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subject:"Allgemeines Gleichgewicht"
~isPartOf:"International journal of theoretical and applied finance"
~subject:"Portfolio selection"
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Allgemeines Gleichgewicht
Portfolio selection
Theorie
567
Theory
567
Portfolio-Management
145
Stochastic process
116
Stochastischer Prozess
116
Option pricing theory
103
Optionspreistheorie
103
Volatility
76
Volatilität
76
Credit risk
67
Kreditrisiko
67
Derivat
65
Derivative
65
Hedging
55
Yield curve
51
Zinsstruktur
51
CAPM
43
Risiko
36
Risk
36
Börsenkurs
34
Share price
34
Financial market
33
Finanzmarkt
33
Markov chain
29
Markov-Kette
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Statistical distribution
28
Statistische Verteilung
28
Mathematical programming
27
Mathematische Optimierung
27
Risikomaß
27
Risk measure
27
Black-Scholes model
25
Capital income
25
Incomplete market
25
Kapitaleinkommen
25
Unvollkommener Markt
25
Black-Scholes-Modell
24
Option trading
23
Optionsgeschäft
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Undetermined
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Article
145
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English
146
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Korn, Ralf
6
Konno, Hiroshi
5
Fabozzi, Frank J.
4
Platen, Eckhard
4
Forsyth, Peter A.
3
Wilmott, Paul
3
Baviera, Roberto
2
Epstein, D.
2
Escobar, Marcos
2
Frahm, Gabriel
2
Gardiol, Lucien
2
Herzog, Florian
2
Kim, Young Shin
2
Kraft, Holger
2
Kromer, Eduard
2
Lipton, Alexander
2
Overbeck, Ludger
2
Pham, Huyên
2
Rudloff, Birgit
2
Sass, Jörn
2
Westphal, Dorothee
2
Wunderlich, Ralf
2
Yamamoto, Rei
2
Zagst, Rudi
2
Abergel, Frédéric
1
Agliardi, Rossella
1
Altay, Sühan
1
Andersen, J. V.
1
Andersen, Leif B. G.
1
Arai, Takuji
1
Ararat, Çağin
1
Audeguil, Emilien
1
Bares, Pierre-Antoine
1
Barnett, Tristan
1
Barski, Michał
1
Basili, Marcello
1
Bauder, David
1
Baxter, Martin
1
Bel Hadj Ayed, Ahmed
1
Bellalah, Mondher
1
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International journal of theoretical and applied finance
NBER working paper series
403
Working paper / National Bureau of Economic Research, Inc.
371
NBER Working Paper
346
European journal of operational research : EJOR
281
Insurance / Mathematics & economics
279
Journal of banking & finance
248
Journal of economic dynamics & control
239
Discussion paper / Centre for Economic Policy Research
198
Economic modelling
190
Finance research letters
183
Economic theory : official journal of the Society for the Advancement of Economic Theory
178
Journal of economic theory
169
CESifo working papers
166
Mathematical finance : an international journal of mathematics, statistics and financial theory
158
Finance and stochastics
155
Journal of mathematical economics
155
Working paper
143
Quantitative finance
129
Research paper series / Swiss Finance Institute
129
Economics letters
119
The review of financial studies
109
Journal of financial economics
106
Management science : journal of the Institute for Operations Research and the Management Sciences
104
Risks : open access journal
103
The journal of finance : the journal of the American Finance Association
101
The journal of portfolio management : a publication of Institutional Investor
98
Discussion paper / Tinbergen Institute
96
Journal of empirical finance
95
International review of economics & finance : IREF
92
Computational economics
91
Energy economics
90
Discussion paper
89
SpringerLink / Bücher
89
Swiss Finance Institute Research Paper
89
Mathematics and financial economics
79
The European journal of finance
79
Annals of finance
71
Applied economics
69
International review of financial analysis
69
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ECONIS (ZBW)
146
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1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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
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