//--> //--> //--> //-->
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-Management"
subject:"Anlageverhalten"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"International review of economics & finance : IREF"
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-Management
Anlageverhalten
Theorie
1,368
Theory
1,368
Portfolio selection
224
Option pricing theory
192
Optionspreistheorie
192
Volatility
128
Volatilität
128
Estimation
127
Schätzung
127
CAPM
123
Stochastic process
92
Stochastischer Prozess
92
Börsenkurs
89
Share price
89
Risiko
87
Risk
87
Hedging
86
Yield curve
82
Zinsstruktur
82
Capital income
68
Kapitaleinkommen
68
Incomplete market
65
Unvollkommener Markt
65
Geldpolitik
61
Monetary policy
61
Exchange rate
50
Wechselkurs
50
Transaction costs
47
Transaktionskosten
47
Derivat
44
Derivative
44
Risikoprämie
44
Risk premium
44
Financial market
43
Finanzmarkt
43
Martingal
42
Martingale
42
Credit risk
41
Kreditrisiko
41
more ...
less ...
Online availability
All
Undetermined
81
Type of publication
All
Article
239
Type of publication (narrower categories)
All
Article in journal
239
Aufsatz in Zeitschrift
239
Language
All
English
239
Author
All
Platen, Eckhard
6
Zhou, Xun Yu
6
Li, Duan
5
Jin, Hanqing
4
Muhle-Karbe, Johannes
4
Carassus, Laurence
3
Glasserman, Paul
3
Guasoni, Paolo
3
Kardaras, Constantinos
3
Korn, Ralf
3
Pliska, Stanley R.
3
Rogers, Leonard C. G.
3
Stricker, Christophe
3
Yu, Jing-Rung
3
Zariphopoulou-Souganidis, Thaleia
3
Benth, Fred Espen
2
Bielecki, Tomasz R.
2
Capponi, Agostino
2
Chiou, Wan-jiun Paul
2
Choi, Kyoung Jin
2
Choulli, Tahir
2
Cui, Xiangyu
2
Cvitanić, Jakša
2
Detemple, Jérôme B.
2
El Karoui, Nicole
2
Evstigneev, Igor V.
2
Girotto, Bruno
2
He, Xue Dong
2
Huang, Xiaoxia
2
Jarrow, Robert A.
2
Kohatsu-Higa, Arturo
2
Lee, Cheng F.
2
Løkka, Arne
2
Maccheroni, Fabio
2
Marinacci, Massimo
2
Muthuraman, Kumar
2
Obłój, Jan
2
Ortu, Fulvio
2
Pham, Huyên
2
Shahabuddin, Perwez
2
more ...
less ...
Published in...
All
Mathematical finance : an international journal of mathematics, statistics and financial theory
International review of economics & finance : IREF
NBER working paper series
298
Insurance / Mathematics & economics
277
European journal of operational research : EJOR
268
Journal of banking & finance
263
Working paper / National Bureau of Economic Research, Inc.
246
NBER Working Paper
233
Journal of economic dynamics & control
199
Finance research letters
167
Finance and stochastics
152
International journal of theoretical and applied finance
147
The review of financial studies
139
Research paper series / Swiss Finance Institute
135
Journal of financial economics
127
Quantitative finance
123
The journal of finance : the journal of the American Finance Association
120
Discussion paper / Centre for Economic Policy Research
118
Management science : journal of the Institute for Operations Research and the Management Sciences
114
Journal of empirical finance
103
The journal of portfolio management : a publication of Institutional Investor
100
Risks : open access journal
98
Economics letters
95
Economic modelling
93
Swiss Finance Institute Research Paper
93
International review of financial analysis
84
The European journal of finance
84
The North American journal of economics and finance : a journal of financial economics studies
81
SpringerLink / Bücher
80
Computational economics
78
Discussion paper / Tinbergen Institute
74
Mathematics and financial economics
71
Mathematical methods of operations research
70
The journal of asset management
70
Journal of economic behavior & organization : JEBO
69
Applied economics
68
Journal of economic theory
68
Annals of finance
67
Journal of risk and financial management : JRFM
66
CESifo working papers
64
more ...
less ...
