//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Finance research letters"
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
On the optimal boundary of a t...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Portfolio selection
644
Portfolio-Management
644
Theorie
250
Theory
250
Capital income
203
Kapitaleinkommen
203
Anlageverhalten
181
Behavioural finance
181
Risk
140
Risiko
135
Volatility
127
Volatilität
127
Stochastic process
108
Stochastischer Prozess
108
CAPM
97
Börsenkurs
90
Share price
90
Virtual currency
90
Virtuelle Währung
90
Welt
71
World
71
Investment Fund
68
Investmentfonds
68
Financial investment
66
Kapitalanlage
66
Aktienmarkt
61
Risikomaß
61
Risk measure
61
Stock market
61
Risikomanagement
60
Risk management
60
Hedging
57
Option pricing theory
55
Optionspreistheorie
55
Estimation
53
Schätzung
53
Forecasting model
48
Prognoseverfahren
48
Nachhaltige Kapitalanlage
46
Sustainable investment
46
more ...
less ...
Online availability
All
Undetermined
636
Free
27
Type of publication
All
Article
731
Type of publication (narrower categories)
All
Article in journal
731
Aufsatz in Zeitschrift
731
Language
All
English
731
Author
All
Goodell, John W.
12
Zaremba, Adam
9
Naeem, Muhammad Abubakr
7
Bouri, Elie
6
Lucey, Brian M.
6
Yousaf, Imran
6
Wang, Xingchun
5
Xiong, Xiong
5
Demir, Ender
4
Fabozzi, Frank J.
4
Jang, Bong-Gyu
4
Jarrow, Robert A.
4
Kim, Jang Ho
4
Lee, Hangsuck
4
Lee, Jaewook
4
Lee, Minha
4
Nakagawa, Kei
4
Ryu, Doojin
4
Sensoy, Ahmet
4
Auer, Benjamin R.
3
Bayraktar, Erhan
3
Boudt, Kris
3
Buchner, Axel
3
Będowska-Sójka, Barbara
3
Chen, Jun-Home
3
Corbet, Shaen
3
Escobar, Marcos
3
Esparcia, Carlos
3
Grobys, Klaus
3
Ko, Hyungjin
3
Koutsokostas, Drosos
3
Ku, Hyejin
3
Lian, Yu-Min
3
Long, Huaigang
3
Lu, Xiaomeng
3
Mu, Congming
3
Papathanasiou, Spyros
3
Qadan, Mahmoud
3
Riaz, Yasir
3
Righi, Marcelo Brutti
3
more ...
less ...
Published in...
All
Finance research letters
European journal of operational research : EJOR
3,470
Computers & operations research : and their applications to problems of world concern ; an international journal
1,632
International journal of production research
1,123
Operations research letters
891
NBER working paper series
861
MPRA Paper
846
Journal of banking & finance
747
Insurance / Mathematics & economics
671
Operations research
646
Working paper / National Bureau of Economic Research, Inc.
628
Mathematics of operations research
627
Management science : journal of the Institute for Operations Research and the Management Sciences
625
NBER Working Paper
612
Journal of economic dynamics & control
606
International journal of theoretical and applied finance
557
Discussion paper / Tinbergen Institute
543
International journal of production economics
518
INFORMS journal on computing : JOC
458
CESifo working papers
454
Economics letters
447
Finance and stochastics
437
Working paper
428
Omega : the international journal of management science
426
SpringerLink / Bücher
412
Quantitative finance
408
Transportation research / E : an international journal
404
International review of financial analysis
403
Journal of econometrics
388
Mathematical methods of operations research
372
Journal of financial economics
369
Research paper series / Swiss Finance Institute
366
CESifo Working Paper
362
Risks : open access journal
356
Computational economics
351
Discussion paper / Centre for Economic Policy Research
351
Economic modelling
337
Discussion paper series / IZA
332
Working Paper
329
Journal of economic theory
322
more ...
less ...
Source
All
ECONIS (ZBW)
731
Showing
1
-
10
of
731
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Minimizing the expected lifetime spent in drawdown under proportional consumption
Angoshtari, Bahman
;
Bayraktar, Erhan
;
Young, Virginia R.
- In:
Finance research letters
15
(
2015
),
pp. 106-114
Persistent link: https://www.econbiz.de/10011552995
Saved in:
2
A class of portfolio optimization solvable problems
Cheng, Yuyang
;
Escobar, Marcos
- In:
Finance research letters
52
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014472208
Saved in:
3
Optimal liquidation strategy for cryptocurrency marketplaces using stochastic control
Kubo, Kenji
;
Nakagawa, Kei
;
Mizukami, Daiki
;
Acharya, Dipesh
- In:
Finance research letters
53
(
2023
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014472433
Saved in:
4
Nonparametric statistical inference for stochastic optimal control problems and its applications for financial investment
Yang, Liu
;
Liang, Yanzi
;
Lan, Xinchen
;
Lu, Zheng
- In:
Finance research letters
64
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014531668
Saved in:
5
Option pricing under regime switching : integration over simplexes method
Jang, Bong-Gyu
;
Tae, Hyeon-Wuk
- In:
Finance research letters
24
(
2018
),
pp. 301-312
Persistent link: https://www.econbiz.de/10011982658
Saved in:
6
Portfolio optimization with feedback strategies based on artificial neural networks
Kopeliovich, Yaacov
;
Pokojovy, Michael
- In:
Finance research letters
69
(
2024
)
2
,
pp. 1-8
Persistent link: https://www.econbiz.de/10015191872
Saved in:
7
The performance of ESG portfolios : a stochastic dominance approach
Zhou, Zihan
;
Wang, Shaolin
;
Wang, Hongxia
- In:
Finance research letters
72
(
2025
),
pp. 1-6
Persistent link: https://www.econbiz.de/10015206911
Saved in:
8
Stochastic dominance and the omega ratio
Fong, Wai-mun
- In:
Finance research letters
17
(
2016
),
pp. 7-9
Persistent link: https://www.econbiz.de/10011596196
Saved in:
9
Value-at-risk estimation with stochastic interest rate models for option-bond portfolios
Wang, Xiaoyu
;
Xie, Dejun
;
Jiang, Jingjing
;
Wu, Xiaoxia
; …
- In:
Finance research letters
21
(
2017
),
pp. 10-20
Persistent link: https://www.econbiz.de/10011807256
Saved in:
10
Pension funds rules : paradoxes in risk control
Cadoni, Marinella
;
Melis, Roberta
;
Trudda, Alessandro
- In:
Finance research letters
22
(
2017
),
pp. 20-29
Persistent link: https://www.econbiz.de/10011807947
Saved in:
1
2
3
4
5
6
7
8
9
10
11
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->