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subject:"Anlageverhalten"
subject:"Portfolio-Management"
~isPartOf:"Insurance / Mathematics & economics"
~isPartOf:"Quantitative finance"
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Anlageverhalten
Portfolio-Management
Theorie
1,275
Theory
1,275
Portfolio selection
395
Risk
292
Risiko
287
Risk measure
209
Risikomaß
208
Stochastic process
204
Stochastischer Prozess
204
Risk model
181
Risikomodell
180
Risk management
179
Risikomanagement
178
Statistical distribution
158
Statistische Verteilung
158
Probability theory
124
Wahrscheinlichkeitsrechnung
124
Mortality
116
Sterblichkeit
116
Measurement
114
Messung
114
Reinsurance
103
Rückversicherung
103
Lebensversicherung
99
Life insurance
99
Forecasting model
94
Prognoseverfahren
94
Multivariate Verteilung
72
Multivariate distribution
72
Capital income
66
Kapitaleinkommen
66
Volatility
61
Volatilität
61
Altersvorsorge
59
Retirement provision
59
Markov chain
55
Markov-Kette
55
Insurance
54
Actuarial mathematics
52
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Online availability
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Undetermined
275
Free
12
Type of publication
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Article
399
Book / Working Paper
1
Type of publication (narrower categories)
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Article in journal
400
Aufsatz in Zeitschrift
400
Conference paper
4
Konferenzbeitrag
4
Aufsatzsammlung
1
Mehrbändiges Werk
1
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1
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Language
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English
400
Author
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Liang, Zongxia
11
Li, Zhongfei
10
Zeng, Yan
10
Escobar, Marcos
6
Mao, Tiantian
6
Yao, Haixiang
6
Young, Virginia R.
6
Guan, Guohui
5
Li, Danping
5
Wang, Ruodu
5
Wong, Hoi Ying
5
Chen, Ping
4
Chiu, Mei Choi
4
Dhaene, Jan
4
Furman, Edward
4
Landsman, Zinoviy
4
Rüschendorf, Ludger
4
Shen, Yang
4
Tang, Qihe
4
Wei, Jiaqin
4
Weng, Chengguo
4
Yam, Sheung Chi Phillip
4
Zhao, Hui
4
Zhuo, Jin
4
Cossette, Hélène
3
Forsyth, Peter A.
3
Gan, Guojun
3
Gu, Ailing
3
Guillén, Montserrat
3
Jiang, Ruihong
3
Koch Medina, Pablo
3
Lai, Yongzeng
3
Li, Bin
3
Li, Jinzhu
3
Liang, Xiaoqing
3
Liang, Zhibin
3
Mandjes, Michel
3
Marceau, Etienne
3
Peng, Xingchun
3
Rong, Ximin
3
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Insurance / Mathematics & economics
Quantitative finance
NBER working paper series
298
European journal of operational research : EJOR
268
Journal of banking & finance
263
Working paper / National Bureau of Economic Research, Inc.
246
NBER Working Paper
233
Journal of economic dynamics & control
201
Finance research letters
175
Mathematical finance : an international journal of mathematics, statistics and financial theory
154
Finance and stochastics
152
International journal of theoretical and applied finance
147
The review of financial studies
139
Research paper series / Swiss Finance Institute
135
Journal of financial economics
127
The journal of finance : the journal of the American Finance Association
120
Discussion paper / Centre for Economic Policy Research
118
Management science : journal of the Institute for Operations Research and the Management Sciences
114
Journal of empirical finance
103
The journal of portfolio management : a publication of Institutional Investor
100
Risks : open access journal
98
Economics letters
95
Economic modelling
93
Swiss Finance Institute Research Paper
93
International review of economics & finance : IREF
85
International review of financial analysis
84
The European journal of finance
84
The North American journal of economics and finance : a journal of financial economics studies
81
SpringerLink / Bücher
80
Computational economics
78
Discussion paper / Tinbergen Institute
74
Mathematics and financial economics
71
Mathematical methods of operations research
70
The journal of asset management
70
Journal of economic behavior & organization : JEBO
69
Applied economics
68
Journal of economic theory
68
Annals of finance
67
Journal of risk and financial management : JRFM
66
CESifo working papers
64
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ECONIS (ZBW)
400
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31
Integrating prediction in mean-variance portfolio optimization
Butler, Andrew
;
Kwon, Roy H.
- In:
Quantitative finance
23
(
2023
)
3
,
pp. 429-452
Persistent link: https://www.econbiz.de/10014232664
Saved in:
32
Kurtosis-based risk parity : methodology and portfolio effects
Braga, M. D.
;
Nava, C. R.
;
Zoia, M. G.
- In:
Quantitative finance
23
(
2023
)
3
,
pp. 453-469
Persistent link: https://www.econbiz.de/10014232668
Saved in:
33
A multivariate 4/2 stochastic covariance model : properties and applications to portfolio decisions
Cheng, Yuyang
;
Escobar, Marcos
- In:
Quantitative finance
23
(
2023
)
3
,
pp. 497-519
Persistent link: https://www.econbiz.de/10014232681
Saved in:
34
Risk aggregation with FGM copulas
Blier-Wong, Christopher
;
Cossette, Hélène
;
Marceau, …
- In:
Insurance / Mathematics & economics
111
(
2023
),
pp. 102-120
Persistent link: https://www.econbiz.de/10014316667
Saved in:
35
Optimal trading with transaction costs and short-term predictability
Murthy, Shashidhar
;
Wald, John K.
- In:
Quantitative finance
23
(
2023
)
7/8
,
pp. 1115-1127
Persistent link: https://www.econbiz.de/10014321667
Saved in:
36
Pricing time-to-event contingent cash flows : a discrete-time survival analysis approach
Lautier, Jackson P.
;
Pozdnyakov, Vladimir
;
Yan, Jun
- In:
Insurance / Mathematics & economics
110
(
2023
),
pp. 53-71
Persistent link: https://www.econbiz.de/10014282475
Saved in:
37
Optimal portfolio selection with VaR and portfolio insurance constraints under rank-dependent expected utility theory
Mi, Hui
;
Xu, Zuo Quan
- In:
Insurance / Mathematics & economics
110
(
2023
),
pp. 82-105
Persistent link: https://www.econbiz.de/10014282477
Saved in:
38
Empirical tail risk management with model-based annealing random search
Fan, Qi
;
Tan, Ken Seng
;
Zhang, Jinggong
- In:
Insurance / Mathematics & economics
110
(
2023
),
pp. 106-124
Persistent link: https://www.econbiz.de/10014282478
Saved in:
39
A theoretical generalization of the Markowitz model incorporating skewness and kurtosis
Uberti, Pierpaolo
- In:
Quantitative finance
23
(
2023
)
5
,
pp. 877-886
Persistent link: https://www.econbiz.de/10014304382
Saved in:
40
Probability equivalent level of Value at Risk and higher-order Expected Shortfalls
Barczy, Mátyás
;
Nedényi, Fanni K.
;
Sütő, László
- In:
Insurance / Mathematics & economics
108
(
2023
),
pp. 107-128
Persistent link: https://www.econbiz.de/10013534514
Saved in:
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