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subject:"Portfolio-Management"
subject:"Stochastischer Prozess"
~isPartOf:"Mathematics and financial economics"
~language:"eng"
~type_genre:"Aufsatz in Zeitschrift"
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Portfolio-Management
Stochastischer Prozess
Theorie
187
Theory
187
Portfolio selection
71
Risiko
38
Risk
38
CAPM
23
Mathematical programming
21
Mathematische Optimierung
21
Risikomaß
21
Risk measure
21
Measurement
20
Messung
20
Stochastic process
20
Börsenkurs
17
Share price
17
Financial market
14
Finanzmarkt
14
Decision under uncertainty
13
Entscheidung unter Unsicherheit
13
Risikoaversion
13
Risk aversion
13
Incomplete market
12
Risikomanagement
12
Risk management
12
Unvollkommener Markt
12
Systemic risk
10
Transaction costs
10
Transaktionskosten
10
Arbitrage
9
Capital income
9
Financial crisis
9
Finanzkrise
9
Kapitaleinkommen
9
Systemrisiko
9
Arbitrage Pricing
8
Arbitrage pricing
8
Erwartungsnutzen
8
Expected utility
8
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Article
83
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Aufsatz in Zeitschrift
Article in journal
83
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English
Author
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Jarrow, Robert A.
3
Rosazza Gianin, Emanuela
3
Cvitanić, Jakša
2
Evstigneev, Igor V.
2
Jouini, Elyès
2
Koch Medina, Pablo
2
Liang, Gechun
2
Munari, Cosimo-Andrea
2
Pennanen, Teemu
2
Pirvu, Traian A.
2
Rásonyi, Miklós
2
Schenk-Hoppé, Klaus Reiner
2
Schweizer, Martin
2
Scotti, Simone
2
Sgarra, Carlo
2
Ankirchner, Stefan
1
Anthropelos, Michail
1
Ararat, Çağın
1
Assa, Hirbod
1
Babaei, Esmaeil
1
Back, Kerry E.
1
Bank, Peter
1
Batbold, Bolorsuvd
1
Bayraktar, Erhan
1
Bellalah, Mondher
1
Bellini, Fabio
1
Benth, Fred Espen
1
Berestycki, Henri
1
Bernard, Carole
1
Bernis, Guillaume
1
Biagini, Sara
1
Bismuth, Alexis
1
Blaine Hyndman, Cody
1
Blanchet-Scalliet, Christophette
1
Bo, Lijun
1
Bodnar, Taras
1
Branger, Nicole
1
Bruggeman, Cameron
1
Bálint, Dániel
1
Callegaro, Giorgia
1
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Mathematics and financial economics
European journal of operational research : EJOR
657
Insurance / Mathematics & economics
378
Finance and stochastics
254
Journal of banking & finance
253
International journal of theoretical and applied finance
232
Journal of economic dynamics & control
224
Mathematical finance : an international journal of mathematics, statistics and financial theory
215
Computers & operations research : and their applications to problems of world concern ; an international journal
178
Finance research letters
173
Operations research
151
Quantitative finance
147
Risks : open access journal
147
Operations research letters
140
Journal of econometrics
132
Management science : journal of the Institute for Operations Research and the Management Sciences
128
International journal of production research
127
Economics letters
126
The review of financial studies
120
Economic modelling
115
Journal of economic theory
115
Journal of empirical finance
109
Journal of financial economics
108
The journal of finance : the journal of the American Finance Association
104
Mathematics of operations research
101
Computational economics
100
The journal of portfolio management : a publication of Institutional Investor
99
Mathematical methods of operations research
97
The European journal of finance
89
International journal of production economics
85
Journal of risk and financial management : JRFM
79
Annals of finance
78
International review of economics & finance : IREF
78
Computational Management Science : CMS
74
International review of financial analysis
74
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
74
Journal of mathematical finance
74
Applied mathematical finance
73
The North American journal of economics and finance : a journal of financial economics studies
73
Applied economics
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ECONIS (ZBW)
83
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1
Robust utility maximization with nonlinear continuous semimartingales
Criens, David
;
Niemann, Lars
- In:
Mathematics and financial economics
17
(
2023
)
3
,
pp. 499-536
Persistent link: https://www.econbiz.de/10014381096
Saved in:
2
Optimal portfolios in the presence of stress scenarios : a worst-case approach
Korn, Ralf
;
Müller, Lukas
- In:
Mathematics and financial economics
16
(
2022
)
1
,
pp. 153-185
Persistent link: https://www.econbiz.de/10013167740
Saved in:
3
Robust utility maximizing strategies under model uncertainty and their convergence
Sass, Jörn
;
Westphal, Dorothee
- In:
Mathematics and financial economics
16
(
2022
)
2
,
pp. 367-397
Persistent link: https://www.econbiz.de/10013167940
Saved in:
4
Dynamically complete markets under Brownian motion
Diasakos, Theodoros
- In:
Mathematics and financial economics
15
(
2021
)
4
,
pp. 719-745
Persistent link: https://www.econbiz.de/10012616855
Saved in:
5
Non-concave portfolio optimization with average value-at-risk
Zhang, Fangyuan
- In:
Mathematics and financial economics
17
(
2023
)
2
,
pp. 203-237
Persistent link: https://www.econbiz.de/10014328920
Saved in:
6
A robust consumption model when the intensity of technological progress is ambiguous
Tsujimura, Motoh
;
Yoshioka, Hidekazu
- In:
Mathematics and financial economics
17
(
2023
)
1
,
pp. 23-47
Persistent link: https://www.econbiz.de/10014226249
Saved in:
7
Optimal collective investment : an analysis of individual welfare
Branger, Nicole
;
Chen, An
;
Mahayni, Antje
;
Nguyen, Thai
- In:
Mathematics and financial economics
17
(
2023
)
1
,
pp. 101-125
Persistent link: https://www.econbiz.de/10014226255
Saved in:
8
An optimal portfolio and consumption problem with a benchmark and partial information
Bellalah, Mondher
;
Zhang, Detao
;
Zhang, Panpan
- In:
Mathematics and financial economics
17
(
2023
)
1
,
pp. 127-152
Persistent link: https://www.econbiz.de/10014226256
Saved in:
9
Robust utility maximization under model uncertainty via a penalization approach
Guo, Ivan
;
Langrené, Nicolas
;
Loeper, Grégoire
;
Ning, Wei
- In:
Mathematics and financial economics
16
(
2022
)
1
,
pp. 51-88
Persistent link: https://www.econbiz.de/10013167700
Saved in:
10
Semi-analytical solution for consumption and investment problem under quadratic security market model with inflation risk
Batbold, Bolorsuvd
;
Kikuchi, Kentaro
;
Kusuda, Koji
- In:
Mathematics and financial economics
16
(
2022
)
3
,
pp. 509-537
Persistent link: https://www.econbiz.de/10013438866
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