//--> //--> //--> //-->
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"
~subject:"Dynamische Optimierung"
~subject:"Risk management"
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
Dynamische Optimierung
Risk management
Portfolio selection
220
Portfolio-Management
220
Theorie
145
Theory
145
Stochastic process
54
Stochastischer Prozess
54
Option pricing theory
33
Optionspreistheorie
33
Hedging
30
Mathematical programming
27
Mathematische Optimierung
27
Risiko
26
Risk
26
Risikomaß
22
Risk measure
22
CAPM
21
Credit risk
21
Kreditrisiko
21
Derivat
19
Derivative
19
Transaction costs
18
Transaktionskosten
18
Measurement
17
Messung
17
Risikomanagement
15
Volatility
13
Volatilität
13
Capital income
12
Kapitaleinkommen
12
stochastic control
12
Control theory
11
Kontrolltheorie
11
Statistical distribution
11
Statistische Verteilung
11
Dynamic programming
9
Martingal
9
Martingale
9
Risikoaversion
9
more ...
less ...
Online availability
All
Undetermined
12
Type of publication
All
Article
22
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
23
Aufsatz in Zeitschrift
23
Collection of articles of several authors
1
Conference paper
1
Konferenzbeitrag
1
Sammelwerk
1
Language
All
English
23
Author
All
Agliardi, Rossella
1
Ararat, Çağin
1
Bielecki, Tomasz R.
1
Broadie, Mark
1
Capriotti, Luca
1
Carmona, René
1
Centrone, Francesca
1
Chen, Tao
1
Cialenco, Igor
1
Cong, F.
1
Crépey, Stéphane
1
Dorfleitner, Gregor
1
Frey, Rüdiger
1
Gabih, Abdelali
1
Gassiat, Paul
1
Gençay, Ramazan
1
Grasselli, Matheus
1
Hamel, Andreas
1
Huang, Zhenzhen
1
Hughston, Lane P.
1
Jokhadze, Valeriane
1
Karguine, Slava
1
Karpathopoulos, Nikolaos
1
Kwok, Yue-Kuen
1
Lee, Jacky
1
Lépinette, Emmanuel
1
Nayman, Niv
1
O'Donoghue, Brendan
1
Okhrati, Ramin
1
Oosterlee, Cornelis Willebrordus
1
Pang, Tao
1
Peacock, Matthew
1
Pfister, Tamara
1
Pham, Huyên
1
Rosazza Gianin, Emanuela
1
Rudloff, Birgit
1
Rutkowski, Marek
1
Schmidt, Wolfgang M.
1
Shen, Weiwei
1
Siu, T. K.
1
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
Insurance / Mathematics & economics
112
European journal of operational research : EJOR
67
Journal of banking & finance
63
Risks : open access journal
47
Finance research letters
44
Journal of risk
40
Quantitative finance
34
Journal of risk management in financial institutions
32
The journal of portfolio management : JPM
29
Wiley finance series
27
International review of financial analysis
26
The North American journal of economics and finance : a journal of financial economics studies
25
The journal of portfolio management : a publication of Institutional Investor
25
Journal of risk and financial management : JRFM
24
Economic modelling
23
International review of economics & finance : IREF
22
SpringerLink / Bücher
22
Finance and stochastics
20
The journal of asset management
20
Journal of economic dynamics & control
19
Research paper series / Swiss Finance Institute
18
The journal of investing
17
Sovereign wealth management
16
Computational economics
15
Management science : journal of the Institute for Operations Research and the Management Sciences
15
Scandinavian actuarial journal
15
Energy economics
14
Operations research
14
Applied economics
13
Journal of empirical finance
13
Journal of investment management : JOIM
13
Risiko-Manager
13
The European journal of finance
13
The journal of investment strategies
13
Mathematical finance : an international journal of mathematics, statistics and financial theory
12
Springer eBook Collection
12
Mathematical methods of operations research
11
NBER working paper series
11
The journal of risk model validation
11
more ...
less ...
Source
All
ECONIS (ZBW)
23
Showing
1
-
10
of
23
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Time-inconsistent Markovian control problems under model uncertainty with application to the mean-variance
portfolio
selection
Bielecki, Tomasz R.
;
Chen, Tao
;
Cialenco, Igor
- In:
International journal of theoretical and applied finance
24
(
2021
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012650186
Saved in:
2
Efficient risk measures calculations for generalized CreditRisk+ models
Huang, Zhenzhen
;
Kwok, Yue-Kuen
- In:
International journal of theoretical and applied finance
24
(
2021
)
2
,
pp. 1-51
Persistent link: https://www.econbiz.de/10012650350
Saved in:
3
Local risk minimization of contingent claims simultaneously exposed to endogenous and exogenous default times
Okhrati, Ramin
;
Karpathopoulos, Nikolaos
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-41
Persistent link: https://www.econbiz.de/10012807897
Saved in:
4
Capital allocation for set-valued risk measures
Centrone, Francesca
;
Rosazza Gianin, Emanuela
- In:
International journal of theoretical and applied finance
23
(
2020
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10012270884
Saved in:
5
Measuring model risk in financial risk management and pricing
Jokhadze, Valeriane
;
Schmidt, Wolfgang M.
- In:
International journal of theoretical and applied finance
23
(
2020
)
2
,
pp. 1-37
Persistent link: https://www.econbiz.de/10012270928
Saved in:
6
Shortfall risk minimization under fixed transaction costs
Nayman, Niv
- In:
International journal of theoretical and applied finance
21
(
2018
)
5
,
pp. 1-29
Persistent link: https://www.econbiz.de/10011903790
Saved in:
7
A liquidation risk adjustment for value at risk and expected shortfall
Wagalath, Lakshithe
;
Zubelli, Jorge P.
- In:
International journal of theoretical and applied finance
21
(
2018
)
3
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011889543
Saved in:
8
Optimal trading strategies with limit orders
Agliardi, Rossella
;
Gençay, Ramazan
- In:
International journal of theoretical and applied finance
20
(
2017
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10011686803
Saved in:
9
Optimal investment in hedge funds under loss aversion
Zou, Bin
- In:
International journal of theoretical and applied finance
20
(
2017
)
3
,
pp. 1-32
Persistent link: https://www.econbiz.de/10011686964
Saved in:
10
Set-valued shortfall and divergence risk measures
Ararat, Çağin
;
Hamel, Andreas
;
Rudloff, Birgit
- In:
International journal of theoretical and applied finance
20
(
2017
)
5
,
pp. 1-48
Persistent link: https://www.econbiz.de/10011733939
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->