//--> //--> //--> //-->
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
subject:"Portfolio selection"
isPartOf:"Journal of economic theory"
~isPartOf:"International journal of theoretical and applied finance"
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
| 3 applied filters
Year of publication
From:
To:
Subject
All
Portfolio selection
Theorie
3,452
Theory
3,452
Game theory
440
Spieltheorie
440
Asymmetric information
212
Asymmetrische Information
212
Equilibrium theory
212
Gleichgewichtstheorie
212
Portfolio-Management
206
Risk
176
Risiko
174
Stochastic process
171
Stochastischer Prozess
171
Decision under uncertainty
144
Entscheidung unter Unsicherheit
144
Agency theory
138
Prinzipal-Agent-Theorie
138
Economics of information
131
Informationsökonomik
131
Learning process
120
Lernprozess
120
Nash equilibrium
115
Nash-Gleichgewicht
115
Auction theory
112
Auktionstheorie
112
Overlapping Generations
112
Overlapping generations
112
Allgemeines Gleichgewicht
111
General equilibrium
111
Neue politische Ökonomie
111
Public choice
111
Option pricing theory
107
Optionspreistheorie
107
Volatility
100
Volatilität
100
Expected utility
99
Erwartungsnutzen
98
CAPM
97
Financial market
97
more ...
less ...
Online availability
All
Undetermined
73
Type of publication
All
Article
205
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
205
Aufsatz in Zeitschrift
205
Conference paper
2
Konferenzbeitrag
2
Collection of articles of several authors
1
Sammelwerk
1
Language
All
English
206
Author
All
Korn, Ralf
6
Konno, Hiroshi
5
Fabozzi, Frank J.
4
Platen, Eckhard
4
Forsyth, Peter A.
3
He, Hua
3
Wilmott, Paul
3
Aliprantis, Charalambos D.
2
Baviera, Roberto
2
Epstein, D.
2
Escobar, Marcos
2
Evstigneev, Igor V.
2
Frahm, Gabriel
2
Gardiol, Lucien
2
Garleanu, Nicolae
2
Gollier, Christian
2
Herzog, Florian
2
Huang, Chi-fu
2
Kim, Young Shin
2
Kraft, Holger
2
Kromer, Eduard
2
Lipton, Alexander
2
Liu, Jun
2
Madan, Dilip B.
2
Overbeck, Ludger
2
Pham, Huyên
2
Rudloff, Birgit
2
Sass, Jörn
2
Schenk-Hoppé, Klaus Reiner
2
Schlesinger, Harris
2
Tourky, Rabee
2
Westphal, Dorothee
2
Wunderlich, Ralf
2
Yamamoto, Rei
2
Zagst, Rudi
2
Zariphopoulou-Souganidis, Thaleia
2
Abergel, Frédéric
1
Agliardi, Rossella
1
Albagli, Elias
1
Altay, Sühan
1
more ...
less ...
Published in...
All
Journal of economic theory
International journal of theoretical and applied finance
Insurance / Mathematics & economics
277
European journal of operational research : EJOR
266
Journal of banking & finance
239
NBER working paper series
237
Working paper / National Bureau of Economic Research, Inc.
191
NBER Working Paper
188
Journal of economic dynamics & control
163
Mathematical finance : an international journal of mathematics, statistics and financial theory
154
Finance and stochastics
152
Finance research letters
147
Research paper series / Swiss Finance Institute
120
Quantitative finance
118
The review of financial studies
99
Journal of financial economics
98
Risks : open access journal
98
The journal of portfolio management : a publication of Institutional Investor
98
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
95
Journal of empirical finance
91
Discussion paper / Centre for Economic Policy Research
85
Swiss Finance Institute Research Paper
83
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
Mathematical methods of operations research
68
The journal of asset management
68
International review of financial analysis
66
SpringerLink / Bücher
64
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
63
Discussion paper / Tinbergen Institute
61
Annals of finance
59
Journal of mathematical finance
57
Applied economics
56
more ...
less ...
