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subject:"Anlageverhalten"
subject:"Portfolio-Management"
~isPartOf:"International journal of theoretical and applied finance"
~subject:"CAPM"
~subject:"Mathematische Optimierung"
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Anlageverhalten
Portfolio-Management
CAPM
Mathematische Optimierung
Theorie
567
Theory
567
Portfolio selection
145
Stochastic process
116
Stochastischer Prozess
116
Option pricing theory
103
Optionspreistheorie
103
Volatility
76
Volatilität
76
Credit risk
67
Kreditrisiko
67
Derivat
65
Derivative
65
Hedging
55
Yield curve
51
Zinsstruktur
51
Risiko
36
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36
Börsenkurs
34
Share price
34
Financial market
33
Finanzmarkt
33
Markov chain
29
Markov-Kette
29
Statistical distribution
28
Statistische Verteilung
28
Mathematical programming
27
Risikomaß
27
Risk measure
27
Black-Scholes model
25
Capital income
25
Incomplete market
25
Kapitaleinkommen
25
Unvollkommener Markt
25
Black-Scholes-Modell
24
Option trading
23
Optionsgeschäft
23
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Undetermined
66
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Article
182
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3
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Article in journal
185
Aufsatz in Zeitschrift
185
Collection of articles of several authors
3
Conference paper
3
Konferenzbeitrag
3
Sammelwerk
3
Konferenzschrift
1
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English
185
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Konno, Hiroshi
6
Korn, Ralf
6
Platen, Eckhard
5
Fabozzi, Frank J.
4
Forsyth, Peter A.
3
Wilmott, Paul
3
Yamamoto, Rei
3
Avellaneda, Marco
2
Baviera, Roberto
2
Benth, Fred Espen
2
Epstein, D.
2
Errunza, Vihang R.
2
Escobar, Marcos
2
Frahm, Gabriel
2
Frey, Rüdiger
2
Gardiol, Lucien
2
Herzog, Florian
2
Hogan, Kedreth C.
2
Kim, Young Shin
2
Kraft, Holger
2
Kromer, Eduard
2
Leung, Tim
2
Lipton, Alexander
2
Madan, Dilip B.
2
Meyer-Brandis, Thilo
2
Overbeck, Ludger
2
Pham, Huyên
2
Rebonato, Riccardo
2
Rudloff, Birgit
2
Runggaldier, Wolfgang J.
2
Rutkowski, Marek
2
Sass, Jörn
2
Schoutens, Wim
2
Westphal, Dorothee
2
Wunderlich, Ralf
2
Zagst, Rudi
2
Abergel, Frédéric
1
Afful, Kofi B.
1
Agliardi, Rossella
1
Allaj, Erindi
1
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Barcelona Workshop on Mathematical Finance <2017, Barcelona>
1
Published in...
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International journal of theoretical and applied finance
European journal of operational research : EJOR
1,963
Computers & operations research : and their applications to problems of world concern ; an international journal
1,074
Operations research letters
565
NBER working paper series
478
International journal of production research
475
Working paper / National Bureau of Economic Research, Inc.
400
NBER Working Paper
375
Journal of economic dynamics & control
368
Journal of banking & finance
354
Operations research
342
Mathematics of operations research
321
INFORMS journal on computing : JOC
316
Insurance / Mathematics & economics
299
Management science : journal of the Institute for Operations Research and the Management Sciences
291
The journal of finance : the journal of the American Finance Association
259
Mathematical methods of operations research
258
The review of financial studies
251
Journal of financial economics
250
Finance research letters
223
Mathematical finance : an international journal of mathematics, statistics and financial theory
219
Finance and stochastics
202
International journal of production economics
192
Economics letters
185
Discussion paper / Tinbergen Institute
182
Research paper series / Swiss Finance Institute
182
Omega : the international journal of management science
179
Discussion paper / Centre for Economic Policy Research
167
Discussion paper / Center for Economic Research, Tilburg University
162
Top : an official journal of the Spanish Society of Statistics and Operations Research
155
Transportation research / E : an international journal
154
Journal of the Operational Research Society : OR
153
SpringerLink / Bücher
152
Journal of empirical finance
149
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
141
Quantitative finance
140
OR spectrum : quantitative approaches in management
134
Journal of economic theory
133
Computational economics
132
Journal of the Operational Research Society
131
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ECONIS (ZBW)
185
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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
Large platonic markets with delays
Limmer, Yannick
;
Meyer-Brandis, Thilo
- In:
International journal of theoretical and applied finance
24
(
2021
)
8
,
pp. 1-19
Persistent link: https://www.econbiz.de/10012887441
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