//--> //--> //--> //-->
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
type_genre:"Article in journal"
type_genre:"Kongressschrift"
~person:"Platen, Eckhard"
~person:"Rüschendorf, Ludger"
~subject:"Portfolio-Management"
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
Portfolio-Management
Theorie
52
Theory
52
Portfolio selection
29
Risikomaß
12
Risk measure
12
Risiko
10
Risk
10
Risikomanagement
9
Risk management
9
Stochastic process
7
Stochastischer Prozess
7
Volatility
7
Volatilität
7
Benchmarking
6
Börsenkurs
5
CAPM
5
Hedging
5
Option pricing theory
5
Optionspreistheorie
5
Share price
5
Derivat
4
Derivative
4
Martingal
4
Martingale
4
Measurement
4
Messung
4
Value-at-Risk
4
Benchmark approach
3
Credit risk
3
Dependence uncertainty
3
Kreditrisiko
3
Mathematical programming
3
Mathematische Optimierung
3
USA
3
United States
3
Yield curve
3
Zinsstruktur
3
benchmark approach
3
Aktienindex
2
more ...
less ...
Online availability
All
Undetermined
12
Type of publication
All
Article
29
Type of publication (narrower categories)
All
Article in journal
Kongressschrift
Arbeitspapier
31
Working Paper
31
Graue Literatur
30
Non-commercial literature
30
Aufsatz in Zeitschrift
29
Lehrbuch
2
Textbook
2
Aufsatz im Buch
1
Book section
1
more ...
less ...
Language
All
English
29
Author
All
Platen, Eckhard
Rüschendorf, Ludger
Fabozzi, Frank J.
41
Korn, Ralf
29
Escobar, Marcos
26
Li, Duan
25
Wong, Wing Keung
25
Zagst, Rudi
21
Markowitz, Harry
20
Prigent, Jean-Luc
20
Forsyth, Peter A.
17
Wang, Ruodu
17
Wong, Hoi Ying
17
Gollier, Christian
16
Post, Thierry
16
Jarrow, Robert A.
15
Levy, Haim
15
Li, Zhongfei
15
Lioui, Abraham
15
Yao, Haixiang
15
Chen, Zhiping
14
Cui, Xiangyu
14
Cvitanić, Jakša
14
Vanduffel, Steven
14
Kwon, Roy H.
13
Liang, Zongxia
13
Sass, Jörn
13
Siu, Tak Kuen
13
Zeng, Yan
13
Zhou, Guofu
13
Dai, Min
12
Guerard, John Baynard
12
Kraft, Holger
12
Li, Xun
12
Lo, Andrew W.
12
Maurer, Raimond
12
Račev, Svetlozar T.
12
Schenk-Hoppé, Klaus Reiner
12
Young, Virginia R.
12
Zariphopoulou-Souganidis, Thaleia
12
more ...
less ...
Published in...
All
Mathematical finance : an international journal of mathematics, statistics and financial theory
6
Finance and stochastics
4
Insurance / Mathematics & economics
4
International journal of theoretical and applied finance
4
Asia-Pacific financial markets
2
ASTIN bulletin : the journal of the International Actuarial Association
1
Applied mathematical finance
1
Australian economic papers
1
Journal of empirical finance
1
Mathematical methods of operations research
1
Scandinavian actuarial journal
1
The European journal of finance
1
The Kyoto economic review
1
The journal of risk and insurance : the journal of the American Risk and Insurance Association
1
more ...
less ...
Source
All
ECONIS (ZBW)
29
Showing
1
-
10
of
29
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Dynamic asset allocation for target date funds under the benchmark approach
Sun, Jin
;
Zhu, Dan
;
Platen, Eckhard
- In:
ASTIN bulletin : the journal of the International …
51
(
2021
)
2
,
pp. 449-474
Persistent link: https://www.econbiz.de/10012523252
Saved in:
2
Approximating the growth optimal portfolio and stock price bubbles
Platen, Eckhard
;
Rendek, Renata
- In:
International journal of theoretical and applied finance
23
(
2020
)
7
,
pp. 1-33
Persistent link: https://www.econbiz.de/10012496905
Saved in:
3
Analysis of risk bounds in partially specified additive factor models
Rüschendorf, Ludger
- In:
Insurance / Mathematics & economics
86
(
2019
),
pp. 115-121
Persistent link: https://www.econbiz.de/10012058839
Saved in:
4
Upper bounds for strictly concave distortion risk measures on moment spaces
Cornilly, D.
;
Rüschendorf, Ludger
;
Vanduffel, Steven
- In:
Insurance / Mathematics & economics
82
(
2018
),
pp. 141-151
Persistent link: https://www.econbiz.de/10011929851
Saved in:
5
Value-at-risk bounds with variance constraints
Bernard, Carole
;
Rüschendorf, Ludger
;
Vanduffel, Steven
- In:
The journal of risk and insurance : the journal of the …
84
(
2017
)
3
,
pp. 923-959
Persistent link: https://www.econbiz.de/10011749149
Saved in:
6
Reduction of Value-at-Risk bounds via independence and variance information
Puccetti, Giovanni
;
Rüschendorf, Ludger
;
Small, Daniel
; …
- In:
Scandinavian actuarial journal
(
2017
)
3
,
pp. 245-266
Persistent link: https://www.econbiz.de/10011772119
Saved in:
7
The numéraire property and long-term growth optimality for drawdown-constrained investments
Kardaras, Constantinos
;
Obłój, Jan
;
Platen, Eckhard
- In:
Mathematical finance : an international journal of …
27
(
2017
)
1
,
pp. 68-95
Persistent link: https://www.econbiz.de/10011739443
Saved in:
8
Risk bounds for factor models
Bernard, Carole
;
Rüschendorf, Ludger
;
Vanduffel, Steven
; …
- In:
Finance and stochastics
21
(
2017
)
3
,
pp. 631-659
Persistent link: https://www.econbiz.de/10011944414
Saved in:
9
How robust is the value-at-risk of credit risk portfolios?
Bernard, Carole
;
Rüschendorf, Ludger
;
Vanduffel, Steven
; …
- In:
The European journal of finance
23
(
2017
)
4/6
,
pp. 507-534
Persistent link: https://www.econbiz.de/10011736292
Saved in:
10
On the method of optimal portfolio choice by cost-efficiency
Rüschendorf, Ludger
;
Wolf, Viktor
- In:
Applied mathematical finance
23
(
2016
)
1/2
,
pp. 158-173
Persistent link: https://www.econbiz.de/10011547051
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->