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Portfolio-Management
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38
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Decisions in economics and finance : DEF ; a journal of applied mathematics
44
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ECONIS (ZBW)
44
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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
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:
7
Reference group influence on binary choices dynamics
Dal Forno, Arianna
;
Merlone, Ugo
- In:
Decisions in economics and finance : DEF ; a journal of …
41
(
2018
)
2
,
pp. 427-445
Persistent link: https://www.econbiz.de/10011997955
Saved in:
8
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:
9
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:
10
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:
11
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:
12
An axiomatization of continuous quasilinear utility
Rébillé, Yann
- In:
Decisions in economics and finance : DEF ; a journal of …
40
(
2017
)
1/2
,
pp. 301-315
Persistent link: https://www.econbiz.de/10011997745
Saved in:
13
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:
14
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:
15
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:
16
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:
17
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:
18
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:
19
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:
20
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:
21
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:
22
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:
23
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:
24
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:
25
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:
26
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:
27
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:
28
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:
29
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:
30
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:
31
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:
32
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:
33
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:
34
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:
35
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:
36
The origins of the mean-variance approach in finance : revisiting de Finetti 65 years later
Pressacco, Flavio
;
Serafini, Paolo
- In:
Decisions in economics and finance : DEF ; a journal of …
30
(
2007
)
1
,
pp. 19-49
Persistent link: https://www.econbiz.de/10003516755
Saved in:
37
Competitive market equilibrium under asymmetric information
Ly Vath, Vathana
- In:
Decisions in economics and finance : DEF ; a journal of …
30
(
2007
)
2
,
pp. 79-94
Persistent link: https://www.econbiz.de/10003630200
Saved in:
38
Shortfall risk minimization in a discrete regime switching model
Awanou, Gerard
- In:
Decisions in economics and finance : DEF ; a journal of …
30
(
2007
)
1
,
pp. 71-78
Persistent link: https://www.econbiz.de/10003516767
Saved in:
39
An overlapping generations model with non-ordered preferences and numeraire-incomplete markets
Seghir, Abdelkrim
- In:
Decisions in economics and finance : DEF ; a journal of …
28
(
2005
)
2
,
pp. 95-112
Persistent link: https://www.econbiz.de/10003231305
Saved in:
40
Shortfall risk minimisation versus symmetric (quadratic) hedging
Favero, Gino
- In:
Decisions in economics and finance : DEF ; a journal of …
28
(
2005
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10002959882
Saved in:
41
Conditional comonotonicity
Jouini, Elyès
;
Napp, Clotilde
- In:
Decisions in economics and finance : DEF ; a journal of …
27
(
2004
)
2
,
pp. 153-166
Persistent link: https://www.econbiz.de/10003095209
Saved in:
42
Representing complete and incomplete subjective linear preferences on random numbers
Girotto, Bruno
;
Holzer, Silvano
- In:
Decisions in economics and finance : DEF ; a journal of …
26
(
2003
)
2
,
pp. 129-144
Persistent link: https://www.econbiz.de/10001827963
Saved in:
43
The numeraire portfolio in financial markets modeled by a multi-dimensional jump diffusion process
Korn, Ralf
;
Oertel, Frank
;
Schäl, Manfred
- In:
Decisions in economics and finance : DEF ; a journal of …
26
(
2003
)
2
,
pp. 153-166
Persistent link: https://www.econbiz.de/10001827987
Saved in:
44
A note on preference for flexibility
Modica, Salvatore
- In:
Decisions in economics and finance : DEF ; a journal of …
25
(
2002
)
1
,
pp. 47-63
Persistent link: https://www.econbiz.de/10001681442
Saved in:
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