//--> //--> //--> //-->
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"
~source:"econis"
~subject:"Capital income"
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
| 5 applied filters
Year of publication
From:
To:
Subject
All
Portfolio-Management
Capital income
Theorie
112
Theory
112
Portfolio selection
45
Stochastic process
30
Stochastischer Prozess
30
Risiko
25
Risk
25
Transaction costs
18
Transaktionskosten
18
Martingal
15
Martingale
15
Measurement
14
Messung
14
Risk measure
14
Risikomaß
13
CAPM
12
Hedging
11
Mathematical programming
9
Mathematische Optimierung
9
Risikomanagement
9
Risk management
9
Arbitrage
8
Börsenkurs
8
Incomplete market
8
Share price
8
Unvollkommener Markt
8
Decision under uncertainty
7
Entscheidung unter Unsicherheit
7
Model uncertainty
7
Utility
7
Markov chain
6
Markov-Kette
6
Volatility
6
Volatilität
6
Incomplete markets
5
Nutzen
5
Optimal investment
5
Risikoaversion
5
Risk aversion
5
more ...
less ...
Online availability
All
Undetermined
Free
4
Type of publication
All
Article
46
Type of publication (narrower categories)
All
Article in journal
46
Aufsatz in Zeitschrift
46
Language
All
English
46
Author
All
Choulli, Tahir
4
Deng, Jun
3
Aksamit, Anna
2
Belak, Christoph
2
Elie, Romuald
2
Filipović, Damir
2
Fukasawa, Masaaki
2
Jeanblanc, Monique
2
Jiao, Ying
2
Karatzas, Ioannis
2
Kim, Donghan
2
Larsen, Kasper
2
Lépinette, Emmanuel
2
Molčanov, Il'ja S.
2
Soner, Halil Mete
2
Wang, Ruodu
2
Žitković, Gordan
2
Altarovici, Albert Michael
1
Bank, Peter
1
Bartl, Daniel
1
Bayraktar, Erhan
1
Becherer, Dirk
1
Bernard, Carole
1
Bilarev, Todor
1
Boudabsa, Lotfi
1
Burzoni, Matteo
1
Cai, Jiatu
1
Cambou, Mathieu
1
Capponi, Agostino
1
Chassagneux, Jean-François
1
Christensen, Sören
1
Egami, Masahiko
1
El Euch, Omar
1
Embrechts, Paul
1
Engsner, Hampus
1
Fahim, Arash
1
Figueroa-López, José E.
1
Frentrup, Peter
1
Guasoni, Paolo
1
Hambly, Ben
1
more ...
less ...
Published in...
All
Finance and stochastics
Finance research letters
182
Insurance / Mathematics & economics
168
European journal of operational research : EJOR
155
Discussion paper / Centre for Economic Policy Research
127
Journal of banking & finance
126
Quantitative finance
121
Journal of empirical finance
102
Management science : journal of the Institute for Operations Research and the Management Sciences
97
Working paper / National Bureau of Economic Research, Inc.
89
Journal of financial economics
85
International review of economics & finance : IREF
81
International review of financial analysis
81
The North American journal of economics and finance : a journal of financial economics studies
79
Economic modelling
68
SpringerLink / Bücher
68
The journal of portfolio management : JPM
68
Journal of economic dynamics & control
66
International journal of theoretical and applied finance
62
Applied economics
61
Computational economics
59
The European journal of finance
55
Economics letters
54
Discussion papers / CEPR
49
The journal of investing : JOI
48
The journal of asset management
45
Journal of econometrics
42
Mathematics and financial economics
42
International journal of forecasting
36
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
35
Journal of risk
35
Scandinavian actuarial journal
34
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
34
Journal of mathematical finance
32
Research in international business and finance
31
Journal of international financial markets, institutions & money
30
Operations research letters
30
The journal of investment strategies
30
Annals of finance
29
International journal of financial engineering
29
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
1
-
10
of
46
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
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:
4
Log-optimal and numéraire portfolios for market models stopped at a random time
Choulli, Tahir
;
Yansori, Sina
- In:
Finance and stochastics
26
(
2022
)
3
,
pp. 535-585
Persistent link: https://www.econbiz.de/10013440235
Saved in:
5
On ruin probabilities with investments in a risky asset with a regime-switching price
Kabanov, Jurij M.
;
Pergamenščikov, Sergej M.
- In:
Finance and stochastics
26
(
2022
)
4
,
pp. 877-897
Persistent link: https://www.econbiz.de/10013440255
Saved in:
6
Nonlinear expectations of random sets
Molčanov, Il'ja S.
;
Mühlemann, Anja
- In:
Finance and stochastics
25
(
2021
)
1
,
pp. 5-41
Persistent link: https://www.econbiz.de/10012433510
Saved in:
7
Risk arbitrage and hedging to acceptability under transaction costs
Lépinette, Emmanuel
;
Molčanov, Il'ja S.
- In:
Finance and stochastics
25
(
2021
)
1
,
pp. 101-132
Persistent link: https://www.econbiz.de/10012433516
Saved in:
8
High-frequency trading with fractional Brownian motion
Guasoni, Paolo
;
Mišura, Julija S.
;
Rásonyi, Miklós
- In:
Finance and stochastics
25
(
2021
)
2
,
pp. 277-310
Persistent link: https://www.econbiz.de/10012499687
Saved in:
9
Robust state-dependent mean-variance portfolio selection : a closed-loop approach
Han, Bingyan
;
Pun, Chi Seng
;
Wong, Hoi Ying
- In:
Finance and stochastics
25
(
2021
)
3
,
pp. 529-561
Persistent link: https://www.econbiz.de/10012585986
Saved in:
10
The value of a liability cash flow in discrete time subject to capital requirements
Engsner, Hampus
;
Lindensjö, Kristoffer
;
Lindskog, Filip
- In:
Finance and stochastics
24
(
2020
)
1
,
pp. 125-167
Persistent link: https://www.econbiz.de/10012253342
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->