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accessRights:"restricted"
subject:"Portfolio-Management"
~isPartOf:"Finance and stochastics"
~subject:"Entscheidung unter Unsicherheit"
~subject:"Heuristics"
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Portfolio-Management
Entscheidung unter Unsicherheit
Heuristics
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
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Mathematical programming
9
Mathematische Optimierung
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Risikomanagement
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Risk management
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Arbitrage
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Börsenkurs
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Incomplete market
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Share price
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Unvollkommener Markt
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Decision under uncertainty
7
Model uncertainty
7
Utility
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Markov chain
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Markov-Kette
6
Volatility
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Volatilität
6
Incomplete markets
5
Nutzen
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Optimal investment
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5
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Choulli, Tahir
4
Deng, Jun
3
Wang, Ruodu
3
Aksamit, Anna
2
Belak, Christoph
2
Burzoni, Matteo
2
Elie, Romuald
2
Filipović, Damir
2
Jeanblanc, Monique
2
Jiao, Ying
2
Karatzas, Ioannis
2
Kim, Donghan
2
Larsen, Kasper
2
Lépinette, Emmanuel
2
Molčanov, Il'ja S.
2
Muhle-Karbe, Johannes
2
Soner, Halil Mete
2
Žitković, Gordan
2
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1
Bank, Peter
1
Bartl, Daniel
1
Bayraktar, Erhan
1
Becherer, Dirk
1
Beißner, Patrick
1
Bernard, Carole
1
Bilarev, Todor
1
Birghila, Corina
1
Boonen, Tim J.
1
Boudabsa, Lotfi
1
Cai, Jiatu
1
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1
Embrechts, Paul
1
Engsner, Hampus
1
Fahim, Arash
1
Figueroa-López, José E.
1
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Finance and stochastics
European journal of operational research : EJOR
583
Computers & operations research : and their applications to problems of world concern ; an international journal
432
International journal of production research
181
Insurance / Mathematics & economics
177
Finance research letters
149
Quantitative finance
115
Discussion paper / Centre for Economic Policy Research
113
SpringerLink / Bücher
111
Management science : journal of the Institute for Operations Research and the Management Sciences
109
Journal of banking & finance
95
Journal of the Operational Research Society
91
Journal of economic theory
83
Omega : the international journal of management science
83
Working paper / National Bureau of Economic Research, Inc.
74
Operations research letters
67
International journal of production economics
66
Journal of economic dynamics & control
66
The North American journal of economics and finance : a journal of financial economics studies
64
The journal of portfolio management : JPM
64
Economics letters
63
Economic modelling
61
Journal of empirical finance
61
Operations research
59
International review of economics & finance : IREF
58
International review of financial analysis
58
Operational research : an international journal
58
Computational economics
57
Transportation research / E : an international journal
57
International journal of theoretical and applied finance
56
Journal of financial economics
53
Discussion papers / CEPR
50
Journal of economic behavior & organization : JEBO
48
The journal of investing : JOI
47
Mathematics and financial economics
46
INFORMS journal on computing : JOC
43
The European journal of finance
42
Applied economics
39
The journal of asset management
39
Theory and decision : an international journal for multidisciplinary advances in decision science
39
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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
Optimal insurance under maxmin expected utility
Birghila, Corina
;
Boonen, Tim J.
;
Ghossoub, Mario
- In:
Finance and stochastics
27
(
2023
)
2
,
pp. 467-501
Persistent link: https://www.econbiz.de/10014253653
Saved in:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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
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