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subject:"Portfolio-Management"
~isPartOf:"Journal of mathematical economics"
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Portfolio-Management
Theorie
1,122
Theory
1,122
Allgemeines Gleichgewicht
120
General equilibrium
120
Equilibrium theory
99
Gleichgewichtstheorie
99
Spieltheorie
88
Game theory
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Incomplete market
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75
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Nutzenfunktion
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Utility function
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Portfolio selection
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Decision under uncertainty
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Entscheidung unter Unsicherheit
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Pareto efficiency
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Pareto-Optimum
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Aliprantis, Charalambos D.
2
Schenk-Hoppé, Klaus Reiner
2
Alós-Ferrer, Carlos
1
Ania, Ana B.
1
Başak, Suleyman
1
Bellamy, Nadine
1
Benita, Francisco
1
Bernard, Carole
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Biagini, Sara
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Bidian, Florin
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Bommier, Antoine
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Bonneuil, Noël
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1
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1
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1
Cvitanić, Jakša
1
Deng, Shuhui
1
Dokuchaev, Nikolai
1
Eeckhoudt, Louis R.
1
Eichner, Thomas
1
Fernholz, Robert
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Fontana, Claudio
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Framstad, Nils Chr.
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François, Pascal
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Light, Bar
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Journal of mathematical economics
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
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Applied economics
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ECONIS (ZBW)
36
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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
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
Variance stochastic orders
Gollier, Christian
- In:
Journal of mathematical economics
80
(
2019
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012105651
Saved in:
9
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:
10
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:
11
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:
12
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:
13
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:
14
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:
15
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:
16
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:
17
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:
18
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:
19
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:
20
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:
21
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:
22
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:
23
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:
24
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:
25
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:
26
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:
27
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:
28
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:
29
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:
30
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:
31
Sublinear price functionals under portfolio constraints
Koehl, Pierre-François
;
Pham, Huyên
- In:
Journal of mathematical economics
33
(
2000
)
3
,
pp. 339-351
Persistent link: https://www.econbiz.de/10001486490
Saved in:
32
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:
33
On the diversity of equity markets
Fernholz, Robert
- In:
Journal of mathematical economics
31
(
1999
)
3
,
pp. 393-417
Persistent link: https://www.econbiz.de/10001418991
Saved in:
34
Portfolio dominance and optimality in infinite security markets
Aliprantis, Charalambos D.
(
contributor
)
- In:
Journal of mathematical economics
30
(
1998
)
3
,
pp. 347-366
Persistent link: https://www.econbiz.de/10001418023
Saved in:
35
Existence and uniqueness of optimal consumption and portfolio rules in a continuous-time finance model with habit formation and without short sales
Jin, Xing
- In:
Journal of mathematical economics
28
(
1997
)
2
,
pp. 187-205
Persistent link: https://www.econbiz.de/10001229066
Saved in:
36
The expected utility of portfolios of assets
Nielsen, Lars Tyge
- In:
Journal of mathematical economics
22
(
1993
)
5
,
pp. 439-461
Persistent link: https://www.econbiz.de/10001148329
Saved in:
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