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subject:"Portfolio-Management"
type_genre:"Article in journal"
~isPartOf:"Applied mathematical finance"
~type_genre:"Graue Literatur"
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Portfolio-Management
Theorie
228
Theory
228
Option pricing theory
60
Optionspreistheorie
60
Portfolio selection
50
Volatility
44
Volatilität
44
Stochastic process
33
Stochastischer Prozess
33
Yield curve
27
Zinsstruktur
27
Hedging
24
Derivat
23
Derivative
23
Black-Scholes model
18
Black-Scholes-Modell
18
Börsenkurs
16
Share price
16
Risiko
13
Risk
13
CAPM
12
Estimation
11
Mathematical programming
11
Mathematische Optimierung
11
Schätzung
11
Securities trading
11
Wertpapierhandel
11
Option trading
10
Optionsgeschäft
10
Swap
10
Transaction costs
10
Transaktionskosten
10
Anleihe
9
Bond
9
Credit risk
9
Kreditrisiko
9
Markov chain
8
Markov-Kette
8
Capital income
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Article
50
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Article in journal
Graue Literatur
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English
50
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Atkinson, Colin
7
Forsyth, Peter A.
3
Jaimungal, Sebastian
2
Matsumoto, Koichi
2
Mokkhavesa, S.
2
Quek, Gary
2
Vetzal, Kenneth R.
2
Al-Aradi, Ali
1
Ali, B. al-
1
Allaj, Erindi
1
Avellaneda, Marco
1
Balbás de la Corte, Alejandro
1
Balbás, Beatriz
1
Balbás, Raquel
1
Berg, Nathan
1
Bond, Shaun A.
1
Bunwong, Kornkanok
1
Cartea, Álvaro
1
Chen, Ping
1
Choi, Jungmin
1
Donnelly, Ryan
1
Duck, Peter
1
Durrell, Fernando J.
1
Edirisinghe, Chanaka
1
Escobar, Marcos
1
Fabozzi, Frank J.
1
Fahim, Arash
1
Gijbels, Irène
1
Herrmann, Klaus
1
Howell, Sydney D.
1
Ishii, Ryosuke
1
Janke, Oliver
1
Johnson, Paul
1
Jonsson, Mattias
1
Katsuki, Yuta
1
Kennedy, J. S.
1
Klaassen, Pieter
1
Korn, Ralf
1
Ku, Hyejin
1
Lee, Kiseop
1
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Applied mathematical finance
Insurance / Mathematics & economics
277
European journal of operational research : EJOR
276
Journal of banking & finance
237
Finance research letters
181
Journal of economic dynamics & control
166
Mathematical finance : an international journal of mathematics, statistics and financial theory
154
Finance and stochastics
152
Working paper / National Bureau of Economic Research, Inc.
151
International journal of theoretical and applied finance
145
Quantitative finance
129
Research paper series / Swiss Finance Institute
119
Management science : journal of the Institute for Operations Research and the Management Sciences
102
Risks : open access journal
102
The review of financial studies
99
The journal of portfolio management : a publication of Institutional Investor
98
Journal of financial economics
97
Journal of empirical finance
94
The journal of finance : the journal of the American Finance Association
92
Economic modelling
83
Discussion paper / Centre for Economic Policy Research
82
Swiss Finance Institute Research Paper
80
Economics letters
79
The European journal of finance
79
Mathematics and financial economics
74
Computational economics
72
International review of economics & finance : IREF
71
International review of financial analysis
68
The journal of asset management
68
Mathematical methods of operations research
65
The North American journal of economics and finance : a journal of financial economics studies
64
Journal of risk and financial management : JRFM
63
The journal of portfolio management : JPM
61
Annals of finance
60
Discussion paper / Tinbergen Institute
60
Journal of economic theory
60
Journal of mathematical finance
57
Applied economics
55
CESifo working papers
49
Working paper
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ECONIS (ZBW)
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1
Optimal execution : a review
Donnelly, Ryan
- In:
Applied mathematical finance
29
(
2022
)
3
,
pp. 181-212
Persistent link: https://www.econbiz.de/10013554798
Saved in:
2
Buy and hold golden strategies in financial markets with frictions and depth constraints
Balbás de la Corte, Alejandro
;
Balbás, Beatriz
; …
- In:
Applied mathematical finance
30
(
2023
)
5
,
pp. 231-248
Persistent link: https://www.econbiz.de/10015051247
Saved in:
3
Multi-period mean expected-shortfall strategies : "cut your losses and ride your gains"
Forsyth, Peter A.
;
Vetzal, Kenneth R.
- In:
Applied mathematical finance
29
(
2022
)
5
,
pp. 402-438
Persistent link: https://www.econbiz.de/10014323484
Saved in:
4
On regularized optimal execution problems and their singular limits
Souza, Max O.
;
Thamsten, Y.
- In:
Applied mathematical finance
29
(
2022
)
2
,
pp. 79-109
Persistent link: https://www.econbiz.de/10013554788
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
Smart indexing under regime-switching economic states
Edirisinghe, Chanaka
;
Zhao, Yonggan
- In:
Applied mathematical finance
27
(
2020
)
5
,
pp. 422-456
Persistent link: https://www.econbiz.de/10012501624
Saved in:
7
Optimal asset allocation for retirement saving : deterministic vs. time consistent adaptive strategies
Forsyth, Peter A.
;
Vetzal, Kenneth R.
- In:
Applied mathematical finance
26
(
2019
)
1
,
pp. 1-37
Persistent link: https://www.econbiz.de/10012210256
Saved in:
8
A mathematical analysis of technical analysis
Lorig, Matthew
;
Zhou, Zhou
;
Zou, Bin
- In:
Applied mathematical finance
26
(
2019
)
1
,
pp. 38-68
Persistent link: https://www.econbiz.de/10012210259
Saved in:
9
Generalised lyapunov functions and functionally generated trading strategies
Ruf, Johannes
;
Xie, Kangjianan
- In:
Applied mathematical finance
26
(
2019
)
4
,
pp. 293-327
Persistent link: https://www.econbiz.de/10012210315
Saved in:
10
Portfolio optimization for credit-risky assets under Marshall–Olkin dependence
Mai, Jan-Frederik
- In:
Applied mathematical finance
26
(
2019
)
6
,
pp. 598-618
Persistent link: https://www.econbiz.de/10012210432
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