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subject:"Portfolio selection"
type_genre:"Multi-volume publication"
~isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
~subject:"Derivat"
~subject:"Makroökonometrie"
~type_genre:"Government document"
~type_genre:"Non-commercial literature"
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Portfolio selection
Derivat
Makroökonometrie
Theorie
127
Theory
127
Portfolio-Management
40
Stochastic process
29
Stochastischer Prozess
29
CAPM
21
Volatility
21
Volatilität
21
Begrenzte Rationalität
15
Bounded rationality
15
Anlageverhalten
14
Behavioural finance
14
Martingal
14
Martingale
14
Börsenkurs
13
Option pricing theory
13
Optionspreistheorie
13
Share price
13
Monte Carlo simulation
12
Monte-Carlo-Simulation
12
Capital income
11
Kapitaleinkommen
11
Analysis
10
Mathematical analysis
10
Derivative
9
Agent-based modeling
8
Agentenbasierte Modellierung
8
Bewertung
8
Evaluation
8
Erwartungsnutzen
7
Estimation
7
Expected utility
7
Schätzung
7
Securities trading
7
Wertpapierhandel
7
Yield curve
7
Zinsstruktur
7
Benchmarking
6
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47
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47
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Multi-volume publication
Government document
Non-commercial literature
Arbeitspapier
51
Working Paper
51
Graue Literatur
47
Language
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English
47
Author
All
Platen, Eckhard
27
He, Xue-zhong
8
Chiarella, Carl
5
Rendek, Renata
4
Shi, Lei
4
Li, Kai
3
Schlögl, Erik
3
Baldeaux, Jan
2
Kardaras, Constantinos
2
Nikitopoulos, Christina Sklibosios
2
Zheng, Min
2
Breymann, Wolfgang
1
Bruti-Liberati, Nicola
1
Chan, Leunglung
1
Chege Maina, Samuel
1
Dewynne, Jeff N.
1
Dieci, Roberto
1
Du, Ke
1
Feng, Yu
1
Fergusson, Kevin
1
Filar, Jerzy A.
1
Filipović, Damir
1
Guo, Zhi
1
Hassan, Nadima el
1
Hinz, Juri
1
Hsiao, Chih-ying
1
Hulley, Hardy
1
Ignatieva, Ekaterina
1
Jaschke, Stefan R.
1
Kang, Boda
1
Kazakov, Vladimir
1
Korolkiewicz, Malgorzata
1
Leisen, Dietmar
1
Li, Youwei
1
Liu, Jun
1
Mahayni, Antje
1
Marquardt, Tina Marie
1
McCulloch, James
1
Miller, Shane
1
Miller, Shane M.
1
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
Working paper / National Bureau of Economic Research, Inc.
187
Research paper series / Swiss Finance Institute
123
Discussion paper / Centre for Economic Policy Research
103
Swiss Finance Institute Research Paper
83
Discussion paper / Tinbergen Institute
67
Working paper
66
CESifo working papers
59
Discussion paper
56
Discussion paper / Center for Economic Research, Tilburg University
45
Working papers
43
Finance and economics discussion series
33
Discussion papers / CEPR
32
SFB 649 discussion paper
31
Working paper series
31
Série des documents de travail / Centre de Recherche en Économie et Statistique
30
Working paper / Centre for Financial Research
27
Working paper series / European Central Bank
27
IFA working paper
23
IMF working paper
21
Discussion paper / Deutsche Bundesbank
20
Report / Erasmus Center for Financial Research, Erasmus University
20
Working papers on finance
19
CFS working paper series
18
Working papers / Rodney L. White Center for Financial Research
18
Sonderforschungsbereich 504, Rationalitätskonzepte, Entscheidungsverhalten und Ökonomische Modellierung
16
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
16
Discussion paper / B
15
Discussion paper / LSE Financial Markets Group
15
Dresdner Beiträge zu quantitativen Verfahren
15
Research paper / International Center for Financial Asset Management and Engineering
15
Cambridge working papers in economics
14
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
14
Discussion paper series / Harvard Institute of Economic Research
14
SAFE working paper
14
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
14
Working paper series / University of Zurich, Department of Economics
14
Working papers / Financial Institutions Center
14
Cowles Foundation discussion paper
13
Working papers / Universitat Pompeu Fabra, Department of Economics and Business
13
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ECONIS (ZBW)
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1
Model risk measurement under Wasserstein distance
Feng, Yu
;
Schlögl, Erik
-
2018
Persistent link: https://www.econbiz.de/10013255753
Saved in:
2
Investing for the long run
Leisen, Dietmar
;
Platen, Eckhard
-
2017
Persistent link: https://www.econbiz.de/10011778143
Saved in:
3
Market efficiency and the growth optimal portfolio
Platen, Eckhard
;
Rendek, Renata
-
2017
Persistent link: https://www.econbiz.de/10011778194
Saved in:
4
Reversing momentum : the optimal dynamic momentum strategy
Li, Kai
;
Liu, Jun
-
2016
Persistent link: https://www.econbiz.de/10011777992
Saved in:
5
Loading pricing of catastrophe bonds and other long-dated, insurance-type contracts
Platen, Eckhard
;
Taylor, David
-
2016
Persistent link: https://www.econbiz.de/10011778139
Saved in:
6
Pricing volatility derivatives under the modified constant elasticity of variance model
Chan, Leunglung
;
Platen, Eckhard
-
2015
Persistent link: https://www.econbiz.de/10011344235
Saved in:
7
Stochastic switching for partially observable dynamics and optimal asset allocation
Hinz, Juri
-
2015
Persistent link: https://www.econbiz.de/10011344246
Saved in:
8
Optimal time series momentum
He, Xue-zhong
;
Li, Kai
;
Li, Youwei
-
2015
Persistent link: https://www.econbiz.de/10011344325
Saved in:
9
Stylised properties of the interest rate term structure under the benchmark approach
Fergusson, Kevin
;
Platen, Eckhard
-
2014
Persistent link: https://www.econbiz.de/10011344800
Saved in:
10
Position-limit design for the CSI 300 futures markets
Wei, Lijian
;
Zhang, Wei
;
Xiong, Xiong
;
Shi, Lei
-
2014
Persistent link: https://www.econbiz.de/10011344802
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