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Decisions in economics and finance : DEF ; a journal of applied mathematics
57
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57
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1
Special issue on mathematical and statistical methods for acturial sciences and finance
Albarran, Irene
(
ed.
);
Grane, Aurea
(
ed.
);
Perna, Cira
(
ed.
)
-
2019
Persistent link: https://www.econbiz.de/10012065245
Saved in:
2
Possibilistic mean-variance portfolios versus probabilistic ones : the winner is...
Corazza, Marco
;
Nardelli, Carla
- In:
Decisions in economics and finance : DEF ; a journal of …
42
(
2019
)
1
,
pp. 51-75
Persistent link: https://www.econbiz.de/10012065164
Saved in:
3
On the extension of binary relations in economic and game theories
Andrikopoulos, Athanasios
- In:
Decisions in economics and finance : DEF ; a journal of …
42
(
2019
)
1
,
pp. 277-285
Persistent link: https://www.econbiz.de/10012065220
Saved in:
4
Time-consistency of risk measures : how strong is such a property?
Mastrogiacomo, Elisa
;
Rosazza Gianin, Emanuela
- In:
Decisions in economics and finance : DEF ; a journal of …
42
(
2019
)
1
,
pp. 287-317
Persistent link: https://www.econbiz.de/10012065238
Saved in:
5
Optimal strategy for a fund manager with option compensation
Nicolosi, Marco
- In:
Decisions in economics and finance : DEF ; a journal of …
41
(
2018
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10011997013
Saved in:
6
Real options signaling game models for dynamic acquisition under information asymmetry
Leung, Chi Man
;
Kwok, Yue-Kuen
- In:
Decisions in economics and finance : DEF ; a journal of …
41
(
2018
)
1
,
pp. 35-63
Persistent link: https://www.econbiz.de/10011997020
Saved in:
7
Market consistent valuations with financial imperfection
Assa, Hirbod
;
Gospodinov, Nikolaj
- In:
Decisions in economics and finance : DEF ; a journal of …
41
(
2018
)
1
,
pp. 65-90
Persistent link: https://www.econbiz.de/10011997028
Saved in:
8
Competition and cooperation in the exploitation of the groundwater resource
Biancardi, Marta Elena
;
Maddalena, Lucia
- In:
Decisions in economics and finance : DEF ; a journal of …
41
(
2018
)
2
,
pp. 219-237
Persistent link: https://www.econbiz.de/10011997924
Saved in:
9
A continuous-time heterogeneous duopoly model with delays
Brianzoni, Serena
;
Campisi, Giovanni
;
Guerrini, Luca
- In:
Decisions in economics and finance : DEF ; a journal of …
41
(
2018
)
2
,
pp. 259-275
Persistent link: https://www.econbiz.de/10011997929
Saved in:
10
Heterogeneous players in a Cournot model with differentiated products
Caravaggio, Andrea
;
Sodini, Mauro
- In:
Decisions in economics and finance : DEF ; a journal of …
41
(
2018
)
2
,
pp. 277-295
Persistent link: https://www.econbiz.de/10011997932
Saved in:
11
Technology choice in an evolutionary oligopoly game
Lamantia, Fabio
;
Negriu, Anghel
;
Tuinstra, Jan
- In:
Decisions in economics and finance : DEF ; a journal of …
41
(
2018
)
2
,
pp. 335-356
Persistent link: https://www.econbiz.de/10011997938
Saved in:
12
Advertising a product to face a competitor entry : a differential game approach
Buratto, Alessandra
;
Wrzaczek, Stefan
- In:
Decisions in economics and finance : DEF ; a journal of …
41
(
2018
)
2
,
pp. 463-487
Persistent link: https://www.econbiz.de/10011997959
Saved in:
13
Proper strong-Fibonacci games
Pressacco, Flavio
;
Ziani, Laura
- In:
Decisions in economics and finance : DEF ; a journal of …
41
(
2018
)
2
,
pp. 489-529
Persistent link: https://www.econbiz.de/10011997968
Saved in:
14
An iterative computational scheme for solving the coupled Hamilton-Jacobi-Isaacs equations in nonzero-sum differential games of affine nonlinear systems
Aliyu, M. D. S.
- In:
Decisions in economics and finance : DEF ; a journal of …
40
(
2017
)
1/2
,
pp. 1-30
Persistent link: https://www.econbiz.de/10011997085
Saved in:
15
Reaching nirvana with a defaultable asset?
