//--> //--> //-->
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
subject:"Hedging"
~subject:"Risk"
~isPartOf:"Journal of economic dynamics & control"
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-Theorie"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Hedging
Risk
Portfolio selection
248
Portfolio-Management
248
Theorie
163
Theory
163
CAPM
33
Stochastic process
25
Stochastischer Prozess
25
Capital income
22
Kapitaleinkommen
22
Option pricing theory
22
Optionspreistheorie
22
Risiko
22
Financial investment
21
Kapitalanlage
21
Anlageverhalten
20
Behavioural finance
20
Risikomaß
19
Risk measure
19
Volatility
17
Volatilität
17
Estimation
16
Schätzung
16
Dynamic programming
14
Mathematical programming
14
Mathematische Optimierung
14
Consumption theory
13
Konsumtheorie
13
Lebenszyklus
12
Life cycle
12
Dynamische Optimierung
11
Portfolio choice
11
Risikoaversion
11
Risk aversion
11
Risikoprämie
10
Risk premium
10
Transaction costs
10
Transaktionskosten
10
Derivat
9
more ...
less ...
Online availability
All
Undetermined
19
Type of publication
All
Article
41
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
42
Aufsatz in Zeitschrift
42
Collection of articles of several authors
1
Conference proceedings
1
Konferenzschrift
1
Sammelwerk
1
Language
All
English
42
Author
All
Lin, Qian
2
Lioui, Abraham
2
Munk, Claus
2
Sun, Xianming
2
Adão, Luiz F. S.
1
Aliprantis, Charalambos D.
1
Ankirchner, Stefan
1
Augustyniak, Maciej
1
Badescu, Alexandru
1
Barletta, Andrea
1
Berkelaar, Arjan B.
1
Bielecki, Tomasz R.
1
Black, Fischer
1
Branger, Nicole
1
Brown, D. J.
1
Cai, Zongwu
1
Cajueiro, Daniel Oliveira
1
Colwell, David
1
Coroneo, Laura
1
Dieckmann, Stephan
1
Ehrlich, Isaac
1
Elliott, Robert J.
1
Ely, Regis Augusto
1
Ewald, Christian-Oliver
1
Fabozzi, Frank J.
1
Forsyth, Peter A.
1
Gallmeyer, Michael
1
Godin, Frédéric
1
Gollier, Christian
1
Guo, Ivan
1
Hamlen, William A.
1
Hassan, Nadima el
1
He, Yunhao
1
Hu, Yuan
1
Huang, Kevin X. D.
1
Hyung, Namwon
1
Hénaff, Patrick
1
Jackson, Laura
1
Kellner, Ralf
1
Kouwenberg, Roy
1
more ...
less ...
Published in...
All
Journal of economic dynamics & control
Insurance / Mathematics & economics
136
Journal of banking & finance
93
European journal of operational research : EJOR
92
Finance research letters
89
International review of financial analysis
71
Risks : open access journal
65
NBER working paper series
63
International journal of theoretical and applied finance
56
The North American journal of economics and finance : a journal of financial economics studies
52
International review of economics & finance : IREF
51
Economic modelling
47
Journal of financial economics
47
The journal of asset management
47
Finance and stochastics
46
Quantitative finance
46
Applied economics
45
NBER Working Paper
43
Research paper series / Swiss Finance Institute
43
Journal of empirical finance
41
Working paper / National Bureau of Economic Research, Inc.
40
Energy economics
39
The journal of portfolio management : a publication of Institutional Investor
37
Journal of risk and financial management : JRFM
34
The journal of futures markets
34
Swiss Finance Institute Research Paper
33
Management science : journal of the Institute for Operations Research and the Management Sciences
32
Journal of risk
31
Discussion paper / Tinbergen Institute
29
The European journal of finance
29
Mathematical finance : an international journal of mathematics, statistics and financial theory
28
Discussion paper / Centre for Economic Policy Research
27
Economics letters
27
Mathematics and financial economics
27
Research in international business and finance
27
The review of financial studies
27
Scandinavian actuarial journal
26
Journal of international financial markets, institutions & money
25
Journal of investment management : JOIM
23
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
23
more ...
less ...
