//--> //--> //--> //-->
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
subject:"Germany"
subject:"Risiko"
~isPartOf:"Quantitative finance"
~subject:"Portfolio selection"
~subject:"Theory"
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
Germany
Risiko
Portfolio selection
Theory
Theorie
283
Portfolio-Management
118
Stochastic process
51
Stochastischer Prozess
51
Forecasting model
48
Prognoseverfahren
48
Volatility
46
Volatilität
46
Börsenkurs
41
Share price
41
Capital income
35
Kapitaleinkommen
35
Risikomaß
35
Risk measure
35
Risk
34
Estimation
31
Schätzung
31
Mathematical programming
25
Mathematische Optimierung
25
CAPM
23
Market microstructure
23
Marktmikrostruktur
23
Risikomanagement
23
Risk management
23
Securities trading
22
Wertpapierhandel
22
Portfolio optimization
20
Statistical distribution
20
Statistische Verteilung
20
Time series analysis
20
Zeitreihenanalyse
20
Markov chain
19
Markov-Kette
19
ARCH model
17
ARCH-Modell
17
Anlageverhalten
14
Behavioural finance
14
more ...
less ...
Online availability
All
Undetermined
257
Free
25
Type of publication
All
Article
279
Book / Working Paper
4
Type of publication (narrower categories)
All
Article in journal
283
Aufsatz in Zeitschrift
283
Conference paper
6
Konferenzbeitrag
6
Aufsatzsammlung
2
Konferenzschrift
2
Nachruf
2
Collection of articles of several authors
1
Sammelwerk
1
more ...
less ...
Language
All
English
283
Author
All
Lillo, Fabrizio
7
Escobar, Marcos
5
Sornette, Didier
5
Bormetti, Giacomo
4
Bouchaud, Jean-Philippe
4
Stübinger, Johannes
4
Abergel, Frédéric
3
Chen, Jing
3
Creamer Guillén, Germán
3
Liu, Li
3
Pun, Chi Seng
3
Arrow, Kenneth Joseph
2
Badescu, Alexandru
2
Bee, Marco
2
Bianchi, Michele Leonardo
2
Birge, John R.
2
Chen, Qian
2
Cheng, Yuyang
2
Cont, Rama
2
Costa, Giorgio
2
Cui, Zhenyu
2
Dempster, Michael A. H.
2
Ding, Rui
2
Endres, Sylvia
2
Fukasawa, Masaaki
2
Garcin, Matthieu
2
Gerlach, Richard
2
Hambuckers, J.
2
Hawkes, Alan
2
Isaenko, Sergei
2
Jarrow, Robert A.
2
Kandhai, D.
2
Khashanah, Khaldoun
2
Kim, Woo Chang
2
Krauss, Christopher
2
Kwak, Minsuk
2
Kwon, Roy H.
2
Langrené, Nicolas
2
Lee, Yongjae
2
Li, Wai Keung
2
more ...
less ...
Institution
All
Forecasting Financial Markets Conference <23.>
1
International Conference on Futures and Other Derivatives <7., 2018, Schanghai>
1
International Conference on Stochastic Programming <15., 2019, Trondheim>
1
Published in...
All
Quantitative finance
NBER working paper series
6,796
Working paper / National Bureau of Economic Research, Inc.
