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
Coherent measurement of factor...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Portfolio selection
Theorie
157
Theory
157
Option pricing theory
90
Optionspreistheorie
90
Stochastic process
53
Stochastischer Prozess
53
CAPM
44
Capital income
39
Kapitaleinkommen
39
Volatility
39
Volatilität
39
Portfolio-Management
37
Risiko
36
Risk
36
Option trading
33
Optionsgeschäft
33
Hedging
30
Derivat
26
Derivative
26
Börsenkurs
25
Share price
25
Financial market
20
Finanzmarkt
20
Statistical distribution
18
Statistische Verteilung
18
Credit risk
17
Kreditrisiko
17
Estimation
15
Schätzung
15
USA
14
United States
14
Anlageverhalten
13
Behavioural finance
13
Black-Scholes model
13
Black-Scholes-Modell
13
Bid-ask spread
12
Geld-Brief-Spanne
12
Measurement
12
Messung
12
more ...
less ...
Online availability
All
Free
13
Undetermined
11
Type of publication
All
Article
19
Book / Working Paper
18
Type of publication (narrower categories)
All
Article in journal
16
Aufsatz in Zeitschrift
16
Aufsatz im Buch
3
Book section
3
Arbeitspapier
2
Graue Literatur
2
Non-commercial literature
2
Working Paper
2
Collection of articles of several authors
1
Conference paper
1
Conference proceedings
1
Konferenzbeitrag
1
Konferenzschrift
1
Sammelwerk
1
more ...
less ...
Language
All
English
37
Author
All
Madan, Dilip B.
35
Schoutens, Wim
6
Wang, King
6
Milne, Frank
4
Cherny, Alexander S.
2
Corcuera, José Manuel
2
Elliott, Robert J.
2
Guillaume, Florence
2
Reyners, Sofie
2
Sharaiha, Yazid M.
2
De Spiegeleer, Jan
1
Eberlein, Ernst
1
Elliott, Robert Frank
1
Geman, Hélyette
1
Jarrow, Robert
1
Jarrow, Robert A.
1
Pistorius, M.
1
Pliska, Stanley R.
1
Stadje, M.
1
Sundsøy, Pål
1
Vorst, Ton
1
more ...
less ...
Institution
All
Bachelier Finance Society
1
Published in...
All
Robert H. Smith School Research Paper
4
Finance and stochastics
3
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Quantitative finance
2
The journal of investment strategies
2
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
1
Advances in finance and stochastics : essays in honour of Dieter Sondermann
1
Annals of finance
1
Contemporary quantitative finance : essays in honour of Eckhard Platen
1
Discussion paper / Institute for Economic Research, Queen's University
1
International Journal of Portfolio Analysis and Management
1
International journal of portfolio analysis and management : IJPAM
1
International journal of theoretical and applied finance
1
Journal of economic theory
1
Queen's Economics Department working paper
1
Springer finance
1
The journal of derivatives : JOD
1
The journal of risk model validation
1
Working papers in economics and econometrics
1
more ...
less ...
Source
All
ECONIS (ZBW)
37
Showing
1
-
10
of
37
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Risk-reward optimization with discrete-time coherent risk
Cherny, Alexander S.
- In:
Mathematical finance : an international journal of …
20
(
2010
)
4
,
pp. 571-595
Persistent link: https://www.econbiz.de/10008666990
Saved in:
2
Pricing and hedging European options with discrete-time coherent risk
Cherny, Alexander S.
- In:
Finance and stochastics
11
(
2007
)
4
,
pp. 537-569
Persistent link: https://www.econbiz.de/10003645530
Saved in:
3
Risk measurement in semimartingale models with multiple consumption goods
Madan, Dilip B.
- In:
Journal of economic theory
2
(
1988
),
pp. 398-412
Persistent link: https://www.econbiz.de/10001058627
Saved in:
4
A two price theory of financial equilibrium with risk management implications
Madan, Dilip B.
- In:
Annals of finance
8
(
2012
)
4
,
pp. 489-505
Persistent link: https://www.econbiz.de/10009670963
Saved in:
5
Variance swap portfolio theory
Madan, Dilip B.
- In:
Contemporary quantitative finance : essays in honour of …
,
(pp. 183-194)
.
2010
Persistent link: https://www.econbiz.de/10008749280
Saved in:
6
Three non-Gaussian models of dependence in returns
Madan, Dilip B.
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 107-130)
.
2016
Persistent link: https://www.econbiz.de/10011800343
Saved in:
7
Instantaneous portfolio theory
Madan, Dilip B.
- In:
Quantitative finance
18
(
2018
)
8
,
pp. 1345-1364
Persistent link: https://www.econbiz.de/10011911544
Saved in:
8
Differentiating asset classes
Madan, Dilip B.
- In:
International journal of portfolio analysis and …
2
(
2018
)
2
,
pp. 99-113
Persistent link: https://www.econbiz.de/10012253642
Saved in:
9
Hedging contingent claims on semimartingales
Jarrow, Robert
;
Madan, Dilip B.
- In:
Finance and stochastics
3
(
1999
)
1
,
pp. 111-134
Persistent link: https://www.econbiz.de/10001367662
Saved in:
10
Option pricing using the term structure of interest rates to hedge systematic discontinuities in asset returns
Jarrow, Robert A.
- In:
Mathematical finance : an international journal of …
5
(
1995
)
4
,
pp. 311-336
Persistent link: https://www.econbiz.de/10001189278
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