Battauz, Anna
;
De Donno, Marzia
;
Sbuelz, Alessandro
- In:
Decisions in economics and finance : DEF ; a journal of …
40
(
2017
)
1/2
,
pp. 31-52
Persistent link: https://www.econbiz.de/10011997092
Saved in:
16
Approximating exact expected utility via portfolio efficient frontiers
Carleo, Alessandra
;
Cesarone, Francesco
;
Gheno, Andrea
; …
- In:
Decisions in economics and finance : DEF ; a journal of …
40
(
2017
)
1/2
,
pp. 115-143
Persistent link: https://www.econbiz.de/10011997115
Saved in:
17
Robust games : theory and application to a Cournot duopoly model
Crespi, Giovanni Paolo
;
Radi, Davide
;
Rocca, Matteo
- In:
Decisions in economics and finance : DEF ; a journal of …
40
(
2017
)
1/2
,
pp. 177-198
Persistent link: https://www.econbiz.de/10011997720
Saved in:
18
Genetic algorithm versus classical methods in sparse index tracking
Giuzio, Margherita
- In:
Decisions in economics and finance : DEF ; a journal of …
40
(
2017
)
1/2
,
pp. 243-256
Persistent link: https://www.econbiz.de/10011997732
Saved in:
19
A set optimization approach to utility maximization under transaction costs
Hamel, Andreas
;
Calder-Wang, Sophie
- In:
Decisions in economics and finance : DEF ; a journal of …
40
(
2017
)
1/2
,
pp. 257-275
Persistent link: https://www.econbiz.de/10011997740
Saved in:
20
A differential game in a duopoly with instantaneous incentives
Grilli, Luca
;
Bisceglia, Michele
- In:
Decisions in economics and finance : DEF ; a journal of …
40
(
2017
)
1/2
,
pp. 317-333
Persistent link: https://www.econbiz.de/10011997748
Saved in:
21
Iterated Kalai-Smorodinsky-Nash compromise
Sağlam, İsmail
- In:
Decisions in economics and finance : DEF ; a journal of …
40
(
2017
)
1/2
,
pp. 335-349
Persistent link: https://www.econbiz.de/10011997753
Saved in:
22
A note on the symmetry of all Nash equilibria in games with increasing best replies
Quartieri, Federico
;
Sacco, Pier Luigi
- In:
Decisions in economics and finance : DEF ; a journal of …
39
(
2016
)
1
,
pp. 81-93
Persistent link: https://www.econbiz.de/10011451665
Saved in:
23
Diversification preferences in the theory of choice
De Giorgi, Enrico
;
Mahmoud, Ola
- In:
Decisions in economics and finance : DEF ; a journal of …
39
(
2016
)
2
,
pp. 143-174
Persistent link: https://www.econbiz.de/10011642426
Saved in:
24
Capital allocation to alternatives with a multivariate ladder gamma return distribution
Buzacott, John A.
- In:
Decisions in economics and finance : DEF ; a journal of …
39
(
2016
)
2
,
pp. 235-258
Persistent link: https://www.econbiz.de/10011642460
Saved in:
25
Real options game models of R&D competition between asymmetric firms with spillovers
Leung, Chi Man
;
Kwok, Yue-Kuen
- In:
Decisions in economics and finance : DEF ; a journal of …
39
(
2016
)
2
,
pp. 259-291
Persistent link: https://www.econbiz.de/10011642627
Saved in:
26
A note on portfolio selection and stochastic dominance
Menegatti, Mario
- In:
Decisions in economics and finance : DEF ; a journal of …
39
(
2016
)
2
,
pp. 327-331
Persistent link: https://www.econbiz.de/10011642697
Saved in:
27
Financial economics without probalistic prior assumptions
Riedel, Frank
- In:
Decisions in economics and finance : DEF ; a journal of …
38
(
2015
)
1
,
pp. 75-91
Persistent link: https://www.econbiz.de/10010513461
Saved in:
28
Rent-seeking group contests with one-sided private information
Everhardt, Rob J.
;
Schoonbeek, Lambert
- In:
Decisions in economics and finance : DEF ; a journal of …
38
(
2015
)
1
,
pp. 55-73
Persistent link: https://www.econbiz.de/10010513462
Saved in:
29
Gambling in contests modelled with diffusions
Feng, Han
;
Hobson, David G.
- In:
Decisions in economics and finance : DEF ; a journal of …
38
(
2015
)
1
,
pp. 21-37
Persistent link: https://www.econbiz.de/10010513466
Saved in:
30
Risk management under a prudential policy
Assa, Hirbod
- In:
Decisions in economics and finance : DEF ; a journal of …
38
(
2015
)
2
,
pp. 217-230
Persistent link: https://www.econbiz.de/10011342170
Saved in:
31
Prepayment risk on callable bonds : theory and test
François, Pascal
;
Pardo, Sophie
- In:
Decisions in economics and finance : DEF ; a journal of …
38
(
2015
)
2
,
pp. 147-176
Persistent link: https://www.econbiz.de/10011342200
Saved in:
32
Optimal portfolio choice and consistent performance
Chen, Xianzhe
;
Tian, Weidong
- In:
Decisions in economics and finance : DEF ; a journal of …
37
(
2014
)
2
,
pp. 453-474
Persistent link: https://www.econbiz.de/10010412415
Saved in:
33
Portfolio optimization for an investor with a benchmark
Korn, Ralf
;
Lindberg, Carl
- In:
Decisions in economics and finance : DEF ; a journal of …
37
(
2014
)
2
,
pp. 373-384
Persistent link: https://www.econbiz.de/10010412437
Saved in:
34
The restricted convex risk measures in actuarial solvency
Konstantinides, Dimitrios G.
