//--> //--> //--> //-->
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
~isPartOf:"Journal of economic dynamics & control"
~subject:"Risk measure"
~subject:"Risk"
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
Ratchet vs Blase Investors and...
Similar by subject
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Risk measure
Risk
Portfolio selection
250
Portfolio-Management
250
Theorie
174
Theory
174
CAPM
34
Stochastic process
25
Stochastischer Prozess
25
Option pricing theory
23
Optionspreistheorie
23
Capital income
22
Hedging
22
Kapitaleinkommen
22
Risiko
22
Anlageverhalten
21
Behavioural finance
21
Financial investment
21
Kapitalanlage
21
Risikomaß
20
Estimation
19
Schätzung
19
Volatility
17
Volatilität
17
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
Transaction costs
11
Transaktionskosten
11
Cost of capital
10
Kapitalkosten
10
Risikoprämie
10
more ...
less ...
Online availability
All
Undetermined
19
Type of publication
All
Article
40
Type of publication (narrower categories)
All
Article in journal
40
Aufsatz in Zeitschrift
40
Language
All
English
40
Author
All
Alexander, Gordon J.
2
Baptista, Alexandre M.
2
Leippold, Markus
2
Li, Duan
2
Lin, Qian
2
Sun, Xianming
2
Adão, Luiz F. S.
1
Ankirchner, Stefan
1
Bertsimas, Dimitris
1
Bielecki, Tomasz R.
1
Black, Fischer
1
Branger, Nicole
1
Bu, Di
1
Caccioli, Fabio
1
Cai, Zongwu
1
Cajueiro, Daniel Oliveira
1
Coroneo, Laura
1
Cui, Xiangyu
1
Dieckmann, Stephan
1
Ehrlich, Isaac
1
Ely, Regis Augusto
1
Ewald, Christian-Oliver
1
Fabozzi, Frank J.
1
Fan, Minjie
1
Fricke, Daniel
1
Fukushima, Masao
1
Gallmeyer, Michael
1
Gao, Jianjun
1
Gollier, Christian
1
Guo, Ivan
1
Hamidi, Benjamin
1
Hamlen, William A.
1
He, Yunhao
1
Hochreiter, Ronald
1
Huang, Dashan
1
Huang, Jinbo
1
Hyung, Namwon
1
Jackson, Laura
1
Kellner, Ralf
1
Larsen, Linda Sandris
1
more ...
less ...
Published in...
All
Journal of economic dynamics & control
Insurance / Mathematics & economics
154
Journal of banking & finance
126
European journal of operational research : EJOR
101
Finance research letters
91
Risks : open access journal
79
International review of financial analysis
63
Journal of risk
61
NBER working paper series
59
Discussion paper / Tinbergen Institute
55
Journal of risk and financial management : JRFM
54
The North American journal of economics and finance : a journal of financial economics studies
52
The journal of asset management
49
Economic modelling
48
Journal of empirical finance
46
Research paper series / Swiss Finance Institute
46
Quantitative finance
45
Applied economics
41
Journal of financial economics
40
NBER Working Paper
40
International review of economics & finance : IREF
39
Working paper / National Bureau of Economic Research, Inc.
38
International journal of theoretical and applied finance
37
CESifo working papers
36
The European journal of finance
35
Finance and stochastics
34
Economics letters
32
Management science : journal of the Institute for Operations Research and the Management Sciences
30
Research in international business and finance
28
The journal of portfolio management : a publication of Institutional Investor
28
Working paper
27
Scandinavian actuarial journal
26
Discussion paper
25
Discussion paper / Centre for Economic Policy Research
25
Swiss Finance Institute Research Paper
25
Applied economics letters
24
Computational economics
24
Mathematics and financial economics
23
SAFE working paper
23
Journal of international financial markets, institutions & money
22
more ...
less ...
Source
All
ECONIS (ZBW)
40
Showing
1
-
10
of
40
Sort
Relevance
Date (newest first)
Date (oldest first)
1
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:
2
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:
3
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:
4
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:
5
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:
6
Forecasting and decomposition of portfolio credit risk using macroeconomic and frailty factors
Lee, Yong Woong
;
Poon, Ser-Huang
- In:
Journal of economic dynamics & control
41
(
2014
),
pp. 69-92
Persistent link: https://www.econbiz.de/10010425019
Saved in:
7
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:
8
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:
9
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:
10
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:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->