Source
All
ECONIS (ZBW)
42
Showing
1
-
42
of
42
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Market complete option valuation using a Jarrow-Rudd pricing tree with skewness and kurtosis
Hu, Yuan
;
Lindquist, W. Brent
;
Račev, Svetlozar T.
; …
- In:
Journal of economic dynamics & control
137
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013464578
Saved in:
2
Robust investment strategies with two risky assets
Lin, Qian
;
Luo, Yulei
;
Sun, Xianming
- In:
Journal of economic dynamics & control
134
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013383753
Saved in:
3
The impacts of interest rates on banks' loan portfolio risk-taking
Adão, Luiz F. S.
;
Silveira, Douglas
;
Ely, Regis Augusto
; …
- In:
Journal of economic dynamics & control
144
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013543114
Saved in:
4
Horizon-unbiased investment with ambiguity
Lin, Qian
;
Sun, Xianming
;
Zhou, Chao
- In:
Journal of economic dynamics & control
114
(
2020
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012502569
Saved in:
5
International stock comovements with endogenous clusters
Coroneo, Laura
;
Jackson, Laura
;
Owyang, Michael T.
- In:
Journal of economic dynamics & control
116
(
2020
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012503214
Saved in:
6
Gain/loss asymmetric stochastic differential utility
Shigeta, Yuki
- In:
Journal of economic dynamics & control
118
(
2020
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012503409
Saved in:
7
Short-run risk, business cycle, and the value premium
He, Yunhao
;
Leippold, Markus
- In:
Journal of economic dynamics & control
120
(
2020
),
pp. 1-36
Persistent link: https://www.econbiz.de/10012503891
Saved in:
8
It only takes a few moments to hedge options
Barletta, Andrea
;
Santucci de Magistris, Paolo
;
Sloth, David
- In:
Journal of economic dynamics & control
100
(
2019
),
pp. 251-269
Persistent link: https://www.econbiz.de/10012130971
Saved in:
9
A profitable modification to global quadratic hedging
Augustyniak, Maciej
;
Godin, Frédéric
;
Simard, Clarence
- In:
Journal of economic dynamics & control
104
(
2019
),
pp. 111-131
Persistent link: https://www.econbiz.de/10012131108
Saved in:
10
Hedging recessions
Branger, Nicole
;
Larsen, Linda Sandris
;
Munk, Claus
- In:
Journal of economic dynamics & control
107
(
2019
),
pp. 1-24
Persistent link: https://www.econbiz.de/10012312632
Saved in:
11
Portfolio selection with inflation-linked bonds and indexation lags
Li, Kai
- In:
Journal of economic dynamics & control
107
(
2019
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012312637
Saved in:
12
Optimal portfolio allocation with volatility and co-jump risk that Markowitz would like
Oliva, Immacolata
;
Renò, Roberto
- In:
Journal of economic dynamics & control
94
(
2018
),
pp. 242-256
Persistent link: https://www.econbiz.de/10012004394
Saved in:
13
Stochastic volatility implies fourth-degree risk dominance : applications to asset pricing
Gollier, Christian
- In:
Journal of economic dynamics & control
95
(
2018
),
pp. 155-171
Persistent link: https://www.econbiz.de/10012004921
Saved in:
14
Volatility risk and economic welfare
Xu, Shaofeng
- In:
Journal of economic dynamics & control
80
(
2017
),
pp. 17-33
Persistent link: https://www.econbiz.de/10011817622
