//--> //--> //--> //-->
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:"Risiko"
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
| 2 applied filters
Year of publication
From:
To:
Subject
All
Risiko
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
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
Risk management
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
Dynamische Optimierung
9
Martingal
9
Martingale
9
Risikoaversion
9
more ...
less ...
Online availability
All
Undetermined
12
Type of publication
All
Article
26
Type of publication (narrower categories)
All
Article in journal
26
Aufsatz in Zeitschrift
26
Language
All
English
26
Author
All
Biglova, Almira
2
Fabozzi, Frank J.
2
Gardiol, Lucien
2
Ortobelli, Sergio
2
Račev, Svetlozar T.
2
Rudloff, Birgit
2
Stoyanov, Stoyan
2
Altay, Sühan
1
Ararat, Çağin
1
Bares, Pierre-Antoine
1
Biedova, Olga
1
Bradley, Brendan O.
1
Buff, Robert
1
Centrone, Francesca
1
Chen, Yanhong
1
Clémençon, Stéphan
1
Colaneri, Katia
1
Cont, R.
1
Dorfleitner, Gregor
1
Eksi-Altay, Zehra
1
Frahm, Gabriel
1
Framstad, Nils Chr.
1
Gibson, Rajna
1
Guambe, Calisto
1
Gyger, S.
1
Hamel, Andreas
1
Hu, Yijun
1
Hui, Cho H.
1
Jokhadze, Valeriane
1
Kim, Young Shin
1
Kromer, Eduard
1
Kufakunesu, Rodwell
1
Lo, C. F.
1
Lépinette, Emmanuel
1
Löhne, Andreas
1
Mabitsela, Lesedi
1
Maialy, Andre Cury
1
Overbeck, Ludger
1
Pfister, Tamara
1
Rodrigues, Matheus Pimentel
1
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
Insurance / Mathematics & economics
121
European journal of operational research : EJOR
76
Journal of banking & finance
71
Finance research letters
62
Risks : open access journal
57
NBER working paper series
53
International review of financial analysis
41
The journal of asset management
38
NBER Working Paper
37
Journal of financial economics
35
Journal of empirical finance
33
Quantitative finance
33
International review of economics & finance : IREF
32
Working paper / National Bureau of Economic Research, Inc.
32
The North American journal of economics and finance : a journal of financial economics studies
29
Economic modelling
27
Finance and stochastics
27
The journal of portfolio management : a publication of Institutional Investor
27
Applied economics
26
Discussion paper / Tinbergen Institute
24
Economics letters
23
Journal of risk
23
Management science : journal of the Institute for Operations Research and the Management Sciences
23
Research paper series / Swiss Finance Institute
23
Discussion paper / Centre for Economic Policy Research
22
Journal of economic dynamics & control
22
Scandinavian actuarial journal
21
The European journal of finance
21
Journal of risk and financial management : JRFM
20
Mathematics and financial economics
20
Operations research
18
Discussion papers / CEPR
17
The journal of investing
17
Journal of international financial markets, institutions & money
16
Mathematical finance : an international journal of mathematics, statistics and financial theory
16
Applied economics letters
15
Discussion paper
15
Energy economics
15
Journal of investment management : JOIM
15
more ...
less ...
Source
All
ECONIS (ZBW)
26
Showing
1
-
10
of
26
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Portfolio allocation in a Levy-type jump-diffusion model with nonlife insurance risk
Serrano, Rafael
- In:
International journal of theoretical and applied finance
24
(
2021
)
1
,
pp. 1-34
Persistent link: https://www.econbiz.de/10012650242
Saved in:
2
An ergodic BSDE risk representation in a jump-diffusion framework
Guambe, Calisto
;
Mabitsela, Lesedi
;
Kufakunesu, Rodwell
- In:
International journal of theoretical and applied finance
24
(
2021
)
3
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012652631
Saved in:
3
Coherent risk measures and normal mixture distributions with applications in portfolio optimization
Shi, Xiang
;
Kim, Young Shin
- In:
International journal of theoretical and applied finance
24
(
2021
)
4
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012652709
Saved in:
4
Robust utility maximization in a multivariate financial market with stochastic drift
Sass, Jörn
;
Westphal, Dorothee
- In:
International journal of theoretical and applied finance
24
(
2021
)
4
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012652713
Saved in:
5
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:
6
Multiplier optimization for constant proportion portfolio insurance (cppi) strategy
Biedova, Olga
;
Steblovskaya, Victoria
- In:
International journal of theoretical and applied finance
23
(
2020
)
2
,
pp. 1-22
Persistent link: https://www.econbiz.de/10012270906
Saved in:
7
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:
8
Measuring default risk for a portfolio of equities
Rodrigues, Matheus Pimentel
;
Maialy, Andre Cury
- In:
International journal of theoretical and applied finance
22
(
2019
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10012012883
Saved in:
9
Set-valued law invariant coherent and convex risk measures
Chen, Yanhong
;
Hu, Yijun
- In:
International journal of theoretical and applied finance
22
(
2019
)
3
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012019780
Saved in:
10
Pairs trading under drift uncertainty and risk penalization
Altay, Sühan
;
Colaneri, Katia
;
Eksi-Altay, Zehra
- In:
International journal of theoretical and applied finance
21
(
2018
)
7
,
pp. 1-24
Persistent link: https://www.econbiz.de/10011956923
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->