//--> //--> //-->
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 selection"
~isPartOf:"International journal of theoretical and applied finance"
~person:"Escobar, Marcos"
~person:"Locarek-Junge, Hermann"
~person:"Platen, Eckhard"
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
| 5 applied filters
Year of publication
From:
To:
Subject
All
Portfolio selection
Theorie
9
Theory
9
Portfolio-Management
6
Börsenkurs
2
Erwartungsnutzen
2
Expected utility
2
Share price
2
Volatility
2
Volatilität
2
Aktienindex
1
Anlageverhalten
1
Arbitrage Pricing
1
Arbitrage pricing
1
Behavioural finance
1
Benchmark approach
1
Bubbles
1
CAPM
1
Derivat
1
Derivative
1
Devisenmarkt
1
Foreign exchange market
1
Growth optimal portfolio
1
HARA utility
1
HJB equations
1
Hedging
1
Index futures
1
Index-Futures
1
Markov chain
1
Markov switching
1
Markov-Kette
1
Measurement
1
Messung
1
Nutzenfunktion
1
Option trading
1
Optionsgeschäft
1
Portfolio choice
1
Risikoaversion
1
Risk aversion
1
S-shaped utility function
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
6
Type of publication (narrower categories)
All
Article in journal
6
Aufsatz in Zeitschrift
6
Language
All
English
6
Author
All
Escobar, Marcos
Locarek-Junge, Hermann
Platen, Eckhard
Korn, Ralf
6
Konno, Hiroshi
5
Fabozzi, Frank J.
4
Forsyth, Peter A.
3
Wilmott, Paul
3
Baviera, Roberto
2
Epstein, D.
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
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
26
Mathematical finance : an international journal of mathematics, statistics and financial theory
6
Quantitative finance
5
Dresdner Beiträge zur Betriebswirtschaftslehre
4
Research paper / Quantitative Finance Research Group, University of Technology Sydney
4
Annals of finance
3
Asia-Pacific financial markets
2
Journal of banking & finance
2
Risks : open access journal
2
ASTIN bulletin : the journal of the International Actuarial Association
1
Applied mathematical finance
1
Australian economic papers
1
Betriebswirtschaftliche Anwendungen des Soft Computing : neuronale Netze, Fuzzy-Systeme und evolutionäre Algorithmen
1
Computational economics
1
Credit Risk und Value-at-Risk Alternativen : Herausforderungen für das Risk-Management
1
Decision making and risk/return optimization in financial economics
1
Decisions in economics and finance : a journal of applied mathematics
1
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
Finance research letters
1
Financial markets and portfolio management
1
German financial markets and institutions: selected studies
1
IMA journal of management mathematics
1
Informationssysteme in der Finanzwirtschaft : mit 35 Tabellen
1
Insurance / Mathematics & economics
1
International review of economics & finance : IREF
1
Journal of economic dynamics & control
1
Mathematical methods of operations research : ZOR
1
Mathematische Methoden der Wirtschaftswissenschaften : Festschrift für Otto Opitz
1
Operations research perspectives
1
Operations research proceedings 1999 : selected papers of the Symposium on Operations Research (SOR '99), Magdeburg, September 1 - 3, 1999
1
Operations research proceedings 2000 : selected papers of the Symposium on Operations Research (OR 2000) ; Dresden, September 9 - 12, 2000
1
Quantitative Finance Research Centre, University of Technology, Sydney, Research Paper Number 282
1
Research Paper Number 296, Quantitative Finance Research Centre, University of Technology, Sydney, August 2011
1
Research Paper Number: 253, Quantitative Finance Research Centre, University of Technology, Sydney
1
Research Paper Number: 297, Quantitative Finance Research Centre, University of Technology, Sydney
1
Scandinavian actuarial journal
1
Springer Finance
1
Springer finance
1
The Kyoto economic review
1
more ...
less ...
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
Relevance
Date (newest first)
Date (oldest first)
1
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:
2
Approximating the growth optimal portfolio and stock price bubbles
Platen, Eckhard
;
Rendek, Renata
- In:
International journal of theoretical and applied finance
23
(
2020
)
7
,
pp. 1-33
Persistent link: https://www.econbiz.de/10012496905
Saved in:
3
Portfolio optimization in affine models with Markov switching
Escobar, Marcos
;
Neykova, Daniela
;
Zagst, Rudi
- In:
International journal of theoretical and applied finance
18
(
2015
)
5
,
pp. 1-46
Persistent link: https://www.econbiz.de/10011403855
Saved in:
4
The small and large time implied volatilities in the minimal market model
Guo, Zhi Jun
;
Platen, Eckhard
- In:
International journal of theoretical and applied finance
15
(
2012
)
8
,
pp. 1-23
Persistent link: https://www.econbiz.de/10009707096
Saved in:
5
Analytic pricing of contingent claims under the real-world measure
Miller, Shane M.
;
Platen, Eckhard
- In:
International journal of theoretical and applied finance
11
(
2008
)
8
,
pp. 841-867
Persistent link: https://www.econbiz.de/10003812845
Saved in:
6
Modeling the volatility and expected value of a diversified world index
Platen, Eckhard
- In:
International journal of theoretical and applied finance
7
(
2004
)
4
,
pp. 511-529
Persistent link: https://www.econbiz.de/10002108812
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->