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subject:"Portfolio selection"
~isPartOf:"Journal of mathematical economics"
~subject:"Nash equilibrium"
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Portfolio selection
Nash equilibrium
Theorie
1,121
Theory
1,121
Allgemeines Gleichgewicht
120
General equilibrium
120
Equilibrium theory
99
Gleichgewichtstheorie
99
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Entscheidung unter Unsicherheit
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Pareto efficiency
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Aliprantis, Charalambos D.
2
Balder, Erik J.
2
Giraud, Gaël
2
Schenk-Hoppé, Klaus Reiner
2
Suh, Sang-chul
2
Zhang, Anming
2
Zhang, Yimin
2
Abdou, J.
1
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1
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1
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1
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1
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1
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1
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Journal of mathematical economics
Insurance / Mathematics & economics
283
European journal of operational research : EJOR
275
NBER working paper series
240
Journal of banking & finance
239
Working paper / National Bureau of Economic Research, Inc.
202
NBER Working Paper
191
Journal of economic dynamics & control
187
Games and economic behavior
181
Journal of economic theory
176
Mathematical finance : an international journal of mathematics, statistics and financial theory
154
Finance and stochastics
152
Finance research letters
150
International journal of theoretical and applied finance
145
Economics letters
129
Research paper series / Swiss Finance Institute
120
Quantitative finance
118
Economic theory : official journal of the Society for the Advancement of Economic Theory
113
Discussion paper / Centre for Economic Policy Research
108
The review of financial studies
100
Journal of financial economics
99
Risks : open access journal
98
The journal of portfolio management : a publication of Institutional Investor
98
Management science : journal of the Institute for Operations Research and the Management Sciences
97
The journal of finance : the journal of the American Finance Association
95
Journal of empirical finance
91
Economic modelling
90
Swiss Finance Institute Research Paper
83
Mathematical methods of operations research
82
Working paper
80
Discussion paper / Tinbergen Institute
78
International review of economics & finance : IREF
75
The European journal of finance
75
Discussion paper / Center for Economic Research, Tilburg University
73
CESifo working papers
72
Mathematics and financial economics
71
Computational economics
69
SpringerLink / Bücher
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68
International review of financial analysis
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ECONIS (ZBW)
68
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1
An axiomatic approach to default risk and model uncertainty in rating systems
Nendel, Max
;
Streicher, Jan
- In:
Journal of mathematical economics
109
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014474758
Saved in:
2
A cooperative bargaining framework for decentralized portfolio optimization
Benita, Francisco
;
Nasini, Stefano
;
Nessah, Rabia
- In:
Journal of mathematical economics
103
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014230380
Saved in:
3
Diversification and risk attitudes toward two risks
Kit, Pong Wong
- In:
Journal of mathematical economics
102
(
2022
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013539467
Saved in:
4
Funding public projects : a case for the Nash product rule
Brandl, Florian
;
Brandt, Felix
;
Greger, Matthias
; …
- In:
Journal of mathematical economics
99
(
2022
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013365436
Saved in:
5
Arbitrage concepts under trading restrictions in discrete-time financial markets
Fontana, Claudio
;
Runggaldier, Wolfgang J.
