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  • Search: subject:"Portfolio constraints"
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Year of publication
Subject
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portfolio constraints 23 Portfolio-Management 10 Portfolio selection 9 Portfolio Constraints 7 Theorie 7 Portfolio constraints 6 Theory 6 CAPM 5 Restricted participation 4 Transaction costs 4 Transaktionskosten 4 asset pricing 4 equilibrium 4 financial exchange economy 4 Arbitrage 3 Asset Pricing 3 Equilibrium Theory 3 Lucas Tree Model 3 Nonuniqueness of Equilibria 3 Peculiar Financial Equilibrium 3 Super-replication 3 viscosity solutions 3 Arbitrage Pricing 2 Hedging 2 Incomplete market 2 Lévy processes 2 Option pricing theory 2 Optionspreistheorie 2 Portfolio separation 2 Stochastic process 2 Stochastischer Prozess 2 Unvollkommener Markt 2 Volatility 2 Volatilität 2 arbitrage-free asset prices 2 bang-bang control 2 barrier options 2 benchmarking 2 beta constraint 2 dynamic equilibrium 2
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Online availability
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Free 36 CC license 1
Type of publication
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Book / Working Paper 27 Article 8 Other 1
Type of publication (narrower categories)
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Working Paper 8 Article in journal 6 Aufsatz in Zeitschrift 6 Arbeitspapier 3 Graue Literatur 3 Non-commercial literature 3 Article 1
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Language
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English 21 Undetermined 15
Author
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Cornet, Bernard 4 Cass, David 3 Elsinger, Helmut 3 Evstigneev, Igor V. 3 Pavlova, Anna 3 Summer, Martin 3 Abate, Guido 2 Agarwal, Vikas 2 Aouani, Zaier 2 Babaei, Esmaeil 2 Bentahar, Imen 2 Bonafini, Tommaso 2 Bouchard, Bruno 2 Chabakauri, Georgy 2 Ferrari, Pierpaolo 2 Framstad, Nils Chr. 2 Gómez, Juan-Pedro 2 Priestley, Richard 2 Ranjan, Abhishek 2 Schürger, Klaus 2 Taksar, Michael I. 2 Amin, Shaheera 1 Arduca, Maria 1 Atwi, Majed 1 Babaei, E. 1 Cetin, Umut 1 Chassagneux, Jean-François 1 Detemple, Jérôme B. 1 Elie, Romuald 1 GOMEZ, JUAN PEDRO 1 Hugonnier, Julien 1 Iqbal, Javed 1 Jiang, Yifu 1 Kharroubi, Idris 1 Manzoor, Aliya 1 Munari, Cosimo-Andrea 1 Olmo, Jose 1 Post, G.T. 1 Post, Post, G.T. 1 Sandhu, Moeed Ahmad 1
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Institution
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HAL 2 London School of Economics (LSE) 2 Oesterreichische Nationalbank 2 Sloan School of Management, Massachusetts Institute of Technology (MIT) 2 Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO) 1 Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne) 1 Department of Economics, University of Kansas 1 Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam. 1 Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam 1 Institut für Finanzmarktforschung, Wirtschafts- und Sozialwissenschaftliche Fakultät 1 Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät 1 University of Bonn, Germany 1 Université Paris-Dauphine (Paris IX) 1 Área de Entorno Económico, Instituto de Empresa 1
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Published in...
