//--> //--> //--> //-->
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:"International journal of theoretical and applied finance"
~language:"eng"
~subject:"Stochastischer Prozess"
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
Stochastischer Prozess
Portfolio selection
220
Portfolio-Management
220
Theorie
145
Theory
145
Stochastic process
54
Option pricing theory
33
Optionspreistheorie
33
Hedging
30
Mathematical programming
27
Mathematische Optimierung
27
Risiko
26
Risk
26
Risikomaß
22
Risk measure
22
CAPM
21
Credit risk
21
Kreditrisiko
21
Derivat
19
Derivative
19
Transaction costs
18
Transaktionskosten
18
Measurement
17
Messung
17
Risikomanagement
15
Risk management
15
Volatility
13
Volatilität
13
Capital income
12
Kapitaleinkommen
12
stochastic control
12
Control theory
11
Kontrolltheorie
11
Statistical distribution
11
Statistische Verteilung
11
Dynamic programming
9
Dynamische Optimierung
9
Martingal
9
Martingale
9
Risikoaversion
9
more ...
less ...
Online availability
All
Undetermined
30
Type of publication
All
Article
54
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
54
Conference paper
1
Konferenzbeitrag
1
Language
All
English
Author
All
Cartea, Álvaro
2
Chiarella, Carl
2
Fabozzi, Frank J.
2
Herzog, Florian
2
Hess, Markus
2
Jaimungal, Sebastian
2
Kromer, Eduard
2
Liu, Rui Hua
2
Overbeck, Ludger
2
Papanicolaou, Andrew
2
Abergel, Frédéric
1
Ahcan, Ales
1
Aly, Sidi Mohamed Ould
1
Arai, Takuji
1
Barger, Weston
1
Barski, Michał
1
Bauder, David
1
Bel Hadj Ayed, Ahmed
1
Bianchi, Michele Leonardo
1
Bielecki, Tomasz R.
1
Bodnar, Taras
1
Bouveret, Géraldine
1
Brodén, Mats
1
Buchmann, Boris
1
Bäuerle, Nicole
1
Ceci, Claudia
1
Chandra, Shiva
1
Cheang, Gerald H. L.
1
Chen, Ping
1
Chen, Tao
1
Chen, Zhiping
1
Chetalova, Desislava
1
Cialenco, Igor
1
Clewlow, Les
1
Davis, Mark H.
1
Dondi, Gabriel
1
El Aoud, Sofiene
1
Esparragoza-Rodriguez, Juan Carlos
1
Gassiat, Paul
1
Geering, Hans P.
1
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
Insurance / Mathematics & economics
88
European journal of operational research : EJOR
62
Finance and stochastics
42
Quantitative finance
35
Mathematical finance : an international journal of mathematics, statistics and financial theory
27
Journal of economic dynamics & control
25
Mathematical methods of operations research
23
Journal of mathematical finance
21
Risks : open access journal
21
Applied mathematical finance
20
Annals of finance
19
Journal of banking & finance
17
Finance research letters
16
Mathematics and financial economics
16
Scandinavian actuarial journal
16
International journal of financial engineering
15
Computational economics
13
Journal of risk and financial management : JRFM
13
Computational Management Science : CMS
10
IMA journal of management mathematics
10
Management science : journal of the Institute for Operations Research and the Management Sciences
10
Astin bulletin : the journal of the International Actuarial Association
9
Mathematics of operations research
9
Operations research letters
8
Economic modelling
7
Mathematical finance : an international journal of mathematics, statistics and financial economics
7
The North American journal of economics and finance : a journal of financial economics studies
7
The journal of computational finance
7
Computers & operations research : and their applications to problems of world concern ; an international journal
6
Journal of the Operational Research Society
6
OR spectrum : quantitative approaches in management
6
Review of derivatives research
6
Annals of operations research
5
Applied economics
5
Asia-Pacific financial markets
5
Journal of econometrics
5
Journal of empirical finance
5
The European journal of finance
5
The journal of asset management
5
more ...
less ...
Source
All
ECONIS (ZBW)
54
Showing
1
-
10
of
54
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Optimal dynamic futures portfolio under a multifactor Gaussian framework
Leung, Tim
;
Yan, Raphael
;
Zhou, Yang
- In:
International journal of theoretical and applied finance
24
(
2021
)
5
,
pp. 1-27
Persistent link: https://www.econbiz.de/10012662043
Saved in:
2
Defaultable term structures driven by semimartingales
Gümbel, Sandrine
;
Schmidt, Thorsten
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-27
Persistent link: https://www.econbiz.de/10012807871
Saved in:
3
The VIX and future information
Hess, Markus
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-30
Persistent link: https://www.econbiz.de/10012807884
Saved in:
4
Time-inconsistent Markovian control problems under model uncertainty with application to the mean-variance portfolio selection
Bielecki, Tomasz R.
;
Chen, Tao
;
Cialenco, Igor
- In:
International journal of theoretical and applied finance
24
(
2021
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012650186
Saved in:
5
Mixture of consistent stochastic utilities, and a priori randomness
Mrad, Mohamed
- In:
International journal of theoretical and applied finance
24
(
2021
)
1
,
pp. 1-34
Persistent link: https://www.econbiz.de/10012650235
Saved in:
6
An ergodic BSDE risk representation in a jump-diffusion framework
Guambe, Calisto
;
Mabitsela, Lesedi
;
Kufakunesu, Rodwell
- In:
International journal of theoretical and applied finance
24
(
2021
)
3
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012652631
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
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:
9
Optimal liquidation trajectories for the Almgren-Chriss model
Løkka, Arne
;
Xu, Junwei
- In:
International journal of theoretical and applied finance
23
(
2020
)
7
,
pp. 1-35
Persistent link: https://www.econbiz.de/10012496903
Saved in:
10
A closed-form solution for optimal Ornstein-Uhlenbeck driven trading strategies
Lipton, Alexander
;
López de Prado, Marcos M.
- In:
International journal of theoretical and applied finance
23
(
2020
)
8
,
pp. 1-34
Persistent link: https://www.econbiz.de/10012496922
Saved in:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->