//--> //--> //--> //-->
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:"Portfolio-Management"
~subject:"Stochastischer Prozess"
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:"Management"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Portfolio-Management
Stochastischer Prozess
Portfolio selection
220
Theorie
163
Theory
163
Stochastic process
55
Option pricing theory
40
Optionspreistheorie
40
Risikomanagement
38
Risk management
38
Hedging
34
Credit risk
32
Kreditrisiko
32
Risiko
31
Risk
31
Risikomaß
30
Risk measure
30
Mathematical programming
27
Mathematische Optimierung
27
Derivat
26
Derivative
26
CAPM
21
Transaction costs
19
Transaktionskosten
19
Measurement
18
Messung
18
Volatility
15
Volatilität
15
Capital income
13
Kapitaleinkommen
13
Financial services
12
Finanzdienstleistung
12
stochastic control
12
Control theory
11
Kontrolltheorie
11
Statistical distribution
11
Statistische Verteilung
11
Markov chain
10
Dynamic programming
9
Dynamische Optimierung
9
more ...
less ...
Online availability
All
Undetermined
91
Type of publication
All
Article
219
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
221
Aufsatz in Zeitschrift
221
Conference paper
5
Konferenzbeitrag
5
Collection of articles of several authors
2
Sammelwerk
2
Language
All
English
221
Author
All
Korn, Ralf
7
Fabozzi, Frank J.
5
Konno, Hiroshi
5
Platen, Eckhard
4
Bielecki, Tomasz R.
3
Cartea, Álvaro
3
Forsyth, Peter A.
3
Frahm, Gabriel
3
Leung, Tim
3
Račev, Svetlozar T.
3
Wilmott, Paul
3
Arai, Takuji
2
Baviera, Roberto
2
Biglova, Almira
2
Bodnar, Olha
2
Bodnar, Taras
2
Chan, Ngai Hang
2
Charpin, Françoise
2
Chiarella, Carl
2
Cialenco, Igor
2
Dorfleitner, Gregor
2
Epstein, D.
2
Escobar, Marcos
2
Gardiol, Lucien
2
Herzog, Florian
2
Hess, Markus
2
Hughston, Lane P.
2
Jaimungal, Sebastian
2
Kim, Young Shin
2
Kraft, Holger
2
Kromer, Eduard
2
Kwan, Clarence C. Y.
2
Lacaze, Dominique
2
Lipton, Alexander
2
Liu, Rui Hua
2
Melʹnikov, Aleksandr V.
2
Menkens, Olaf
2
Ng, Chi Tim
2
Okhrin, Yarema
2
Ortobelli, Sergio
2
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
Journal of banking & finance
572
European journal of operational research : EJOR
553
NBER working paper series
537
Finance research letters
473
Working paper / National Bureau of Economic Research, Inc.
462
Insurance / Mathematics & economics
403
NBER Working Paper
381
International review of financial analysis
288
Journal of financial economics
264
Journal of economic dynamics & control
259
The journal of asset management
255
The journal of portfolio management : a publication of Institutional Investor
253
The journal of finance : the journal of the American Finance Association
234
Management science : journal of the Institute for Operations Research and the Management Sciences
225
Research paper series / Swiss Finance Institute
221
Discussion paper / Centre for Economic Policy Research
210
Applied economics
208
Quantitative finance
206
Journal of empirical finance
199
Finance and stochastics
198
The review of financial studies
192
Risks : open access journal
183
SpringerLink / Bücher
183
Economic modelling
180
Mathematical finance : an international journal of mathematics, statistics and financial theory
180
Journal of financial and quantitative analysis : JFQA
179
International review of economics & finance : IREF
177
The European journal of finance
173
The North American journal of economics and finance : a journal of financial economics studies
160
Journal of risk and financial management : JRFM
159
Swiss Finance Institute Research Paper
151
Journal of investment management : JOIM
146
Research in international business and finance
142
Economics letters
141
The journal of investing
140
Pacific-Basin finance journal
134
Applied economics letters
131
The journal of wealth management
131
Working paper
130
more ...
less ...
Source
All
ECONIS (ZBW)
221
Showing
1
-
10
of
221
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
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:
4
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:
5
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:
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
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:
8
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:
9
Regulatory capital modeling for credit risk
Rutkowski, Marek
;
Tarca, Silvio
- In:
International journal of theoretical and applied finance
18
(
2015
)
5
,
pp. 1-44
Persistent link: https://www.econbiz.de/10011403880
Saved in:
10
Dynamic balance sheet model with liquidity risk
Hałaj, Grzegorz
- In:
International journal of theoretical and applied finance
19
(
2016
)
7
,
pp. 1-37
Persistent link: https://www.econbiz.de/10011568790
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->