//--> //--> //--> //-->
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:"Finance and stochastics"
~person:"Belak, Christoph"
~person:"Seifried, Frank Thomas"
~person:"Wang, Ruodu"
~person:"Zariphopoulou-Souganidis, Thaleia"
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:"Portfoliomanagement"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Portfolio selection
12
Portfolio-Management
12
Theorie
9
Theory
9
Risiko
4
Risk
4
Incomplete market
3
Risikomaß
3
Risk measure
3
Unvollkommener Markt
3
Ambiguity aversion
2
CAPM
2
Decision under uncertainty
2
Dependence uncertainty
2
Entscheidung unter Unsicherheit
2
Hedging
2
Mathematical programming
2
Mathematische Optimierung
2
Risikomanagement
2
Risk aggregation
2
Risk management
2
Stochastic process
2
Stochastischer Prozess
2
Transaction costs
2
Transaktionskosten
2
Aggregation-robustness
1
Anlageverhalten
1
Asset pricing
1
Asymptotics
1
Bank risk
1
Bankrisiko
1
Basel Accord
1
Basel III
1
Basler Akkord
1
Behavioural finance
1
Comparison principle
1
Consumer demand theory
1
Consumption theory
1
Consumption-portfolio choice
1
Discontinuous viscosity solutions
1
more ...
less ...
Online availability
All
Undetermined
6
Type of publication
All
Article
12
Type of publication (narrower categories)
All
Article in journal
12
Aufsatz in Zeitschrift
12
Language
All
English
12
Author
All
Belak, Christoph
Seifried, Frank Thomas
Wang, Ruodu
Zariphopoulou-Souganidis, Thaleia
Kabanov, Jurij M.
7
Guasoni, Paolo
5
Muhle-Karbe, Johannes
5
Pham, Huyên
5
Schachermayer, Walter
5
Choulli, Tahir
4
Jeanblanc, Monique
4
Karatzas, Ioannis
4
Rüschendorf, Ludger
4
Schied, Alexander
4
Bayraktar, Erhan
3
Becherer, Dirk
3
Benth, Fred Espen
3
Bouchard, Bruno
3
Deng, Jun
3
Elie, Romuald
3
Federico, Salvatore
3
Gerhold, Stefan
3
Gozzi, Fausto
3
Jiao, Ying
3
Klüppelberg, Claudia
3
Kraft, Holger
3
Larsen, Kasper
3
Lépinette, Emmanuel
3
Obłój, Jan
3
Pennanen, Teemu
3
Sass, Jörn
3
Soner, Halil Mete
3
Aksamit, Anna
2
Bender, Christian
2
Bensoussan, Alain
2
Bichuch, Maxim
2
Björk, Tomas
2
Czichowsky, Christoph
2
Delbaen, Freddy
2
Denis, Emmanuel
2
more ...
less ...
Published in...
All
Finance and stochastics
Insurance / Mathematics & economics
5
International journal of theoretical and applied finance
4
Mathematical finance : an international journal of mathematics, statistics and financial theory
4
Journal of economic dynamics & control
3
Operations research
3
Research paper series / Swiss Finance Institute
3
Management science : journal of the Institute for Operations Research and the Management Sciences
2
Mathematical finance : an international journal of mathematics, statistics and financial economics
2
Mathematical methods of operations research
2
Mathematics of operations research
2
SAFE working paper
2
Annals of economics and finance
1
Australian economic papers
1
Contemporary quantitative finance : essays in honour of Eckhard Platen
1
Journal of banking & finance
1
Journal of econometrics
1
Journal of economic theory
1
Journal of financial engineering
1
Mathematical modeling and numerical methods in finance : special volume
1
North American actuarial journal
1
Numerical methods in finance
1
OR spectrum : quantitative approaches in management
1
Oberwolfach
1
Review of derivatives research
1
Working paper / Alfred P. Sloan School of Management, Massachusetts Institute of Technology : WP
1
more ...
less ...
Source
All
ECONIS (ZBW)
12
Showing
1
-
10
of
12
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Utility maximisation in a factor model with constant and proportional transaction costs
Belak, Christoph
;
Christensen, Sören
- In:
Finance and stochastics
23
(
2019
)
1
,
pp. 29-96
Persistent link: https://www.econbiz.de/10012023241
Saved in:
2
Finite-horizon optimal investment with transaction costs : construction of the optimal strategies
Belak, Christoph
;
Sass, Jörn
- In:
Finance and stochastics
23
(
2019
)
4
,
pp. 861-888
Persistent link: https://www.econbiz.de/10012114661
Saved in:
3
Dynamically consistent investment under model uncertainty : the robust forward criteria
Källblad, Sigrid
;
Obłój, Jan
; …
- In:
Finance and stochastics
22
(
2018
)
4
,
pp. 879-918
Persistent link: https://www.econbiz.de/10011946570
Saved in:
4
Hedging with small uncertainty aversion
Herrmann, Sebastian
;
Muhle-Karbe, Johannes
;
Seifried, …
- In:
Finance and stochastics
21
(
2017
)
1
,
pp. 1-64
Persistent link: https://www.econbiz.de/10011944064
Saved in:
5
Optimal consumption and investment with Epstein-Zin recursive utility
Kraft, Holger
;
Seiferling, Thomas
;
Seifried, Frank Thomas
- In:
Finance and stochastics
21
(
2017
)
1
,
pp. 187-226
Persistent link: https://www.econbiz.de/10011944068
Saved in:
6
Risk bounds for factor models
Bernard, Carole
;
Rüschendorf, Ludger
;
Vanduffel, Steven
; …
- In:
Finance and stochastics
21
(
2017
)
3
,
pp. 631-659
Persistent link: https://www.econbiz.de/10011944414
Saved in:
7
Aggregation-robustness and model uncertainty of regulatory risk measures
Embrechts, Paul
;
Wang, Bin
;
Wang, Ruodu
- In:
Finance and stochastics
19
(
2015
)
4
,
pp. 763-790
Persistent link: https://www.econbiz.de/10011420503
Saved in:
8
Bounds for the sum of dependent risks and worst value-at-risk with monotone marginal densities
Wang, Ruodu
;
Peng, Liang
;
Yang, Jingping
- In:
Finance and stochastics
17
(
2013
)
2
,
pp. 395-417
Persistent link: https://www.econbiz.de/10009730805
Saved in:
9
Consumption-portfolio optimization with recursive utility in incomplete markets
Kraft, Holger
;
Seifried, Frank Thomas
;
Steffensen, Mogens
- In:
Finance and stochastics
17
(
2013
)
1
,
pp. 161-196
Persistent link: https://www.econbiz.de/10009682287
Saved in:
10
Asset allocation and liquidity breakdowns : what if your broker does not answer the phone?
Diesinger, Peter M.
;
Kraft, Holger
;
Seifried, Frank Thomas
- In:
Finance and stochastics
14
(
2010
)
3
,
pp. 343-374
Persistent link: https://www.econbiz.de/10010216488
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->