//--> //--> //-->
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:"Journal of economic theory"
subject:"Portfolio selection"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Mathematical methods of operations research"
~person:"An, Yunbi"
~person:"Korn, Ralf"
~subject:"Mathematische Optimierung"
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
| 7 applied filters
Year of publication
From:
To:
Subject
All
Portfolio selection
Mathematische Optimierung
Portfolio-Management
7
Theorie
7
Theory
7
Dynamic programming
2
Dynamische Optimierung
2
Ambiguity aversion
1
Behavioural portfolio theory
1
CAPM
1
Decision under uncertainty
1
Entscheidung unter Unsicherheit
1
Erwartungsnutzen
1
Exchange rate risk
1
Expected utility
1
Financial crisis
1
Financial economics
1
Finanzkrise
1
International portfolio selection
1
Kapitalmarkttheorie
1
Market crash
1
Martingal
1
Martingale
1
Mathematical programming
1
Mean-variance efficiency
1
Option pricing theory
1
Optionspreistheorie
1
Portfolio optimization
1
Risikoaversion
1
Risk aversion
1
Robust optimization
1
Worst-case portfolio optimization
1
Währungsrisiko
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
7
Type of publication (narrower categories)
All
Article in journal
7
Aufsatz in Zeitschrift
7
Language
All
English
7
Author
All
An, Yunbi
Korn, Ralf
Branger, Nicole
5
Alexander, Gordon J.
3
Baptista, Alexandre M.
3
Bäuerle, Nicole
3
Chen, Zhiping
3
Fabozzi, Frank J.
3
Fang, Shu-Cherng
3
Gouriéroux, Christian
3
He, Hua
3
Kraft, Holger
3
Kwan, Clarence C. Y.
3
Mitra, Tapan
3
Munk, Claus
3
Nogales, Francisco J.
3
Post, Thierry
3
Ahookhosh, Masoud
2
Aliprantis, Charalambos D.
2
Altman, Eitan
2
Armstrong, John
2
Balbás de la Corte, Alejandro
2
Bierwag, Gerald O.
2
Borgwardt, Karl Heinz
2
Brandtner, Mario
2
Breuer, Thomas
2
Brigo, Damiano
2
Cambini, Riccardo
2
Campbell, Rachel
2
Chen, An
2
Cui, Xueting
2
D'Ecclesia, Rita L.
2
De Giorgi, Enrico
2
Detemple, Jérôme B.
2
Dias, Alexandra
2
Ehrgott, Matthias
2
Elton, Edwin J.
2
Escobar, Marcos
2
Evstigneev, Igor V.
2
Faff, Robert W.
2
more ...
less ...
Published in...
All
Journal of economic theory
Journal of banking & finance
Mathematical methods of operations research
International journal of theoretical and applied finance
6
Berichte zur Stochastik und verwandten Gebieten
4
Mathematical finance : an international journal of mathematics, statistics and financial theory
3
Decisions in economics and finance : DEF ; a journal of applied mathematics
2
Risks : open access journal
2
Advances in risk management
1
Applied mathematical finance
1
Chapman & Hall/CRC financial mathematics series
1
Computational Management Science : CMS
1
Computational economics
1
Economic modelling
1
Finance and stochastics
1
IMA journal of management mathematics
1
Insurance / Mathematics & economics
1
International journal of theoretical and applied finance : IJTAF
1
International review of financial analysis
1
Journal of management science and engineering
1
Journal of mathematical finance
1
Mathematics and financial economics
1
OR spectrum : quantitative approaches in management
1
OR-Spektrum : quantitative approaches in management
1
Operations research letters
1
Research paper series / Swiss Finance Institute
1
Studienbücher Wirtschaftsmathematik
1
The North American journal of economics and finance : a journal of financial economics studies
1
Working paper / Laboratory of Actuarial Mathematics, University of Copenhagen
1
more ...
less ...
Source
All
ECONIS (ZBW)
7
Showing
1
-
7
of
7
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Worst-case portfolio optimization in discrete time
Chen, Lihua
;
Korn, Ralf
- In:
Mathematical methods of operations research
90
(
2019
)
2
,
pp. 197-227
Persistent link: https://www.econbiz.de/10012132709
Saved in:
2
Dynamic portfolio optimization with ambiguity aversion
Zhang, Jinqing
;
Jin, Zeyu
;
An, Yunbi
- In:
Journal of banking & finance
79
(
2017
),
pp. 95-109
Persistent link: https://www.econbiz.de/10011815139
Saved in:
3
International portfolio selection with exchange rate risk : a behavioural portfolio theory perspective
Jiang, Chonghui
;
Ma, Yongkai
;
An, Yunbi
- In:
Journal of banking & finance
37
(
2013
)
2
,
pp. 648-659
Persistent link: https://www.econbiz.de/10009705608
Saved in:
4
Worst-case scenario portfolio optimization : a new stochastic control approach
Korn, Ralf
;
Menkens, Olaf
- In:
Mathematical methods of operations research
62
(
2005
)
1
,
pp. 123-140
Persistent link: https://www.econbiz.de/10003114493
Saved in:
5
On value preserving and growth optimal portfolios
Korn, Ralf
;
Schäl, Manfred
- In:
Mathematical methods of operations research
50
(
1999
)
2
,
pp. 189-218
Persistent link: https://www.econbiz.de/10001428084
Saved in:
6
Value preserving portfolio strategies and the minimal martingale measure
Korn, Ralf
- In:
Mathematical methods of operations research
47
(
1998
)
2
,
pp. 169-179
Persistent link: https://www.econbiz.de/10001242925
Saved in:
7
Value preserving portfolio strategies in continuous-time models
Korn, Ralf
- In:
Mathematical methods of operations research
45
(
1997
)
1
,
pp. 1-43
Persistent link: https://www.econbiz.de/10001217618
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->