- In:
Journal of mathematical economics
92
(
2021
),
pp. 66-80
Persistent link: https://www.econbiz.de/10012654141
Saved in:
6
The family of alpha, [a,b] stochastic orders : risk vs. expected value
Light, Bar
;
Perlroth, Andres
- In:
Journal of mathematical economics
96
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013273530
Saved in:
7
Cooperative game with nondeterministic returns
Yang, Jian
;
Li, Jianbin
- In:
Journal of mathematical economics
88
(
2020
),
pp. 123-140
Persistent link: https://www.econbiz.de/10012589932
Saved in:
8
Financial risk taking in the presence of correlated non-financial background risk
Chiu, W. Henry
- In:
Journal of mathematical economics
88
(
2020
),
pp. 167-179
Persistent link: https://www.econbiz.de/10012589943
Saved in:
9
Variance stochastic orders
Gollier, Christian
- In:
Journal of mathematical economics
80
(
2019
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012105651
Saved in:
10
Equilibria in the CAPM with non-tradeable endowments
Koch Medina, Pablo
;
Wenzelburger, Jan
- In:
Journal of mathematical economics
75
(
2018
),
pp. 93-107
Persistent link: https://www.econbiz.de/10012104032
Saved in:
11
A dual approach to ambiguity aversion
Bommier, Antoine
- In:
Journal of mathematical economics
71
(
2017
),
pp. 104-118
Persistent link: https://www.econbiz.de/10011833204
Saved in:
12
The effects of dependent beliefs on endogenous leverage
Hoelle, Matthew
- In:
Journal of mathematical economics
73
(
2017
),
pp. 68-80
Persistent link: https://www.econbiz.de/10011842083
Saved in:
13
Rationalizing investors' choices
Bernard, Carole
;
Chen, Jit Seng
;
Vanduffel, Steven
- In:
Journal of mathematical economics
59
(
2015
),
pp. 10-23
Persistent link: https://www.econbiz.de/10011573437
Saved in:
14
Portfolio constraints, differences in beliefs and bubbles
Bidian, Florin
- In:
Journal of mathematical economics
61
(
2015
),
pp. 317-326
Persistent link: https://www.econbiz.de/10011573911
Saved in:
15
Subtle price discrimination and surplus extraction under uncertainty
Zambrano, Eduardo
- In:
Journal of mathematical economics
52
(
2014
),
pp. 153-161
Persistent link: https://www.econbiz.de/10010495146
Saved in:
16
Selecting a discrete portfolio
Olszewski, Wojciech
;
Vohra, Rakesh V.
- In:
Journal of mathematical economics
55
(
2014
),
pp. 69-73
Persistent link: https://www.econbiz.de/10011297075
Saved in:
17
Decreasing downside risk aversion and background risk
Crainich, David
;
Eeckhoudt, Louis R.
;
Le Courtois, Olivier
- In:
Journal of mathematical economics
53
(
2014
),
pp. 59-63
Persistent link: https://www.econbiz.de/10011297143
Saved in:
18
Dynamic quasi concave performance measures
Biagini, Sara
;
Bion-Nadal, Jocelyne
- In:
Journal of mathematical economics
55
(
2014
),
pp. 143-153
Persistent link: https://www.econbiz.de/10011297774
Saved in:
19
On the convergence to the Cournot equilibrium in a productive asset oligopoly
Colombo, Luca
;
Labrecciosa, Paola
- In:
Journal of mathematical economics
49
(
2013
)
6
,
pp. 441-445
Persistent link: https://www.econbiz.de/10010459975
Saved in:
20
Tempering effects of (dependent) background risks : a mean-variance analysis of portfolio selection
Eichner, Thomas
;
Wagener, Andreas
- In:
Journal of mathematical economics
48
(
2012
)
6
,
pp. 422-430
Persistent link: https://www.econbiz.de/10009689435
Saved in:
21
On the computation of optimal monotone mean-variance portfolios via truncated quadratic utility
Černý, Aleš
;
Maccheroni, Fabio
;
Marinacci, Massimo
; …
- In:
Journal of mathematical economics
48
(
2012
)
6
,
pp. 386-395
Persistent link: https://www.econbiz.de/10009689445
Saved in:
22
Market selection of constant proportions investment strategies in continuous time
Palczewski, Jan
;
Schenk-Hoppé, Klaus Reiner
- In:
Journal of mathematical economics
46
(
2010
)
2
,
pp. 248-266
Persistent link: https://www.econbiz.de/10009299731
Saved in:
23
Deriving Nash equilibria as the supercore for a relational system
Iñarra García, Elena
;
Larrea, C.