Source
All
ECONIS (ZBW)
239
Showing
1
-
50
of
239
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Trading activity, risk aversion, and risk neutral skewness : evidence from SSE 50ETF option
Jiang, Zhengyun
;
Zhou, Xin
- In:
International review of economics & finance : IREF
91
(
2024
),
pp. 378-399
Persistent link: https://www.econbiz.de/10014492161
Saved in:
2
Transmission of liquidity and credit risks in the Chinese bond market : analysis based on joint modeling of multiple yield curves
Lin, Mucai
;
Hong, Zhiwu
;
Su, Ge
- In:
International review of economics & finance : IREF
91
(
2024
),
pp. 597-615
Persistent link: https://www.econbiz.de/10014492241
Saved in:
3
A continuous heterogeneous agent model for multi-asset pricing and portfolio construction under market matching friction
Fu, Jie
;
Zhang, Xiaoqi
;
Zhou, Wenyuan
;
Lyu, Yang
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 267-283
Persistent link: https://www.econbiz.de/10014446433
Saved in:
4
Short selling, informational efficiency, and extreme stock price adjustment
Fan, Yi
;
Gao, Yang
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 1009-1028
Persistent link: https://www.econbiz.de/10014446541
Saved in:
5
On the design of bail-in-able bonds from the perspective of non-financial firms
Liu, Liang-Chih
;
Dai, Tian-Shyr
;
Zhou, Lei
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 1136-1155
Persistent link: https://www.econbiz.de/10014446615
Saved in:
6
Life-cycle risk-taking with personal disaster risk
Bagliano, Fabio C.
;
Fugazza, Carolina
;
Nicodano, Giovanna
- In:
International review of economics & finance : IREF
89
(
2024
)
2
,
pp. 378-396
Persistent link: https://www.econbiz.de/10014446773
Saved in:
7
Strategic asset allocation with distorted beliefs
Chung, San-Lin
;
Hung, Mao-Wei
;
Wei, Tzu-Wen
;
Yeh, Chung-Ying
- In:
International review of economics & finance : IREF
89
(
2024
)
2
,
pp. 804-831
Persistent link: https://www.econbiz.de/10014446818
Saved in:
8
Uncertain mean-variance portfolio model with inflation taking linear uncertainty distributions
Huang, Xiaoxia
;
Ma, Di
;
Choe, Kwang-Il
- In:
International review of economics & finance : IREF
87
(
2023
),
pp. 203-217
Persistent link: https://www.econbiz.de/10014472066
Saved in:
9
Blockchain market and eco-friendly financial assets : dynamic price correlation, connectedness and spillovers with portfolio implications
Abakah, Emmanuel Joel Aikins
;
Ullah, G. M. Wali
; …
- In:
International review of economics & finance : IREF
87
(
2023
),
pp. 218-243
Persistent link: https://www.econbiz.de/10014472075
Saved in:
10
The predictability of skewness risk premium on stock returns : evidence from Chinese market
Ni, Zhongxin
;
Wang, Linyu
- In:
International review of economics & finance : IREF
87
(
2023
),
pp. 576-594
Persistent link: https://www.econbiz.de/10014472485
Saved in:
11
Predicting stock market returns using aggregate credit risk
Li, Tangrong
;
Sun, Xuchu
- In:
International review of economics & finance : IREF
88
(
2023
),
pp. 1087-1103
Persistent link: https://www.econbiz.de/10014475096
Saved in:
12
How does bubble risk propagate among financial assets? : a perspective from the BSADF-vine copula model
Yao, Can-Zhong
;
Li, Min-Jian
;
Xu, Xin
- In:
International review of economics & finance : IREF
88
(
2023
),
pp. 347-364
Persistent link: https://www.econbiz.de/10014475372
Saved in:
13
Optimal liquidity allocation in an equity network
Jiang, Bo
;
Tzavellas, Hector
- In:
International review of economics & finance : IREF
85
(
2023
),
pp. 286-294
Persistent link: https://www.econbiz.de/10014424270
Saved in:
14
Lifetime asset allocation with long run risk and time various risk aversion
Tang, Tao
;
Luo, Ronghua
;
Gu, Jing
- In:
International review of economics & finance : IREF
86
(
2023
),
pp. 230-251
Persistent link: https://www.econbiz.de/10014431337
Saved in:
15
News tone, investor sentiment, and liquidity premium
Liu, Jun
;
Wu, Kai
;
Zhou, Ming
- In:
International review of economics & finance : IREF
84
(
2023
),
pp. 167-181
Persistent link: https://www.econbiz.de/10014343100
Saved in:
16
The impact of network connectivity on factor exposures, asset pricing, and portfolio diversification
Billio, Monica
;
Caporin, Massimiliano
;
Panzica, Roberto …
- In:
International review of economics & finance : IREF
84
(
2023
),
pp. 196-223
Persistent link: https://www.econbiz.de/10014343115
Saved in:
17
Dynamic rebalancing portfolio models with analyses of investor sentiment
Yu, Jing-Rung
;
Chiou, W. Paul
;
Hung, Cing-Hung
;
Dong, …
- In:
International review of economics & finance : IREF
77
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013288009
Saved in:
18
Portfolio optimization under multivariate affine generalized hyperbolic distributions
Wang, Chou-Wen
;
Liu, Kai
;
Li, Bin
;
Tan, Ken Seng
- In:
International review of economics & finance : IREF
80
(
2022
),
pp. 49-66
Persistent link: https://www.econbiz.de/10013341737
Saved in:
19
Active or passive portfolio : a tracking error analysis under uncertainty theory
Yang, Tingting
;
Huang, Xiaoxia
- In:
International review of economics & finance : IREF
80
(
2022
),
pp. 309-326
Persistent link: https://www.econbiz.de/10013342014
Saved in:
20
Risk measure index tracking model
Sant'Anna, Leonardo Riegel
;
Righi, Marcelo Brutti
; …
- In:
International review of economics & finance : IREF
80
(
2022
),
pp. 361-383
Persistent link: https://www.econbiz.de/10013342032
Saved in:
21
Market risk aversion under volatility shifts : an experimental study
Aragó, V.
