//--> //--> //--> //-->
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:"Journal of economic theory"
subject:"Portfolio selection"
~isPartOf:"Mathematical methods of operations research"
~isPartOf:"Quantitative finance"
~subject:"Stochastic process"
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
Stochastic process
Theorie
3,708
Theory
3,708
Game theory
489
Spieltheorie
489
Portfolio-Management
247
Mathematical programming
243
Mathematische Optimierung
243
Equilibrium theory
212
Gleichgewichtstheorie
212
Asymmetric information
207
Asymmetrische Information
207
Risk
192
Risiko
190
Decision under uncertainty
159
Entscheidung unter Unsicherheit
159
Stochastischer Prozess
156
Agency theory
140
Prinzipal-Agent-Theorie
140
Economics of information
133
Informationsökonomik
133
Nash equilibrium
129
Nash-Gleichgewicht
129
Learning process
127
Lernprozess
127
Markov chain
115
Markov-Kette
115
Neue politische Ökonomie
113
Overlapping Generations
113
Overlapping generations
113
Public choice
113
Auction theory
112
Auktionstheorie
112
Allgemeines Gleichgewicht
110
General equilibrium
110
Risikoaversion
108
Risk aversion
108
Expected utility
97
Erwartungsnutzen
96
more ...
less ...
Online availability
All
Undetermined
185
Free
13
Type of publication
All
Article
362
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
359
Aufsatz in Zeitschrift
359
Conference paper
5
Konferenzbeitrag
5
Aufsatzsammlung
1
Konferenzschrift
1
Language
All
English
364
Author
All
Escobar, Marcos
5
Korn, Ralf
5
Abergel, Frédéric
3
Bäuerle, Nicole
3
Chattopadhyay, Subir Kumar
3
Chen, Zhiping
3
Gollier, Christian
3
He, Hua
3
Kraft, Holger
3
Madan, Dilip B.
3
Schlesinger, Harris
3
Stübinger, Johannes
3
Aliprantis, Charalambos D.
2
Birge, John R.
2
Cadenillas, Abel
2
Chen, Jing
2
Cheng, Yuyang
2
Costa, Giorgio
2
Dindo, Pietro
2
Ding, Rui
2
Drugov, Mikhail
2
Eeckhoudt, Louis R.
2
Endres, Sylvia
2
Fortin, Ines
2
Gale, Douglas
2
Garleanu, Nicolae
2
Hernández-Hernández, Daniel
2
Hlouskova, Jaroslava
2
Huang, Chi-fu
2
Kallsen, Jan
2
Kang, Zhilin
2
Kim, Woo Chang
2
Koo, Hyeng-keun
2
Krauss, Christopher
2
Kwon, Roy H.
2
Langrené, Nicolas
2
Lee, Yongjae
2
Li, Xun
2
Li, Zhongfei
2
Liu, Jun
2
more ...
less ...
Institution
All
International Conference on Stochastic Programming <15., 2019, Trondheim>
1
Published in...
All
Journal of economic theory
Mathematical methods of operations research
Quantitative finance
European journal of operational research : EJOR
666
Insurance / Mathematics & economics
378
NBER working paper series
269
Journal of banking & finance
255
Finance and stochastics
254
International journal of theoretical and applied finance
232
Working paper / National Bureau of Economic Research, Inc.
226
Journal of economic dynamics & control
225
NBER Working Paper
222
Mathematical finance : an international journal of mathematics, statistics and financial theory
215
Computers & operations research : and their applications to problems of world concern ; an international journal
179
Finance research letters
173
Operations research
151
Risks : open access journal
147
Operations research letters
140
Research paper series / Swiss Finance Institute
139
Journal of econometrics
133
Management science : journal of the Institute for Operations Research and the Management Sciences
130
Discussion paper / Tinbergen Institute
127
Economics letters
127
International journal of production research
127
The review of financial studies
120
Economic modelling
115
Journal of empirical finance
109
Journal of financial economics
109
Discussion paper / Centre for Economic Policy Research
107
The journal of finance : the journal of the American Finance Association
107
Mathematics of operations research
101
Computational economics
100
The journal of portfolio management : a publication of Institutional Investor
99
Swiss Finance Institute Research Paper
96
SpringerLink / Bücher
95
The European journal of finance
89
International journal of production economics
85
Mathematics and financial economics
83
Journal of risk and financial management : JRFM
79
Working paper
79
more ...
less ...
Source
All
ECONIS (ZBW)
364
Showing
1
-
10
of
364
Sort
Relevance
Date (newest first)
Date (oldest first)
1
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:
2
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:
3
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:
4
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:
5
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:
6
Improving the asymmetric stochastic volatility model with ex-post volatility : the identification of the asymmetry
Zhang, Zehua
;
Zhao, Ran
- In:
Quantitative finance
23
(
2023
)
1
,
pp. 35-51
Persistent link: https://www.econbiz.de/10013490951
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
Optimal trade execution for Gaussian signals with power-law resilience
Forde, Martin
;
Sánchez-Betancourt, Leandro
;
Smith, Benjamin
- In:
Quantitative finance
22
(
2022
)
3
,
pp. 585-596
Persistent link: https://www.econbiz.de/10013167782
Saved in:
10
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:
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...
//-->