//--> //--> //--> //-->
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:"Theory"
~isPartOf:"Annals of finance"
~subject:"Risk"
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:"Portfolio management"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Theory
Risk
Portfolio selection
88
Portfolio-Management
88
Theorie
59
CAPM
19
Stochastic process
19
Stochastischer Prozess
19
Risiko
11
Risikoaversion
10
Risk aversion
10
Anlageverhalten
9
Behavioural finance
9
Capital income
9
Kapitaleinkommen
9
Mathematical programming
9
Mathematische Optimierung
9
Decision under uncertainty
8
Entscheidung unter Unsicherheit
8
Risikomaß
8
Risk measure
8
Volatility
8
Volatilität
8
Arbitrage
7
Erwartungsnutzen
6
Expected utility
6
Martingal
6
Martingale
6
Stochastic portfolio theory
6
Financial market
5
Finanzmarkt
5
Incomplete market
5
Risikomanagement
5
Risk management
5
Unvollkommener Markt
5
Arbitrage pricing
4
Börsenkurs
4
Commodity derivative
4
Derivat
4
Derivative
4
more ...
less ...
Online availability
All
Undetermined
26
Type of publication
All
Article
63
Type of publication (narrower categories)
All
Article in journal
63
Aufsatz in Zeitschrift
63
Language
All
English
63
Author
All
Escobar, Marcos
3
Fernholz, Robert
3
Karatzas, Ioannis
3
Carassus, Laurence
2
Jarrow, Robert A.
2
Leung, Tim
2
Rásonyi, Miklós
2
Aase Nielsen, Jørgen
1
Agosto, Arianna
1
Alekseev, Aleksandr G.
1
Andruszkiewicz, Grzegorz
1
Angoshtari, Bahman
1
Banner, Adrian D.
1
Barbachan, José Santiago Fajardo
1
Barucci, Emilio
1
Bonnisseau, Jean-Marc
1
Brown, Martin
1
Buckley, Winston
1
Cao, Ji
1
Chen, Junhe
1
Chen, Xiaodong
1
Chery, Achis
1
Coqueret, Guillaume
1
Correira-da-Silva, João
1
Cvitanić, Jakša
1
Daníelsson, Jón
1
Davis, Mark H. A.
1
Davison, Matt
1
Drokin, Yaroslav
1
Faria, Gonçalo
1
Fernholz, Daniel
1
Fernholz, Ricardo T.
1
Flåm, Sjur D.
1
Fouque, Jean-Pierre
1
Goodhart, Charles A. E.
1
Haier, Andreas
1
Hainaut, Donatien
1
Haley, M. Ryan
1
Heunis, Andrew J.
1
Ibragimov, Rustam Ju.
1
more ...
less ...
Published in...
All
Annals of finance
Insurance / Mathematics & economics
305
European journal of operational research : EJOR
280
Journal of banking & finance
275
NBER working paper series
259
NBER Working Paper
204
Working paper / National Bureau of Economic Research, Inc.
204
Finance research letters
186
Journal of economic dynamics & control
171
Mathematical finance : an international journal of mathematics, statistics and financial theory
159
Finance and stochastics
157
International journal of theoretical and applied finance
151
Research paper series / Swiss Finance Institute
129
Quantitative finance
124
Journal of financial economics
118
Risks : open access journal
118
The journal of portfolio management : a publication of Institutional Investor
116
The review of financial studies
111
Journal of empirical finance
107
Management science : journal of the Institute for Operations Research and the Management Sciences
100
The journal of finance : the journal of the American Finance Association
99
Discussion paper / Centre for Economic Policy Research
94
The journal of asset management
94
International review of financial analysis
90
Economic modelling
89
Economics letters
89
Swiss Finance Institute Research Paper
88
The European journal of finance
87
International review of economics & finance : IREF
84
The North American journal of economics and finance : a journal of financial economics studies
83
Mathematics and financial economics
75
Journal of risk and financial management : JRFM
74
Computational economics
73
The journal of portfolio management : JPM
73
Applied economics
70
Discussion paper / Tinbergen Institute
69
Mathematical methods of operations research
69
SpringerLink / Bücher
66
Journal of economic theory
63
Journal of mathematical finance
58
more ...
less ...
Source
All
ECONIS (ZBW)
63
Showing
1
-
10
of
63
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Drawdown risk measures for asset portfolios with high frequency data
Masala, Giovanni
;
Petroni, Filippo
- In:
Annals of finance
19
(
2023
)
2
,
pp. 265-289
Persistent link: https://www.econbiz.de/10014326787
Saved in:
2
The no-arbitrage pricing of non-traded assets
Jarrow, Robert A.
- In:
Annals of finance
19
(
2023
)
3
,
pp. 401-418
Persistent link: https://www.econbiz.de/10014380572
Saved in:
3
Constrained dynamic futures portfolios with stochastic basis
Chen, Xiaodong
;
Leung, Tim
;
Zhou, Yang
- In:
Annals of finance
18
(
2022
)
1
,
pp. 1-33
Persistent link: https://www.econbiz.de/10013194629
Saved in:
4
Permutation-weighted portfolios and the efficiency of commodity futures markets
Fernholz, Ricardo T.
;
Fernholz, Robert
- In:
Annals of finance
18
(
2022
)
1
,
pp. 81-108
Persistent link: https://www.econbiz.de/10013194634
Saved in:
5
Derivatives-based portfolio decisions : an expected utility insight
Escobar, Marcos
;
Davison, Matt
;
Zhu, Yichen
- In:
Annals of finance
18
(
2022
)
2
,
pp. 217-246
Persistent link: https://www.econbiz.de/10013278982
Saved in:
6
Some properties of portfolios constructed from principal components of asset returns
Severini, Thomas A.
- In:
Annals of finance
18
(
2022
)
4
,
pp. 457-483
Persistent link: https://www.econbiz.de/10013489455
Saved in:
7
Dynamic optimal mean-variance portfolio selection with stochastic volatility and stochastic interest rate
Zhang, Yumo
- In:
Annals of finance
18
(
2022
)
4
,
pp. 511-544
Persistent link: https://www.econbiz.de/10013489465
Saved in:
8
A portfolio choice problem under risk capacity constraint
Tian, Weidong
;
Zhu, Zimu
- In:
Annals of finance
18
(
2022
)
3
,
pp. 285-326
Persistent link: https://www.econbiz.de/10013440634
Saved in:
9
Model uncertainty on commodity portfolios, the role of convenience yield
Chen, Junhe
;
Escobar, Marcos
- In:
Annals of finance
17
(
2021
)
4
,
pp. 501-528
Persistent link: https://www.econbiz.de/10012664148
Saved in:
10
The Shapley value decomposition of optimal portfolios
Shalit, Haim
- In:
Annals of finance
17
(
2021
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10012489934
Saved in:
1
2
3
4
5
6
7
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->