//--> //--> //--> //-->
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
~subject:"Portfolio selection"
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
Recent advances in numerical m...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Portfolio selection
Theorie
68
Theory
68
Option pricing theory
25
Optionspreistheorie
25
Portfolio-Management
18
CAPM
14
Volatility
10
Volatilität
10
Derivat
9
Derivative
9
Monte Carlo simulation
8
Option trading
8
Optionsgeschäft
8
Risikoprämie
8
Risk premium
8
American options
7
Capital income
7
Kapitaleinkommen
7
Stochastic process
7
Stochastischer Prozess
7
Financial market
6
Finanzmarkt
6
Incomplete market
6
Mathematical programming
6
Mathematische Optimierung
6
Monte-Carlo-Simulation
6
Simulation
6
Unvollkommener Markt
6
Asymmetric information
5
Asymmetrische Information
5
Consumption theory
5
Hedging
5
Index futures
5
Index-Futures
5
Konsumtheorie
5
Lebenszyklus
5
Life cycle
5
Pension fund
5
Pensionskasse
5
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
17
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
15
Aufsatz in Zeitschrift
15
Aufsatz im Buch
2
Book section
2
Arbeitspapier
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
more ...
less ...
Language
All
English
18
Author
All
Detemple, Jérôme B.
15
Rindisbacher, Marcel
6
Broadie, Mark
3
Garcia, René
3
Adler, Michael
2
Shen, Weiwei
2
Bodie, Zvi
1
Du, Yiping
1
Karatzas, Ioannis
1
Laminou Abdou, Souleymane
1
Moallemi, Ciamac Cyrus
1
Moraux, Franck
1
Murthy, Shashidhar
1
Otruba, Susanne
1
Serrat, Angel
1
Sundaresan, Suresh M.
1
Walter, Stephan
1
Zapatero, Fernando
1
more ...
less ...
Published in...
All
The review of financial studies
4
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
The journal of finance : the journal of the American Finance Association
2
Computational Management Science : CMS
1
European journal of operational research : EJOR
1
Financial engineering
1
International journal of theoretical and applied finance
1
Journal of banking & finance
1
Journal of economic dynamics & control
1
Journal of economic theory
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
The handbook of post crisis financial modelling
1
Working paper / European Institute for Advanced Studies in Management
1
more ...
less ...
Source
All
ECONIS (ZBW)
18
Showing
1
-
10
of
18
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Nontraded asset valuation with portfolio constraints : a binominal appraoch
Detemple, Jérôme B.
;
Sundaresan, Suresh M.
- In:
The review of financial studies
12
(
1999
)
4
,
pp. 835-872
Persistent link: https://www.econbiz.de/10001421875
Saved in:
2
Hedging with futures in an intertemporal portfolio context
Adler, Michael
;
Detemple, Jérôme B.
-
1987
Persistent link: https://www.econbiz.de/10000739200
Saved in:
3
Equilibrium asset prices and no-arbitrage with portfolio constraints
Detemple, Jérôme B.
- In:
The review of financial studies
10
(
1997
)
4
,
pp. 1133-1174
Persistent link: https://www.econbiz.de/10001229600
Saved in:
4
Optimal consumption-portfolio policies with habit formation
Detemple, Jérôme B.
- In:
Mathematical finance : an international journal of …
2
(
1992
)
4
,
pp. 251-274
Persistent link: https://www.econbiz.de/10001143972
Saved in:
5
Dynamic equilibrium with liquidity constraints
Detemple, Jérôme B.
;
Serrat, Angel
- In:
The review of financial studies
16
(
2003
)
2
,
pp. 597-629
Persistent link: https://www.econbiz.de/10001764240
Saved in:
6
On the optimal hedge of a nontraded cash position
Adler, Michael
- In:
The journal of finance : the journal of the American …
43
(
1988
)
1
,
pp. 143-153
Persistent link: https://www.econbiz.de/10001057973
Saved in:
7
A Monte Carlo method for optimal portfolios
Detemple, Jérôme B.
;
Garcia, René
;
Rindisbacher, Marcel
- In:
The journal of finance : the journal of the American …
58
(
2003
)
1
,
pp. 401-446
Persistent link: https://www.econbiz.de/10001737303
Saved in:
8
Non-addictive habits : optimal consumption-portfolio policies
Detemple, Jérôme B.
;
Karatzas, Ioannis
- In:
Journal of economic theory
113
(
2003
)
2
,
pp. 265-285
Persistent link: https://www.econbiz.de/10001876017
Saved in:
9
Optimal consumption-portfolio choices and retirement planning
Bodie, Zvi
;
Detemple, Jérôme B.
;
Otruba, Susanne
; …
- In:
Journal of economic dynamics & control
28
(
2004
)
6
,
pp. 1115-1148
Persistent link: https://www.econbiz.de/10001856107
Saved in:
10
Intertemporal asset allocation : a comparison of methods
Detemple, Jérôme B.
;
Garcia, René
;
Rindisbacher, Marcel
- In:
Journal of banking & finance
29
(
2005
)
11
,
pp. 2821-2848
Persistent link: https://www.econbiz.de/10003121055
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->