6,482
NBER Working Paper
6,245
Economics letters
5,232
European journal of operational research : EJOR
4,847
Discussion paper / Centre for Economic Policy Research
4,474
CESifo working papers
3,541
Journal of economic theory
2,885
Working paper
2,627
Journal of economic dynamics & control
2,396
The American economic review
2,357
Discussion paper / Tinbergen Institute
2,342
Computers & operations research : and their applications to problems of world concern ; an international journal
2,336
Journal of economic behavior & organization : JEBO
2,211
Discussion paper series / IZA
2,161
Europäische Hochschulschriften / 5
2,105
European economic review : EER
1,918
International journal of production research
1,890
Games and economic behavior
1,852
Economic theory : official journal of the Society for the Advancement of Economic Theory
1,812
The economic journal : the journal of the Royal Economic Society
1,780
Journal of public economics
1,739
Discussion paper
1,732
SpringerLink / Bücher
1,711
Discussion paper / Center for Economic Research, Tilburg University
1,651
Economic modelling
1,635
Journal of econometrics
1,607
CESifo Working Paper Series
1,575
Applied economics
1,510
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1,509
IZA Discussion Paper
1,486
Management science : journal of the Institute for Operations Research and the Management Sciences
1,433
Journal of monetary economics
1,399
Journal of banking & finance
1,384
Public choice
1,381
International economic review
1,356
Social choice and welfare
1,303
International journal of production economics
1,260
Journal of international economics
1,258
Discussion papers / CEPR
1,215
more ...
less ...
Source
All
ECONIS (ZBW)
283
Showing
1
-
10
of
283
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Multivariate systemic risk measures and computation by deep learning algorithms
Doldi, A.
;
Feng, Y.
;
Fouque, Jean-Pierre
;
Frittelli, Marco
- In:
Quantitative finance
23
(
2023
)
10
,
pp. 1431-1444
Persistent link: https://www.econbiz.de/10014419169
Saved in:
2
Distributionally robust end-to-end portfolio construction
Costa, Giorgio
;
Iyengar, Garud N.
- In:
Quantitative finance
23
(
2023
)
10
,
pp. 1465-1482
Persistent link: https://www.econbiz.de/10014419171
Saved in:
3
f-Betas and portfolio optimization with f-divergence induced risk measures
Ding, Rui
- In:
Quantitative finance
23
(
2023
)
10
,
pp. 1483-1496
Persistent link: https://www.econbiz.de/10014419172
Saved in:
4
The role of fleeting orders on option expiration days
Figueiredo, Antonio
;
Jain, Pankaj K.
;
Mishra, Suchismita
- In:
Quantitative finance
23
(
2023
)
10
,
pp. 1511-1529
Persistent link: https://www.econbiz.de/10014419175
Saved in:
5
Can volatility solve the naive portfolio puzzle?
Curran, Michael
;
O'Sullivan, Patrick
;
Zalla, Ryan
- In:
Quantitative finance
23
(
2023
)
11
,
pp. 1545-1560
Persistent link: https://www.econbiz.de/10014419177
Saved in:
6
Optimal portfolio choice of couples with tax-deferred accounts and survival-contingent products
Bae, Sanghyeon
;
Lee, Yongjae
;
Kim, Woo Chang
- In:
Quantitative finance
23
(
2023
)
11
,
pp. 1597-1615
Persistent link: https://www.econbiz.de/10014419181
Saved in:
7
Analysis and modeling of client order flow in limit order markets
Cont, Rama
;
Cucuringu, Mihai
;
Glukhov, Vacslav
; …
- In:
Quantitative finance
23
(
2023
)
2
,
pp. 187-205
Persistent link: https://www.econbiz.de/10014232614
Saved in:
8
Assessing the accuracy of exponentially weighted moving average models for value-at-risk and expected shortfall of crypto portfolios
Alexander, Carol
;
Dakos, Michael
- In:
Quantitative finance
23
(
2023
)
3
,
pp. 393-427
Persistent link: https://www.econbiz.de/10014232660
Saved in:
9
Weighted variance swaps hedge against impermanent loss
Fukasawa, Masaaki
;
Maire, Basile
;
Wunsch, Marcus
- In:
Quantitative finance
23
(
2023
)
6
,
pp. 901-911
Persistent link: https://www.econbiz.de/10014304393
Saved in:
10
Deep-learning models for forecasting financial risk premia and their interpretations
Lo, Andrew W.
;
Singh, Manish
- In:
Quantitative finance
23
(
2023
)
6
,
pp. 917-929
Persistent link: https://www.econbiz.de/10014304395
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->