Source
All
ECONIS (ZBW)
206
Showing
1
-
50
of
206
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Extrapolative asset pricing
Li, Kai
;
Liu, Jun
- In:
Journal of economic theory
210
(
2023
),
pp. 1-47
Persistent link: https://www.econbiz.de/10014422547
Saved in:
2
Ignorance, pervasive uncertainty and household finance
Luo, Yulei
;
Nie, Jun
;
Wang, Haijun
- In:
Journal of economic theory
199
(
2022
),
pp. 1-34
Persistent link: https://www.econbiz.de/10013193347
Saved in:
3
Portfolio concentration, portfolio inertia, and ambiguous correlation
Jiang, Julia
;
Liu, Jun
;
Tian, Weidong
;
Zeng, Xudong
- In:
Journal of economic theory
203
(
2022
),
pp. 1-34
Persistent link: https://www.econbiz.de/10013374964
Saved in:
4
Biased learning under ambiguous information
Chen, Jaden Yang
- In:
Journal of economic theory
203
(
2022
),
pp. 1-30
Persistent link: https://www.econbiz.de/10013374966
Saved in:
5
On the management of population immunity
Toxvaerd, Flavio
;
Rowthorn, Bob
- In:
Journal of economic theory
204
(
2022
),
pp. 1-36
Persistent link: https://www.econbiz.de/10013473604
Saved in:
6
Practical investment consequences of the scalarization parameter formulation in dynamic mean - variance portfolio optimization
Staden, Pieter M. van
;
Dang, Duy Minh
;
Forsyth, Peter A.
- In:
International journal of theoretical and applied finance
24
(
2021
)
5
,
pp. 1-49
Persistent link: https://www.econbiz.de/10012662021
Saved in:
7
Cross-ownership and portfolio choice
Galeotti, Andrea
;
Ghiglino, Christian
- In:
Journal of economic theory
192
(
2021
),
pp. 1-28
Persistent link: https://www.econbiz.de/10012805417
Saved in:
8
Portfolio insurance under rough volatility and Volterra processes
Dupret, Jean-Loup
;
Hainaut, Donatien
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-37
Persistent link: https://www.econbiz.de/10012807860
Saved in:
9
Portfolio allocation in a Levy-type jump-diffusion model with nonlife insurance risk
Serrano, Rafael
- In:
International journal of theoretical and applied finance
24
(
2021
)
1
,
pp. 1-34
Persistent link: https://www.econbiz.de/10012650242
Saved in:
10
Survival investment strategies in a continuous-time market model with competition
Zhitlukhin, M. V.
- In:
International journal of theoretical and applied finance
24
(
2021
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10012650248
Saved in:
11
Asset dependency structures and portfolio insurance strategies
Mantilla-Garcia, Daniel
;
Horst, Enrique ter
;
Audeguil, …
- In:
International journal of theoretical and applied finance
24
(
2021
)
3
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012652614
Saved in:
12
Financing and investment strategies under creditor-maximized liquidation
Shibata, Takashi
;
Nishihara, Michi
- In:
International journal of theoretical and applied finance
24
(
2021
)
3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10012652635
Saved in:
13
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:
14
Coherent risk measures and normal mixture distributions with applications in portfolio optimization
Shi, Xiang
;
Kim, Young Shin
- In:
International journal of theoretical and applied finance
24
(
2021
)
4
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012652709
Saved in:
15
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:
16
Capital allocation for set-valued risk measures
Centrone, Francesca
;
Rosazza Gianin, Emanuela
- In:
International journal of theoretical and applied finance
23
(
2020
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10012270884
Saved in:
17
Dynamic mean-variance portfolios with risk budget
Luo, Sheng-Feng
- In:
International journal of theoretical and applied finance
23
(
2020
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10012270888
Saved in:
18
Multiplier optimization for constant proportion portfolio insurance (cppi) strategy
Biedova, Olga
;
Steblovskaya, Victoria
- In:
International journal of theoretical and applied finance
23
(
2020
)
2
,
pp. 1-22
Persistent link: https://www.econbiz.de/10012270906
Saved in:
19
Risk apportionment : the dual story
Eeckhoudt, Louis R.
;
Laeven, Roger J. A.
