//--> //--> //--> //-->
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
~isPartOf:"Applied mathematical finance"
~isPartOf:"Quantitative finance"
~subject:"Derivative"
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-Selektion"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Derivative
Portfolio selection
262
Portfolio-Management
262
Theorie
167
Theory
167
Stochastic process
55
Stochastischer Prozess
55
Risiko
41
Risk
41
Risikomaß
40
Risk measure
40
Mathematical programming
34
Mathematische Optimierung
34
Risikomanagement
33
Risk management
33
Option pricing theory
32
Optionspreistheorie
32
Capital income
30
Hedging
30
Kapitaleinkommen
30
CAPM
26
Volatility
25
Volatilität
25
Portfolio optimization
23
Anlageverhalten
20
Behavioural finance
20
Transaction costs
19
Transaktionskosten
19
Estimation
17
Measurement
17
Messung
17
Schätzung
17
Derivat
15
Forecasting model
15
Prognoseverfahren
15
Experiment
13
Markov chain
13
Markov-Kette
13
Statistical distribution
13
Statistische Verteilung
13
more ...
less ...
Online availability
All
Undetermined
10
Free
3
Type of publication
All
Article
15
Type of publication (narrower categories)
All
Article in journal
15
Aufsatz in Zeitschrift
15
Conference paper
1
Konferenzbeitrag
1
Language
All
English
15
Author
All
Sit, Tony
2
Wong, Hoi Ying
2
Anagnostou, I.
1
Bouzianis, George
1
Chen, Junyao
1
Delage, Erick
1
Garlaschelli, D.
1
Glasserman, Paul
1
Halperin, Igor
1
Haugh, Martin B.
1
Hofer, Markus
1
Hughston, Lane P.
1
Härdle, Wolfgang
1
Kandhai, D.
1
Kandhai, Drona
1
Lacedelli, Octavio Ruiz
1
Leung, Tim
1
Li, Jonathan Yu-Meng
1
Liu, Francis
1
Lu, Meng-Jou
1
Marzban, Saeed
1
Matsumoto, Koichi
1
Morini, Massimo
1
Ménassé, Clément
1
Neuberg, Richard
1
Orłowski, Piotr
1
Packham, Natalie
1
Sourabh, Sumit
1
Squartini, T.
1
Tankov, Peter
1
Ward, Brian
1
Webber, Nick
1
Xing, Yue
1
more ...
less ...
Published in...
All
Applied mathematical finance
Quantitative finance
International journal of theoretical and applied finance
19
Journal of banking & finance
15
The journal of futures markets
15
European journal of operational research : EJOR
13
SpringerLink / Bücher
10
Advances in futures and options research : a research annual
9
Bank- und finanzwirtschaftliche Forschungen
9
Energy economics
9
Finance and stochastics
9
Journal of economic dynamics & control
9
Mathematical finance : an international journal of mathematics, statistics and financial theory
9
The European journal of finance
9
The journal of derivatives : JOD
9
Journal of financial and quantitative analysis : JFQA
8
The journal of fixed income
8
Gabler Edition Wissenschaft
7
Economic modelling
6
Finance research letters
6
International journal of financial engineering
6
Journal of risk and financial management : JRFM
6
Springer Texts in Business and Economics
6
The North American journal of economics and finance : a journal of financial economics studies
6
The journal of asset management
6
The journal of finance : the journal of the American Finance Association
6
Applied economics
5
Asia-Pacific financial markets
5
Europäische Hochschulschriften / 5
5
International review of financial analysis
5
Journal of financial economics
5
Journal of mathematical finance
5
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
5
Review of derivatives research
5
The Frank J. Fabozzi series
5
The credit derivatives handbook : global perspectives, innovations, and market drivers
5
The journal of computational finance
5
The journal of derivatives : the official publication of the International Association of Financial Engineers
5
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
5
Wiley finance
5
more ...
less ...
Source
All
ECONIS (ZBW)
15
Showing
1
-
10
of
15
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Equal risk pricing and hedging of financial derivatives with convex risk measures
Marzban, Saeed
;
Delage, Erick
;
Li, Jonathan Yu-Meng
- In:
Quantitative finance
22
(
2022
)
1
,
pp. 47-73
Persistent link: https://www.econbiz.de/10012872521
Saved in:
2
Variance reduction for risk measures with importance sampling in nested simulation
Xing, Yue
;
Sit, Tony
;
Wong, Hoi Ying
- In:
Quantitative finance
22
(
2022
)
4
,
pp. 657-673
Persistent link: https://www.econbiz.de/10013367849
Saved in:
3
Uncovering the mesoscale structure of the credit default swap market to improve portfolio risk modelling
Anagnostou, I.
;
Squartini, T.
;
Kandhai, D.
;
Garlaschelli, D.
- In:
Quantitative finance
21
(
2021
)
9
,
pp. 1501-1518
Persistent link: https://www.econbiz.de/10012624151
Saved in:
4
Hedging cryptos with Bitcoin futures
Liu, Francis
;
Packham, Natalie
;
Lu, Meng-Jou
;
Härdle, …
- In:
Quantitative finance
23
(
2023
)
5
,
pp. 819-841
Persistent link: https://www.econbiz.de/10014304363
Saved in:
5
Informative option portfolios in filter design for option pricing models
Orłowski, Piotr
- In:
Quantitative finance
21
(
2021
)
6
,
pp. 945-965
Persistent link: https://www.econbiz.de/10012515627
Saved in:
6
Optimal hedging in incomplete markets
Bouzianis, George
;
Hughston, Lane P.
- In:
Applied mathematical finance
27
(
2020
)
4
,
pp. 265-287
Persistent link: https://www.econbiz.de/10012425323
Saved in:
7
Scenario analysis for derivative portfolios via dynamic factor models
Haugh, Martin B.
;
Lacedelli, Octavio Ruiz
- In:
Quantitative finance
20
(
2020
)
4
,
pp. 547-571
Persistent link: https://www.econbiz.de/10012194907
Saved in:
8
Estimating a covariance matrix for market risk management and the case of credit default swaps
Neuberg, Richard
;
Glasserman, Paul
- In:
Quantitative finance
19
(
2019
)
1
,
pp. 77-92
Persistent link: https://www.econbiz.de/10012194621
Saved in:
9
The QLBS Q-Learner goes NuQLear : fitted Q iteration, inverse RL, and option portfolios
Halperin, Igor
- In:
Quantitative finance
19
(
2019
)
9
,
pp. 1543-1553
Persistent link: https://www.econbiz.de/10012194805
Saved in:
10
Simulation-based Value-at-Risk for nonlinear portfolios
Chen, Junyao
;
Sit, Tony
;
Wong, Hoi Ying
- In:
Quantitative finance
19
(
2019
)
10
,
pp. 1639-1658
Persistent link: https://www.econbiz.de/10012194812
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->