//--> //--> //--> //-->
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
accessRights:"restricted"
subject:"Portfolio-Management"
~isPartOf:"Finance and stochastics"
~isPartOf:"The journal of investment strategies"
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
Search: subject_exact:"Theory"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Portfolio-Management
Theorie
151
Theory
151
Portfolio selection
75
Risiko
33
Risk
33
Stochastic process
31
Stochastischer Prozess
31
Transaction costs
19
Transaktionskosten
19
Risk measure
18
Risikomaß
17
Martingal
15
Martingale
15
Mathematical programming
15
Mathematische Optimierung
15
Risikomanagement
15
Risk management
15
CAPM
14
Measurement
14
Messung
14
Hedging
13
Volatility
11
Volatilität
11
Anlageverhalten
10
Behavioural finance
10
Arbitrage
9
Börsenkurs
9
Share price
9
Decision under uncertainty
8
Entscheidung unter Unsicherheit
8
Incomplete market
8
Unvollkommener Markt
8
Capital income
7
Kapitaleinkommen
7
Model uncertainty
7
Securities trading
7
Simulation
7
Utility
7
Wertpapierhandel
7
more ...
less ...
Online availability
All
Undetermined
Free
4
Type of publication
All
Article
75
Type of publication (narrower categories)
All
Article in journal
75
Aufsatz in Zeitschrift
75
Language
All
English
75
Author
All
Choulli, Tahir
4
Deng, Jun
3
Aksamit, Anna
2
Belak, Christoph
2
Elie, Romuald
2
Filipović, Damir
2
Ishizaki, Fumio
2
Jeanblanc, Monique
2
Jiao, Ying
2
Karatzas, Ioannis
2
Katsuki, Ryota
2
Kim, Donghan
2
Larsen, Kasper
2
Lépinette, Emmanuel
2
Madan, Dilip B.
2
Molčanov, Il'ja S.
2
Sakurai, Yutaka
2
Soner, Halil Mete
2
Wang, Ruodu
2
Yazane, Takashi
2
Yuki, Yusuke
2
Žitković, Gordan
2
AitSahlia, Farid
1
Altarovici, Albert Michael
1
Baitinger, Eduard
1
Bangur, Peeyush
1
Bank, Peter
1
Bartl, Daniel
1
Bayraktar, Erhan
1
Becherer, Dirk
1
Bernard, Carole
1
Bilarev, Todor
1
Bouchaud, Jean-Philippe
1
Boudabsa, Lotfi
1
Burzoni, Matteo
1
Cai, Haotian
1
Cai, Jiatu
1
Cambou, Mathieu
1
Capponi, Agostino
1
Carvalho, Raul Leote de
1
more ...
less ...
Published in...
All
Finance and stochastics
The journal of investment strategies
Insurance / Mathematics & economics
164
European journal of operational research : EJOR
153
Finance research letters
138
Quantitative finance
112
Journal of banking & finance
87
Discussion paper / Centre for Economic Policy Research
79
Management science : journal of the Institute for Operations Research and the Management Sciences
69
SpringerLink / Bücher
65
The journal of portfolio management : JPM
63
Journal of empirical finance
60
The North American journal of economics and finance : a journal of financial economics studies
58
International journal of theoretical and applied finance
56
International review of financial analysis
55
Computational economics
53
International review of economics & finance : IREF
52
Working paper / National Bureau of Economic Research, Inc.
51
Economic modelling
50
Journal of economic dynamics & control
50
Journal of financial economics
47
The journal of investing : JOI
47
Mathematics and financial economics
42
The European journal of finance
41
The journal of asset management
39
Discussion papers / CEPR
36
Applied economics
35
Economics letters
35
Journal of risk
33
Scandinavian actuarial journal
31
Journal of mathematical finance
29
Journal of the Operational Research Society
29
Operations research letters
29
Operations research
28
International journal of financial engineering
27
IMA journal of management mathematics
25
Research paper series / Swiss Finance Institute
25
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
25
Annals of finance
24
Computers & operations research : and their applications to problems of world concern ; an international journal
23
more ...
less ...
Source
All
ECONIS (ZBW)
75
Showing
1
-
10
of
75
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Market-to-book ratio in stochastic portfolio theory
Kim, Donghan
- In:
Finance and stochastics
27
(
2023
)
2
,
pp. 401-434
Persistent link: https://www.econbiz.de/10014253650
Saved in:
2
Martingale Schrödinger bridges and optimal semistatic portfolios
Nutz, Marcel
;
Wiesel, Johannes
;
Zhao, Long
- In:
Finance and stochastics
27
(
2023
)
1
,
pp. 233-254
Persistent link: https://www.econbiz.de/10013489593
Saved in:
3
Sherman ratio optimization : constructing alternative ultrashort sovereign bond portfolios
Henide, Karim
- In:
The journal of investment strategies
12
(
2023
)
1
,
pp. 23-44
Persistent link: https://www.econbiz.de/10014484621
Saved in:
4
Implementing mean-variance spanning tests with short-sales constraints
AitSahlia, Farid
;
Doellman, Thomas
;
Sardarli, Sabuhi
- In:
The journal of investment strategies
12
(
2023
)
2
,
pp. 1-12
Persistent link: https://www.econbiz.de/10014484630
Saved in:
5
Optimal trend-following portfolios
Valeyre, Sebastien
- In:
The journal of investment strategies
12
(
2023
)
3
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014484648
Saved in:
6
The risk-reversal premium
Hull, Blair
;
Sinclair, Euan
- In:
The journal of investment strategies
11
(
2022
)
1
,
pp. 59-75
Persistent link: https://www.econbiz.de/10014335810
Saved in:
7
Dynamic signal selection strategies
Madan, Dilip B.
;
Sharaiha, Yazid M.
;
Sundsøy, Pål
- In:
The journal of investment strategies
11
(
2022
)
4
,
pp. 31-50
Persistent link: https://www.econbiz.de/10014335858
Saved in:
8
A novel derivation and interpretation of the Kelly criterion
Kull, Andreas
- In:
The journal of investment strategies
11
(
2022
)
2
,
pp. 47-58
Persistent link: https://www.econbiz.de/10013462912
Saved in:
9
Machine learning with kernels for portfolio valuation and risk management
Boudabsa, Lotfi
;
Filipović, Damir
- In:
Finance and stochastics
26
(
2022
)
2
,
pp. 131-172
Persistent link: https://www.econbiz.de/10013197507
Saved in:
10
Is volatility a friend or enemy of your stock and fund investments?
Chen, Longchong
;
Gao, Jun
;
Sheng, Zhu
- In:
The journal of investment strategies
11
(
2022
)
3
,
pp. 61-87
Persistent link: https://www.econbiz.de/10013555707
Saved in:
1
2
3
4
5
6
7
8
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->