFM
72
Mathematical methods of operations research
71
The North American journal of economics and finance : a journal of financial economics studies
71
Swiss journal of economics and statistics
69
The journal of asset management
69
Journal of mathematical finance
64
Journal of economic theory
63
more ...
less ...
Source
All
ECONIS (ZBW)
181
Showing
1
-
10
of
181
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Multivariate systemic risk measures and computation by deep learning algorithms
Doldi, A.
;
Feng, Y.
;
Fouque, Jean-Pierre
;
Frittelli, Marco
- In:
Quantitative finance
23
(
2023
)
10
,
pp. 1431-1444
Persistent link: https://www.econbiz.de/10014419169
Saved in:
2
Distributionally robust end-to-end portfolio construction
Costa, Giorgio
;
Iyengar, Garud N.
- In:
Quantitative finance
23
(
2023
)
10
,
pp. 1465-1482
Persistent link: https://www.econbiz.de/10014419171
Saved in:
3
f-Betas and portfolio optimization with f-divergence induced risk measures
Ding, Rui
- In:
Quantitative finance
23
(
2023
)
10
,
pp. 1483-1496
Persistent link: https://www.econbiz.de/10014419172
Saved in:
4
Can volatility solve the naive portfolio puzzle?
Curran, Michael
;
O'Sullivan, Patrick
;
Zalla, Ryan
- In:
Quantitative finance
23
(
2023
)
11
,
pp. 1545-1560
Persistent link: https://www.econbiz.de/10014419177
Saved in:
5
Optimal portfolio choice of couples with tax-deferred accounts and survival-contingent products
Bae, Sanghyeon
;
Lee, Yongjae
;
Kim, Woo Chang
- In:
Quantitative finance
23
(
2023
)
11
,
pp. 1597-1615
Persistent link: https://www.econbiz.de/10014419181
Saved in:
6
Assessing the accuracy of exponentially weighted moving average models for value-at-risk and expected shortfall of crypto portfolios
Alexander, Carol
;
Dakos, Michael
- In:
Quantitative finance
23
(
2023
)
3
,
pp. 393-427
Persistent link: https://www.econbiz.de/10014232660
Saved in:
7
The value and cost of more stages in stochastic programing : a statistical analysis on a set of portfolio choice problems
Birge, John R.
;
Blomvall, Jörgen
;
Ekblom, Jonas
- In:
Quantitative finance
22
(
2022
)
1
,
pp. 95-112
Persistent link: https://www.econbiz.de/10012872523
Saved in:
8
Estimation risk and the implicit value of index-tracking
Clark, Brian
;
Edirisinghe, Chanaka
;
Simaan, Majeed
- In:
Quantitative finance
22
(
2022
)
2
,
pp. 303-319
Persistent link: https://www.econbiz.de/10013167745
Saved in:
9
Tile test for back-testing risk evaluation
Zumbach, Gilles O.
- In:
Quantitative finance
21
(
2021
)
10
,
pp. 1605-1619
Persistent link: https://www.econbiz.de/10012653703
Saved in:
10
Robust portfolio rebalancing with cardinality and diversification constraints
Zhao, Zhihua
;
Xu, Fengmin
;
Du, Donglei
;
Meihua, Wang
- In:
Quantitative finance
21
(
2021
)
10
,
pp. 1707-1721
Persistent link: https://www.econbiz.de/10012653708
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...
//-->