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isPartOf:"Journal of economic theory"
subject:"Portfolio selection"
~isPartOf:"International review of financial analysis"
~isPartOf:"Mathematical methods of operations research"
~isPartOf:"Quantitative finance"
~isPartOf:"The European journal of finance"
~subject:"Entscheidung unter Unsicherheit"
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Portfolio selection
Entscheidung unter Unsicherheit
Theorie
4,542
Theory
4,542
Game theory
490
Spieltheorie
490
Portfolio-Management
398
Risk
261
Risiko
256
Mathematical programming
254
Mathematische Optimierung
254
Asymmetric information
233
Asymmetrische Information
233
Equilibrium theory
213
Gleichgewichtstheorie
213
Börsenkurs
206
Share price
206
Volatility
194
Volatilität
194
Stochastic process
187
Stochastischer Prozess
187
Capital income
186
Kapitaleinkommen
186
Estimation
174
Schätzung
173
Decision under uncertainty
171
Agency theory
164
Prinzipal-Agent-Theorie
164
CAPM
156
Forecasting model
154
Prognoseverfahren
154
Financial market
137
Finanzmarkt
137
Economics of information
136
Informationsökonomik
136
Markov chain
136
Markov-Kette
136
Learning process
131
Lernprozess
131
Nash equilibrium
129
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315
Free
15
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Article
548
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2
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Article in journal
544
Aufsatz in Zeitschrift
544
Conference paper
8
Konferenzbeitrag
8
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2
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English
550
Author
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Marinacci, Massimo
6
Escobar, Marcos
5
Korn, Ralf
5
Maccheroni, Fabio
5
Sargent, Thomas J.
5
Gul, Faruk
4
Hansen, Lars Peter
4
Segal, Uzi
4
Chen, An
3
Eichberger, Jürgen
3
Ghirardato, Paolo
3
Gilboa, Itzhak
3
Gollier, Christian
3
Hayashi, Takashi
3
He, Hua
3
Kim, Woo Chang
3
Madan, Dilip B.
3
Mukerji, Sujoy
3
O'Sullivan, Patrick
3
Pesendorfer, Wolfgang
3
Schlesinger, Harris
3
Siniscalchi, Marciano
3
Steffensen, Mogens
3
Stübinger, Johannes
3
Yang, Jinqiang
3
Aliprantis, Charalambos D.
2
Alós-Ferrer, Carlos
2
Baillon, Aurélien
2
Bessler, Wolfgang
2
Birge, John R.
2
Bodnar, Taras
2
Bradrania, Reza
2
Bäuerle, Nicole
2
Cerreia-Vioglio, Simone
2
Chen, Jing
2
Cheng, Yuyang
2
Chávez-Bedoya, Luis
2
Costa, Giorgio
2
Dichtl, Hubert
2
Diecidue, Enrico
2
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Published in...
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Journal of economic theory
International review of financial analysis
Mathematical methods of operations research
Quantitative finance
The European journal of finance
European journal of operational research : EJOR
395
Insurance / Mathematics & economics
293
NBER working paper series
276
Journal of banking & finance
248
Working paper / National Bureau of Economic Research, Inc.
235
NBER Working Paper
225
Journal of economic dynamics & control
192
Finance research letters
182
Finance and stochastics
160
Mathematical finance : an international journal of mathematics, statistics and financial theory
156
International journal of theoretical and applied finance
146
Management science : journal of the Institute for Operations Research and the Management Sciences
138
Research paper series / Swiss Finance Institute
129
Economics letters
125
Discussion paper / Centre for Economic Policy Research
120
CESifo working papers
107
Economic modelling
107
Journal of financial economics
106
Working paper
104
The review of financial studies
102
Risks : open access journal
101
The journal of portfolio management : a publication of Institutional Investor
100
The journal of finance : the journal of the American Finance Association
96
Journal of empirical finance
94
SpringerLink / Bücher
89
Swiss Finance Institute Research Paper
85
International review of economics & finance : IREF
80
Mathematics and financial economics
80
Economic theory : official journal of the Society for the Advancement of Economic Theory
78
Discussion paper / Tinbergen Institute
74
Computational economics
72
Theory and decision : an international journal for multidisciplinary advances in decision science
72
Operations research
71
Journal of economic behavior & organization : JEBO
69
Computers & operations research : and their applications to problems of world concern ; an international journal
68
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ECONIS (ZBW)
550
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1
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550
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1
VaR and ES forecasting via recurrent neural network-based stateful models
Qiu, Zhiguo
;
Lazar, Emese
;
Nakata, Keiichi
- In:
International review of financial analysis
92
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014492387
Saved in:
2
Are fund managers incentivised to ignore stock market jumps?
Chondrogiannis, Ilias
;
Freeman, Mark
;
Vivian, Andrew
- In:
The European journal of finance
29
(
2023
)
15
,
pp. 1793-1823
Persistent link: https://www.econbiz.de/10014388504
Saved in:
3
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:
4
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:
5
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:
6
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:
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
Downside risk optimization with random targets and portfolio amplitude
Landsman, Zinoviy
;
Makov, Udi
;
Yao, Jing
;
Zhou, Ming
- In:
The European journal of finance
28
(
2022
)
16
,
pp. 1642-1663
Persistent link: https://www.econbiz.de/10013532255
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