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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~subject:"Portfolio-Management"
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Portfolio-Management
Portfolio selection
177
Theorie
173
Theory
173
Stochastic process
30
Stochastischer Prozess
30
Incomplete market
28
Unvollkommener Markt
28
Option pricing theory
27
Optionspreistheorie
27
Martingal
20
Martingale
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Transaction costs
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Transaktionskosten
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CAPM
18
Risiko
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Risk
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Mathematical programming
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Mathematische Optimierung
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Control theory
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Hedging
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Kontrolltheorie
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Risikomaß
14
Risk measure
14
Risikomanagement
13
Risk management
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Measurement
11
Messung
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Derivat
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Derivative
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Volatility
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Volatilität
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Anlageverhalten
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Behavioural finance
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Dynamic programming
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English
177
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Zhou, Xun Yu
7
Platen, Eckhard
6
Guasoni, Paolo
5
Li, Duan
5
Muhle-Karbe, Johannes
5
Jin, Hanqing
4
Korn, Ralf
4
Bielecki, Tomasz R.
3
Carassus, Laurence
3
Glasserman, Paul
3
Jarrow, Robert A.
3
Kardaras, Constantinos
3
Pliska, Stanley R.
3
Rogers, Leonard C. G.
3
Stricker, Christophe
3
Zariphopoulou-Souganidis, Thaleia
3
Benth, Fred Espen
2
Capponi, Agostino
2
Choi, Kyoung Jin
2
Choulli, Tahir
2
Cialenco, Igor
2
Cont, Rama
2
Cui, Xiangyu
2
Cvitanić, Jakša
2
Detemple, Jérôme B.
2
El Karoui, Nicole
2
Evstigneev, Igor V.
2
Girotto, Bruno
2
Guéant, Olivier
2
He, Xue Dong
2
Kallsen, Jan
2
Kohatsu-Higa, Arturo
2
Løkka, Arne
2
Maccheroni, Fabio
2
Marinacci, Massimo
2
Muthuraman, Kumar
2
Nutz, Marcel
2
Obłój, Jan
2
Ortu, Fulvio
2
Pham, Huyên
2
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Mathematical finance : an international journal of mathematics, statistics and financial theory
Journal of banking & finance
570
NBER working paper series
535
Finance research letters
469
Working paper / National Bureau of Economic Research, Inc.
460
European journal of operational research : EJOR
397
Insurance / Mathematics & economics
385
NBER Working Paper
379
International review of financial analysis
287
Journal of financial economics
264
The journal of asset management
255
Journal of economic dynamics & control
253
The journal of portfolio management : a publication of Institutional Investor
253
The journal of finance : the journal of the American Finance Association
234
Research paper series / Swiss Finance Institute
221
International journal of theoretical and applied finance
220
Discussion paper / Centre for Economic Policy Research
209
Applied economics
206
Management science : journal of the Institute for Operations Research and the Management Sciences
203
Quantitative finance
203
Journal of empirical finance
199
Finance and stochastics
196
The review of financial studies
192
Journal of financial and quantitative analysis : JFQA
179
International review of economics & finance : IREF
177
Risks : open access journal
175
Economic modelling
174
SpringerLink / Bücher
173
The European journal of finance
173
The North American journal of economics and finance : a journal of financial economics studies
159
Journal of risk and financial management : JRFM
157
Swiss Finance Institute Research Paper
151
Journal of investment management : JOIM
146
Research in international business and finance
141
The journal of investing
140
Economics letters
137
Pacific-Basin finance journal
134
The journal of wealth management
131
Applied economics letters
130
Working paper
130
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ECONIS (ZBW)
177
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177
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21
Behavioral portfolio selection : asymptotics and stability along a sequence of models
Reichlin, Christian
- In:
Mathematical finance : an international journal of …
26
(
2016
)
1
,
pp. 51-85
Persistent link: https://www.econbiz.de/10011550130
Saved in:
22
Utility maximization under model uncertainty in discrete time
Nutz, Marcel
- In:
Mathematical finance : an international journal of …
26
(
2016
)
2
,
pp. 252-268
Persistent link: https://www.econbiz.de/10011577139
Saved in:
23
The incentives of hedge fund fees and high-water marks
Guasoni, Paolo
;
Obłoj, Jan
- In:
Mathematical finance : an international journal of …
26
(
2016
)
2
,
pp. 269-295
Persistent link: https://www.econbiz.de/10011577142
Saved in:
24
A note on the quantile formulation
Xu, Zuo Quan
- In:
Mathematical finance : an international journal of …
26
(
2016
)
3
,
pp. 589-601
Persistent link: https://www.econbiz.de/10011583612
Saved in:
25
Expectations of functions of stochastic time with application to credit risk modeling
Costin, Ovidiu
;
Gordy, Michael B.
;
Huang, Min
; …
- In:
Mathematical finance : an international journal of …
26
(
2016
)
4
,
pp. 748-784
Persistent link: https://www.econbiz.de/10011583796
Saved in:
26
Optimal investment in credit derivatives portfolio under contagion risk
Bo, Lijun
;
Capponi, Agostino
- In:
Mathematical finance : an international journal of …
26
(
2016
)
4
,
pp. 785-834
Persistent link: https://www.econbiz.de/10011583805
Saved in:
27
Multivariate risk measures : a constructive approach based on selections
Molčanov, Il'ja S.
;
Cascos, Ignacio
- In:
Mathematical finance : an international journal of …
26
(
2016
)
4
,
pp. 867-900
Persistent link: https://www.econbiz.de/10011583808
Saved in:
28
Model-independent lower bound on variance SWAPS
Kahalé, Nabil
- In:
Mathematical finance : an international journal of …
26
(
2016
)
4
,
pp. 939-961
Persistent link: https://www.econbiz.de/10011583815
Saved in:
29
On optimal investment for a behavioral investor in multiperiod incomplete market models
Carassus, Laurence
;
Rásonyi, Miklós
- In:
Mathematical finance : an international journal of …
25
(
2015
)
1
,
pp. 115-153
Persistent link: https://www.econbiz.de/10011347239
Saved in:
30
Large portfolio asymptotics for loss from default
Giesecke, Kay
;
Spiliopoulos, Konstantinos
;
Sowers, R. B.
; …
- In:
Mathematical finance : an international journal of …
25
(
2015
)
1
,
pp. 77-114
Persistent link: https://www.econbiz.de/10011347245
Saved in:
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