//--> //--> //--> //-->
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:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
~isPartOf:"Economic modelling"
~subject:"Anleihe"
~subject:"Stochastischer Prozess"
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:"Portfolio management"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Anleihe
Stochastischer Prozess
Portfolio selection
241
Portfolio-Management
241
Theorie
124
Theory
124
CAPM
38
Capital income
33
Kapitaleinkommen
33
Hedging
32
Risiko
31
Risikomaß
31
Risk
31
Risk measure
31
Anlageverhalten
28
Behavioural finance
28
Estimation
24
Schätzung
24
Risk management
21
Volatility
21
Volatilität
21
Risikomanagement
20
Aktienmarkt
19
Stock market
19
Stochastic process
16
Börsenkurs
15
Share price
15
Welt
15
World
15
ARCH model
14
ARCH-Modell
14
Financial market
13
Finanzmarkt
13
Mathematical programming
12
Mathematische Optimierung
12
Derivat
11
Derivative
11
Portfolio optimization
11
Risikoprämie
11
Risk premium
11
Aktienindex
10
more ...
less ...
Online availability
All
Free
12
Undetermined
7
Type of publication
All
Book / Working Paper
12
Article
9
Type of publication (narrower categories)
All
Arbeitspapier
12
Graue Literatur
12
Non-commercial literature
12
Working Paper
12
Article in journal
9
Aufsatz in Zeitschrift
9
Language
All
English
21
Author
All
Platen, Eckhard
8
Bruti-Liberati, Nicola
2
Chiarella, Carl
2
Nikitopoulos, Christina Sklibosios
2
Siu, Tak Kuen
2
Abid, Ilyes
1
Akhtaruzzaman, Md.
1
Banerjee, Ameet Kumar
1
Chang, Hao
1
Chen, Rongda
1
Cheung, Gerald H. L.
1
Ching, Wai Ki
1
Chiu, Mei Choi
1
Clewlow, Les
1
Du, Ke
1
Fergusson, Kevin
1
Ghardallou, Wafa
1
Gnoatto, Alessandro
1
Grasselli, Martino
1
Hinz, Juri
1
Kang, Boda
1
Kardaras, Constantinos
1
Kazakov, Vladimir
1
Lu, Jiejun
1
McCulloch, James
1
Mkaouar, Farid
1
Ojea-Ferreiro, Javier
1
Prigent, Jean-Luc
1
Reboredo, Juan Carlos
1
Schlögl, Erik
1
Shen, Yang
1
Tappe, Stefan
1
Taylor, David
1
Ugolini, Andrea
1
Umar, Zaghum
1
Wong, Hoi Ying
1
Yan, Tingjin
1
Yang, Chunpeng
1
Yu, Lean
1
Zhou, Liyun
1
more ...
less ...
Published in...
All
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
Economic modelling
Insurance / Mathematics & economics
90
European journal of operational research : EJOR
63
International journal of theoretical and applied finance
57
Finance and stochastics
42
Quantitative finance
36
Journal of banking & finance
32
Finance research letters
28
Mathematical finance : an international journal of mathematics, statistics and financial theory
27
Journal of economic dynamics & control
25
Risks : open access journal
25
Mathematical methods of operations research
24
Applied mathematical finance
22
Journal of mathematical finance
22
Annals of finance
19
International journal of financial engineering
16
Mathematics and financial economics
16
Scandinavian actuarial journal
16
Computational economics
15
Journal of risk and financial management : JRFM
15
Research paper series / Swiss Finance Institute
15
Management science : journal of the Institute for Operations Research and the Management Sciences
14
The journal of fixed income
14
SpringerLink / Bücher
13
International review of financial analysis
12
NBER working paper series
12
The North American journal of economics and finance : a journal of financial economics studies
12
The journal of fixed income : JFI
12
Advanced bond portfolio management : best practices in modeling and strategies
11
IMA journal of management mathematics
11
Journal of financial economics
11
Working paper / National Bureau of Economic Research, Inc.
11
Computational Management Science : CMS
10
The journal of asset management
10
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
10
The review of financial studies
10
Applied economics
9
Astin bulletin : the journal of the International Actuarial Association
9
Financial markets and portfolio management
9
more ...
less ...
Source
All
ECONIS (ZBW)
21
Showing
1
-
10
of
21
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Portfolio liquidation with delayed information
Yan, Tingjin
;
Chiu, Mei Choi
;
Wong, Hoi Ying
- In:
Economic modelling
126
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014461590
Saved in:
2
Is greenness an optimal hedge for sectoral stock indices?
Akhtaruzzaman, Md.
;
Banerjee, Ameet Kumar
;
Ghardallou, Wafa
- In:
Economic modelling
117
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014229210
Saved in:
3
Do green bonds de-risk investment in low-carbon stocks?
Reboredo, Juan Carlos
;
Ugolini, Andrea
;
Ojea-Ferreiro, …
- In:
Economic modelling
108
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013347911
Saved in:
4
A penny saved is a penny earned : less expensive zero coupon bonds
Gnoatto, Alessandro
;
Grasselli, Martino
;
Platen, Eckhard
-
2016
Persistent link: https://www.econbiz.de/10011778099
Saved in:
5
Loading pricing of catastrophe bonds and other long-dated, insurance-type contracts
Platen, Eckhard
;
Taylor, David
-
2016
Persistent link: https://www.econbiz.de/10011778139
Saved in:
6
Stochastic switching for partially observable dynamics and optimal asset allocation
Hinz, Juri
-
2015
Persistent link: https://www.econbiz.de/10011344246
Saved in:
7
Stochastic investor sentiment, crowdedness and deviation of asset prices from fundamentals
Zhou, Liyun
;
Yang, Chunpeng
- In:
Economic modelling
79
(
2019
),
pp. 130-140
Persistent link: https://www.econbiz.de/10012199089
Saved in:
8
Stylised properties of the interest rate term structure under the benchmark approach
Fergusson, Kevin
;
Platen, Eckhard
-
2014
Persistent link: https://www.econbiz.de/10011344800
Saved in:
9
Discrete-time optimal asset allocation under Higher-Order Hidden Markov Model
Zhu, Dong-Mei
;
Lu, Jiejun
;
Ching, Wai Ki
;
Siu, Tak Kuen
- In:
Economic modelling
66
(
2017
),
pp. 223-232
Persistent link: https://www.econbiz.de/10011813727
Saved in:
10
Long-term investment with stochastic interest and inflation rates : the need for inflation-indexed bonds
Mkaouar, Farid
;
Prigent, Jean-Luc
;
Abid, Ilyes
- In:
Economic modelling
67
(
2017
),
pp. 228-247
Persistent link: https://www.econbiz.de/10011813816
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->