//--> //--> //--> //-->
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:"Steiner, Manfred"
subject:"Portfolio selection"
~accessRights:"restricted"
~person:"Zagst, Rudi"
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 selection
Theorie
14
Theory
14
Portfolio-Management
12
Erwartungsnutzen
4
Expected utility
4
Dynamic portfolio optimization
3
Risikomaß
3
Risk measure
3
ARCH model
2
ARCH-Modell
2
Anlageverhalten
2
Behavioural finance
2
Charges
2
Gebühr
2
HARA utility
2
Hedge fund
2
Hedgefonds
2
Investment strategies
2
Mathematical programming
2
Mathematische Optimierung
2
Nutzenfunktion
2
Portfolio choice
2
Portfolio insurance
2
Portfolio optimization
2
Risikomodell
2
Risk model
2
S-shaped utility function
2
Solvency II
2
Stochastic process
2
Stochastischer Prozess
2
Utility function
2
Utility maximization
2
Affine GARCH models
1
Allocation constraint
1
Ambiguity
1
Asset liability management
1
Behavioral finance
1
Betriebliche Liquidität
1
CPPI strategy
1
more ...
less ...
Online availability
All
Undetermined
Free
6
Type of publication
All
Article
12
Type of publication (narrower categories)
All
Article in journal
11
Aufsatz in Zeitschrift
11
Aufsatz im Buch
1
Book section
1
Language
All
English
12
Author
All
Steiner, Manfred
Zagst, Rudi
Escobar, Marcos
22
Fabozzi, Frank J.
21
Wang, Ruodu
16
Forsyth, Peter A.
14
Wong, Wing Keung
14
Prigent, Jean-Luc
13
Uppal, Raman
13
Liang, Zongxia
12
Vanduffel, Steven
12
Bernard, Carole
11
Cui, Xiangyu
11
Kwon, Roy H.
11
Lee, Cheng F.
11
Li, Duan
11
Soner, Halil Mete
11
Tan, Ken Seng
11
Capponi, Agostino
10
Chen, An
10
Chen, Zhiping
10
Kim, Woo Chang
10
Muhle-Karbe, Johannes
10
Righi, Marcelo Brutti
10
Wong, Hoi Ying
10
Dai, Min
9
Guan, Guohui
9
Jang, Bong-Gyu
9
Ledoit, Olivier
9
Li, Zhongfei
9
Post, Thierry
9
Wolf, Michael
9
Yao, Haixiang
9
Dai, Zhifeng
8
Kim, Jang Ho
8
Li, Bin
8
Li, Danping
8
Li, Xun
8
Rüschendorf, Ludger
8
Guasoni, Paolo
7
Levy, Haim
7
more ...
less ...
Published in...
All
Journal of banking & finance
2
Annals of finance
1
Applied mathematical finance
1
Decision making and risk/return optimization in financial economics
1
Decisions in economics and finance : a journal of applied mathematics
1
Finance research letters
1
Financial markets and portfolio management
1
Insurance / Mathematics & economics
1
International journal of theoretical and applied finance
1
Quantitative finance
1
Scandinavian actuarial journal
1
more ...
less ...
Source
All
ECONIS (ZBW)
12
Showing
1
-
10
of
12
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Mean-variance optimization under affine GARCH : a utility-based solution
Escobar, Marcos
;
Spies, Ben
;
Zagst, Rudi
- In:
Finance research letters
59
(
2024
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014445236
Saved in:
2
Revisiting the 1/N-strategy : a neural network framework for optimal strategies
Escobar, Marcos
;
Theilacker, Lorenz
;
Zagst, Rudi
- In:
Decisions in economics and finance : a journal of …
46
(
2023
)
2
,
pp. 505-542
Persistent link: https://www.econbiz.de/10014443753
Saved in:
3
Portfolio optimization with wealth-dependent risk constraints
Escobar, Marcos
;
Wahl, Markus
;
Zagst, Rudi
- In:
Scandinavian actuarial journal
2022
(
2022
)
3
,
pp. 244-268
Persistent link: https://www.econbiz.de/10013370501
Saved in:
4
Decrease of capital guarantees in life insurance products : can reinsurance stop it?
Escobar, Marcos
;
Havrylenko, Yevhen
;
Kschonnek, Michel
; …
- In:
Insurance / Mathematics & economics
105
(
2022
),
pp. 14-40
Persistent link: https://www.econbiz.de/10013348899
Saved in:
5
Expected utility theory on general affine GARCH models
Escobar, Marcos
;
Spies, Ben
;
Zagst, Rudi
- In:
Applied mathematical finance
28
(
2021
)
6
,
pp. 477-507
Persistent link: https://www.econbiz.de/10013411768
Saved in:
6
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:
7
Behavioral portfolio insurance strategies
Escobar, Marcos
;
Lichtenstern, Andreas
;
Zagst, Rudi
- In:
Financial markets and portfolio management
34
(
2020
)
4
,
pp. 353-399
Persistent link: https://www.econbiz.de/10012309906
Saved in:
8
Optimal fees in hedge funds with first-loss compensation
Escobar, Marcos
;
Havrylenko, Y.
;
Zagst, Rudi
- In:
Journal of banking & finance
118
(
2020
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012521040
Saved in:
9
Option-Based performance participation
Zagst, Rudi
;
Kraus, Julia
;
Bertrand, Philippe
- In:
Journal of banking & finance
105
(
2019
),
pp. 44-61
Persistent link: https://www.econbiz.de/10012163804
Saved in:
10
Portfolio optimization under Solvency II
Escobar, Marcos
;
Kriebel, Paul
;
Wahl, Markus
;
Zagst, Rudi
- In:
Decision making and risk/return optimization in …
,
(pp. 193-227)
.
2019
Persistent link: https://www.econbiz.de/10012134801
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->