;
Saracho, Ana Isabel
- In:
Journal of mathematical economics
46
(
2010
)
2
,
pp. 141-147
Persistent link: https://www.econbiz.de/10009299744
Saved in:
24
Interaction sheaves on continuous domains
Abdou, J.
;
Keiding, Hans
- In:
Journal of mathematical economics
45
(
2009
)
11
,
pp. 708-719
Persistent link: https://www.econbiz.de/10003937612
Saved in:
25
Inductive game theory : a basic scenario
Kaneko, Mamoru
;
Kline, J. Jude
- In:
Journal of mathematical economics
44
(
2008
)
12
,
pp. 1332-1363
Persistent link: https://www.econbiz.de/10003790019
Saved in:
26
Catalog competition and stable nonlinear prices
Page, Frank H.
- In:
Journal of mathematical economics
44
(
2008
)
7/8
,
pp. 822-835
Persistent link: https://www.econbiz.de/10003743340
Saved in:
27
Beyond optimality : managing children, assets, and consumption over the life cycle
Bonneuil, Noël
;
Saint-Pierre, Patrick
- In:
Journal of mathematical economics
44
(
2008
)
3/4
,
pp. 227-241
Persistent link: https://www.econbiz.de/10003709145
Saved in:
28
Closed-form solutions to stochastic process switching problems
François, Pascal
;
Morellec, Erwan
- In:
Journal of mathematical economics
44
(
2008
)
11
,
pp. 1072-1083
Persistent link: https://www.econbiz.de/10003783820
Saved in:
29
Coalitional games with veto players : consistency, monotonicity and Nash outcomes
Arin, Javier
;
Feltkamp, Vincent
- In:
Journal of mathematical economics
43
(
2007
)
7/8
,
pp. 855-870
Persistent link: https://www.econbiz.de/10003510349
Saved in:
30
Uniqueness conditions for strongly point-rationalizable solutions to games with metrizable strategy sets
Zimper, Alexander
- In:
Journal of mathematical economics
42
(
2006
)
6
,
pp. 729-751
Persistent link: https://www.econbiz.de/10003376554
Saved in:
31
Evolutionary stability of portfolio rules in incomplete markets
Hens, Thorsten
;
Schenk-Hoppé, Klaus Reiner
- In:
Journal of mathematical economics
41
(
2005
)
1/2
,
pp. 43-66
Persistent link: https://www.econbiz.de/10002643146
Saved in:
32
The asset market game
Alós-Ferrer, Carlos
;
Ania, Ana B.
- In:
Journal of mathematical economics
41
(
2005
)
1/2
,
pp. 67-90
Persistent link: https://www.econbiz.de/10002643161
Saved in:
33
Debt contracts and cooperative improvements
Krasa, Stefan
;
Sharma, Tridib
;
Villamil, Anne Patricia
- In:
Journal of mathematical economics
41
(
2005
)
7
,
pp. 857-874
Persistent link: https://www.econbiz.de/10003154317
Saved in:
34
Convergence to competitive equilibria and elimination of no-trade (in a strategic market game with limit prices)
Weyers, Sonia
- In:
Journal of mathematical economics
40
(
2004
)
8
,
pp. 903-922
Persistent link: https://www.econbiz.de/10002389265
Saved in:
35
From Nash to Walras via Shapley-Shubik
Dubey, Pradeep
;
Geanakoplos, John
- In:
Journal of mathematical economics
39
(
2003
)
5/6
,
pp. 391-400
Persistent link: https://www.econbiz.de/10001769155
Saved in:
36
Efficiency and imperfect competition with incomplete markets
Giraud, Gaël
;
Stahn, Hubert
- In:
Journal of mathematical economics
39
(
2003
)
5/6
,
pp. 559-583
Persistent link: https://www.econbiz.de/10001769167
Saved in:
37
Multiplicity, instability and sunspots in games
Dávila, Julio
- In:
Journal of mathematical economics
39
(
2003
)
3/4
,
pp. 197-217
Persistent link: https://www.econbiz.de/10001766814
Saved in:
38
Consistent collusion-proofness and correlation in exchange economies
Giraud, Gaël
;
Rochon, Céline
- In:
Journal of mathematical economics
38
(
2002
)
4
,
pp. 441-463
Persistent link: https://www.econbiz.de/10001717149
Saved in:
39
Uniqueness of equilibrium in cost sharing games
Watts, Alison
- In:
Journal of mathematical economics
37
(
2002
)
1
,
pp. 47-70
Persistent link: https://www.econbiz.de/10001669253
Saved in:
40
The cheapest hedge
Aliprantis, Charalambos D.
