//--> //--> //--> //-->
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:"Risk"
~isPartOf:"International journal of theoretical and applied finance"
~source:"econis"
~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
Search: subject_exact:"Theory"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Risk
Portfolio selection
Theorie
119
Theory
119
Portfolio-Management
56
Stochastic process
28
Stochastischer Prozess
28
Credit risk
17
Kreditrisiko
17
Mathematical programming
17
Mathematische Optimierung
17
CAPM
16
Börsenkurs
13
Risiko
13
Share price
13
Risikomaß
12
Risk measure
12
Yield curve
10
Zinsstruktur
10
Capital income
9
Kapitaleinkommen
9
Derivat
8
Derivative
8
Financial services
8
Finanzdienstleistung
8
Risikomanagement
8
Risk management
8
Securities trading
8
Statistical distribution
8
Statistische Verteilung
8
Volatility
8
Volatilität
8
Wertpapierhandel
8
Credit derivative
7
Insolvency
7
Insolvenz
7
Kreditderivat
7
Financial crisis
6
Finanzkrise
6
Liquidity
6
more ...
less ...
Online availability
All
Undetermined
Type of publication
All
Article
60
Type of publication (narrower categories)
All
Article in journal
60
Aufsatz in Zeitschrift
60
Conference paper
2
Konferenzbeitrag
2
Language
All
English
60
Author
All
Chen, Yanhong
2
Forsyth, Peter A.
2
Frahm, Gabriel
2
Hu, Yijun
2
Kim, Young Shin
2
Sass, Jörn
2
Westphal, Dorothee
2
Abergel, Frédéric
1
Agliardi, Rossella
1
Altay, Sühan
1
Arai, Takuji
1
Ararat, Çağin
1
Audeguil, Emilien
1
Barnett, Tristan
1
Bauder, David
1
Bel Hadj Ayed, Ahmed
1
Bianchi, Michele Leonardo
1
Biedova, Olga
1
Bodnar, Taras
1
Bouveret, Géraldine
1
Broadie, Mark
1
Byrnes, Tim
1
Bäuerle, Nicole
1
Cartea, Álvaro
1
Centrone, Francesca
1
Chan, Ngai Hang
1
Chen, Ping
1
Chen, Zhiping
1
Chiarella, Carl
1
Choueifaty, Yves
1
Christodoulou, Panagiotis
1
Clewlow, Les
1
Colaneri, Katia
1
Cong, F.
1
Dang, Duy Minh
1
De Franco, Carmine
1
Detering, Nils
1
Dupret, Jean-Loup
1
Eksi-Altay, Zehra
1
El Aoud, Sofiene
1
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
European journal of operational research : EJOR
264
Insurance / Mathematics & economics
246
Finance research letters
182
Discussion paper / Centre for Economic Policy Research
148
Quantitative finance
120
Journal of banking & finance
114
Working paper / National Bureau of Economic Research, Inc.
111
Management science : journal of the Institute for Operations Research and the Management Sciences
106
Journal of economic dynamics & control
89
Economics letters
87
Discussion papers / CEPR
86
Economic modelling
82
International review of financial analysis
76
Journal of empirical finance
76
The North American journal of economics and finance : a journal of financial economics studies
74
SpringerLink / Bücher
73
International review of economics & finance : IREF
71
Journal of financial economics
69
The journal of portfolio management : JPM
65
Finance and stochastics
60
Computational economics
57
Scandinavian actuarial journal
57
Applied economics
55
Mathematics and financial economics
51
Journal of economic behavior & organization : JEBO
49
Operations research
49
The European journal of finance
49
Journal of economic theory
47
The journal of investing : JOI
47
Computers & operations research : and their applications to problems of world concern ; an international journal
44
Operations research letters
44
Omega : the international journal of management science
43
Energy economics
40
Journal of the Operational Research Society
39
The journal of asset management
39
Journal of risk
38
Applied economics letters
37
Journal of mathematical finance
37
International journal of production research
36
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
1
-
10
of
60
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Practical investment consequences of the scalarization parameter formulation in dynamic mean - variance portfolio optimization
Staden, Pieter M. van
;
Dang, Duy Minh
;
Forsyth, Peter A.
- In:
International journal of theoretical and applied finance
24
(
2021
)
5
,
pp. 1-49
Persistent link: https://www.econbiz.de/10012662021
Saved in:
2
Portfolio insurance under rough volatility and Volterra processes
Dupret, Jean-Loup
;
Hainaut, Donatien
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-37
Persistent link: https://www.econbiz.de/10012807860
Saved in:
3
Portfolio allocation in a Levy-type jump-diffusion model with nonlife insurance risk
Serrano, Rafael
- In:
International journal of theoretical and applied finance
24
(
2021
)
1
,
pp. 1-34
Persistent link: https://www.econbiz.de/10012650242
Saved in:
4
Survival investment strategies in a continuous-time market model with competition
Zhitlukhin, M. V.
- In:
International journal of theoretical and applied finance
24
(
2021
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10012650248
Saved in:
5
Asset dependency structures and portfolio insurance strategies
Mantilla-Garcia, Daniel
;
Horst, Enrique ter
;
Audeguil, …
- In:
International journal of theoretical and applied finance
24
(
2021
)
3
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012652614
Saved in:
6
Financing and investment strategies under creditor-maximized liquidation
Shibata, Takashi
;
Nishihara, Michi
- In:
International journal of theoretical and applied finance
24
(
2021
)
3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10012652635
Saved in:
7
Factor copula model for portfolio credit risk
Kim, Sung Ik
;
Kim, Young Shin
- In:
International journal of theoretical and applied finance
24
(
2021
)
4
,
pp. 1-25
Persistent link: https://www.econbiz.de/10012652691
Saved in:
8
Coherent risk measures and normal mixture distributions with applications in portfolio optimization
Shi, Xiang
;
Kim, Young Shin
- In:
International journal of theoretical and applied finance
24
(
2021
)
4
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012652709
Saved in:
9
Robust utility maximization in a multivariate financial market with stochastic drift
Sass, Jörn
;
Westphal, Dorothee
- In:
International journal of theoretical and applied finance
24
(
2021
)
4
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012652713
Saved in:
10
Capital allocation for set-valued risk measures
Centrone, Francesca
;
Rosazza Gianin, Emanuela
- In:
International journal of theoretical and applied finance
23
(
2020
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10012270884
Saved in:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->