//--> //--> //--> //-->
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
subject:"Innovation"
type_genre:"Aufsatz im Buch"
~person:"Gouriéroux, Christian"
~person:"Wong, Hoi Ying"
~subject:"Portfolio-Management"
~type_genre:"Amtsdruckschrift"
~type_genre:"Aufsatz in Zeitschrift"
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
Innovation
Portfolio-Management
Theorie
174
Theory
174
Estimation theory
40
Schätztheorie
40
Portfolio selection
31
Time series analysis
17
Zeitreihenanalyse
17
Stochastic process
15
Stochastischer Prozess
15
Credit risk
14
Kreditrisiko
14
CAPM
13
Volatility
12
Volatilität
12
Yield curve
12
Zinsstruktur
12
Option pricing theory
9
Optionspreistheorie
9
Risiko
9
Risk
9
Cointegration
8
Correlation
8
Derivat
8
Derivative
8
Estimation
8
Hedging
8
Kointegration
8
Korrelation
8
Schätzung
8
Econometrics
7
Mortality
7
Risikomaß
7
Risikoprämie
7
Risk measure
7
Risk premium
7
Statistical theory
7
Statistische Methodenlehre
7
Sterblichkeit
7
Ökonometrie
7
more ...
less ...
Online availability
All
Undetermined
11
Free
1
Type of publication
All
Article
26
Book / Working Paper
5
Type of publication (narrower categories)
All
Aufsatz im Buch
Amtsdruckschrift
Aufsatz in Zeitschrift
Article in journal
26
Arbeitspapier
12
Working Paper
12
Graue Literatur
11
Non-commercial literature
11
Government document
5
Bibliografie enthalten
2
Bibliography included
2
Lehrbuch
2
Textbook
2
more ...
less ...
Language
All
English
29
French
2
Author
All
Gouriéroux, Christian
Wong, Hoi Ying
Fabozzi, Frank J.
63
Korn, Ralf
30
Escobar, Marcos
27
Malerba, Franco
26
Li, Duan
25
Wong, Wing Keung
25
Markowitz, Harry
24
Aghion, Philippe
23
Prigent, Jean-Luc
22
Zagst, Rudi
22
Račev, Svetlozar T.
21
Gollier, Christian
20
Stadler, Manfred
20
Audretsch, David B.
18
Cantner, Uwe
18
Lambertini, Luca
18
Antonelli, Cristiano
17
Dosi, Giovanni
17
Forsyth, Peter A.
17
Maurer, Raimond
17
Satchell, Stephen
17
Wang, Ruodu
17
Post, Thierry
16
Sass, Jörn
16
Baumol, William J.
15
Chen, Zhiping
15
Cvitanić, Jakša
15
Jarrow, Robert A.
15
Levy, Haim
15
Li, Zhongfei
15
Lioui, Abraham
15
Platen, Eckhard
15
Rüschendorf, Ludger
15
Yao, Haixiang
15
Zariphopoulou-Souganidis, Thaleia
15
Cui, Xiangyu
14
Denicolò, Vincenzo
14
Kraft, Holger
14
more ...
less ...
Published in...
All
Série des documents de travail / Centre de Recherche en Économie et Statistique
5
Insurance / Mathematics & economics
4
Journal of banking & finance
3
Journal of empirical finance
3
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
3
European journal of operational research : EJOR
2
IMA journal of management mathematics
2
Operations research letters
2
Econometric reviews
1
Economic modelling
1
Finance and stochastics
1
Finance research letters
1
Journal of financial econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Mathematics and financial economics
1
Quantitative finance
1
Scandinavian actuarial journal
1
The journal of futures markets
1
more ...
less ...
Source
All
ECONIS (ZBW)
31
Showing
1
-
10
of
31
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Time-consistent mean-variance reinsurance-investment problem with long-range dependent mortality rate
Wang, Ling
;
Chiu, Mei Choi
;
Wong, Hoi Ying
- In:
Scandinavian actuarial journal
2023
(
2023
)
2
,
pp. 123-152
Persistent link: https://www.econbiz.de/10014325034
Saved in:
2
Portfolio liquidation with delayed information
Yan, Tingjin
;
Chiu, Mei Choi
;
Wong, Hoi Ying
- In:
Economic modelling
126
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014461590
Saved in:
3
Pairs trading under delayed cointegration
Yan, Tingjin
;
Chiu, Mei Choi
;
Wong, Hoi Ying
- In:
Quantitative finance
22
(
2022
)
9
,
pp. 1627-1648
Persistent link: https://www.econbiz.de/10013367938
Saved in:
4
Positional portfolio management
Gagliardini, Patrick
;
Gouriéroux, Christian
;
Rubin, Mirco
- In:
Journal of financial econometrics
19
(
2021
)
4
,
pp. 650-706
Persistent link: https://www.econbiz.de/10012654983
Saved in:
5
Robust state-dependent mean-variance portfolio selection : a closed-loop approach
Han, Bingyan
;
Pun, Chi Seng
;
Wong, Hoi Ying
- In:
Finance and stochastics
25
(
2021
)
3
,
pp. 529-561
Persistent link: https://www.econbiz.de/10012585986
Saved in:
6
Open-loop equilibrium reinsurance-investment strategy under mean-variance criterion with stochastic volatility
Yan, Tingjin
;
Wong, Hoi Ying
- In:
Insurance / Mathematics & economics
90
(
2020
),
pp. 105-119
Persistent link: https://www.econbiz.de/10012169507
Saved in:
7
Lasso-based simulation for high-dimensional multi-period portfolio optimization
Li, Zhongyu
;
Tsang, Ka Ho
;
Wong, Hoi Ying
- In:
IMA journal of management mathematics
31
(
2020
)
3
,
pp. 257-280
Persistent link: https://www.econbiz.de/10012258670
Saved in:
8
Robust time-consistent mean-variance portfolio selection problem with multivariate stochastic volatility
Yan, Tingjin
;
Han, Bingyan
;
Pun, Chi Seng
;
Wong, Hoi Ying
- In:
Mathematics and financial economics
14
(
2020
)
4
,
pp. 699-724
Persistent link: https://www.econbiz.de/10012321867
Saved in:
9
A linear programming model for selection of sparse high-dimensional multiperiod portfolios
Pun, Chi Seng
;
Wong, Hoi Ying
- In:
European journal of operational research : EJOR
273
(
2019
)
2
,
pp. 754-771
Persistent link: https://www.econbiz.de/10011987586
Saved in:
10
Time-consistent mean-variance hedging of an illiquid asset with a cointegrated liquid asset
Chen, Kexin
;
Wong, Hoi Ying
- In:
Finance research letters
29
(
2019
),
pp. 184-192
Persistent link: https://www.econbiz.de/10012418589
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->