//--> //--> //-->
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
person:"Palomino, Frédéric"
subject:"Portfolio-Management"
~accessRights:"restricted"
~person:"Korn, Ralf"
~subject:"Hedging"
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-Management
Hedging
Theorie
16
Theory
16
Portfolio selection
10
Finanzmathematik
4
Mathematical finance
3
Mathematical programming
3
Mathematische Optimierung
3
Optimal portfolios
3
Risk
3
Stochastic process
3
Stochastischer Prozess
3
Actuarial mathematics
2
Anlageverhalten
2
Behavioural finance
2
Contract theory
2
Mathematics
2
Mathematik
2
Risiko
2
Versicherungsmathematik
2
Vertragstheorie
2
crash scenarios
2
indifference principle
2
Adequacy
1
Altersvorsorge
1
Ankündigungseffekt
1
Announcement effect
1
Black-Scholes model
1
Black-Scholes-Modell
1
Continuous realization
1
Continuous-time portfolio optimization
1
Credit derivative
1
Credit risk
1
DTH-products
1
Decision under uncertainty
1
Discrete dividends
1
Discrete vs.
1
Dividend
1
Dividende
1
Dynamic hybrid products
1
more ...
less ...
Online availability
All
Undetermined
Free
14
Type of publication
All
Article
6
Book / Working Paper
4
Type of publication (narrower categories)
All
Article in journal
6
Aufsatz in Zeitschrift
6
Arbeitspapier
4
Graue Literatur
4
Non-commercial literature
4
Working Paper
4
Language
All
English
10
Author
All
Palomino, Frédéric
Korn, Ralf
Escobar, Marcos
22
Fabozzi, Frank J.
22
Wang, Ruodu
15
Wong, Wing Keung
15
Prigent, Jean-Luc
14
Forsyth, Peter A.
13
Uppal, Raman
13
Kwon, Roy H.
12
Muhle-Karbe, Johannes
12
Tan, Ken Seng
12
Vanduffel, Steven
12
Wong, Hoi Ying
12
Zagst, Rudi
12
Cui, Xiangyu
11
Li, Duan
11
Soner, Halil Mete
11
Bernard, Carole
10
Capponi, Agostino
10
Righi, Marcelo Brutti
10
Yang, Jinqiang
10
Chen, An
9
Chen, Zhiping
9
Dai, Min
9
Ledoit, Olivier
9
Li, Zhongfei
9
Liang, Zongxia
9
Wolf, Michael
9
Yao, Haixiang
9
Broll, Udo
8
Dai, Zhifeng
8
Jang, Bong-Gyu
8
Kim, Woo Chang
8
Li, Danping
8
Li, Xun
8
Madan, Dilip B.
8
Post, Thierry
8
Rüschendorf, Ludger
8
Guasoni, Paolo
7
Guo, Xu
7
Kim, Jang Ho
7
more ...
less ...
Published in...
All
Discussion paper / Centre for Economic Policy Research
4
IMA journal of management mathematics
1
Insurance / Mathematics & economics
1
International journal of theoretical and applied finance
1
International journal of theoretical and applied finance : IJTAF
1
Mathematical methods of operations research
1
Operations research letters
1
more ...
less ...
Source
All
ECONIS (ZBW)
10
Showing
1
-
10
of
10
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Optimal portfolio choice with crash risk and model ambiguity
Korn, Ralf
;
Müller, Lukas
- In:
International journal of theoretical and applied …
25
(
2022
)
1
,
pp. 1-35
Persistent link: https://www.econbiz.de/10013189925
Saved in:
2
A worst-case approach for interest rate stresses and stock crashes
Beißer, Marcel
;
Geisinger, Leander
;
Korn, Ralf
- In:
IMA journal of management mathematics
33
(
2022
)
3
,
pp. 491-510
Persistent link: https://www.econbiz.de/10013253394
Saved in:
3
Worst-case portfolio optimization in discrete time
Chen, Lihua
;
Korn, Ralf
- In:
Mathematical methods of operations research
90
(
2019
)
2
,
pp. 197-227
Persistent link: https://www.econbiz.de/10012132709
Saved in:
4
Multi-asset worst-case optimal portfolios
Korn, Ralf
;
Leoff, Elisabeth
- In:
International journal of theoretical and applied finance
22
(
2019
)
4
,
pp. 1-24
Persistent link: https://www.econbiz.de/10012030905
Saved in:
5
Dynamic hybrid products with guarantees : an optimal portfolio framework
Hambardzumyan, Hayk
;
Korn, Ralf
- In:
Insurance / Mathematics & economics
84
(
2019
),
pp. 54-66
Persistent link: https://www.econbiz.de/10011990433
Saved in:
6
Portfolio optimization with early announced discrete dividends
Desmettre, Sascha
;
Grün, Sarah
;
Korn, Ralf
- In:
Operations research letters
46
(
2018
)
5
,
pp. 548-552
Persistent link: https://www.econbiz.de/10011936705
Saved in:
7
Overconfidence and delegated portfolio management
Palomino, Frédéric
;
Sadrieh, Abdolkarim
-
2004
Persistent link: https://www.econbiz.de/10001955340
Saved in:
8
Should smart investors buy funds with high returns in the past?
Palomino, Frédéric
-
2002
Persistent link: https://www.econbiz.de/10013423880
Saved in:
9
Mutual fund tournament : risk-taking incentives induced by ranking objectives
Goriaev, Alexei
-
2001
Persistent link: https://www.econbiz.de/10013423401
Saved in:
10
Risk taking and optimal contracts for money managers
Palomino, Frédéric
-
1999
Persistent link: https://www.econbiz.de/10013422715
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->