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subject:"Portfolio-Management"
subject:"United States"
~isPartOf:"International journal of theoretical and applied finance"
~subject:"Optionsgeschäft"
~subject:"Risikomaß"
~subject:"Stochastischer Prozess"
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Portfolio-Management
United States
Optionsgeschäft
Risikomaß
Stochastischer Prozess
Theorie
567
Theory
567
Portfolio selection
145
Stochastic process
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
29
Statistical distribution
28
Statistische Verteilung
28
Mathematical programming
27
Mathematische Optimierung
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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Undetermined
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Article
271
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2
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273
Aufsatz in Zeitschrift
273
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3
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Collection of articles of several authors
2
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Multi-volume publication
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English
273
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Fabozzi, Frank J.
6
Korn, Ralf
6
Platen, Eckhard
6
Konno, Hiroshi
5
Wilmott, Paul
5
Račev, Svetlozar T.
4
Forsyth, Peter A.
3
Grorud, Axel
3
Jaimungal, Sebastian
3
Jeanblanc, Monique
3
Kim, Young Shin
3
Kupper, Michael
3
Kwok, Yue-Kuen
3
Schoutens, Wim
3
Semeraro, Patrizia
3
Wu, Lixin
3
Abergel, Frédéric
2
Barucci, Emilio
2
Baviera, Roberto
2
Benth, Fred Espen
2
Bouchaud, Jean-Philippe
2
Capriotti, Luca
2
Cartea, Álvaro
2
Chen, Yanhong
2
Epstein, D.
2
Escobar, Marcos
2
Fouque, Jean-Pierre
2
Frahm, Gabriel
2
Gapeev, Pavel V.
2
Gardiol, Lucien
2
Hainaut, Donatien
2
Herzog, Florian
2
Hinz, Juri
2
Hu, Yijun
2
Hui, Cho H.
2
Kraft, Holger
2
Kromer, Eduard
2
Lipton, Alexander
2
Liu, Rui Hua
2
Lo, C. F.
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
Working paper / National Bureau of Economic Research, Inc.
1,562
European journal of operational research : EJOR
1,042
Insurance / Mathematics & economics
478
Discussion paper / Centre for Economic Policy Research
460
Journal of banking & finance
432
Computers & operations research : and their applications to problems of world concern ; an international journal
388
NBER working paper series
359
Journal of economic dynamics & control
341
The American economic review
329
The review of financial studies
316
Economics letters
308
Working paper
304
The journal of finance : the journal of the American Finance Association
303
Finance and stochastics
283
International journal of production research
279
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
274
NBER Working Paper
274
Mathematical finance : an international journal of mathematics, statistics and financial theory
265
American journal of agricultural economics
258
Applied economics
246
Journal of financial economics
238
The review of economics and statistics
238
Journal of econometrics
236
Finance research letters
233
CESifo working papers
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Operations research letters
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Discussion paper / Tinbergen Institute
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Journal of monetary economics
210
Management science : journal of the Institute for Operations Research and the Management Sciences
205
Journal of political economy
203
Operations research
199
Discussion paper series / IZA
195
Finance and economics discussion series
194
Economic modelling
192
Risks : open access journal
189
International journal of production economics
180
Quantitative finance
173
Southern economic journal
171
The journal of futures markets
171
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ECONIS (ZBW)
273
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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
Latency and liquidity risk
Cartea, Álvaro
;
Jaimungal, Sebastian
; …
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-37
Persistent link: https://www.econbiz.de/10012807838
Saved in:
10
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
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