//--> //--> //--> //-->
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:"SFB 649 discussion paper"
type_genre:"Working Paper"
~isPartOf:"Discussion paper / Center for Economic Research, Tilburg University"
~isPartOf:"Working paper series"
~person:"Melenberg, Bertrand"
~subject:"Portfolio-Management"
~subject:"Theory"
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-Management
Theory
Theorie
20
Mathematical programming
4
Mathematische Optimierung
4
Risiko
4
Risk
4
Robust statistics
4
Robustes Verfahren
4
Estimation theory
3
Haushaltsstatistik
3
Household survey
3
Netherlands
3
Niederlande
3
Portfolio selection
3
Risikomanagement
3
Risikomaß
3
Risk management
3
Risk measure
3
Schätztheorie
3
robust optimization
3
Derivat
2
Derivative
2
Estimation
2
Hedging
2
Housing costs
2
Measurement
2
Messung
2
Nichtlineare Optimierung
2
Nichtparametrisches Verfahren
2
Nonlinear programming
2
Nonparametric statistics
2
Option pricing theory
2
Optionspreistheorie
2
Schätzung
2
Wohnkosten
2
Yield curve
2
Zinsstruktur
2
nonlinear inequality
2
risk measure
2
more ...
less ...
Online availability
All
Free
8
Type of publication
All
Book / Working Paper
20
Type of publication (narrower categories)
All
Working Paper
Arbeitspapier
20
Graue Literatur
17
Non-commercial literature
17
Language
All
English
20
Author
All
Melenberg, Bertrand
Härdle, Wolfgang
107
Kleijnen, Jack P. C.
73
Tijs, Stef
69
Borm, Peter
67
Talman, Dolf
63
Brânzei, Rodica
37
Hertog, Dirk den
37
Kort, Peter M.
34
Hamers, Herbert
33
Bovenberg, Ary Lans
29
Herings, Peter Jean-Jacques
29
Boone, Jan
26
Hendrickx, Ruud L. P.
26
Laan, Gerard van der
25
Soest, Arthur van
25
Engwerda, Jacob Christiaan
24
Inderfurth, Karl
24
Werker, Bas J. M.
24
De Waegenaere, Anja
23
Huizinga, Harry
23
Steel, Mark F. J.
23
Damme, Eric E. C. van
22
Eijffinger, Sylvester C. W.
22
Uhlig, Harald
22
Yang, Zaifu
22
Nijman, Theodore E.
21
Ploeg, Frederick van der
20
Kohn, Robert
19
Meijdam, Lex
19
Norde, Henk
19
Sadrieh, Abdolkarim
19
Beetsma, Roel
18
Hautsch, Nikolaus
18
Nielsen, Søren Bo
18
Okhrin, Ostap
18
Potters, Jan
18
Güth, Werner
17
Magnus, Jan R.
17
Raa, Thijs ten
17
more ...
less ...
Institution
All
Center for Economic Research <Tilburg>
4
Published in...
All
SFB 649 discussion paper
Discussion paper / Center for Economic Research, Tilburg University
Working paper series
CEMMAP working papers / Centre for Microdata Methods and Practice
1
CESifo working papers
1
Discussion paper / Tinbergen Institute
1
FEW / Tilburg University, Katholieke Universiteit Brabant
1
Source
All
ECONIS (ZBW)
20
Showing
1
-
10
of
20
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Exact robust counterparts of ambiguous stochastic constraints under mean and dispersion information
Postek, Krzysztof Stanisław
;
Ben-Tal, Aharon
;
Hertog, …
-
2015
Persistent link: https://www.econbiz.de/10011350018
Saved in:
2
Computationally tractable counterparts of distributionally robust constraints on risk measures
Postek, Krzysztof Stanisław
;
Hertog, Dirk den
; …
-
2015
-
Revised version of CentER Discussion Paper No. 2014-031
Persistent link: https://www.econbiz.de/10011348902
Saved in:
3
Tractable counterparts of distributionally robust constraints on risk measures
Postek, Krzysztof S.
;
Hertog, Dirk den
;
Melenberg, Bertrand
-
2014
Persistent link: https://www.econbiz.de/10011282869
Saved in:
4
Longevity risk and natural hedge potential in portfolios of life insurance products : the effect of investment risk
Stevens, Ralph
;
De Waegenaere, Anja
;
Melenberg, Bertrand
-
2011
Persistent link: https://www.econbiz.de/10008988371
Saved in:
5
Robust solutions of optimization problems affected by uncertain probabilities
Ben-Tal, Aharon
;
Hertog, Dirk den
;
De Waegenaere, Anja
; …
-
2011
Persistent link: https://www.econbiz.de/10009152559
Saved in:
6
Testing expected shortfall models for derivative positions
Kerkhof, Jeroen
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001773733
Saved in:
7
Semi-parametric models for satisfaction with income
Bellemare, Charles
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001718047
Saved in:
8
Model risk and regulatory capital
Kerkhof, Jeroen
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001661005
Saved in:
9
Nonparametric bounds in the presence of item nonresponse, unfolding brackets, and anchoring
Vazquez-Alvarez, Rosalia
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001612071
Saved in:
10
The performance of multi-factor term structure models for pricing and hedging caps and swaptions
Driessen, Joost
(
contributor
);
Klaassen, Pieter
(
contributor
)
-
2000
Persistent link: https://www.econbiz.de/10001528991
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->