;
Kountzakis, Christos E.
- In:
Decisions in economics and finance : DEF ; a journal of …
37
(
2014
)
2
,
pp. 287-318
Persistent link: https://www.econbiz.de/10010412472
Saved in:
35
Numeraire portfolios and utility-based price systems under proportional transaction costs
Sass, Jörn
;
Schäl, Manfred
- In:
Decisions in economics and finance : DEF ; a journal of …
37
(
2014
)
2
,
pp. 195-234
Persistent link: https://www.econbiz.de/10010412499
Saved in:
36
Stackelberg problems with followers in the grand coalition of a Tu-game
Pensavalle, C. A.
;
Pieri, G.
- In:
Decisions in economics and finance : DEF ; a journal of …
36
(
2013
)
1
,
pp. 89-98
Persistent link: https://www.econbiz.de/10009729060
Saved in:
37
Option-based risk management of a bond portfolio under regime switching interest rates
Antonelli, Fabio
;
Ramponi, Alessandro
;
Scarlatti, Sergio
- In:
Decisions in economics and finance : DEF ; a journal of …
36
(
2013
)
1
,
pp. 47-70
Persistent link: https://www.econbiz.de/10009729065
Saved in:
38
Investing equally in risk
Lindberg, Carl
- In:
Decisions in economics and finance : DEF ; a journal of …
36
(
2013
)
1
,
pp. 39-46
Persistent link: https://www.econbiz.de/10009729070
Saved in:
39
Performance of investment strategies in the absence of correct beliefs
Çisem, Bektur
- In:
Decisions in economics and finance : DEF ; a journal of …
36
(
2013
)
1
,
pp. 23-37
Persistent link: https://www.econbiz.de/10009729075
Saved in:
40
Optimal portfolio selection via conditional convex risk measures on L P
Acciaio, Beatrice
;
Goldammer, Verena
- In:
Decisions in economics and finance : DEF ; a journal of …
36
(
2013
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10009729079
Saved in:
41
Optimal investment for executive stockholders with exponential utility
Desmettre, Sascha
- In:
Decisions in economics and finance : DEF ; a journal of …
35
(
2012
)
2
,
pp. 151-170
Persistent link: https://www.econbiz.de/10009656923
Saved in:
42
How should a convertible bond be decomposed?
Zhu, Song-ping
;
Zhang, Jing
- In:
Decisions in economics and finance : DEF ; a journal of …
35
(
2012
)
2
,
pp. 113-149
Persistent link: https://www.econbiz.de/10009656929
Saved in:
43
Portfolio optimization in a defaultable market under incomplete information
Callegaro, Giorgia
;
Jeanblanc, Monique
;
Runggaldier, …
- In:
Decisions in economics and finance : DEF ; a journal of …
35
(
2012
)
2
,
pp. 91-111
Persistent link: https://www.econbiz.de/10009656936
Saved in:
44
Optimal portfolio choice in the presence of domestic systemic risk : empirical evidence from stock markets
Prokopczuk, Marcel
- In:
Decisions in economics and finance : DEF ; a journal of …
34
(
2011
)
2
,
pp. 141-168
Persistent link: https://www.econbiz.de/10009375091
Saved in:
45
Allocation of public funds to R&D : a portfolio choice-styled decision model and a biotechnology case study
Volinskiy, Dmitriy
;
Veeman, Michele M.
;
Adamowicz, Wiktor
- In:
Decisions in economics and finance : DEF ; a journal of …
34
(
2011
)
2
,
pp. 121-139
Persistent link: https://www.econbiz.de/10009375094
Saved in:
46
Utility indifference valuation for jump risky assets
Ceci, Claudia
;
Gerardi, Anna
- In:
Decisions in economics and finance : DEF ; a journal of …
34
(
2011
)
2
,
pp. 85-120
Persistent link: https://www.econbiz.de/10009375096
Saved in:
47
Real options game analysis of sleeping patents
Leung, Chi Man
;
Kwok, Yue-Kuen
- In:
Decisions in economics and finance : DEF ; a journal of …
34
(
2011
)
1
,
pp. 41-65
Persistent link: https://www.econbiz.de/10009375108
Saved in:
48
Continuous-time mean-variance portfolio optimization in a jump-diffusion market
Alp, Ozge Sezgin
;
Korn, Ralf
- In:
Decisions in economics and finance : DEF ; a journal of …
34
(
2011
)
1
,
pp. 21-40
Persistent link: https://www.econbiz.de/10009375110
Saved in:
49
Adaptive algorithms for maximizing overall stock return
Lee, Charles H.
;
Tran, Kristy
- In:
Decisions in economics and finance : DEF ; a journal of …
33
(
2010
)
2
,
pp. 81-95
Persistent link: https://www.econbiz.de/10008668155
Saved in:
50
Optimal consumption and investment under partial information
Putschögl, Wolfgang
;
Sass, Jörn
- In:
Decisions in economics and finance : DEF ; a journal of …
31
(
2008
)
2
,
pp. 137-170
Persistent link: https://www.econbiz.de/10003771480
Saved in:
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