Saved in:
15
Equal risk pricing under convex trading constraints
Guo, Ivan
;
Zhu, Song-Ping
- In:
Journal of economic dynamics & control
76
(
2017
),
pp. 136-151
Persistent link: https://www.econbiz.de/10011817212
Saved in:
16
Quantifying market risk with Value-at-Risk or Expected Shortfall? : consequences for capital requirements and model risk
Kellner, Ralf
;
Rösch, Daniel
- In:
Journal of economic dynamics & control
68
(
2016
),
pp. 45-63
Persistent link: https://www.econbiz.de/10011708407
Saved in:
17
Does relative risk aversion vary with wealth? : evidence from households׳ portfolio choice data
Liu, Xuan
;
Yang, Fang
;
Cai, Zongwu
- In:
Journal of economic dynamics & control
69
(
2016
),
pp. 229-248
Persistent link: https://www.econbiz.de/10011708541
Saved in:
18
Hedge fund seeding via fees-for-seed swaps under idiosyncratic risk
Ewald, Christian-Oliver
;
Zhang, Hai
- In:
Journal of economic dynamics & control
71
(
2016
),
pp. 45-59
Persistent link: https://www.econbiz.de/10011708768
Saved in:
19
Costly arbitrage through pairs trading
Lei, Yaoting
;
Xu, Jing
- In:
Journal of economic dynamics & control
56
(
2015
),
pp. 1-19
Persistent link: https://www.econbiz.de/10011574546
Saved in:
20
The impact of systemic and illiquidity risk on financing with risky collateral
Lillo, Fabrizio
;
Pirino, Davide
- In:
Journal of economic dynamics & control
50
(
2015
),
pp. 180-202
Persistent link: https://www.econbiz.de/10010486947
Saved in:
21
Model-free CPPI
Schied, Alexander
- In:
Journal of economic dynamics & control
40
(
2014
),
pp. 84-94
Persistent link: https://www.econbiz.de/10010424446
Saved in:
22
Cross-hedging minimum return guarantees : basis and liquidity risks
Ankirchner, Stefan
;
Schneider, Judith Christiane
; …
- In:
Journal of economic dynamics & control
41
(
2014
),
pp. 93-109
Persistent link: https://www.econbiz.de/10010425003
Saved in:
23
Quadratic hedging schemes for non-Gaussian GARCH models
Badescu, Alexandru
;
Elliott, Robert J.
;
Ortega, Juan-Pablo
- In:
Journal of economic dynamics & control
42
(
2014
),
pp. 13-32
Persistent link: https://www.econbiz.de/10010426624
Saved in:
24
Robust tracking error portfolio selection with worst-case downside risk measures
Ling, Aifan
;
Sun, Jie
;
Yang, Xiaoguang
- In:
Journal of economic dynamics & control
39
(
2014
),
pp. 178-207
Persistent link: https://www.econbiz.de/10010388754
Saved in:
25
An optimal stochastic control framework for determining the cost of hedging of variable annuities
Forsyth, Peter A.
;
Vetzal, Kenneth R.
- In:
Journal of economic dynamics & control
44
(
2014
),
pp. 29-53
Persistent link: https://www.econbiz.de/10010470085
Saved in:
26
Time consistent vs. time inconsistent dynamic asset allocation : some utility cost calculations for mean variance preferences
Lioui, Abraham
- In:
Journal of economic dynamics & control
37
(
2013
)
5
,
pp. 1066-1096
Persistent link: https://www.econbiz.de/10009738267
Saved in:
27
Simulating and calibrating diversification against black swans
Hyung, Namwon
;
Vries, Casper G. de
- In:
Journal of economic dynamics & control
36
(
2012
)
8
,
pp. 1162-1175
Persistent link: https://www.econbiz.de/10009634272
Saved in:
28
Analytical methods for hedging systematic credit risk with linear factor portfolios
Rosen, Dan
;
Saunders, David M.
