//--> //--> //--> //-->
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
person:"Gouriéroux, Christian"
subject:"Portfolio-Management"
~accessRights:"restricted"
~person:"Jang, Bong-Gyu"
~subject:"Antonelli Matrix"
~subject:"Risk measure"
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
| 6 applied filters
Year of publication
From:
To:
Subject
All
Portfolio-Management
Antonelli Matrix
Risk measure
Theorie
23
Theory
23
Portfolio selection
11
Risikoaversion
6
Risk aversion
6
Altersgrenze
5
Retirement
5
Risiko
5
Risikoprämie
5
Risk
5
Risk premium
5
Altersvorsorge
4
Retirement provision
4
Liquidity constraint
3
Liquiditätsbeschränkung
3
Ambiguity aversion
2
Arbeitslosigkeit
2
Big Data
2
Borrowing constraints
2
CAPM
2
Coronavirus
2
Credit derivative
2
Credit risk
2
Derivat
2
Derivative
2
Incomplete market
2
Insolvency
2
Insolvenz
2
Kreditderivat
2
Kreditrisiko
2
Method of moments
2
Momentenmethode
2
Optimal portfolio
2
Reinsurance
2
Rückversicherung
2
Stochastic process
2
Stochastischer Prozess
2
Time series analysis
2
Unemployment
2
more ...
less ...
Online availability
All
Undetermined
Free
9
Type of publication
All
Article
10
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
10
Aufsatz in Zeitschrift
10
Arbeitspapier
1
Bibliografie enthalten
1
Bibliography included
1
Graue Literatur
1
Lehrbuch
1
Non-commercial literature
1
Textbook
1
Working Paper
1
more ...
less ...
Language
All
English
12
Author
All
Gouriéroux, Christian
Jang, Bong-Gyu
Escobar, Marcos
23
Fabozzi, Frank J.
21
Wang, Ruodu
21
Righi, Marcelo Brutti
15
Tan, Ken Seng
15
Wong, Wing Keung
14
Forsyth, Peter A.
13
Prigent, Jean-Luc
13
Uppal, Raman
13
Zagst, Rudi
12
Bernard, Carole
11
Boonen, Tim J.
11
Cui, Xiangyu
11
Kwon, Roy H.
11
Li, Duan
11
Soner, Halil Mete
11
Vanduffel, Steven
11
Capponi, Agostino
10
Chen, Zhiping
10
Härdle, Wolfgang
10
Muhle-Karbe, Johannes
10
Rüschendorf, Ludger
10
Wong, Hoi Ying
10
Zhang, Yiying
10
Brandtner, Mario
9
Chen, An
9
Dai, Min
9
Furman, Edward
9
Ledoit, Olivier
9
Li, Zhongfei
9
Liang, Zongxia
9
Wolf, Michael
9
Yao, Haixiang
9
Cheung, Ka Chun
8
Dai, Zhifeng
8
Kim, Woo Chang
8
Landsman, Zinoviy
8
Li, Danping
8
Li, Xun
8
more ...
less ...
Published in...
All
Finance research letters
2
Annals of economics and statistics
1
Economic theory : official journal of the Society for the Advancement of Economic Theory
1
Economics letters
1
European financial management : the journal of the European Financial Management Association
1
Journal of banking & finance
1
Journal of financial econometrics
1
Mathematical social sciences
1
Operations research letters
1
Princeton series in finance
1
Research paper series / Swiss Finance Institute
1
Swiss Finance Institute Research Paper
1
more ...
less ...
Source
All
ECONIS (ZBW)
12
Showing
1
-
10
of
12
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Analytic approach for models of optimal retirement with disability risk
Chae, Jiwon
;
Jang, Bong-Gyu
;
Park, Seyoung
- In:
Mathematical social sciences
126
(
2023
),
pp. 68-75
Persistent link: https://www.econbiz.de/10014472541
Saved in:
2
Optimal reinsurance and portfolio selection : comparison between partial and complete information models
Jang, Bong-Gyu
;
Kim, Kyeong Tae
;
Lee, Hyun-Tak
- In:
European financial management : the journal of the …
28
(
2022
)
1
,
pp. 208-232
Persistent link: https://www.econbiz.de/10012795706
Saved in:
3
Positional portfolio management
Gagliardini, Patrick
;
Gouriéroux, Christian
;
Rubin, Mirco
- In:
Journal of financial econometrics
19
(
2021
)
4
,
pp. 650-706
Persistent link: https://www.econbiz.de/10012654983
Saved in:
4
Ambiguity premium and transaction costs
Jang, Bong-Gyu
;
Kim, Taeyoon
;
Lee, Seungkyu
;
Park, Seyoung
- In:
Economics letters
207
(
2021
),
pp. 1-5
Persistent link: https://www.econbiz.de/10013169813
Saved in:
5
Annuitization and asset allocation with borrowing constraint
Kim, Jin Gi
;
Jang, Bong-Gyu
;
Park, Seyoung
- In:
Operations research letters
48
(
2020
)
5
,
pp. 549-551
Persistent link: https://www.econbiz.de/10012303406
Saved in:
6
Aversions to impatience, uncertainty and illiquidity
Allard, Marie
;
Bronsard, Camille
;
Gouriéroux, Christian
- In:
Annals of economics and statistics
125/126
(
2017
),
pp. 9-39
Persistent link: https://www.econbiz.de/10011744355
Saved in:
7
Asset demands and consumption with longevity risk
Jang, Bong-Gyu
;
Koo, Hyeng-keun
;
Rhee, Yuna
- In:
Economic theory : official journal of the Society for …
62
(
2016
)
3
,
pp. 587-633
Persistent link: https://www.econbiz.de/10011529384
Saved in:
8
Ambiguity and optimal portfolio choice with Value-at-Risk constraint
Jang, Bong-Gyu
;
Park, Seyoung
- In:
Finance research letters
18
(
2016
),
pp. 158-176
Persistent link: https://www.econbiz.de/10011656986
Saved in:
9
Retirement with risk aversion change and borrowing constraints
Jang, Bong-Gyu
;
Lee, Ho-Seok
- In:
Finance research letters
16
(
2016
),
pp. 112-124
Persistent link: https://www.econbiz.de/10011655139
Saved in:
10
Optimal reinsurance and asset allocation under regime switching
Jang, Bong-Gyu
;
Kim, Kyeong Tae
- In:
Journal of banking & finance
56
(
2015
),
pp. 37-47
Persistent link: https://www.econbiz.de/10011488574
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->