//--> //--> //--> //-->
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:"Risk management"
~subject:"Volatility"
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:"Portfolio-Selektion"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Risk management
Volatility
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
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
13
Type of publication
All
Article
27
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
28
Aufsatz in Zeitschrift
28
Collection of articles of several authors
1
Conference paper
1
Konferenzbeitrag
1
Sammelwerk
1
Language
All
English
28
Author
All
Platen, Eckhard
2
Ararat, Çağin
1
Bianchi, Michele Leonardo
1
Buff, Robert
1
Capriotti, Luca
1
Carmona, René
1
Centrone, Francesca
1
Chiarella, Carl
1
Clewlow, Les
1
Clémençon, Stéphan
1
Crépey, Stéphane
1
Dorfleitner, Gregor
1
Dupret, Jean-Loup
1
Fabozzi, Frank J.
1
Grasselli, Matheus
1
Guo, Zhi Jun
1
Hainaut, Donatien
1
Hamel, Andreas
1
Hess, Markus
1
Huang, Zhenzhen
1
Hughston, Lane P.
1
Jokhadze, Valeriane
1
Kallsen, Jan
1
Kang, Boda
1
Karpathopoulos, Nikolaos
1
Kwok, Yue-Kuen
1
Lee, Jacky
1
Lépinette, Emmanuel
1
Mavroudis, Konstantinos
1
Menkens, Olaf
1
Muhle-Karbe, Johannes
1
Möller, Philipp M.
1
Nayman, Niv
1
Nolder, Craig A.
1
O'Donoghue, Brendan
1
Okhrati, Ramin
1
Peacock, Matthew
1
Pfister, Tamara
1
Rosazza Gianin, Emanuela
1
Rudloff, Birgit
1
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
Insurance / Mathematics & economics
110
Journal of banking & finance
96
Finance research letters
69
European journal of operational research : EJOR
63
Risks : open access journal
52
International review of financial analysis
50
Journal of risk
45
The North American journal of economics and finance : a journal of financial economics studies
45
Energy economics
43
Journal of empirical finance
43
Quantitative finance
41
The journal of asset management
40
Journal of risk and financial management : JRFM
39
The journal of portfolio management : JPM
39
Research paper series / Swiss Finance Institute
36
International review of economics & finance : IREF
35
Journal of risk management in financial institutions
33
Economic modelling
32
Journal of financial economics
32
The journal of portfolio management : a publication of Institutional Investor
32
NBER working paper series
31
Applied economics
30
Wiley finance series
29
Journal of economic dynamics & control
25
Journal of international financial markets, institutions & money
24
Research in international business and finance
24
Swiss Finance Institute Research Paper
24
NBER Working Paper
23
The European journal of finance
23
Investment management and financial innovations
22
Journal of econometrics
22
Working paper / National Bureau of Economic Research, Inc.
22
SpringerLink / Bücher
21
Journal of investment management : JOIM
20
The journal of investing
20
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
20
Management science : journal of the Institute for Operations Research and the Management Sciences
19
The journal of investment strategies
19
Finance and stochastics
18
more ...
less ...
Source
All
ECONIS (ZBW)
28
Showing
1
-
10
of
28
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Portfolio insurance under rough volatility and Volterra processes
Dupret, Jean-Loup
;
Hainaut, Donatien
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-37
Persistent link: https://www.econbiz.de/10012807860
Saved in:
2
The VIX and future information
Hess, Markus
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-30
Persistent link: https://www.econbiz.de/10012807884
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
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:
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
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:
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
Drawdown measures and return moments
Möller, Philipp M.
- In:
International journal of theoretical and applied finance
21
(
2018
)
7
,
pp. 1-42
Persistent link: https://www.econbiz.de/10011957033
Saved in:
9
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:
10
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:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->