//--> //--> //--> //-->
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
person:"Blake, David"
~person:"Korn, Ralf"
~person:"Wang, Ruodu"
~subject:"Benchmarking"
~subject:"Theorie"
~type:"article"
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:"Portfolio management"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Benchmarking
Theorie
Portfolio selection
70
Portfolio-Management
70
Theory
53
Risikomaß
21
Risk measure
21
Risiko
18
Risk
18
Risikomanagement
13
Risk management
13
Measurement
11
Messung
11
Pension fund
11
Pensionskasse
11
Altersvorsorge
7
Retirement provision
7
Investment Fund
6
Investmentfonds
6
Mathematical programming
6
Mathematische Optimierung
6
Anlageverhalten
5
Behavioural finance
5
CAPM
5
Financial crisis
5
Finanzkrise
5
Großbritannien
5
United Kingdom
5
Value-at-Risk
5
Betriebliche Altersversorgung
4
Capital income
4
Dynamic programming
4
Kapitaleinkommen
4
Occupational pension plan
4
Optimal portfolios
4
Stochastic process
4
Stochastischer Prozess
4
Basel Accord
3
Basler Akkord
3
Black-Scholes model
3
more ...
less ...
Online availability
All
Undetermined
23
Free
4
Type of publication
All
Article
Book / Working Paper
36
Type of publication (narrower categories)
All
Article in journal
54
Aufsatz in Zeitschrift
54
Aufsatz im Buch
2
Book section
2
Language
All
English
56
Author
All
Blake, David
Korn, Ralf
Wang, Ruodu
Fabozzi, Frank J.
69
Escobar, Marcos
27
Markowitz, Harry
27
Li, Duan
25
Wong, Wing Keung
25
Prigent, Jean-Luc
22
Račev, Svetlozar T.
22
Satchell, Stephen
22
Zagst, Rudi
22
Platen, Eckhard
21
Gollier, Christian
20
Forsyth, Peter A.
18
Maurer, Raimond
18
Wong, Hoi Ying
17
Chen, Zhiping
16
Post, Thierry
16
Sass, Jörn
16
Cvitanić, Jakša
15
Jarrow, Robert A.
15
Levy, Haim
15
Li, Zhongfei
15
Lioui, Abraham
15
Rüschendorf, Ludger
15
Vanduffel, Steven
15
Yao, Haixiang
15
Zariphopoulou-Souganidis, Thaleia
15
Cui, Xiangyu
14
Kim, Woo Chang
14
Kraft, Holger
14
Liang, Zongxia
14
Schenk-Hoppé, Klaus Reiner
14
Guerard, John Baynard
13
Kwon, Roy H.
13
Siu, Tak Kuen
13
Zeng, Yan
13
Zhou, Guofu
13
Bernard, Carole
12
Bertrand, Philippe
12
more ...
less ...
Published in...
All
Insurance / Mathematics & economics
6
International journal of theoretical and applied finance
6
Mathematical methods of operations research
5
Finance and stochastics
4
Decisions in economics and finance : DEF ; a journal of applied mathematics
3
Mathematical finance : an international journal of mathematics, statistics and financial theory
3
Operations research
3
Applied financial economics
2
Journal of econometrics
2
Mathematical finance : an international journal of mathematics, statistics and financial economics
2
Risks : open access journal
2
Advances in risk management
1
Applied mathematical finance
1
Computational Management Science : CMS
1
Computational economics
1
Finance : a characteristics approach
1
IMA journal of management mathematics
1
International journal of theoretical and applied finance : IJTAF
1
Journal of banking & finance
1
Journal of financial and quantitative analysis : JFQA
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Mathematics and financial economics
1
Mathematics of operations research
1
North American actuarial journal
1
OR spectrum : quantitative approaches in management
1
OR-Spektrum : quantitative approaches in management
1
Operations research letters
1
Scottish journal of political economy : the journal of the Scottish Economic Society
1
The economic journal : the journal of the Royal Economic Society
1
more ...
less ...
Source
All
ECONIS (ZBW)
56
Showing
1
-
10
of
56
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The impact of large investors on the portfolio optimization of single-family houses in housing markets
Yilmaz, Bilgi
;
Korn, Ralf
;
Selcuk-Kestel, A. Sevtap
- In:
Computational economics
61
(
2023
)
2
,
pp. 855-873
Persistent link: https://www.econbiz.de/10014228464
Saved in:
2
Optimal portfolios in the presence of stress scenarios : a worst-case approach
Korn, Ralf
;
Müller, Lukas
- In:
Mathematics and financial economics
16
(
2022
)
1
,
pp. 153-185
Persistent link: https://www.econbiz.de/10013167740
Saved in:
3
Risk concentration and the mean-expected shortfall criterion
Han, Xia
;
Wang, Bin
;
Wang, Ruodu
;
Wu, Qinyu
- In:
Mathematical finance : an international journal of …
34
(
2024
)
3
,
pp. 819-846
Persistent link: https://www.econbiz.de/10014565286
Saved in:
4
PELVE : probability equivalent level of VaR and ES
Li, Hengxin
;
Wang, Ruodu
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 353-370
Persistent link: https://www.econbiz.de/10014364915
Saved in:
5
Diversification quotients based on VaR and ES
Han, Xia
;
Lin, Liyuan
;
Wang, Ruodu
- In:
Insurance / Mathematics & economics
113
(
2023
),
pp. 185-197
Persistent link: https://www.econbiz.de/10014466211
Saved in:
6
Robustness in the optimization of risk measures
Embrechts, Paul
;
Schied, Alexander
;
Wang, Ruodu
- In:
Operations research
70
(
2022
)
1
,
pp. 95-110
Persistent link: https://www.econbiz.de/10012820643
Saved in:
7
Risk aggregation under dependence uncertainty and an order constraint
Chen, Yuyu
;
Lin, Liyuan
;
Wang, Ruodu
- In:
Insurance / Mathematics & economics
102
(
2022
),
pp. 169-187
Persistent link: https://www.econbiz.de/10013271969
Saved in:
8
Optimal portfolio choice with crash risk and model ambiguity
Korn, Ralf
;
Müller, Lukas
- In:
International journal of theoretical and applied …
25
(
2022
)
1
,
pp. 1-35
Persistent link: https://www.econbiz.de/10013189925
Saved in:
9
Star-shaped risk measures
Castagnoli, Erio
;
Cattelan, Giacomo
;
Maccheroni, Fabio
; …
- In:
Operations research
70
(
2022
)
5
,
pp. 2637-2654
Persistent link: https://www.econbiz.de/10014306966
Saved in:
10
Inf-convolution, optimal allocations, and model uncertainty for tail risk measures
Liu, Fangda
;
Mao, Tiantian
;
Wang, Ruodu
;
Wei, Linxiao
- In:
Mathematics of operations research
47
(
2022
)
3
,
pp. 2494-2519
Persistent link: https://www.econbiz.de/10013375081
Saved in:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->