;
Barreda Tarrazona, Iván J.
;
Breaban, Adriana
; …
- In:
International review of economics & finance : IREF
80
(
2022
),
pp. 552-568
Persistent link: https://www.econbiz.de/10013342631
Saved in:
22
A large-dimensional test for cross-sectional anomalies : efficient sorting revisited
De Nard, Gianluca
;
Zhao, Zhao
- In:
International review of economics & finance : IREF
80
(
2022
),
pp. 654-676
Persistent link: https://www.econbiz.de/10013342641
Saved in:
23
Orthogonal portfolios to assess estimation risk
Chávez-Bedoya, Luis
;
Rosales, Francisco
- In:
International review of economics & finance : IREF
80
(
2022
),
pp. 906-937
Persistent link: https://www.econbiz.de/10013342794
Saved in:
24
Book-to-market equity and asset correlations : an international study
Ho, Kung-Cheng
;
Lee, Shih-Cheng
;
Chen, Jiun-Lin
- In:
International review of economics & finance : IREF
79
(
2022
),
pp. 258-274
Persistent link: https://www.econbiz.de/10013343395
Saved in:
25
Estimating tail-risk using semiparametric conditional variance with an application to meme stocks
D'Addona, Stefano
;
Khanom, Najrin
- In:
International review of economics & finance : IREF
82
(
2022
),
pp. 241-260
Persistent link: https://www.econbiz.de/10013543110
Saved in:
26
Financial bubbles as a recursive process lead by short-term strategies
Cerruti, Gianluca
;
Lombardini, Simone
- In:
International review of economics & finance : IREF
82
(
2022
),
pp. 555-568
Persistent link: https://www.econbiz.de/10013545632
Saved in:
27
Omega portfolio models with floating return threshold
Yu, Jing-Rung
;
Chiou, Wan-jiun Paul
;
Hsin, Yi-Ting
; …
- In:
International review of economics & finance : IREF
82
(
2022
),
pp. 743-758
Persistent link: https://www.econbiz.de/10013545891
Saved in:
28
Optimal portfolio choice with stock market entry costs and human capital investments : a developing country model
Thakurata, Indrajit
- In:
International review of economics & finance : IREF
73
(
2021
),
pp. 175-195
Persistent link: https://www.econbiz.de/10012692217
Saved in:
29
Ambiguity, long-run risks, and asset prices in continuous time
Ruan, Xinfeng
- In:
International review of economics & finance : IREF
71
(
2021
),
pp. 115-126
Persistent link: https://www.econbiz.de/10012627765
Saved in:
30
Composite-asset-risk approach to solving the equity premium puzzle
Kim, Yun-Yeong
- In:
International review of economics & finance : IREF
71
(
2021
),
pp. 200-216
Persistent link: https://www.econbiz.de/10012627774
Saved in:
31
What can cluster analysis offer in investing? : measuring structural changes in the investment universe
Sim, Min Kyu
;
Deng, Shijie
;
Huo, Xiaoming
- In:
International review of economics & finance : IREF
71
(
2021
),
pp. 299-315
Persistent link: https://www.econbiz.de/10012627784
Saved in:
32
Nonlinearity in stock returns : do risk aversion, investor sentiment and, monetary policy shocks matter?
Dahmene, Meriam
;
Boughrara, Adel
;
Slim, Skander
- In:
International review of economics & finance : IREF
71
(
2021
),
pp. 676-699
Persistent link: https://www.econbiz.de/10012628018
Saved in:
33
Tradable or nontradable factors : what does the Hansen-Jagannathan distance tell us?
