//--> //--> //--> //-->
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 mathematical finance"
~subject:"Portfolio selection"
~type_genre:"Rezension"
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
| 4 applied filters
Year of publication
From:
To:
Subject
All
Portfolio selection
Theorie
151
Theory
151
Portfolio-Management
57
Stochastic process
25
Stochastischer Prozess
25
Risiko
24
Risk
24
Mathematical programming
15
Mathematische Optimierung
15
Volatility
15
Volatilität
15
Risikomaß
14
Risk measure
14
CAPM
12
Statistical distribution
11
Statistische Verteilung
11
Börsenkurs
10
Markov chain
10
Markov-Kette
10
Risikomanagement
10
Risk management
10
Share price
10
Hedging
9
Yield curve
9
Zinsstruktur
9
Capital income
8
Credit risk
8
Estimation
8
Kapitaleinkommen
8
Kreditrisiko
8
Probability theory
8
Schätzung
8
Wahrscheinlichkeitsrechnung
8
Forecasting model
7
Prognoseverfahren
7
ARCH model
6
ARCH-Modell
6
Measurement
6
Messung
6
more ...
less ...
Online availability
All
Undetermined
29
Type of publication
All
Article
56
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
Rezension
Aufsatz in Zeitschrift
57
Collection of articles of several authors
1
Sammelwerk
1
Language
All
English
57
Author
All
Alghalith, Moawia
3
Nkeki, Charles I.
3
Charles, Wilson Mahera
2
Mataramvura, Sure
2
Zhang, Liangliang
2
A, Chunxiang
1
AlMahdi, Saud
1
An, Yunbi
1
Baraedi, Onthusitse
1
Barone-Adesi, Giovanni
1
Barros, Carlos Pestana
1
Bekele, Dereje
1
Bhuyan, Rafiqul
1
Blasi, Francesco
1
Briec, Walter
1
Chiemeke, Charles
1
Colin, Fabrice
1
Duedahl, Sindre
1
Efe-Eyefia, E.
1
Eghwerido, J. T.
1
Ekuma-Okereke, E.
1
Eyo, Eyoanwan E.
1
Gichuhi, Antony W.
1
Greenberg, Doron
1
Guo, Xu
1
Guéant, Olivier
1
Hashemi, Fariba
1
Iguodala, Edwin
1
Iizuka, Atsushi
1
Ikpe, Dennis C.
1
Ikromov, Nuriddin
1
Imai, Takahiro
1
Iwaki, Hideki
1
Jiang, Chonghui
1
Jones, C. Kenneth
1
Juan, He
1
Kaimakamis, George
1
Kiriakopoulos, Konstantinos
1
Kolm, Petter N.
1
Koulis, Alexandros
1
more ...
less ...
Published in...
All
Journal of mathematical finance
Insurance / Mathematics & economics
277
European journal of operational research : EJOR
266
Journal of banking & finance
237
Journal of economic dynamics & control
164
Finance research letters
156
Mathematical finance : an international journal of mathematics, statistics and financial theory
154
Finance and stochastics
152
International journal of theoretical and applied finance
145
Quantitative finance
118
The review of financial studies
99
Risks : open access journal
98
The journal of portfolio management : a publication of Institutional Investor
98
Journal of financial economics
97
Management science : journal of the Institute for Operations Research and the Management Sciences
95
The journal of finance : the journal of the American Finance Association
93
Journal of empirical finance
91
Economic modelling
80
Economics letters
79
The European journal of finance
75
Mathematics and financial economics
71
International review of economics & finance : IREF
70
Computational economics
69
The journal of asset management
68
International review of financial analysis
66
Mathematical methods of operations research
65
The North American journal of economics and finance : a journal of financial economics studies
64
Journal of risk and financial management : JRFM
63
The journal of portfolio management : JPM
62
Journal of economic theory
60
Annals of finance
59
Applied economics
55
Applied mathematical finance
49
Journal of financial and quantitative analysis : JFQA
46
Journal of investment management : JOIM
46
The journal of investing : JOI
45
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
44
Financial markets and portfolio management
42
The journal of wealth management
42
Operations research letters
41
more ...
less ...
Source
All
ECONIS (ZBW)
57
Showing
1
-
10
of
57
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Optimal portfolio management when stocks are driven by mean reverting processes
Mbigili, Lusungu Julius
;
Mataramvura, Sure
;
Charles, …
- In:
Journal of mathematical finance
10
(
2020
)
1
,
pp. 10-26
Persistent link: https://www.econbiz.de/10012545303
Saved in:
2
An ambiguity measure under EUUP and its application to a portfolio problem
Iwaki, Hideki
- In:
Journal of mathematical finance
10
(
2020
)
2
,
pp. 287-305
Persistent link: https://www.econbiz.de/10012545704
Saved in:
3
Statistical arbitrage strategy in multi-asset market using time series analysis
Imai, Takahiro
;
Nakagawa, Kei
- In:
Journal of mathematical finance
10
(
2020
)
2
,
pp. 334-344
Persistent link: https://www.econbiz.de/10012545730
Saved in:
4
Multi-period mean-variance portfolio selection with state-dependent exit probability and bankruptcy state
Wang, Yang
;
Wu, Yonghong
;
Zhang, Xinguang
- In:
Journal of mathematical finance
9
(
2019
)
2
,
pp. 152-174
Persistent link: https://www.econbiz.de/10012233377
Saved in:
5
Portfolio mathematics with general linear and quadratic constraints
Stowe, David L.
- In:
Journal of mathematical finance
9
(
2019
)
4
,
pp. 675-690
Persistent link: https://www.econbiz.de/10012433449
Saved in:
6
Asset return prediction via machine learning
Zhang, Liangliang
- In:
Journal of mathematical finance
9
(
2019
)
4
,
pp. 691-697
Persistent link: https://www.econbiz.de/10012433454
Saved in:
7
Bank portfolio management under credit market imperfections
Mallick, Indrajit
- In:
Journal of mathematical finance
9
(
2019
)
3
,
pp. 239-253
Persistent link: https://www.econbiz.de/10012210168
Saved in:
8
A general framework of optimal investment
Zhang, Liangliang
- In:
Journal of mathematical finance
9
(
2019
)
3
,
pp. 535-560
Persistent link: https://www.econbiz.de/10012210442
Saved in:
9
Valuation and risk assessment of a portfolio of variable annuities : a vector autoregression approach
Orlando, Albina
;
Parker, Gary
- In:
Journal of mathematical finance
8
(
2018
)
2
,
pp. 349-371
Persistent link: https://www.econbiz.de/10011874781
Saved in:
10
Currency portfolio risk measurement with generalized autoregressive conditional heteroscedastic-extreme value theory-Copula Model
Omari, Cyprian Ondieki
;
Mwita, Peter N.
;
Gichuhi, Antony W.
- In:
Journal of mathematical finance
8
(
2018
)
2
,
pp. 457-477
Persistent link: https://www.econbiz.de/10011875347
Saved in:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->