//--> //--> //--> //-->
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 financial and quantitative analysis : JFQA"
subject:"Portfolio selection"
~isPartOf:"Finance and stochastics"
~isPartOf:"Finance research letters"
~isPartOf:"Mathematical methods of operations research"
~isPartOf:"The journal of portfolio management : JPM"
~subject:"Stock market"
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
Stock market
Theorie
2,137
Theory
2,137
Portfolio-Management
487
Mathematical programming
252
Mathematische Optimierung
252
Stochastic process
209
Stochastischer Prozess
209
CAPM
201
Risk
175
Risiko
172
Capital income
169
Kapitaleinkommen
169
Börsenkurs
156
Share price
156
Volatility
151
Volatilität
151
Option pricing theory
147
Optionspreistheorie
147
USA
115
United States
115
Hedging
112
Estimation
107
Schätzung
107
Markov chain
98
Markov-Kette
98
Yield curve
90
Zinsstruktur
90
Derivat
80
Derivative
80
Forecasting model
79
Prognoseverfahren
79
Transaction costs
76
Transaktionskosten
76
Martingal
71
Martingale
71
Risikomanagement
70
Risk management
70
Risk measure
69
Risikomaß
68
more ...
less ...
Online availability
All
Undetermined
289
Free
7
Type of publication
All
Article
535
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
531
Aufsatz in Zeitschrift
531
Aufsatzsammlung
2
Language
All
English
537
Author
All
Kabanov, Jurij M.
6
Korn, Ralf
6
Rüschendorf, Ludger
5
Simonian, Joseph
5
Bayraktar, Erhan
4
Choulli, Tahir
4
Fabozzi, Frank J.
4
Jeanblanc, Monique
4
Karatzas, Ioannis
4
Pham, Huyên
4
Sass, Jörn
4
Schied, Alexander
4
Soner, Halil Mete
4
Zariphopoulou-Souganidis, Thaleia
4
Becherer, Dirk
3
Benth, Fred Espen
3
Boudt, Kris
3
Bäuerle, Nicole
3
Deng, Jun
3
Elie, Romuald
3
Frey, Rüdiger
3
Guasoni, Paolo
3
Gupta, Rangan
3
Hernández-Hernández, Daniel
3
Jiao, Ying
3
Klüppelberg, Claudia
3
Kraft, Holger
3
Larsen, Kasper
3
Lépinette, Emmanuel
3
Muhle-Karbe, Johannes
3
Pliska, Stanley R.
3
Schachermayer, Walter
3
Wang, Ruodu
3
Aksamit, Anna
2
Beheshti, Bijan
2
Belak, Christoph
2
Bouchard, Bruno
2
Božović, Miloš
2
Castañeda, Pablo
2
Chen, Jingnan
2
more ...
less ...
Published in...
All
Journal of financial and quantitative analysis : JFQA
Finance and stochastics
Finance research letters
Mathematical methods of operations research
The journal of portfolio management : JPM
NBER working paper series
299
Insurance / Mathematics & economics
278
European journal of operational research : EJOR
267
Journal of banking & finance
259
Working paper / National Bureau of Economic Research, Inc.
247
NBER Working Paper
236
Journal of economic dynamics & control
189
Mathematical finance : an international journal of mathematics, statistics and financial theory
157
International journal of theoretical and applied finance
150
Quantitative finance
126
Research paper series / Swiss Finance Institute
124
The review of financial studies
116
Discussion paper / Centre for Economic Policy Research
114
Economic modelling
111
Journal of empirical finance
111
Journal of financial economics
111
The journal of finance : the journal of the American Finance Association
111
The journal of portfolio management : a publication of Institutional Investor
101
Risks : open access journal
100
International review of economics & finance : IREF
99
International review of financial analysis
97
Management science : journal of the Institute for Operations Research and the Management Sciences
97
The European journal of finance
96
Computational economics
92
Economics letters
90
The North American journal of economics and finance : a journal of financial economics studies
87
Swiss Finance Institute Research Paper
85
Applied economics
78
Journal of risk and financial management : JRFM
77
SpringerLink / Bücher
74
Mathematics and financial economics
71
The journal of asset management
70
Discussion paper / Tinbergen Institute
64
Journal of economic theory
64
Annals of finance
61
Journal of mathematical finance
61
more ...
less ...
Source
All
ECONIS (ZBW)
537
Showing
1
-
10
of
537
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A càdlàg rough path foundation for robust finance
Allan, Andrew L.
;
Liu, Chong
;
Prömel, David Johannes
- In:
Finance and stochastics
28
(
2024
)
1
,
pp. 215-257
Persistent link: https://www.econbiz.de/10014447739
Saved in:
2
Constructing Bayesian tangency portfolios under short-selling restrictions
Bodnar, Olha
;
Bodnar, Taras
;
Niklasson, Vilhelm
- In:
Finance research letters
62
(
2024
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014530749
Saved in:
3
Execution uncertainty of dark pools and portfolio balance
Zhu, Jianchang
;
Sun, Xuchu
;
Li, Tangrong
- In:
Finance research letters
63
(
2024
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014531284
Saved in:
4
Evolution of stock market efficiency in Europe : evidence from measuring periods of inefficiency
Bock, J.
;
Geissel, S.
- In:
Finance research letters
62
(
2024
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014530836
Saved in:
5
Fundamental theorem of asset pricing with acceptable risk in markets with frictions
Arduca, Maria
;
Munari, Cosimo-Andrea
- In:
Finance and stochastics
27
(
2023
)
3
,
pp. 831-862
Persistent link: https://www.econbiz.de/10014328991
Saved in:
6
A concept of copula robustness and its applications in quantitative risk management
Zähle, Henryk
- In:
Finance and stochastics
26
(
2022
)
4
,
pp. 825-875
Persistent link: https://www.econbiz.de/10013440253
Saved in:
7
Semimartingale price systems in models with transaction costs beyond efficient friction
Kühn, Christoph
;
Molitor, Alexander
- In:
Finance and stochastics
26
(
2022
)
4
,
pp. 927-982
Persistent link: https://www.econbiz.de/10013440257
Saved in:
8
Mean-variance optimization under affine GARCH : a utility-based solution
Escobar, Marcos
;
Spies, Ben
;
Zagst, Rudi
- In:
Finance research letters
59
(
2024
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014445236
Saved in:
9
Measuring systemic risk contribution : a higher-order moment augmented approach
Wang, Peiwen
;
Huang, Guanglin
- In:
Finance research letters
59
(
2024
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014445409
Saved in:
10
Multi-period portfolio optimization : a parallel NSGA-III algorithm with real-world constraints
Qian, Yihe
;
Wang, Jinpeng
- In:
Finance research letters
60
(
2024
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014490203
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...
//-->