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isPartOf:"Journal of economic theory"
subject:"Portfolio selection"
~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"Mathematical methods of operations research"
~isPartOf:"Quantitative finance"
~subject:"Economics of information"
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Portfolio selection
Economics of information
Theorie
6,104
Theory
6,104
Game theory
548
Spieltheorie
548
Portfolio-Management
412
Monetary policy
337
Geldpolitik
336
Mathematical programming
330
Mathematische Optimierung
330
Risk
304
Risiko
301
Learning process
278
Lernprozess
278
Equilibrium theory
243
Gleichgewichtstheorie
243
Asymmetric information
241
Asymmetrische Information
241
Stochastic process
228
Stochastischer Prozess
228
Overlapping Generations
218
Overlapping generations
218
CAPM
195
Decision under uncertainty
192
Entscheidung unter Unsicherheit
192
Rational expectations
188
Rationale Erwartung
188
Allgemeines Gleichgewicht
185
General equilibrium
185
Agency theory
178
Prinzipal-Agent-Theorie
178
Financial market
164
Finanzmarkt
164
Estimation
162
Schätzung
162
Endogenes Wachstumsmodell
159
Endogenous growth model
159
Markov chain
159
Markov-Kette
159
Nash equilibrium
153
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209
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11
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Article
553
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4
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Article in journal
552
Aufsatz in Zeitschrift
552
Conference paper
4
Konferenzbeitrag
4
Collection of articles of several authors
3
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English
557
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Escobar, Marcos
6
Huang, Chi-fu
5
Korn, Ralf
5
Kraft, Holger
5
Lioui, Abraham
5
Munk, Claus
5
He, Hua
4
Li, Duan
4
Li, Kai
4
Schwartz, Eduardo S.
4
Aliprantis, Charalambos D.
3
Branger, Nicole
3
Cox, John Carrington
3
Cvitanić, Jakša
3
Duffie, Darrell
3
Farmer, J. Doyne
3
Koo, Hyeng-keun
3
Li, Bin
3
Li, Lingfei
3
Lillo, Fabrizio
3
Lin, Qian
3
Madan, Dilip B.
3
Morris, Stephen
3
Parreiras, Sérgio O.
3
Postlewaite, Andrew
3
Samuelson, Larry
3
Schenk-Hoppé, Klaus Reiner
3
Seifried, Frank Thomas
3
Stübinger, Johannes
3
Alexander, Gordon J.
2
Baptista, Alexandre M.
2
Battigalli, Pierpaolo
2
Bhamra, Harjoat Singh
2
Birge, John R.
2
Bäuerle, Nicole
2
Campbell, Colin M.
2
Chacko, George
2
Chade, Hector
2
Cheng, Yuyang
2
Cong, F.
2
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Published in...
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Journal of economic theory
Journal of economic dynamics & control
Mathematical methods of operations research
Quantitative finance
Insurance / Mathematics & economics
277
European journal of operational research : EJOR
266
NBER working paper series
264
Journal of banking & finance
247
Working paper / National Bureau of Economic Research, Inc.
218
NBER Working Paper
210
Finance research letters
162
Mathematical finance : an international journal of mathematics, statistics and financial theory
158
Finance and stochastics
152
International journal of theoretical and applied finance
145
Economics letters
134
The review of financial studies
134
The journal of finance : the journal of the American Finance Association
132
Research paper series / Swiss Finance Institute
122
Journal of financial economics
111
Management science : journal of the Institute for Operations Research and the Management Sciences
110
Discussion paper / Centre for Economic Policy Research
102
The journal of portfolio management : a publication of Institutional Investor
99
Risks : open access journal
98
Journal of empirical finance
93
Economic modelling
92
Swiss Finance Institute Research Paper
85
The European journal of finance
76
Mathematics and financial economics
74
Discussion paper / Tinbergen Institute
73
Computational economics
72
Games and economic behavior
72
International review of economics & finance : IREF
72
SpringerLink / Bücher
72
Economic theory : official journal of the Society for the Advancement of Economic Theory
70
The review of economic studies
70
International review of financial analysis
68
The journal of asset management
68
The North American journal of economics and finance : a journal of financial economics studies
67
Journal of risk and financial management : JRFM
63
The journal of portfolio management : JPM
63
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ECONIS (ZBW)
557
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1
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557
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1
Distributionally robust end-to-end portfolio construction
Costa, Giorgio
;
Iyengar, Garud N.
- In:
Quantitative finance
23
(
2023
)
10
,
pp. 1465-1482
Persistent link: https://www.econbiz.de/10014419171
Saved in:
2
f-Betas and portfolio optimization with f-divergence induced risk measures
Ding, Rui
- In:
Quantitative finance
23
(
2023
)
10
,
pp. 1483-1496
Persistent link: https://www.econbiz.de/10014419172
Saved in:
3
Can volatility solve the naive portfolio puzzle?
Curran, Michael
;
O'Sullivan, Patrick
;
Zalla, Ryan
- In:
Quantitative finance
23
(
2023
)
11
,
pp. 1545-1560
Persistent link: https://www.econbiz.de/10014419177
Saved in:
4
Optimal portfolio choice of couples with tax-deferred accounts and survival-contingent products
Bae, Sanghyeon
;
Lee, Yongjae
;
Kim, Woo Chang
- In:
Quantitative finance
23
(
2023
)
11
,
pp. 1597-1615
Persistent link: https://www.econbiz.de/10014419181
Saved in:
5
Assessing the accuracy of exponentially weighted moving average models for value-at-risk and expected shortfall of crypto portfolios
Alexander, Carol
;
Dakos, Michael
- In:
Quantitative finance
23
(
2023
)
3
,
pp. 393-427
Persistent link: https://www.econbiz.de/10014232660
Saved in:
6
The value and cost of more stages in stochastic programing : a statistical analysis on a set of portfolio choice problems
Birge, John R.
;
Blomvall, Jörgen
;
Ekblom, Jonas
- In:
Quantitative finance
22
(
2022
)
1
,
pp. 95-112
Persistent link: https://www.econbiz.de/10012872523
Saved in:
7
Estimation risk and the implicit value of index-tracking
Clark, Brian
;
Edirisinghe, Chanaka
;
Simaan, Majeed
- In:
Quantitative finance
22
(
2022
)
2
,
pp. 303-319
Persistent link: https://www.econbiz.de/10013167745
Saved in:
8
Reinforcement learning for continuous-time mean-variance portfolio selection in a regime-switching market
Wu, Bo
;
Li, Lingfei
- In:
Journal of economic dynamics & control
158
(
2024
),
pp. 1-28
Persistent link: https://www.econbiz.de/10014532362
Saved in:
9
Dynamic CVaR portfolio construction with attention-powered generative factor learning
Sun, Chuting
;
Wu, Qi
;
Yan, Xing
- In:
Journal of economic dynamics & control
160
(
2024
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014532506
Saved in:
10
Tile test for back-testing risk evaluation
Zumbach, Gilles O.
- In:
Quantitative finance
21
(
2021
)
10
,
pp. 1605-1619
Persistent link: https://www.econbiz.de/10012653703
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