//--> //--> //--> //-->
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
~subject:"Portfolio-Management"
~isPartOf:"Annals of finance"
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
R&D Investment and Technologic...
Similar by subject
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Portfolio-Management
Theorie
207
Theory
207
Portfolio selection
59
CAPM
38
Stochastic process
33
Stochastischer Prozess
33
Volatility
26
Volatilität
26
Financial market
21
Finanzmarkt
21
Risiko
20
Risk
20
Börsenkurs
16
Incomplete market
16
Share price
16
Unvollkommener Markt
16
Anlageverhalten
13
Asymmetric information
13
Asymmetrische Information
13
Behavioural finance
13
Allgemeines Gleichgewicht
12
General equilibrium
12
Capital income
11
Kapitaleinkommen
11
Martingal
11
Martingale
11
Arbitrage
10
Hedging
10
Arbitrage Pricing
9
Arbitrage pricing
9
Credit risk
9
Kreditrisiko
9
Risikomaß
9
Risikoprämie
9
Risk measure
9
Risk premium
9
Capital structure
8
Decision under uncertainty
8
Entscheidung unter Unsicherheit
8
more ...
less ...
Online availability
All
Undetermined
24
Type of publication
All
Article
59
Type of publication (narrower categories)
All
Article in journal
59
Aufsatz in Zeitschrift
59
Language
All
English
59
Author
All
Escobar, Marcos
3
Fernholz, Robert
3
Karatzas, Ioannis
3
Leung, Tim
2
Rásonyi, Miklós
2
Aase Nielsen, Jørgen
1
Agosto, Arianna
1
Alekseev, Aleksandr G.
1
Andruszkiewicz, Grzegorz
1
Angoshtari, Bahman
1
Banner, Adrian D.
1
Barbachan, José Santiago Fajardo
1
Barucci, Emilio
1
Bonnisseau, Jean-Marc
1
Brown, Martin
1
Buckley, Winston
1
Cao, Ji
1
Carassus, Laurence
1
Chen, Junhe
1
Chen, Xiaodong
1
Chery, Achis
1
Coqueret, Guillaume
1
Correira-da-Silva, João
1
Cvitanić, Jakša
1
Daníelsson, Jón
1
Davis, Mark H. A.
1
Davison, Matt
1
Drokin, Yaroslav
1
Faria, Gonçalo
1
Fernholz, Daniel
1
Fernholz, Ricardo T.
1
Flåm, Sjur D.
1
Fouque, Jean-Pierre
1
Goodhart, Charles A. E.
1
Haier, Andreas
1
Hainaut, Donatien
1
Haley, M. Ryan
1
Heunis, Andrew J.
1
Ibragimov, Rustam Ju.
1
Ichiba, Tomoyuki
1
more ...
less ...
Published in...
All
Annals of finance
Insurance / Mathematics & economics
280
European journal of operational research : EJOR
270
NBER working paper series
241
Journal of banking & finance
240
Working paper / National Bureau of Economic Research, Inc.
193
NBER Working Paper
189
Journal of economic dynamics & control
164
Mathematical finance : an international journal of mathematics, statistics and financial theory
155
Finance research letters
153
Finance and stochastics
152
International journal of theoretical and applied finance
145
Research paper series / Swiss Finance Institute
121
Quantitative finance
119
Journal of financial economics
106
Risks : open access journal
104
The journal of portfolio management : a publication of Institutional Investor
102
Management science : journal of the Institute for Operations Research and the Management Sciences
100
The review of financial studies
100
The journal of finance : the journal of the American Finance Association
95
Journal of empirical finance
92
Discussion paper / Centre for Economic Policy Research
86
Swiss Finance Institute Research Paper
85
Economic modelling
83
Economics letters
79
The European journal of finance
75
International review of economics & finance : IREF
73
Mathematics and financial economics
72
Computational economics
69
International review of financial analysis
69
Journal of risk and financial management : JRFM
68
Mathematical methods of operations research
68
SpringerLink / Bücher
68
The journal of asset management
68
The North American journal of economics and finance : a journal of financial economics studies
67
The journal of portfolio management : JPM
64
Discussion paper / Tinbergen Institute
62
Journal of economic theory
61
Journal of mathematical finance
57
Applied economics
56
more ...
less ...
Source
All
ECONIS (ZBW)
59
Showing
1
-
10
of
59
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Capital distribution and portfolio performance in the mean-field Atlas model
Jourdain, Benjamin
;
Reygner, Julien
- In:
Annals of finance
11
(
2015
)
2
,
pp. 151-198
Persistent link: https://www.econbiz.de/10011376175
Saved in:
2
Diversified minimum-variance portfolios
Coqueret, Guillaume
- In:
Annals of finance
11
(
2015
)
2
,
pp. 221-241
Persistent link: https://www.econbiz.de/10011376184
Saved in:
3
Variance matters (in stochastic dividend discount models)
Agosto, Arianna
;
Moretto, Enrico
- In:
Annals of finance
11
(
2015
)
2
,
pp. 283-295
Persistent link: https://www.econbiz.de/10011376189
Saved in:
4
Optimization of relative arbitrage
Wong, Ting-Kam Leonard
- In:
Annals of finance
11
(
2015
)
3/4
,
pp. 345-382
Persistent link: https://www.econbiz.de/10011459074
Saved in:
5
Diversity-weighted portfolios with negative parameter
Vervuurt, Alexander
;
Karatzas, Ioannis
- In:
Annals of finance
11
(
2015
)
3/4
,
pp. 411-432
Persistent link: https://www.econbiz.de/10011459422
Saved in:
6
Optimal
investment
in multidimensional Markov-modulated affine models
Neykova, Daniela
;
Escobar, Marcos
;
Zagst, Rudi
- In:
Annals of finance
11
(
2015
)
3/4
,
pp. 503-530
Persistent link: https://www.econbiz.de/10011459789
Saved in:
7
Benchmark-based evaluation of portfolio performance : a characterization
Alekseev, Aleksandr G.
;
Sokolov, Mikhail V.
- In:
Annals of finance
12
(
2016
)
3/4
,
pp. 409-440
Persistent link: https://www.econbiz.de/10011575172
Saved in:
8
How suboptimal are linear sharing rules?
Jensen, Bjarne Astrup
;
Aase Nielsen, Jørgen
- In:
Annals of finance
12
(
2016
)
2
,
pp. 221-243
Persistent link: https://www.econbiz.de/10011555710
Saved in:
9
Stability of marketable payoffs with long-term assets
Bonnisseau, Jean-Marc
;
Chery, Achis
- In:
Annals of finance
10
(
2014
)
4
,
pp. 523-552
Persistent link: https://www.econbiz.de/10010462703
Saved in:
10
Optimal demand in a mispriced asymmetric Carr-Geman-Madan-Yor (CGMY) economy
Buckley, Winston
;
Perera, Sandun
- In:
Annals of finance
15
(
2019
)
3
,
pp. 337-368
Persistent link: https://www.econbiz.de/10012240136
Saved in:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->