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Bonn Econ Discussion Papers 2 LSE Research Online Documents on Economics 2 Post-Print / HAL 2 Working Papers / Oesterreichische Nationalbank 2 Working papers / Sloan School of Management, Massachusetts Institute of Technology (MIT) 2 Annals of Economics and Finance 1 Annals of finance 1 CFR Working Paper 1 CFR Working Papers 1 CIRANO Working Papers 1 Discussion paper / LSE Financial Markets Group 1 Documents de travail du Centre d'Economie de la Sorbonne 1 ERIM Report Series Research in Management 1 Economics Papers from University Paris Dauphine 1 Economics discussion paper series : EDP 1 Finance and stochastics 1 International Journal of Financial Studies 1 International Journal of Financial Studies : open access journal 1 International review of economics & finance : IREF 1 Mathematical methods of operations research : ZOR 1 Memorandum 1 Memorandum / Department of Economics, University of Oslo 1 Research Paper / Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam. 1 Review of economics and development studies 1 SFB 649 Discussion Paper 1 SFB 649 Discussion Papers 1 Swiss Finance Institute Research Paper Series 1 The Paul Woolley Centre paper series 1 WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 1 Working Paper 1 Working Papers Economia 1
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Source
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RePEc 20 ECONIS (ZBW) 9 EconStor 6 BASE 1
Showing 1 - 10 of 36
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On asset pricing in a binomial model with fixed and proportional transaction costs, portfolio constraints and dividends
Babaei, Esmaeil - In: Mathematical methods of operations research : ZOR 101 (2025) 1, pp. 29-50
Persistent link: https://www.econbiz.de/10015331075
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High-dimensional multi-period portfolio allocation using deep reinforcement learning
Jiang, Yifu; Olmo, Jose; Atwi, Majed - In: International review of economics & finance : IREF 98 (2025), pp. 1-18
Persistent link: https://www.econbiz.de/10015333037
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Asset pricing and hedging in financial markets with fixed and proportional transaction costs
Babaei, Esmaeil - In: Annals of finance 20 (2024) 2, pp. 259-275
Persistent link: https://www.econbiz.de/10014566422
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Fundamental theorem of asset pricing with acceptable risk in markets with frictions
Arduca, Maria; Munari, Cosimo-Andrea - In: Finance and stochastics 27 (2023) 3, pp. 831-862
Persistent link: https://www.econbiz.de/10014328991
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Portfolio constraints: An empirical analysis
Abate, Guido; Bonafini, Tommaso; Ferrari, Pierpaolo - In: International Journal of Financial Studies 10 (2022) 1, pp. 1-20
practitioners alike to introduce portfolio constraints. The scope of our study is to verify which type of constraint is more …
Persistent link: https://www.econbiz.de/10013200408
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Portfolio constraints : an empirical analysis
Abate, Guido; Bonafini, Tommaso; Ferrari, Pierpaolo - In: International Journal of Financial Studies : open … 10 (2022) 1, pp. 1-20
practitioners alike to introduce portfolio constraints. The scope of our study is to verify which type of constraint is more …
Persistent link: https://www.econbiz.de/10012804902
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Portfolio selection and optimization through neural networks and Markowitz model : a case of Pakistan stock exchange listed companies
Iqbal, Javed; Sandhu, Moeed Ahmad; Amin, Shaheera; … - In: Review of economics and development studies 5 (2019) 1, pp. 183-196
Persistent link: https://www.econbiz.de/10012053302
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Log-optimal and rapid paths in von Neumann-Gale dynamical systems
Babaei, E.; Evstigneev, Igor V.; Schenk-Hoppé, Klaus Reiner - 2019
Persistent link: https://www.econbiz.de/10011978960
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Ross-type dynamic portfolio separation (almost) without Ito stochastic calculus
Framstad, Nils Chr. - 2013
While it is common knowledge that portfolio separation in a continuous-time lognormal market is due to the basic properties of the Gaussian distribution, the usual textbook exposition relies on dynamic programming and thus Itô stochastic calculus and the appropriate regularity conditions. This...
Persistent link: https://www.econbiz.de/10010330268
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Existence of equilibria via quasi-equilibria.
Cornet, Bernard; Ranjan, Abhishek - Centre d'Économie de la Sorbonne, Université Paris 1 … - 2013
portfolio constraints. There is a market for physical commodities for every state today and tomorrow, and financial transfers …
Persistent link: https://www.econbiz.de/10010617545
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