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subject:"Anlageverhalten"
subject:"Portfolio-Management"
~accessRights:"restricted"
~isPartOf:"International journal of theoretical and applied finance"
~subject:"Mathematische Optimierung"
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Anlageverhalten
Portfolio-Management
Mathematische Optimierung
Theorie
119
Theory
119
Portfolio selection
56
Stochastic process
28
Stochastischer Prozess
28
Credit risk
17
Kreditrisiko
17
Mathematical programming
17
CAPM
16
Börsenkurs
13
Risiko
13
Risk
13
Share price
13
Risikomaß
12
Risk measure
12
Yield curve
10
Zinsstruktur
10
Capital income
9
Kapitaleinkommen
9
Derivat
8
Derivative
8
Financial services
8
Finanzdienstleistung
8
Risikomanagement
8
Risk management
8
Securities trading
8
Statistical distribution
8
Statistische Verteilung
8
Volatility
8
Volatilität
8
Wertpapierhandel
8
Credit derivative
7
Insolvency
7
Insolvenz
7
Kreditderivat
7
Financial crisis
6
Finanzkrise
6
Liquidity
6
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Article
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Conference paper
2
Konferenzbeitrag
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English
57
Author
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Forsyth, Peter A.
2
Frahm, Gabriel
2
Kim, Young Shin
2
Sass, Jörn
2
Westphal, Dorothee
2
Abergel, Frédéric
1
Agliardi, Rossella
1
Altay, Sühan
1
Arai, Takuji
1
Ararat, Çağin
1
Audeguil, Emilien
1
Barnett, Tristan
1
Bauder, David
1
Bel Hadj Ayed, Ahmed
1
Bianchi, Michele Leonardo
1
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1
Bodnar, Taras
1
Bouveret, Géraldine
1
Broadie, Mark
1
Byrnes, Tim
1
Bäuerle, Nicole
1
Cartea, Álvaro
1
Centrone, Francesca
1
Chan, Ngai Hang
1
Chen, Ping
1
Chen, Yanhong
1
Chen, Zhiping
1
Chiarella, Carl
1
Choueifaty, Yves
1
Christodoulou, Panagiotis
1
Clewlow, Les
1
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1
Cong, F.
1
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1
De Franco, Carmine
1
Detering, Nils
1
Dupret, Jean-Loup
1
Eksi-Altay, Zehra
1
El Aoud, Sofiene
1
Escobar, Marcos
1
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International journal of theoretical and applied finance
European journal of operational research : EJOR
1,172
Computers & operations research : and their applications to problems of world concern ; an international journal
635
Operations research letters
337
International journal of production research
300
Operations research
244
Mathematics of operations research
218
INFORMS journal on computing : JOC
186
Insurance / Mathematics & economics
170
Omega : the international journal of management science
151
Management science : journal of the Institute for Operations Research and the Management Sciences
150
SpringerLink / Bücher
147
Finance research letters
145
INFORMS journal on computing : JOC ; charting new directions in operations research and computer science ; a journal of the Institute for Operations Research and the Management Sciences
136
Journal of the Operational Research Society
119
Quantitative finance
117
Discussion paper / Centre for Economic Policy Research
116
Operational research : an international journal
116
Transportation research / E : an international journal
116
RAIRO / Operations research
99
Journal of banking & finance
98
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
97
International journal of production economics
95
Opsearch : journal of the Operational Research Society of India
89
Computational economics
86
Working paper / National Bureau of Economic Research, Inc.
79
Journal of economic dynamics & control
76
The North American journal of economics and finance : a journal of financial economics studies
75
Top : an official journal of the Spanish Society of Statistics and Operations Research
75
Lecture Notes in Economics and Mathematical Systems
71
Journal of empirical finance
68
Mathematical methods of operations research
67
International review of financial analysis
65
The journal of portfolio management : JPM
63
International review of economics & finance : IREF
62
Journal of financial economics
62
Economic modelling
58
EURO journal on computational optimization
57
Economics letters
54
Operations research forum
54
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ECONIS (ZBW)
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1
Practical investment consequences of the scalarization parameter formulation in dynamic mean - variance portfolio optimization
Staden, Pieter M. van
;
Dang, Duy Minh
;
Forsyth, Peter A.
- In:
International journal of theoretical and applied finance
24
(
2021
)
5
,
pp. 1-49
Persistent link: https://www.econbiz.de/10012662021
Saved in:
2
Portfolio insurance under rough volatility and Volterra processes
Dupret, Jean-Loup
;
Hainaut, Donatien
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-37
Persistent link: https://www.econbiz.de/10012807860
Saved in:
3
Portfolio allocation in a Levy-type jump-diffusion model with nonlife insurance risk
Serrano, Rafael
- In:
International journal of theoretical and applied finance
24
(
2021
)
1
,
pp. 1-34
Persistent link: https://www.econbiz.de/10012650242
Saved in:
4
Survival investment strategies in a continuous-time market model with competition
Zhitlukhin, M. V.
- In:
International journal of theoretical and applied finance
24
(
2021
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10012650248
Saved in:
5
Asset dependency structures and portfolio insurance strategies
Mantilla-Garcia, Daniel
;
Horst, Enrique ter
;
Audeguil, …
- In:
International journal of theoretical and applied finance
24
(
2021
)
3
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012652614
Saved in:
6
Financing and investment strategies under creditor-maximized liquidation
Shibata, Takashi
;
Nishihara, Michi
- In:
International journal of theoretical and applied finance
24
(
2021
)
3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10012652635
Saved in:
7
Factor copula model for portfolio credit risk
Kim, Sung Ik
;
Kim, Young Shin
- In:
International journal of theoretical and applied finance
24
(
2021
)
4
,
pp. 1-25
Persistent link: https://www.econbiz.de/10012652691
Saved in:
8
Coherent risk measures and normal mixture distributions with applications in portfolio optimization
Shi, Xiang
;
Kim, Young Shin
- In:
International journal of theoretical and applied finance
24
(
2021
)
4
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012652709
Saved in:
9
Robust utility maximization in a multivariate financial market with stochastic drift
Sass, Jörn
;
Westphal, Dorothee
- In:
International journal of theoretical and applied finance
24
(
2021
)
4
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012652713
Saved in:
10
Capital allocation for set-valued risk measures
Centrone, Francesca
;
Rosazza Gianin, Emanuela
- In:
International journal of theoretical and applied finance
23
(
2020
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10012270884
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