;
Schlesinger, …
- In:
Journal of economic theory
185
(
2020
),
pp. 1-27
Persistent link: https://www.econbiz.de/10012415735
Saved in:
20
Tournament rewards and heavy tails
Drugov, Mikhail
;
Ryvkin, Dmitry
- In:
Journal of economic theory
190
(
2020
),
pp. 1-36
Persistent link: https://www.econbiz.de/10012547196
Saved in:
21
On time consistency for mean-variance portfolio selection
Vigna, Elena
- In:
International journal of theoretical and applied finance
23
(
2020
)
6
,
pp. 1-22
Persistent link: https://www.econbiz.de/10012496778
Saved in:
22
Behavioral portfolio choice under hyperbolic absolute risk aversion
Escobar, Marcos
;
Lichtenstern, Andreas
;
Zagst, Rudi
- In:
International journal of theoretical and applied finance
23
(
2020
)
7
,
pp. 1-33
Persistent link: https://www.econbiz.de/10012496902
Saved in:
23
Approximating the growth optimal portfolio and stock price bubbles
Platen, Eckhard
;
Rendek, Renata
- In:
International journal of theoretical and applied finance
23
(
2020
)
7
,
pp. 1-33
Persistent link: https://www.econbiz.de/10012496905
Saved in:
24
Mean-variance portfolio management with functional optimization
Tsang, Ka Wai
;
He, Zhaoyi
- In:
International journal of theoretical and applied finance
23
(
2020
)
8
,
pp. 1-24
Persistent link: https://www.econbiz.de/10012496919
Saved in:
25
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:
26
Optimal mean-variance portfolio selection with no-short-selling constraint
Xu, Jingsi
- In:
International journal of theoretical and applied finance
23
(
2020
)
8
,
pp. 1-25
Persistent link: https://www.econbiz.de/10012496930
Saved in:
27
Markowitz portfolio and the blur of history
Ng, Chi Tim
;
Shi, Yue
;
Chan, Ngai Hang
- In:
International journal of theoretical and applied finance
23
(
2020
)
5
,
pp. 1-19
Persistent link: https://www.econbiz.de/10012496534
Saved in:
28
Generalized entropy and model uncertainty
Meyer-Gohde, Alexander
- In:
Journal of economic theory
183
(
2019
),
pp. 312-343
Persistent link: https://www.econbiz.de/10012131342
Saved in:
29
Survival in speculative markets
Dindo, Pietro
- In:
Journal of economic theory
181
(
2019
),
pp. 1-43
Persistent link: https://www.econbiz.de/10012131694
Saved in:
30
Measuring default risk for a portfolio of equities
Rodrigues, Matheus Pimentel
;
Maialy, Andre Cury
- In:
International journal of theoretical and applied finance
22
(
2019
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10012012883
Saved in:
31
Set-valued law invariant coherent and convex risk measures
Chen, Yanhong
;
Hu, Yijun
- In:
International journal of theoretical and applied finance
22
(
2019
)
3
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012019780
Saved in:
32
Multi-asset worst-case optimal portfolios
Korn, Ralf
;
Leoff, Elisabeth
- In:
International journal of theoretical and applied finance
22
(
2019
)
4
,
pp. 1-24
Persistent link: https://www.econbiz.de/10012030905
Saved in:
33
The fundamental theorems of asset pricing and the closed-end fund puzzle
Frahm, Gabriel
;
Jonen, Alexander
;
Schüssler, Rainer
- In:
International journal of theoretical and applied finance
22
(
2019
)
5
,
pp. 1-31
Persistent link: https://www.econbiz.de/10012153033
Saved in:
34
Continuous-time mean-variance optimization for defined contribution pension funds with regime-switching
Chen, Zhiping
;
Wang, Liyuan
;
Chen, Ping
;
Yao, Haixiang
- In:
International journal of theoretical and applied finance
22
(
2019
)
6
,
pp. 1-33
Persistent link: https://www.econbiz.de/10012153045
Saved in:
35
Portfolio rho-presentativity
Froidure, Tristan
;
Jjalalzai, Khalid
;
Choueifaty, Yves
- In:
International journal of theoretical and applied finance
22
(
2019
)
7
,
pp. 1-52
Persistent link: https://www.econbiz.de/10012153456
Saved in:
36
Bayesian learning for the Markowitz portfolio selection problem
De Franco, Carmine
;
Nicolle, Johann
;
Pham, Huyên
- In:
International journal of theoretical and applied finance
22
(
2019
)
7
,
pp. 1-40
Persistent link: https://www.econbiz.de/10012153463
Saved in:
37
Asset bundling and information acquisition of investors with different expertise
Dai, Liang
- In:
Journal of economic theory
175
(
2018
),
pp. 447-490
Persistent link: https://www.econbiz.de/10011980705
Saved in:
38
A liquidation risk adjustment for value at risk and expected shortfall
Wagalath, Lakshithe
;
Zubelli, Jorge P.
