//--> //--> //--> //-->
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-Management"
type_genre:"Sammlung"
~person:"Dai, Min"
~person:"Kraft, Holger"
~person:"Račev, Svetlozar T."
~type_genre:"Aufsatz in Zeitschrift"
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
| 6 applied filters
Year of publication
From:
To:
Subject
All
Portfolio-Management
Theorie
77
Theory
77
Portfolio selection
36
Stochastic process
15
Stochastischer Prozess
15
CAPM
10
Statistical distribution
10
Statistische Verteilung
10
Risikomaß
8
Risk measure
8
Option pricing theory
7
Optionspreistheorie
7
Capital income
6
Kapitaleinkommen
6
Risikoprämie
6
Risk premium
6
Estimation
5
Option trading
5
Optionsgeschäft
5
Schätzung
5
Volatility
5
Volatilität
5
ARCH model
4
ARCH-Modell
4
Dynamic programming
4
Dynamische Optimierung
4
Liquidity
4
Liquidität
4
Transaction costs
4
Transaktionskosten
4
Ausreißer
3
Lebenszyklus
3
Life cycle
3
Outliers
3
Probability theory
3
Risikomanagement
3
Risk management
3
Search theory
3
Securities trading
3
more ...
less ...
Online availability
All
Undetermined
12
Type of publication
All
Article
36
Type of publication (narrower categories)
All
Sammlung
Aufsatz in Zeitschrift
Article in journal
36
Aufsatz im Buch
11
Book section
11
Graue Literatur
9
Non-commercial literature
9
Arbeitspapier
8
Working Paper
8
Hochschulschrift
2
Thesis
2
Aufsatzsammlung
1
Collection of articles of several authors
1
Handbook
1
Handbuch
1
Lehrbuch
1
Sammelwerk
1
Textbook
1
more ...
less ...
Language
All
English
36
Author
All
Dai, Min
Kraft, Holger
Račev, Svetlozar T.
Fabozzi, Frank J.
41
Korn, Ralf
29
Escobar, Marcos
26
Li, Duan
25
Wong, Wing Keung
25
Zagst, Rudi
21
Markowitz, Harry
20
Prigent, Jean-Luc
20
Forsyth, Peter A.
17
Wang, Ruodu
17
Wong, Hoi Ying
17
Gollier, Christian
16
Post, Thierry
16
Jarrow, Robert A.
15
Levy, Haim
15
Li, Zhongfei
15
Lioui, Abraham
15
Platen, Eckhard
15
Yao, Haixiang
15
Chen, Zhiping
14
Cui, Xiangyu
14
Cvitanić, Jakša
14
Rüschendorf, Ludger
14
Vanduffel, Steven
14
Kwon, Roy H.
13
Liang, Zongxia
13
Sass, Jörn
13
Siu, Tak Kuen
13
Zeng, Yan
13
Zhou, Guofu
13
Guerard, John Baynard
12
Li, Xun
12
Lo, Andrew W.
12
Maurer, Raimond
12
Schenk-Hoppé, Klaus Reiner
12
Young, Virginia R.
12
Zariphopoulou-Souganidis, Thaleia
12
more ...
less ...
Published in...
All
Journal of economic dynamics & control
5
Management science : journal of the Institute for Operations Research and the Management Sciences
5
International journal of theoretical and applied finance
3
Mathematical methods of operations research
3
European journal of operational research : EJOR
2
Journal of banking & finance
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
The journal of investing
2
Annals of operations research
1
Applied mathematical finance
1
Digital finance : smart data analytics, investment innovation, and financial technology
1
Finance and stochastics
1
International journal of Islamic and Middle Eastern finance and management
1
Journal of economic theory
1
Journal of empirical finance
1
Journal of financial and quantitative analysis : JFQA
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
Review of economic dynamics
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The journal of computational finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
36
Showing
1
-
10
of
36
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Learning equilibrium mean-variance strategy
Dai, Min
;
Dong, Yuchao
;
Jia, Yanwei
- In:
Mathematical finance : an international journal of …
33
(
2023
)
4
,
pp. 1166-1212
Persistent link: https://www.econbiz.de/10014370647
Saved in:
2
Pandemic portfolio choice
Kraft, Holger
;
Weiss, Farina
- In:
European journal of operational research : EJOR
305
(
2023
)
1
,
pp. 451-462
Persistent link: https://www.econbiz.de/10013479223
Saved in:
3
A rational theory for disposition effects
Dai, Min
;
Jiang, Yipeng
;
Liu, Hong
;
Xu, Jing
- In:
Review of economic dynamics
47
(
2023
),
pp. 131-157
Persistent link: https://www.econbiz.de/10013555831
Saved in:
4
Bequest motives in consumption-portfolio decisions with recursive utility
Kraft, Holger
;
Munk, Claus
;
Weiss, Farina
- In:
Journal of banking & finance
138
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013461758
Saved in:
5
Nonconcave utility maximization with portfolio bounds
Dai, Min
;
Kou, Steven
;
Qian, Shuaijie
;
Wan, Xiangwei
- In:
Management science : journal of the Institute for …
68
(
2022
)
11
,
pp. 8368-8385
Persistent link: https://www.econbiz.de/10014280204
Saved in:
6
A dynamic mean-variance analysis for log returns
Dai, Min
;
Jin, Hanqing
;
Kou, Steven
;
Xu, Yuhong
- In:
Management science : journal of the Institute for …
67
(
2021
)
2
,
pp. 1093-1108
Persistent link: https://www.econbiz.de/10012505370
Saved in:
7
Robo-advising : a dynamic mean-variance approach
Dai, Min
;
Jin, Hanqing
;
Kou, Steven
;
Xu, Yuhong
- In:
Digital finance : smart data analytics, investment …
3
(
2021
)
2
,
pp. 81-97
Persistent link: https://www.econbiz.de/10012615275
Saved in:
8
Incomplete information and the liquidity premium puzzle
Chen, Yingshan
;
Dai, Min
;
Goncalves-Pinto, Luis
;
Xu, Jing
; …
- In:
Management science : journal of the Institute for …
67
(
2021
)
9
,
pp. 5703-5729
Persistent link: https://www.econbiz.de/10012650154
Saved in:
9
Dynamic asset allocation with relative wealth concerns in incomplete markets
Kraft, Holger
;
Meyer-Wehmann, André
;
Seifried, Frank Thomas
- In:
Journal of economic dynamics & control
113
(
2020
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012502492
Saved in:
10
How does illiquidity affect delegated portfolio choice?
Dai, Min
;
Goncalves-Pinto, Luis
;
Xu, Jing
- In:
Journal of financial and quantitative analysis : JFQA
54
(
2019
)
2
,
pp. 539-585
Persistent link: https://www.econbiz.de/10012138916
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->