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isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
~isPartOf:"International journal of financial engineering"
~subject:"Anleihe"
~subject:"Stochastischer Prozess"
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Anleihe
Stochastischer Prozess
Portfolio selection
129
Portfolio-Management
129
Theorie
75
Theory
75
Stochastic process
24
CAPM
22
Option pricing theory
19
Optionspreistheorie
19
Hedging
16
Capital income
12
Kapitaleinkommen
12
Risikomanagement
12
Risk management
12
Volatility
12
Volatilität
12
Derivat
11
Derivative
11
Risiko
11
Risk
11
Mathematical programming
10
Mathematische Optimierung
10
Risikomaß
10
Risk measure
10
Anlageverhalten
9
Behavioural finance
9
Benchmarking
9
Bewertung
9
Börsenkurs
9
Evaluation
9
Martingal
9
Martingale
9
Share price
9
Estimation
8
Risikoprämie
8
Risk premium
8
Schätzung
8
Simulation
7
Aktienmarkt
6
Finanzmathematik
6
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English
28
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Platen, Eckhard
8
Bruti-Liberati, Nicola
2
Chiarella, Carl
2
Leung, Tim
2
Nikitopoulos, Christina Sklibosios
2
Alghalith, Moawia
1
Bellani, Claudio
1
Brigo, Damiano
1
Cheng, Zailei
1
Cheung, Gerald H. L.
1
Clewlow, Les
1
Doctor, O.
1
Done, Alex
1
Du, Ke
1
Ellersgaard, Simon
1
Fergusson, Kevin
1
Gnoatto, Alessandro
1
Grasselli, Martino
1
Hinz, Juri
1
Kang, Boda
1
Kardaras, Constantinos
1
Kazakov, Vladimir
1
Li, Thomas Nanfeng
1
Lungu, E. M.
1
Luo, Xiaolin
1
McCulloch, James
1
Mudzimbabwe, Walter
1
Neuman, Eyal
1
Offen, E. R.
1
Parnes, Dror
1
Perera, Ryle S.
1
Romanov, Maksim Y.
1
Salhi, Khaled
1
Schlögl, Erik
1
SenGupta, Indranil
1
Shen, Bill Y.
1
Shevchenko, Pavel V.
1
Shoshi, Humayra
1
Tappe, Stefan
1
Taylor, David
1
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
International journal of financial engineering
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
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
Economic modelling
9
Financial markets and portfolio management
9
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ECONIS (ZBW)
28
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1
Stochastic method of dynamic hedging applied to the high liquid asset markets
Romanov, Maksim Y.
;
Vavilov, Sergey A.
- In:
International journal of financial engineering
10
(
2023
)
4
,
pp. 1-22
Persistent link: https://www.econbiz.de/10014444714
Saved in:
2
Optimal trading : the importance of being adaptive
Bellani, Claudio
;
Brigo, Damiano
;
Done, Alex
;
Neuman, Eyal
- In:
International journal of financial engineering
8
(
2021
)
4
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012815097
Saved in:
3
Hedging and machine learning driven crude oil data analysis using a refined Barndorff-Nielsen and Shephard model
Shoshi, Humayra
;
SenGupta, Indranil
- In:
International journal of financial engineering
8
(
2021
)
4
,
pp. 1-29
Persistent link: https://www.econbiz.de/10012815115
Saved in:
4
Cost of capital and asset characteristic value
Shen, Bill Y.
- In:
International journal of financial engineering
8
(
2021
)
3
,
pp. 1-17
Persistent link: https://www.econbiz.de/10012654837
Saved in:
5
Provisions for bank deposit withdrawals and portfolio selection
Perera, Ryle S.
- In:
International journal of financial engineering
7
(
2020
)
1
,
pp. 1-32
Persistent link: https://www.econbiz.de/10012602666
Saved in:
6
A time consistent derivative strategy
Mudzimbabwe, Walter
- In:
International journal of financial engineering
7
(
2020
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10012602691
Saved in:
7
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:
8
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:
9
Stochastic switching for partially observable dynamics and optimal asset allocation
Hinz, Juri
-
2015
Persistent link: https://www.econbiz.de/10011344246
Saved in:
10
A stochastic control approach to managed futures portfolios
Leung, Tim
;
Yan, Raphael
- In:
International journal of financial engineering
6
(
2019
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10012028856
Saved in:
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