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subject:"Portfolio selection"
~isPartOf:"Advances in futures and options research : a research annual"
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Portfolio selection
Theorie
103
Theory
103
CAPM
36
Derivat
33
Derivative
33
Option pricing theory
27
Optionspreistheorie
27
Interest rate derivative
17
Zinsderivat
17
USA
16
United States
16
Portfolio-Management
15
Hedging
13
Currency derivative
8
Währungsderivat
8
Yield curve
8
Zinsstruktur
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Anleihe
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Bond
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Index futures
7
Index-Futures
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Börsenkurs
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Estimation theory
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Schätztheorie
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Share price
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Betriebliche Finanzwirtschaft
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Black-Scholes model
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Risiko
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Risk
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Transaktionskosten
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15
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15
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15
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Brooks, Robert
3
Clarke, Roger G.
2
Rendleman, Richard J.
2
Boyle, Phelim P.
1
Chen, Andrew H.
1
Clark, John M.
1
Dennis, Patrick
1
Engle, Robert F.
1
Harriff, Richard B.
1
Hoggard, T.
1
Kon, Stanley Jay
1
Levy, Haim
1
Lin, Xiaodong
1
Lloyd, William P.
1
Longstaff, Francis A.
1
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1
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1
Schneeweis, Thomas
1
Trippi, Robert R.
1
Wei, K. C. John
1
Whalley, A. E.
1
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1
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1
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Advances in futures and options research : a research annual
Insurance / Mathematics & economics
277
European journal of operational research : EJOR
276
Journal of banking & finance
239
NBER working paper series
237
Working paper / National Bureau of Economic Research, Inc.
191
NBER Working Paper
188
Finance research letters
181
Journal of economic dynamics & control
167
Mathematical finance : an international journal of mathematics, statistics and financial theory
154
Finance and stochastics
152
International journal of theoretical and applied finance
145
Quantitative finance
129
Research paper series / Swiss Finance Institute
120
Management science : journal of the Institute for Operations Research and the Management Sciences
102
Risks : open access journal
102
The review of financial studies
99
Journal of financial economics
98
The journal of portfolio management : a publication of Institutional Investor
98
The journal of finance : the journal of the American Finance Association
96
Journal of empirical finance
94
Discussion paper / Centre for Economic Policy Research
85
Economic modelling
83
Swiss Finance Institute Research Paper
83
Economics letters
79
The European journal of finance
79
Mathematics and financial economics
74
Computational economics
72
International review of economics & finance : IREF
71
International review of financial analysis
68
Mathematical methods of operations research
68
The journal of asset management
68
SpringerLink / Bücher
65
The North American journal of economics and finance : a journal of financial economics studies
64
Journal of risk and financial management : JRFM
63
The journal of portfolio management : JPM
63
Discussion paper / Tinbergen Institute
62
Journal of economic theory
61
Annals of finance
60
Journal of mathematical finance
57
Applied economics
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15
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1
Average inter-security correlation coefficients : implications for the timing of hedging decisions
Brooks, Robert
- In:
Advances in futures and options research : a research annual
9
(
1997
),
pp. 129-155
Persistent link: https://www.econbiz.de/10001226763
Saved in:
2
Valuation of options on several risky assets when there are transactions costs
Boyle, Phelim P.
- In:
Advances in futures and options research : a research annual
9
(
1997
),
pp. 111-127
Persistent link: https://www.econbiz.de/10001226768
Saved in:
3
Placing no-arbitrage bounds on the value of nonmarketable and thinly-traded securities
Longstaff, Francis A.
- In:
Advances in futures and options research : a research annual
8
(
1995
),
pp. 203-228
Persistent link: https://www.econbiz.de/10001211286
Saved in:
4
An LP approach to synthetic option replication with transaction costs and multiple security selection
Dennis, Patrick
- In:
Advances in futures and options research : a research annual
8
(
1995
),
pp. 53-84
Persistent link: https://www.econbiz.de/10001211317
Saved in:
5
An LP approach to option portfolio selection
Rendleman, Richard J.
- In:
Advances in futures and options research : a research annual
8
(
1995
),
pp. 31-52
Persistent link: https://www.econbiz.de/10001211318
Saved in:
6
Hedging option portfolios in the presence of transaction costs
Hoggard, T.
- In:
Advances in futures and options research : a research annual
7
(
1994
),
pp. 21-35
Persistent link: https://www.econbiz.de/10001193407
Saved in:
7
Arbitrage valuation of variance forecasts with simulated options
Engle, Robert F.
(
contributor
)
- In:
Advances in futures and options research : a research annual
6
(
1993
),
pp. 393-415
Persistent link: https://www.econbiz.de/10001145819
Saved in:
8
Portfolio insurance : does it pay?
Brooks, Robert
- In:
Advances in futures and options research : a research annual
6
(
1993
),
pp. 329-353
Persistent link: https://www.econbiz.de/10001145829
Saved in:
9
Stochastic-dominance tests of portfolio insurance strategies
Clarke, Roger G.
- In:
Advances in futures and options research : a research annual
5
(
1991
),
pp. 185-202
Persistent link: https://www.econbiz.de/10001123289
Saved in:
10
The effect of alternative return measures in financial futures research
Yau, Jot
- In:
Advances in futures and options research : a research annual
4
(
1990
),
pp. 281-295
Persistent link: https://www.econbiz.de/10001101724
Saved in:
11
Portfolio insurance performance with discrete rebalance filter and serially correlated prices
Trippi, Robert R.
- In:
Advances in futures and options research : a research annual
4
(
1990
),
pp. 177-190
Persistent link: https://www.econbiz.de/10001101734
Saved in:
12
Options on stocks versus index options : the portfolio effect
Brooks, Robert
- In:
Advances in futures and options research : a research annual
4
(
1990
),
pp. 111-124
Persistent link: https://www.econbiz.de/10001101739
Saved in:
13
Stochastic dominance properties of option strategies
Clarke, Roger G.
- In:
Advances in futures and options research : a research annual
2
(
1987
),
pp. 1-18
Persistent link: https://www.econbiz.de/10001081813
Saved in:
14
Stochastic duration and dynamic measure of risk in financial futures
Chen, Andrew H.
- In:
Advances in futures and options research : a research annual
1
(
1986
),
pp. 93-111
Persistent link: https://www.econbiz.de/10001339382
Saved in:
15
Optimal market-timing and security selection decisions with index futures contracts
Kon, Stanley Jay
- In:
Advances in futures and options research : a research annual
1
(
1986
),
pp. 1-28
Persistent link: https://www.econbiz.de/10001339386
Saved in:
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