//--> //--> //-->
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:"Journal of economic dynamics & control"
~person:"Fabozzi, Frank J."
~person:"Larsen, Linda Sandris"
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
Portfolio selection
4
Portfolio-Management
4
Hedging
2
Theorie
2
Theory
2
Arbeitslosigkeit
1
Business cycle
1
Börsenkurs
1
Capital income
1
Cherny-Shiryaev-Yor invariance principle
1
Derivat
1
Derivative
1
Estimation
1
Growth and value stocks
1
Hedging transaction cost
1
Interest rate
1
Interest rate risk
1
Jarrow-Rudd binomial option pricing
1
Kapitaleinkommen
1
Konjunktur
1
Lebenszyklus
1
Life cycle
1
Life-cycle model
1
Mean reversion in stock returns
1
Option pricing theory
1
Option trading
1
Optionsgeschäft
1
Optionspreistheorie
1
Portfolio planning
1
Risiko
1
Risikomaß
1
Risikoprämie
1
Risk
1
Risk measure
1
Risk premium
1
Schätzung
1
Share price
1
Skew random walk
1
Statistical distribution
1
Statistische Verteilung
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
4
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
4
Language
All
English
4
Author
All
Fabozzi, Frank J.
Larsen, Linda Sandris
Kraft, Holger
6
Branger, Nicole
5
Li, Duan
5
Lioui, Abraham
5
Munk, Claus
5
Cvitanić, Jakša
3
Huang, Chi-fu
3
Leippold, Markus
3
Li, Kai
3
Lillo, Fabrizio
3
Mahayni, Antje
3
Rustem, Berç
3
Seifried, Frank Thomas
3
Trojani, Fabio
3
Vanini, Paolo
3
Zenios, Stauros Andrea
3
Alexander, Gordon J.
2
Baptista, Alexandre M.
2
Blake, David
2
Bodie, Zvi
2
Caccioli, Fabio
2
Chacko, George
2
Cong, F.
2
Cox, John Carrington
2
Cui, Xiangyu
2
Damgaard, Anders
2
De Giorgi, Enrico
2
Duffie, Darrell
2
Farmer, J. Doyne
2
Forsyth, Peter A.
2
He, Xue-zhong
2
Hindy, Ayman
2
Kwon, Oh Kang
2
Li, Bin
2
Li, Danping
2
Li, Lingfei
2
Li, Youwei
2
Liao, Yin
2
more ...
less ...
Published in...
All
Journal of economic dynamics & control
The journal of portfolio management : JPM
9
Applied economics
7
The journal of portfolio management : a publication of Institutional Investor
7
Journal of banking & finance
6
International journal of theoretical and applied finance
5
European journal of operational research : EJOR
4
The journal of asset management
3
The journal of fixed income
3
The journal of fixed income : JFI
3
Annals of operations research
2
Applied financial economics letters
2
Finance research letters
2
Journal / The Capco Institute : journal of financial transformation
2
Journal of international money and finance
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
The journal of asset management : a major new, international quarterly journal for the financial community
2
Annals of finance
1
Applied economics letters
1
Applied financial economics
1
Applied mathematical finance
1
Computational economics
1
Economics letters
1
Financial analysts' journal : FAJ
1
International journal of finance & economics : IJFE
1
International journal of theoretical and applied finance : IJTAF
1
International review of financial analysis
1
Journal of empirical finance
1
Journal of forecasting
1
Journal of pension economics and finance
1
Quantitative finance
1
Review of quantitative finance and accounting
1
The European journal of finance
1
The journal of alternative investments : JAI
1
more ...
less ...
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Market complete option valuation using a Jarrow-Rudd pricing tree with skewness and kurtosis
Hu, Yuan
;
Lindquist, W. Brent
;
Račev, Svetlozar T.
; …
- In:
Journal of economic dynamics & control
137
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013464578
Saved in:
2
Hedging recessions
Branger, Nicole
;
Larsen, Linda Sandris
;
Munk, Claus
- In:
Journal of economic dynamics & control
107
(
2019
),
pp. 1-24
Persistent link: https://www.econbiz.de/10012312632
Saved in:
3
The costs of suboptimal dynamic asset allocation : general results and applications to interest rate risk, stock volatility risk, and growth/value tilts
Larsen, Linda Sandris
;
Munk, Claus
- In:
Journal of economic dynamics & control
36
(
2012
)
2
,
pp. 266-293
Persistent link: https://www.econbiz.de/10009489609
Saved in:
4
Portfolio selection with uncertain exit time : a robust CVaR approach
Huang, Dashan
;
Zhu, Shu-shang
;
Fabozzi, Frank J.
; …
- In:
Journal of economic dynamics & control
32
(
2008
)
2
,
pp. 594-623
Persistent link: https://www.econbiz.de/10003642783
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->