- In:
Journal of economic dynamics & control
33
(
2009
)
1
,
pp. 37-52
Persistent link: https://www.econbiz.de/10003810124
Saved in:
29
Portfolio and consumption choice with stochastic investment opportunities and habit formation in preferences
Munk, Claus
- In:
Journal of economic dynamics & control
32
(
2008
)
11
,
pp. 3560-3589
Persistent link: https://www.econbiz.de/10003780974
Saved in:
30
Hedging diffusion processes by local risk minimization with applications to index tracking
Colwell, David
;
Hassan, Nadima el
;
Kwon, Oh Kang
- In:
Journal of economic dynamics & control
31
(
2007
)
7
,
pp. 2135-2151
Persistent link: https://www.econbiz.de/10003484993
Saved in:
31
The equilibrium allocation of diffusive and jump risks with heterogeneous agents
Dieckmann, Stephan
;
Gallmeyer, Michael
- In:
Journal of economic dynamics & control
29
(
2005
)
9
,
pp. 1547-1576
Persistent link: https://www.econbiz.de/10003068779
Saved in:
32
Special issue: Financial decision models in a dynamical setting
Mitra, Gautam
(
contributor
); …
-
2004
Persistent link: https://www.econbiz.de/10001855968
Saved in:
33
Intertemporal surplus management
Rudolf, Markus
;
Ziemba, William T.
- In:
Journal of economic dynamics & control
28
(
2004
)
5
,
pp. 975-990
Persistent link: https://www.econbiz.de/10001856036
Saved in:
34
Retirement saving with contribution payments and labor income as a benchmark for investments
Berkelaar, Arjan B.
;
Kouwenberg, Roy
- In:
Journal of economic dynamics & control
27
(
2003
)
6
,
pp. 1069-1097
Persistent link: https://www.econbiz.de/10001734561
Saved in:
35
On infinite-horizon minimum-cost hedging under cone constraints
Huang, Kevin X. D.
- In:
Journal of economic dynamics & control
27
(
2002
)
2
,
pp. 283-301
Persistent link: https://www.econbiz.de/10001703402
Saved in:
36
On optimal portfolio choice under stochastic interest rates
Lioui, Abraham
;
Poncet, Patrice
- In:
Journal of economic dynamics & control
25
(
2001
)
11
,
pp. 1841-1865
Persistent link: https://www.econbiz.de/10001599261
Saved in:
37
Minimum-cost portfolio insurance
Aliprantis, Charalambos D.
;
Brown, D. J.
;
Werner, Jan
- In:
Journal of economic dynamics & control
24
(
2000
)
11/12
,
pp. 1703-1719
Persistent link: https://www.econbiz.de/10001508766
Saved in:
38
Risk sensitive asset allocation
Bielecki, Tomasz R.
;
Pliska, Stanley R.
;
Sherris, Michael
- In:
Journal of economic dynamics & control
24
(
2000
)
8
,
pp. 1145-1177
Persistent link: https://www.econbiz.de/10001474593
Saved in:
39
Hedging exotic derivatives through stochastic optimization
Hénaff, Patrick
- In:
Journal of economic dynamics & control
22
(
1998
)
8
,
pp. 1453-1466
Persistent link: https://www.econbiz.de/10001250752
Saved in:
40
Portfolio choice with Knightian uncertainty
Orszag, Jonathan Michael
- In:
Journal of economic dynamics & control
19
(
1995
)
5
,
pp. 873-900
Persistent link: https://www.econbiz.de/10001184981
Saved in:
41
Optimal portfolio and consumption decisions in a stochastic environment with precommitment
Ehrlich, Isaac
- In:
Journal of economic dynamics & control
19
(
1995
)
3
,
pp. 457-480
Persistent link: https://www.econbiz.de/10001172932
Saved in:
42
Theory of constant proportion portfolio insurance
Black, Fischer
- In:
Journal of economic dynamics & control
16
(
1992
)
3
,
pp. 403-426
Persistent link: https://www.econbiz.de/10001130494
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->