Zhang, Xiang
;
Liu, Yangyi
;
Wu, Kun
;
Maillet, Bertrand
- In:
International review of economics & finance : IREF
71
(
2021
),
pp. 853-879
Persistent link: https://www.econbiz.de/10012630782
Saved in:
34
Tax evasion, audits with memory, and portfolio choice
Ma, Yong
;
Jiang, Hao
;
Xiao, Weilin
- In:
International review of economics & finance : IREF
71
(
2021
),
pp. 896-909
Persistent link: https://www.econbiz.de/10012630802
Saved in:
35
A learning-based strategy for portfolio selection
Chen, Shun
;
Ge, Lei
- In:
International review of economics & finance : IREF
71
(
2021
),
pp. 936-942
Persistent link: https://www.econbiz.de/10012630806
Saved in:
36
International portfolio allocation : the role of conditional higher moments
Trung Hai Le
- In:
International review of economics & finance : IREF
74
(
2021
),
pp. 33-57
Persistent link: https://www.econbiz.de/10012792935
Saved in:
37
Explaining equity home bias using hedging motives against real exchange rate and wage risks
Kim, Kyounghun
;
Kim, Sŏng-hyŏn
- In:
International review of economics & finance : IREF
73
(
2021
),
pp. 30-43
Persistent link: https://www.econbiz.de/10012672282
Saved in:
38
Unusual investor behavior under tacit and endogenous market signals
Wang, Lanfang
;
Wang, Susheng
- In:
International review of economics & finance : IREF
73
(
2021
),
pp. 76-97
Persistent link: https://www.econbiz.de/10012672315
Saved in:
39
Portfolio models with return forecasting and transaction costs
Yu, Jing-Rung
;
Chiou, Wan-jiun Paul
;
Lee, Wen-Yi
;
Lin, …
- In:
International review of economics & finance : IREF
66
(
2020
),
pp. 118-130
Persistent link: https://www.econbiz.de/10012390681
Saved in:
40
Composite hedge and utility maximization for optimal futures hedging
Cui, Yan
;
Feng, Yun
- In:
International review of economics & finance : IREF
68
(
2020
),
pp. 15-32
Persistent link: https://www.econbiz.de/10012486283
Saved in:
41
A study of the differences among representative investment strategies
Huang, Hong Chih
;
Lee, Yung-Tsung
- In:
International review of economics & finance : IREF
68
(
2020
),
pp. 131-149
Persistent link: https://www.econbiz.de/10012486307
Saved in:
42
Asymmetric jump beta estimation with implications for portfolio risk management
Alexeev, Vitali
;
Urga, Giovanni
;
Yao, Wenying
- In:
International review of economics & finance : IREF
62
(
2019
),
pp. 20-40
Persistent link: https://www.econbiz.de/10012205461
Saved in:
43
A futures pricing model with long-term and short-term traders
Gao, Bin
;
Xie, Jun
;
Jia, Yun
- In:
International review of economics & finance : IREF
64
(
2019
),
pp. 9-28
Persistent link: https://www.econbiz.de/10012322219
Saved in:
44
The effect of the rebalancing horizon on the tradeoff between hedging effectiveness and transaction costs
Boonlert Jitmaneeroj
- In:
International review of economics & finance : IREF
58
(
2018
),
pp. 282-298
Persistent link: https://www.econbiz.de/10012034214
Saved in:
45
Multi-moment risk, hedging strategies, & the business cycle
Racicot, François-Éric
;
Théoret, Raymond
- In:
International review of economics & finance : IREF
58
(
2018
),
pp. 637-675
Persistent link: https://www.econbiz.de/10012034253
Saved in:
46
Time-varying diversification strategies : the roles of state-level housing assets in optimal portfolios
Huang, MeiChi
- In:
International review of economics & finance : IREF
55
(
2018
),
pp. 145-172
Persistent link: https://www.econbiz.de/10012033461
Saved in:
47
Cointegrated market-neutral strategy for basket trading
Yu, Philip L. H.
;
Lu, Renjie
- In:
International review of economics & finance : IREF
49
(
2017
),
pp. 112-124
Persistent link: https://www.econbiz.de/10011748382
Saved in:
48
Conditional asset pricing in international equity markets
Huynh, Thanh D.
- In:
International review of economics & finance : IREF
49
(
2017
),
pp. 168-189
Persistent link: https://www.econbiz.de/10011748394
Saved in:
49
Dynamic trading volume
Guasoni, Paolo
;
Weber, Marko
- In:
Mathematical finance : an international journal of …
27
(
2017
)
2
,
pp. 313-349
Persistent link: https://www.econbiz.de/10011752488
Saved in:
50
Trading with small price impact
Moreau, Ludovic
;
Muhle-Karbe, Johannes
;
Soner, Halil Mete
- In:
Mathematical finance : an international journal of …
27
(
2017
)
2
,
pp. 350-400
Persistent link: https://www.econbiz.de/10011752491
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->