//--> //--> //-->
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:"International journal of theoretical and applied finance"
~person:"Stoyanov, Stoyan"
~subject:"Risikoaversion"
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:"Portfolio selection"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Risikoaversion
Portfolio selection
2
Portfolio-Management
2
Risiko
2
Risk
2
Measurement
1
Messung
1
Probability theory
1
Risk aversion
1
Theorie
1
Theory
1
Wahrscheinlichkeitsrechnung
1
more ...
less ...
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Stoyanov, Stoyan
Bernard, Carole
1
Biglova, Almira
1
Escobar, Marcos
1
Fabozzi, Frank J.
1
Koziol, Christian
1
Lichtenstern, Andreas
1
Lizyayev, Andrey
1
Løkka, Arne
1
Ortobelli, Sergio
1
Proelss, Juliane
1
Račev, Svetlozar T.
1
Schweizer, Denis
1
Six, Pierre
1
Vanduffel, Steven
1
Vardas, Giannis
1
Xepapadeas, Anastasios
1
Xu, Junwei
1
Ye, Jiang
1
Zagst, Rudi
1
Zou, Bin
1
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Desirable properties of an ideal risk measure in portfolio theory
Račev, Svetlozar T.
;
Ortobelli, Sergio
;
Stoyanov, Stoyan
; …
- In:
International journal of theoretical and applied finance
11
(
2008
)
1
,
pp. 19-54
Persistent link: https://www.econbiz.de/10003692723
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->