//--> //--> //--> //-->
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:"Kapitaleinkommen"
subject:"Risk"
~isPartOf:"International journal of theoretical and applied finance"
~subject:"Deutschland"
~subject:"Volatility"
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
| 5 applied filters
Year of publication
From:
To:
Subject
All
Kapitaleinkommen
Risk
Deutschland
Volatility
Theorie
567
Theory
567
Portfolio selection
145
Portfolio-Management
145
Stochastic process
116
Stochastischer Prozess
116
Option pricing theory
103
Optionspreistheorie
103
Volatilität
76
Credit risk
67
Kreditrisiko
67
Derivat
65
Derivative
65
Hedging
55
Yield curve
51
Zinsstruktur
51
CAPM
43
Risiko
36
Börsenkurs
34
Share price
34
Financial market
33
Finanzmarkt
33
Markov chain
29
Markov-Kette
29
Statistical distribution
28
Statistische Verteilung
28
Mathematical programming
27
Mathematische Optimierung
27
Risikomaß
27
Risk measure
27
Black-Scholes model
25
Capital income
25
Incomplete market
25
Unvollkommener Markt
25
Black-Scholes-Modell
24
Option trading
23
Optionsgeschäft
23
more ...
less ...
Online availability
All
Undetermined
27
Type of publication
All
Article
127
Type of publication (narrower categories)
All
Article in journal
127
Aufsatz in Zeitschrift
127
Conference paper
2
Konferenzbeitrag
2
Language
All
English
127
Author
All
Madan, Dilip B.
4
Brigo, Damiano
3
Schoutens, Wim
3
Chen, Yanhong
2
Fabozzi, Frank J.
2
Fouque, Jean-Pierre
2
Gardiol, Lucien
2
Hu, Yijun
2
Ostrovsky, Dmitry
2
Papanicolaou, George
2
Platen, Eckhard
2
Rebonato, Riccardo
2
Rudloff, Birgit
2
Sass, Jörn
2
Sircar, Kaushik Ronnie
2
Stauffer, Dietrich
2
Takahashi, Akihiko
2
Westphal, Dorothee
2
Wilmott, Paul
2
Achdou, Yves
1
Albanese, Claudio
1
Altay, Sühan
1
Ammou, Samir Ben
1
An, Yunbi
1
Ané, Thierry
1
Ararat, Çağin
1
Assaf, Ata
1
Aurell, Erik
1
Avellaneda, Marco
1
Bares, Pierre-Antoine
1
Barucci, Emilio
1
Bayraktar, Erhan
1
Benth, Fred Espen
1
Bertschinger, Nils
1
Bhansali, Vineer
1
Bianchi, Michele Leonardo
1
Biedova, Olga
1
Biglova, Almira
1
Bormetti, Giacomo
1
Bouchaud, Jean-Philippe
1
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
Europäische Hochschulschriften / 5
801
NBER working paper series
535
Working paper / National Bureau of Economic Research, Inc.
517
Gabler Edition Wissenschaft
487
NBER Working Paper
456
SpringerLink / Bücher
420
Economics letters
303
Insurance / Mathematics & economics
293
Journal of banking & finance
286
European journal of operational research : EJOR
276
Discussion paper / Centre for Economic Policy Research
273
CESifo working papers
240
Journal of economic dynamics & control
222
Springer-Lehrbuch
221
Journal of financial economics
208
Finance research letters
195
Springer eBook Collection / Business and Economics
190
Journal of empirical finance
184
Journal of econometrics
179
Lehrbuch
173
Journal of economic theory
169
Discussion paper / Tinbergen Institute
167
Economic modelling
167
Working paper
165
The review of financial studies
162
Discussion paper
161
Applied economics
154
The journal of finance : the journal of the American Finance Association
148
Management science : journal of the Institute for Operations Research and the Management Sciences
145
Discussion paper series / IZA
141
International review of financial analysis
140
International review of economics & finance : IREF
139
Journal of international money and finance
131
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
130
Journal of monetary economics
128
Journal of risk and uncertainty : JRU
128
Berichte aus der Betriebswirtschaft
123
Risks : open access journal
123
The European journal of finance
123
more ...
less ...
Source
All
ECONIS (ZBW)
127
Showing
1
-
10
of
127
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Portfolio insurance under rough volatility and Volterra processes
Dupret, Jean-Loup
;
Hainaut, Donatien
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-37
Persistent link: https://www.econbiz.de/10012807860
Saved in:
2
Portfolio allocation in a Levy-type jump-diffusion model with nonlife insurance risk
Serrano, Rafael
- In:
International journal of theoretical and applied finance
24
(
2021
)
1
,
pp. 1-34
Persistent link: https://www.econbiz.de/10012650242
Saved in:
3
Coherent risk measures and normal mixture distributions with applications in portfolio optimization
Shi, Xiang
;
Kim, Young Shin
- In:
International journal of theoretical and applied finance
24
(
2021
)
4
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012652709
Saved in:
4
Robust utility maximization in a multivariate financial market with stochastic drift
Sass, Jörn
;
Westphal, Dorothee
- In:
International journal of theoretical and applied finance
24
(
2021
)
4
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012652713
Saved in:
5
Capital allocation for set-valued risk measures
Centrone, Francesca
;
Rosazza Gianin, Emanuela
- In:
International journal of theoretical and applied finance
23
(
2020
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10012270884
Saved in:
6
Multiplier optimization for constant proportion portfolio insurance (cppi) strategy
Biedova, Olga
;
Steblovskaya, Victoria
- In:
International journal of theoretical and applied finance
23
(
2020
)
2
,
pp. 1-22
Persistent link: https://www.econbiz.de/10012270906
Saved in:
7
Set-valued dynamic risk measures for bounded discrete-time processes
Chen, Yanhong
;
Hu, Yijun
- In:
International journal of theoretical and applied finance
23
(
2020
)
3
,
pp. 1-42
Persistent link: https://www.econbiz.de/10012270994
Saved in:
8
Measuring default risk for a portfolio of equities
Rodrigues, Matheus Pimentel
;
Maialy, Andre Cury
- In:
International journal of theoretical and applied finance
22
(
2019
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10012012883
Saved in:
9
Equilibrium asset returns in financial markets
Madan, Dilip B.
;
Schoutens, Wim
- In:
International journal of theoretical and applied finance
22
(
2019
)
2
,
pp. 1-43
Persistent link: https://www.econbiz.de/10012013852
Saved in:
10
Volatility inference and return dependencies in stochastic volatility models
Pfante, Oliver
;
Bertschinger, Nils
- In:
International journal of theoretical and applied finance
22
(
2019
)
3
,
pp. 1-44
Persistent link: https://www.econbiz.de/10012019759
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...
//-->