//--> //--> //--> //-->
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
isPartOf:"Annals of finance"
subject:"Portfolio-Management"
~isPartOf:"Quantitative finance"
~subject:"Asymmetrische Information"
~type_genre:"Aufsatz in Zeitschrift"
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
Asymmetrische Information
Theorie
506
Theory
506
Portfolio selection
183
Stochastic process
87
Stochastischer Prozess
87
Volatility
74
Volatilität
74
CAPM
61
Börsenkurs
59
Share price
59
Risiko
56
Risk
56
Forecasting model
54
Prognoseverfahren
54
Capital income
46
Kapitaleinkommen
46
Risikomaß
46
Risk measure
46
Estimation
37
Schätzung
37
Mathematical programming
35
Mathematische Optimierung
35
Risikomanagement
34
Risk management
34
Financial market
33
Finanzmarkt
33
Anlageverhalten
28
Behavioural finance
28
Markov chain
27
Markov-Kette
27
Market microstructure
26
Marktmikrostruktur
26
Securities trading
26
Wertpapierhandel
26
Statistical distribution
25
Statistische Verteilung
25
Arbitrage
23
Portfolio optimization
23
Time series analysis
23
more ...
less ...
Online availability
All
Undetermined
139
Free
15
Type of publication
All
Article
196
Book / Working Paper
1
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Article in journal
197
Conference paper
4
Konferenzbeitrag
4
Aufsatzsammlung
1
Language
All
English
197
Author
All
Escobar, Marcos
8
Fernholz, Robert
3
Karatzas, Ioannis
3
Madan, Dilip B.
3
Stübinger, Johannes
3
Barucci, Emilio
2
Birge, John R.
2
Chen, Junhe
2
Cheng, Yuyang
2
Coqueret, Guillaume
2
Costa, Giorgio
2
Davison, Matt
2
Ding, Rui
2
Endres, Sylvia
2
Gu, Jia-Wen
2
Kim, Woo Chang
2
Kojima, Naoki
2
Krauss, Christopher
2
Kwon, Roy H.
2
Langrené, Nicolas
2
Lee, Yongjae
2
Leung, Tim
2
Loeper, Grégoire
2
MacLean, Leonard C.
2
Paterlini, Sandra
2
Perera, Sandun
2
Pinheiro, Marcelo
2
Pun, Chi Seng
2
Rubtsov, Alexey
2
Rásonyi, Miklós
2
Satchell, Stephen
2
Wu, Lan
2
Zagst, Rudi
2
Zhao, Yonggan
2
Zumbach, Gilles O.
2
Aase Nielsen, Jørgen
1
Abergel, Frédéric
1
Aboussalah, Amine Mohamed
1
Agosto, Arianna
1
Al-Aradi, Ali
1
more ...
less ...
Published in...
All
Annals of finance
Quantitative finance
European journal of operational research : EJOR
308
Journal of banking & finance
286
Insurance / Mathematics & economics
283
Journal of economic theory
261
Finance research letters
200
Journal of economic dynamics & control
197
Economics letters
191
The review of financial studies
162
Management science : journal of the Institute for Operations Research and the Management Sciences
160
Mathematical finance : an international journal of mathematics, statistics and financial theory
157
Journal of financial economics
156
Economic theory : official journal of the Society for the Advancement of Economic Theory
154
Finance and stochastics
154
International journal of theoretical and applied finance
151
The journal of finance : the journal of the American Finance Association
134
Games and economic behavior
119
Economic modelling
118
Journal of empirical finance
113
Journal of economic behavior & organization : JEBO
104
Risks : open access journal
101
International review of economics & finance : IREF
100
The journal of portfolio management : a publication of Institutional Investor
98
The European journal of finance
90
European economic review : EER
81
The North American journal of economics and finance : a journal of financial economics studies
81
International review of financial analysis
80
Journal of mathematical economics
79
The American economic review
78
Computational economics
75
Mathematics and financial economics
75
The review of economic studies
74
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
72
Journal of risk and financial management : JRFM
69
The journal of asset management
68
Applied economics
66
Mathematical methods of operations research
65
The Rand journal of economics
63
International journal of industrial organization
62
more ...
less ...
Source
All
ECONIS (ZBW)
197
Showing
1
-
10
of
197
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Skewness-seeking behavior and financial investments
Benuzzi, Matteo
;
Ploner, Matteo
- In:
Annals of finance
20
(
2024
)
1
,
pp. 129-165
Persistent link: https://www.econbiz.de/10014566400
Saved in:
2
Distributionally robust end-to-end portfolio construction
Costa, Giorgio
;
Iyengar, Garud N.
- In:
Quantitative finance
23
(
2023
)
10
,
pp. 1465-1482
Persistent link: https://www.econbiz.de/10014419171
Saved in:
3
f-Betas and portfolio optimization with f-divergence induced risk measures
Ding, Rui
- In:
Quantitative finance
23
(
2023
)
10
,
pp. 1483-1496
Persistent link: https://www.econbiz.de/10014419172
Saved in:
4
Can volatility solve the naive portfolio puzzle?
Curran, Michael
;
O'Sullivan, Patrick
;
Zalla, Ryan
- In:
Quantitative finance
23
(
2023
)
11
,
pp. 1545-1560
Persistent link: https://www.econbiz.de/10014419177
Saved in:
5
Optimal portfolio choice of couples with tax-deferred accounts and survival-contingent products
Bae, Sanghyeon
;
Lee, Yongjae
;
Kim, Woo Chang
- In:
Quantitative finance
23
(
2023
)
11
,
pp. 1597-1615
Persistent link: https://www.econbiz.de/10014419181
Saved in:
6
The kind of silence : managing a reputation for voluntary disclosure in financial markets
Gietzmann, Miles B.
;
Ostaszewski, Adam
- In:
Annals of finance
19
(
2023
)
4
,
pp. 419-447
Persistent link: https://www.econbiz.de/10014448272
Saved in:
7
Assessing the accuracy of exponentially weighted moving average models for value-at-risk and expected shortfall of crypto portfolios
Alexander, Carol
;
Dakos, Michael
- In:
Quantitative finance
23
(
2023
)
3
,
pp. 393-427
Persistent link: https://www.econbiz.de/10014232660
Saved in:
8
The value and cost of more stages in stochastic programing : a statistical analysis on a set of portfolio choice problems
Birge, John R.
;
Blomvall, Jörgen
;
Ekblom, Jonas
- In:
Quantitative finance
22
(
2022
)
1
,
pp. 95-112
Persistent link: https://www.econbiz.de/10012872523
Saved in:
9
Estimation risk and the implicit value of index-tracking
Clark, Brian
;
Edirisinghe, Chanaka
;
Simaan, Majeed
- In:
Quantitative finance
22
(
2022
)
2
,
pp. 303-319
Persistent link: https://www.econbiz.de/10013167745
Saved in:
10
Optimal trade execution for Gaussian signals with power-law resilience
Forde, Martin
;
Sánchez-Betancourt, Leandro
;
Smith, Benjamin
- In:
Quantitative finance
22
(
2022
)
3
,
pp. 585-596
Persistent link: https://www.econbiz.de/10013167782
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->