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subject:"Portfolio-Management"
subject:"United States"
~isPartOf:"International journal of theoretical and applied finance"
~subject:"Mathematische Optimierung"
~subject:"Optionsgeschäft"
~subject:"Statistische Verteilung"
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Portfolio-Management
United States
Mathematische Optimierung
Optionsgeschäft
Statistische Verteilung
Theorie
567
Theory
567
Portfolio selection
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
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36
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36
Börsenkurs
34
Share price
34
Financial market
33
Finanzmarkt
33
Markov chain
29
Markov-Kette
29
Statistical distribution
28
Mathematical programming
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
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Article
202
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3
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205
Aufsatz in Zeitschrift
205
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3
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3
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2
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English
205
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Konno, Hiroshi
6
Korn, Ralf
6
Fabozzi, Frank J.
5
Platen, Eckhard
5
Wilmott, Paul
4
Forsyth, Peter A.
3
Kim, Young Shin
3
Kwok, Yue-Kuen
3
Madan, Dilip B.
3
Račev, Svetlozar T.
3
Schoutens, Wim
3
Wu, Lixin
3
Yamamoto, Rei
3
Arai, Takuji
2
Baviera, Roberto
2
Benth, Fred Espen
2
Bouchaud, Jean-Philippe
2
Brigo, Damiano
2
Epstein, D.
2
Escobar, Marcos
2
Frahm, Gabriel
2
Friedman, Craig
2
Gardiol, Lucien
2
Herzog, Florian
2
Hinz, Juri
2
Hui, Cho H.
2
Jaimungal, Sebastian
2
Kraft, Holger
2
Kromer, Eduard
2
Kupper, Michael
2
Lipton, Alexander
2
Lo, C. F.
2
Meister, Bernhard K.
2
Overbeck, Ludger
2
Pallavicini, Andrea
2
Pham, Huyên
2
Rudloff, Birgit
2
Sass, Jörn
2
Sidenius, Jakob
2
Westphal, Dorothee
2
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Barcelona Workshop on Mathematical Finance <2017, Barcelona>
1
Published in...
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International journal of theoretical and applied finance
European journal of operational research : EJOR
2,213
Working paper / National Bureau of Economic Research, Inc.
1,556
Computers & operations research : and their applications to problems of world concern ; an international journal
1,207
Operations research letters
608
International journal of production research
602
Discussion paper / Centre for Economic Policy Research
458
Insurance / Mathematics & economics
414
Journal of banking & finance
399
Operations research
379
Journal of economic dynamics & control
362
NBER working paper series
351
Mathematics of operations research
341
INFORMS journal on computing : JOC
335
The American economic review
331
Economics letters
326
The review of financial studies
307
Management science : journal of the Institute for Operations Research and the Management Sciences
300
Working paper
298
The journal of finance : the journal of the American Finance Association
297
American journal of agricultural economics
278
Discussion paper / Tinbergen Institute
275
International journal of production economics
270
NBER Working Paper
268
Mathematical methods of operations research
266
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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The review of economics and statistics
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Applied economics
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Journal of financial economics
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Journal of the Operational Research Society : OR
227
Journal of econometrics
211
Journal of monetary economics
208
CESifo working papers
207
Mathematical finance : an international journal of mathematics, statistics and financial theory
203
Journal of political economy
202
Discussion paper / Center for Economic Research, Tilburg University
197
Discussion paper series / IZA
196
Omega : the international journal of management science
194
Finance and stochastics
191
SpringerLink / Bücher
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ECONIS (ZBW)
205
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1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
Capital allocation for set-valued risk measures
Centrone, Francesca
;
Rosazza Gianin, Emanuela
- In:
International journal of theoretical and applied finance
23
(
2020
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10012270884
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