- In:
International journal of theoretical and applied finance
21
(
2018
)
3
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011889543
Saved in:
39
A theory of intermediated investment with hyperbolic discounting investors
Gao, Feng
;
He, Alex Xi
;
He, Ping
- In:
Journal of economic theory
177
(
2018
),
pp. 70-100
Persistent link: https://www.econbiz.de/10012025683
Saved in:
40
Dynamic mean-variance optimization problems with deterministic information
Schweizer, Martin
;
Zivoi, Danijel
;
Ṥikić, Mario
- In:
International journal of theoretical and applied finance
21
(
2018
)
2
,
pp. 1-38
Persistent link: https://www.econbiz.de/10011854586
Saved in:
41
Local risk-minimization with multiple assets under illiquidity with applications in energy markets
Christodoulou, Panagiotis
;
Detering, Nils
; …
- In:
International journal of theoretical and applied finance
21
(
2018
)
4
,
pp. 1-44
Persistent link: https://www.econbiz.de/10011891849
Saved in:
42
Pairs trading under drift uncertainty and risk penalization
Altay, Sühan
;
Colaneri, Katia
;
Eksi-Altay, Zehra
- In:
International journal of theoretical and applied finance
21
(
2018
)
7
,
pp. 1-24
Persistent link: https://www.econbiz.de/10011956923
Saved in:
43
Portfolio optimization under a quantile hedging constraint
Bouveret, Géraldine
- In:
International journal of theoretical and applied finance
21
(
2018
)
7
,
pp. 1-36
Persistent link: https://www.econbiz.de/10011956927
Saved in:
44
Drawdown measures and return moments
Möller, Philipp M.
- In:
International journal of theoretical and applied finance
21
(
2018
)
7
,
pp. 1-42
Persistent link: https://www.econbiz.de/10011957033
Saved in:
45
Bayesian inference for the tangent portfolio
Bauder, David
;
Bodnar, Taras
;
Mazur, Stepan
;
Okhrin, Yarema
- In:
International journal of theoretical and applied finance
21
(
2018
)
8
,
pp. 1-27
Persistent link: https://www.econbiz.de/10011970903
Saved in:
46
Generalized framework for applying the Kelly criterion to stock markets
Byrnes, Tim
;
Barnett, Tristan
- In:
International journal of theoretical and applied finance
21
(
2018
)
5
,
pp. 1-13
Persistent link: https://www.econbiz.de/10011903765
Saved in:
47
Optimal asset allocation with stochastic interest rates in regime-switching models
Ye, C.
;
Liu, Rui Hua
;
Ren, D.
- In:
International journal of theoretical and applied finance
21
(
2018
)
5
,
pp. 1-32
Persistent link: https://www.econbiz.de/10011903782
Saved in:
48
Shortfall risk minimization under fixed transaction costs
Nayman, Niv
- In:
International journal of theoretical and applied finance
21
(
2018
)
5
,
pp. 1-29
Persistent link: https://www.econbiz.de/10011903790
Saved in:
49
Optimal trading strategies with limit orders
Agliardi, Rossella
;
Gençay, Ramazan
- In:
International journal of theoretical and applied finance
20
(
2017
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10011686803
Saved in:
50
Good deal bounds with convex constraints
Arai, Takuji
- In:
International journal of theoretical and applied finance
20
(
2017
)
2
,
pp. 1-15
Persistent link: https://www.econbiz.de/10011686844
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->