;
Polyrakis, Yiannis A.
; …
- In:
Journal of mathematical economics
37
(
2002
)
4
,
pp. 269-295
Persistent link: https://www.econbiz.de/10001703417
Saved in:
41
Implementation by self-relevant mechanisms
Tatamitani, Yoshikatsu
- In:
Journal of mathematical economics
35
(
2001
)
3
,
pp. 427-444
Persistent link: https://www.econbiz.de/10001584217
Saved in:
42
On optimal terminal wealth under transaction costs
Cvitanić, Jakša
;
Wang, Hui
- In:
Journal of mathematical economics
35
(
2001
)
2
,
pp. 223-231
Persistent link: https://www.econbiz.de/10001567645
Saved in:
43
Optimal consumption and portfolio in a jump diffusion market with proportional transaction costs
Framstad, Nils Chr.
;
Øksendal, Bernt K.
;
Sulem, Agnès
- In:
Journal of mathematical economics
35
(
2001
)
2
,
pp. 233-257
Persistent link: https://www.econbiz.de/10001567651
Saved in:
44
Wealth optimization in an incomplete market driven by a jump-diffusion process
Bellamy, Nadine
- In:
Journal of mathematical economics
35
(
2001
)
2
,
pp. 259-287
Persistent link: https://www.econbiz.de/10001567657
Saved in:
45
Optimal investment strategies with bounded risks, general utilities, and goal achieving
Dokuchaev, Nikolai
;
Zhou, Xun Yu
- In:
Journal of mathematical economics
35
(
2001
)
2
,
pp. 289-309
Persistent link: https://www.econbiz.de/10001567661
Saved in:
46
Non-linear taxation, tax-arbitrage and equilibrium asset prices
Başak, Suleyman
;
Croitoru, Benjamin
- In:
Journal of mathematical economics
35
(
2001
)
2
,
pp. 347-382
Persistent link: https://www.econbiz.de/10001567667
Saved in:
47
Stochastically stable states in an oligopoly with differentiated goods : equivalence of price and quantity strategies
Tanaka, Yasuhito
- In:
Journal of mathematical economics
34
(
2000
)
2
,
pp. 235-253
Persistent link: https://www.econbiz.de/10001499101
Saved in:
48
Existence of optimal consumption and portfolio rules with portfolio constraints and stochastic income, durability and habit formation
Yang, Yunhong
- In:
Journal of mathematical economics
33
(
2000
)
2
,
pp. 135-153
Persistent link: https://www.econbiz.de/10001450115
Saved in:
49
A note on the stability of a Cournot-Nash equilibrium : the multiproduct case with adaptive expectations
Szidarovszky, Ferenc
;
Li, Weiye
- In:
Journal of mathematical economics
33
(
2000
)
1
,
pp. 101-107
Persistent link: https://www.econbiz.de/10001471708
Saved in:
50
Cost sharing : efficiency and implementation
Kaplan, Todd R.
;
Wettstein, David
- In:
Journal of mathematical economics
32
(
1999
)
4
,
pp. 489-502
Persistent link: https://www.econbiz.de/10001471761
Saved in:
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