//--> //--> //--> //-->
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"
~isPartOf:"Finance and stochastics"
~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
~subject:"Volatilität"
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:"Portfolio management"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Volatilität
Portfolio selection
311
Portfolio-Management
311
Theorie
196
Theory
196
Stochastic process
46
Stochastischer Prozess
46
Risiko
39
Risk
39
CAPM
38
Capital income
38
Kapitaleinkommen
38
Hedging
35
Mathematical programming
31
Mathematische Optimierung
31
Transaction costs
30
Transaktionskosten
30
Martingal
28
Martingale
28
Risk measure
27
Risikomaß
26
Option pricing theory
23
Optionspreistheorie
23
Risikomanagement
20
Risk management
20
USA
20
United States
20
Aktienmarkt
19
Anlageverhalten
19
Behavioural finance
19
Stock market
19
Volatility
17
Incomplete market
15
Unvollkommener Markt
15
Derivat
14
Derivative
14
Estimation
14
Schätzung
14
Control theory
13
Investment Fund
13
more ...
less ...
Online availability
All
Undetermined
11
Type of publication
All
Article
17
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
17
Language
All
English
17
Author
All
McAleer, Michael
2
Auer, Benjamin R.
1
Barai, Parama
1
Bohl, Martin T.
1
Cai, Jiatu
1
Chen, Chih-Nan
1
Czaja, Marc-Gregor
1
Dasilas, Apostolos
1
Fenner, Richard Gunther
1
Fleming, Wendell Helms
1
Fukasawa, Masaaki
1
Föllmer, Hans
1
Hambly, Ben
1
Hammoudeh, Shawkat
1
Hammoudeh, Shawkat M.
1
Han, Yufeng
1
Hernández-Hernández, Daniel
1
Herrmann, Sebastian
1
Huang, Zhaodan
1
Jung, Young Cheol
1
Kabanov, Jurij M.
1
Kaufmann, Philipp
1
Kolliopoulos, Nikolaos
1
Koulakiotis, Athanasios
1
Leukert, Peter
1
Lin, Chien-Hsiu
1
Malik, Farooq
1
Muhle-Karbe, Johannes
1
Nieto Domenech, Belen
1
Novales, Alfonso
1
Papasyriopoulos, Nicholas
1
Pati, Pratap Chandra
1
Pergamenščikov, Sergej M.
1
Rajib, Prabina
1
Rubio, Gonzalo
1
Schuhmacher, Frank
1
Seifried, Frank Thomas
1
Stadtmüller, Immo
1
Teplova, Tamara V.
1
Tomtosov, Aleksandr
1
more ...
less ...
Published in...
All
Finance and stochastics
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
Finance research letters
39
Journal of banking & finance
39
Energy economics
30
Journal of empirical finance
30
The North American journal of economics and finance : a journal of financial economics studies
30
International review of financial analysis
29
Journal of financial economics
26
The journal of asset management
25
International review of economics & finance : IREF
20
Journal of risk and financial management : JRFM
19
Journal of international financial markets, institutions & money
18
Applied economics
17
Journal of economic dynamics & control
17
Economic modelling
16
Research in international business and finance
16
European journal of operational research : EJOR
15
Journal of econometrics
15
Quantitative finance
15
International journal of theoretical and applied finance
13
Investment management and financial innovations
13
The journal of portfolio management : JPM
13
Insurance / Mathematics & economics
12
International journal of finance & economics : IJFE
12
Risks : open access journal
12
The European journal of finance
12
Journal of mathematical finance
11
Pacific-Basin finance journal
11
The review of financial studies
11
Applied mathematical finance
10
International journal of forecasting
10
Cogent economics & finance
9
The journal of alternative investments
9
Annals of finance
8
Applied financial economics
8
Computational economics
8
Journal of financial econometrics
8
Journal of risk
8
Management science : journal of the Institute for Operations Research and the Management Sciences
8
Mathematical finance : an international journal of mathematics, statistics and financial theory
8
more ...
less ...
Source
All
ECONIS (ZBW)
17
Showing
1
-
10
of
17
Sort
Relevance
Date (newest first)
Date (oldest first)
1
On the benefits of active stock selection strategies for diversified investors
Stadtmüller, Immo
;
Auer, Benjamin R.
;
Schuhmacher, Frank
- In:
The quarterly review of economics and finance : journal …
85
(
2022
),
pp. 342-354
Persistent link: https://www.econbiz.de/10013336298
Saved in:
2
On ruin probabilities with investments in a risky asset with a regime-switching price
Kabanov, Jurij M.
;
Pergamenščikov, Sergej M.
- In:
Finance and stochastics
26
(
2022
)
4
,
pp. 877-897
Persistent link: https://www.econbiz.de/10013440255
Saved in:
3
Can high trading volume and volatility switch boost momentum to show greater inefficiency and avoid crashes in emerging markets? : the economic relationship in factor investing in...
Teplova, Tamara V.
;
Tomtosov, Aleksandr
- In:
The quarterly review of economics and finance : journal …
80
(
2021
),
pp. 210-223
Persistent link: https://www.econbiz.de/10012655354
Saved in:
4
The sources of pricing factors underlying the cross-section of currency returns
Chen, Chih-Nan
;
Lin, Chien-Hsiu
- In:
The quarterly review of economics and finance : journal …
77
(
2020
),
pp. 250-265
Persistent link: https://www.econbiz.de/10012430926
Saved in:
5
Idiosyncratic volatility shocks, behavior bias, and cross-sectional stock returns
Fenner, Richard Gunther
;
Han, Yufeng
;
Huang, Zhaodan
- In:
The quarterly review of economics and finance : journal …
75
(
2020
),
pp. 276-293
Persistent link: https://www.econbiz.de/10012416652
Saved in:
6
Fast mean-reversion asymptotics for large portfolios of stochastic volatility models
Hambly, Ben
;
Kolliopoulos, Nikolaos
- In:
Finance and stochastics
24
(
2020
)
3
,
pp. 757-794
Persistent link: https://www.econbiz.de/10012518096
Saved in:
7
The role of the volatility index in asset pricing : the case of the Indian stock market
Pati, Pratap Chandra
;
Rajib, Prabina
;
Barai, Parama
- In:
The quarterly review of economics and finance : journal …
74
(
2019
),
pp. 336-346
Persistent link: https://www.econbiz.de/10012297322
Saved in:
8
Hedging with small uncertainty aversion
Herrmann, Sebastian
;
Muhle-Karbe, Johannes
;
Seifried, …
- In:
Finance and stochastics
21
(
2017
)
1
,
pp. 1-64
Persistent link: https://www.econbiz.de/10011944064
Saved in:
9
Asymptotic replication with modified volatility under small transaction costs
Cai, Jiatu
;
Fukasawa, Masaaki
- In:
Finance and stochastics
20
(
2016
)
2
,
pp. 381-431
Persistent link: https://www.econbiz.de/10011471177
Saved in:
10
A portfolio insurance strategy for volatility index (VIX) futures
Jung, Young Cheol
- In:
The quarterly review of economics and finance : journal …
60
(
2016
),
pp. 189-200
Persistent link: https://www.econbiz.de/10011627439
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->