//--> //--> //--> //-->
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:"Mathematical methods of operations research"
~isPartOf:"Quantitative finance"
~isPartOf:"The European journal of finance"
~subject:"Entscheidung unter Unsicherheit"
~subject:"Stochastischer Prozess"
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
Entscheidung unter Unsicherheit
Stochastischer Prozess
Theorie
4,068
Theory
4,068
Game theory
489
Spieltheorie
489
Portfolio-Management
322
Mathematical programming
251
Mathematische Optimierung
251
Asymmetric information
219
Asymmetrische Information
219
Risk
215
Risiko
213
Equilibrium theory
212
Gleichgewichtstheorie
212
Stochastic process
173
Decision under uncertainty
163
Agency theory
146
Prinzipal-Agent-Theorie
146
Economics of information
134
Informationsökonomik
134
Volatility
130
Volatilität
130
Nash equilibrium
129
Nash-Gleichgewicht
129
Learning process
128
Lernprozess
128
Markov chain
124
Markov-Kette
124
Börsenkurs
121
Share price
121
Risikoaversion
117
Risk aversion
117
Auction theory
113
Auktionstheorie
113
Neue politische Ökonomie
113
Overlapping Generations
113
Overlapping generations
113
Public choice
113
more ...
less ...
Online availability
All
Undetermined
293
Free
16
Type of publication
All
Article
588
Book / Working Paper
3
Type of publication (narrower categories)
All
Article in journal
584
Aufsatz in Zeitschrift
584
Conference paper
9
Konferenzbeitrag
9
Aufsatzsammlung
2
Konferenzschrift
1
Language
All
English
591
Author
All
Marinacci, Massimo
7
Escobar, Marcos
5
Korn, Ralf
5
Maccheroni, Fabio
5
Sargent, Thomas J.
5
Chen, Jing
4
Gul, Faruk
4
Hansen, Lars Peter
4
Montrucchio, Luigi
4
Segal, Uzi
4
Abergel, Frédéric
3
Bäuerle, Nicole
3
Chattopadhyay, Subir Kumar
3
Chen, Zhiping
3
Eichberger, Jürgen
3
Ghirardato, Paolo
3
Gilboa, Itzhak
3
Gollier, Christian
3
Hayashi, Takashi
3
He, Hua
3
Kraft, Holger
3
Madan, Dilip B.
3
Mukerji, Sujoy
3
O'Sullivan, Patrick
3
Pesendorfer, Wolfgang
3
Riedel, Frank
3
Schlesinger, Harris
3
Siniscalchi, Marciano
3
Song, Xiaojing
3
Sornette, Didier
3
Stübinger, Johannes
3
Tippett, Mark
3
Yang, Jinqiang
3
Aliprantis, Charalambos D.
2
Alós-Ferrer, Carlos
2
Baillon, Aurélien
2
Birge, John R.
2
Bodnar, Taras
2
Bogomolnaia, Anna
2
Bradrania, Reza
2
more ...
less ...
Institution
All
International Conference on Stochastic Programming <15., 2019, Trondheim>
1
Published in...
All
Journal of economic theory
Mathematical methods of operations research
Quantitative finance
The European journal of finance
European journal of operational research : EJOR
768
Insurance / Mathematics & economics
392
NBER working paper series
308
Working paper / National Bureau of Economic Research, Inc.
269
Journal of banking & finance
264
Finance and stochastics
260
NBER Working Paper
259
Journal of economic dynamics & control
251
International journal of theoretical and applied finance
232
Mathematical finance : an international journal of mathematics, statistics and financial theory
217
Computers & operations research : and their applications to problems of world concern ; an international journal
205
Finance research letters
184
Economics letters
173
Operations research
172
Management science : journal of the Institute for Operations Research and the Management Sciences
166
Operations research letters
154
Risks : open access journal
150
International journal of production research
148
Research paper series / Swiss Finance Institute
148
Discussion paper / Centre for Economic Policy Research
142
Discussion paper / Tinbergen Institute
140
Journal of econometrics
138
Economic modelling
137
Working paper
130
CESifo working papers
128
The review of financial studies
123
SpringerLink / Bücher
121
Journal of financial economics
116
Journal of empirical finance
109
Mathematics of operations research
109
The journal of finance : the journal of the American Finance Association
108
Economic theory : official journal of the Society for the Advancement of Economic Theory
104
Computational economics
102
International journal of production economics
101
The journal of portfolio management : a publication of Institutional Investor
101
Swiss Finance Institute Research Paper
98
Mathematics and financial economics
91
more ...
less ...
Source
All
ECONIS (ZBW)
591
Showing
1
-
10
of
591
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
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
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:
7
Improving the asymmetric stochastic volatility model with ex-post volatility : the identification of the asymmetry
Zhang, Zehua
;
Zhao, Ran
- In:
Quantitative finance
23
(
2023
)
1
,
pp. 35-51
Persistent link: https://www.econbiz.de/10013490951
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...
//-->