//--> //--> //--> //-->
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"
~subject:"Kreditderivat"
~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
Kreditderivat
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
Financial crisis
6
Finanzkrise
6
Liquidity
6
more ...
less ...
Online availability
All
Undetermined
Type of publication
All
Article
66
Type of publication (narrower categories)
All
Article in journal
66
Aufsatz in Zeitschrift
66
Conference paper
2
Konferenzbeitrag
2
Language
All
English
66
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
Bielecki, Tomasz R.
1
Bodnar, Taras
1
Bouveret, Géraldine
1
Brigo, Damiano
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
Cialenco, Igor
1
Clewlow, Les
1
Colaneri, Katia
1
Cong, F.
1
Dang, Duy Minh
1
De Franco, Carmine
1
Detering, Nils
1
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
European journal of operational research : EJOR
267
Insurance / Mathematics & economics
246
Finance research letters
189
Discussion paper / Centre for Economic Policy Research
155
Quantitative finance
126
Journal of banking & finance
121
Working paper / National Bureau of Economic Research, Inc.
115
Management science : journal of the Institute for Operations Research and the Management Sciences
113
Journal of economic dynamics & control
97
Economics letters
88
Discussion papers / CEPR
87
Economic modelling
83
Journal of empirical finance
82
International review of financial analysis
79
SpringerLink / Bücher
78
Journal of financial economics
76
The North American journal of economics and finance : a journal of financial economics studies
76
International review of economics & finance : IREF
72
The journal of portfolio management : JPM
65
Computational economics
63
Finance and stochastics
60
Scandinavian actuarial journal
57
Applied economics
56
Mathematics and financial economics
53
The European journal of finance
52
Operations research
50
Journal of economic behavior & organization : JEBO
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
41
Journal of risk
40
Journal of the Operational Research Society
39
The journal of asset management
39
Applied economics letters
37
Journal of international money and finance
37
Journal of mathematical finance
37
more ...
less ...
Source
All
ECONIS (ZBW)
66
Showing
1
-
10
of
66
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
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:
4
From bid-ask credit default swap quotes to risk-neutral default probabilities using distorted expectations
Michielon, Matteo
;
Khedher, Asma
;
Spreij, Peter
- In:
International journal of theoretical and applied finance
24
(
2021
)
3
,
pp. 1-22
Persistent link: https://www.econbiz.de/10012652634
Saved in:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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:
1
2
3
4
5
6
7
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->