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subject:"Portfolio-Management"
~accessRights:"restricted"
~isPartOf:"Quantitative finance"
~subject:"Preismanagement"
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Portfolio-Management
Preismanagement
Theorie
273
Theory
273
Portfolio selection
116
Stochastic process
51
Stochastischer Prozess
51
Forecasting model
46
Prognoseverfahren
46
Volatility
44
Volatilität
44
Börsenkurs
38
Share price
38
Risikomaß
34
Risk measure
34
Capital income
33
Kapitaleinkommen
33
Risiko
32
Risk
32
Estimation
28
Schätzung
28
Risikomanagement
24
Risk management
24
Mathematical programming
22
Mathematische Optimierung
22
CAPM
21
Time series analysis
20
Zeitreihenanalyse
20
Portfolio optimization
19
Market microstructure
18
Markov chain
18
Markov-Kette
18
Marktmikrostruktur
18
Securities trading
18
Statistical distribution
18
Statistische Verteilung
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18
Neural networks
17
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Article
115
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3
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116
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Escobar, Marcos
5
Stübinger, Johannes
3
Cheng, Yuyang
2
Endres, Sylvia
2
Forsyth, Peter A.
2
Gu, Jia-Wen
2
Krauss, Christopher
2
Kwon, Roy H.
2
Langrené, Nicolas
2
Li, Yuying
2
Loeper, Grégoire
2
Madan, Dilip B.
2
Ni, Chendi
2
Paterlini, Sandra
2
Pun, Chi Seng
2
Satchell, Stephen
2
Wu, Lan
2
Abergel, Frédéric
1
Aboussalah, Amine Mohamed
1
Al-Aradi, Ali
1
Arratia, Argimiro
1
Auer, Benjamin R.
1
Bai, Yang
1
Barucci, Emilio
1
Bauder, David
1
Bel Hadj Ayed, Ahmed
1
Ben-Horin, Moshe
1
Bergen, V.
1
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1
Bianchi, Michele Leonardo
1
Birge, John R.
1
Bodnar, Taras
1
Bogdan, Małgorzata
1
Boudt, Kris
1
Bradrania, Reza
1
Braga, M. D.
1
Brandtner, Mario
1
Brzyski, Damian
1
Bu, Ruijun
1
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Quantitative finance
European journal of operational research : EJOR
256
Insurance / Mathematics & economics
164
Management science : journal of the Institute for Operations Research and the Management Sciences
161
Finance research letters
158
Discussion paper / Centre for Economic Policy Research
149
Discussion papers / CEPR
93
Journal of banking & finance
89
SpringerLink / Bücher
81
Operations research
79
Economics letters
77
Working paper / National Bureau of Economic Research, Inc.
76
International journal of production economics
75
International journal of industrial organization
74
Journal of economic dynamics & control
66
The journal of portfolio management : JPM
63
Journal of empirical finance
60
The North American journal of economics and finance : a journal of financial economics studies
59
Computational economics
58
International review of economics & finance : IREF
58
Economic modelling
57
International journal of theoretical and applied finance
56
International review of financial analysis
55
Journal of financial economics
50
Finance and stochastics
48
Applied economics
47
The journal of investing : JOI
47
Journal of revenue and pricing management
46
Journal of the Operational Research Society
46
Omega : the international journal of management science
46
Mathematics and financial economics
43
The European journal of finance
43
Computers & operations research : and their applications to problems of world concern ; an international journal
41
Operations research letters
41
The journal of asset management
39
Energy economics
38
Journal of economic behavior & organization : JEBO
35
International journal of production research
33
Journal of risk
33
Scandinavian actuarial journal
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ECONIS (ZBW)
116
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1
Adaptive online mean-variance portfolio selection with transaction costs
Guo, Sini
;
Gu, Jia-Wen
;
Ching, Wai Ki
;
Lyu, Benmeng
- In:
Quantitative finance
24
(
2024
)
1
,
pp. 59-82
Persistent link: https://www.econbiz.de/10014551906
Saved in:
2
Optimal stop-loss rules in markets with long-range dependence
Xiang, Yun
;
Deng, Shijie
- In:
Quantitative finance
24
(
2024
)
2
,
pp. 253-263
Persistent link: https://www.econbiz.de/10014551974
Saved in:
3
Dynamic currency hedging with non-Gaussianity and ambiguity
Polak, Pawel
;
Ulrych, Urban
- In:
Quantitative finance
24
(
2024
)
2
,
pp. 305-327
Persistent link: https://www.econbiz.de/10014551995
Saved in:
4
A modified CTGAN-plus-features-based method for optimal asset allocation
Peña, José-Manuel
;
Suárez, Fernando
;
Larré, Omar
; …
- In:
Quantitative finance
24
(
2024
)
3/4
,
pp. 465-479
Persistent link: https://www.econbiz.de/10014552083
Saved in:
5
Risk management under weighted limited expected loss
Chen, An
;
Nguyen, Thai
- In:
Quantitative finance
24
(
2024
)
5
,
pp. 593-612
Persistent link: https://www.econbiz.de/10014552107
Saved in:
6
Mean-variance portfolio with wealth and volatility dependent risk aversion
Liu, Shican
- In:
Quantitative finance
24
(
2024
)
6
,
pp. 735-751
Persistent link: https://www.econbiz.de/10015050791
Saved in:
7
Neural network approach to portfolio optimization with leverage constraints : a case study on high inflation investment
Ni, Chendi
;
Li, Yuying
;
Forsyth, Peter A.
- In:
Quantitative finance
24
(
2024
)
6
,
pp. 753-777
Persistent link: https://www.econbiz.de/10015050794
Saved in:
8
Consistent curves in the P-world : optimal bonds portfolio
Ouaknin, Gaddiel Y.
- In:
Quantitative finance
24
(
2024
)
7
,
pp. 875-888
Persistent link: https://www.econbiz.de/10015050803
Saved in:
9
On joint marginal expected shortfall and associated contribution risk measures
Pu, Tong
;
Zhang, Yifei
;
Zhang, Yiying
- In:
Quantitative finance
24
(
2024
)
7
,
pp. 889-908
Persistent link: https://www.econbiz.de/10015050804
Saved in:
10
A semi-parametric conditional autoregressive joint value-at-risk and expected shortfall modeling framework incorporating realized measures
Wang, Chao
;
Gerlach, Richard
;
Chen, Qian
- In:
Quantitative finance
23
(
2023
)
2
,
pp. 309-334
Persistent link: https://www.econbiz.de/10014232647
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