//--> //--> //--> //-->
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:"Portfolio selection"
~isPartOf:"Mathematics and financial economics"
~isPartOf:"Quantitative finance"
~isPartOf:"The journal of futures markets"
~subject:"Commodity derivative"
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
Portfolio selection
Commodity derivative
Theorie
935
Theory
935
Portfolio-Management
233
Hedging
154
Derivat
141
Derivative
141
USA
119
United States
113
Risiko
101
Risk
100
Volatility
95
Volatilität
95
Börsenkurs
93
Share price
93
Stochastic process
88
Stochastischer Prozess
88
CAPM
84
Estimation
78
Schätzung
78
Forecasting model
73
Prognoseverfahren
73
Option pricing theory
72
Optionspreistheorie
72
Commodity exchange
69
Warenbörse
69
Risikomaß
59
Risk measure
59
Capital income
51
Kapitaleinkommen
51
Mathematical programming
49
Mathematische Optimierung
49
Risikomanagement
47
Risk management
47
Index futures
45
Index-Futures
45
Arbitrage
44
Measurement
40
Messung
40
Securities trading
35
more ...
less ...
Online availability
All
Undetermined
165
Free
18
Type of publication
All
Article
261
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
258
Aufsatz in Zeitschrift
258
Conference paper
5
Konferenzbeitrag
5
Aufsatzsammlung
1
Reprint
1
Language
All
English
262
Author
All
Lien, Da-hsiang Donald
8
Escobar, Marcos
5
Jarrow, Robert A.
3
Langrené, Nicolas
3
Lioui, Abraham
3
Loeper, Grégoire
3
Pun, Chi Seng
3
Rosazza Gianin, Emanuela
3
Stübinger, Johannes
3
Wong, Hoi Ying
3
Bellalah, Mondher
2
Birge, John R.
2
Bodnar, Taras
2
Bookstaber, Richard
2
Brooks, Robert
2
Chen, An
2
Cheng, Yuyang
2
Costa, Giorgio
2
Cvitanić, Jakša
2
Ding, Rui
2
Endres, Sylvia
2
Evstigneev, Igor V.
2
Gu, Jia-Wen
2
Guo, Ivan
2
Jouini, Elyès
2
Kim, Woo Chang
2
Koch Medina, Pablo
2
Krauss, Christopher
2
Kwon, Roy H.
2
Langsam, Joseph A.
2
Lee, Yongjae
2
Liang, Gechun
2
Lütkebohmert-Holtz, Eva
2
Madan, Dilip B.
2
Munari, Cosimo-Andrea
2
Nguyen, Thai
2
Ning, Wei
2
Parolya, Nestor
2
Paterlini, Sandra
2
Pennanen, Teemu
2
more ...
less ...
Published in...
All
Mathematics and financial economics
Quantitative finance
The journal of futures markets
Insurance / Mathematics & economics
277
European journal of operational research : EJOR
271
Journal of banking & finance
248
NBER working paper series
243
Working paper / National Bureau of Economic Research, Inc.
197
NBER Working Paper
192
Finance research letters
175
Journal of economic dynamics & control
168
Mathematical finance : an international journal of mathematics, statistics and financial theory
156
Finance and stochastics
152
International journal of theoretical and applied finance
148
Research paper series / Swiss Finance Institute
121
The review of financial studies
105
Journal of financial economics
100
Risks : open access journal
100
The journal of finance : the journal of the American Finance Association
100
Management science : journal of the Institute for Operations Research and the Management Sciences
98
The journal of portfolio management : a publication of Institutional Investor
98
Journal of empirical finance
97
Economic modelling
92
Discussion paper / Centre for Economic Policy Research
89
Swiss Finance Institute Research Paper
83
Economics letters
81
The European journal of finance
80
International review of economics & finance : IREF
76
International review of financial analysis
76
Computational economics
70
Applied economics
69
Mathematical methods of operations research
68
SpringerLink / Bücher
68
The journal of asset management
68
The North American journal of economics and finance : a journal of financial economics studies
66
Journal of risk and financial management : JRFM
64
The journal of portfolio management : JPM
63
Journal of economic theory
62
Discussion paper / Tinbergen Institute
61
Annals of finance
60
more ...
less ...
Source
All
ECONIS (ZBW)
262
Showing
1
-
10
of
262
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Risky times : seasonality and event risk of commodities
Boos, Dominik
- In:
The journal of futures markets
44
(
2024
)
5
,
pp. 767-783
Persistent link: https://www.econbiz.de/10014536682
Saved in:
2
Distributionally robust end-to-end portfolio construction
Costa, Giorgio
;
Iyengar, Garud N.
- In:
Quantitative finance
23
(
2023
)
10
,
pp. 1465-1482
Persistent link: https://www.econbiz.de/10014419171
Saved in:
3
f-Betas and portfolio optimization with f-divergence induced risk measures
Ding, Rui
- In:
Quantitative finance
23
(
2023
)
10
,
pp. 1483-1496
Persistent link: https://www.econbiz.de/10014419172
Saved in:
4
Can volatility solve the naive portfolio puzzle?
Curran, Michael
;
O'Sullivan, Patrick
;
Zalla, Ryan
- In:
Quantitative finance
23
(
2023
)
11
,
pp. 1545-1560
Persistent link: https://www.econbiz.de/10014419177
Saved in:
5
Optimal portfolio choice of couples with tax-deferred accounts and survival-contingent products
Bae, Sanghyeon
;
Lee, Yongjae
;
Kim, Woo Chang
- In:
Quantitative finance
23
(
2023
)
11
,
pp. 1597-1615
Persistent link: https://www.econbiz.de/10014419181
Saved in:
6
Less disagreement, better forecasts : adjusted risk measures in the energy futures market
Zhang, Ning
;
Gong, Yujing
;
Xue, Xiaohan
- In:
The journal of futures markets
43
(
2023
)
10
,
pp. 1332-1372
Persistent link: https://www.econbiz.de/10014339438
Saved in:
7
Assessing the accuracy of exponentially weighted moving average models for value-at-risk and expected shortfall of crypto portfolios
Alexander, Carol
;
Dakos, Michael
- In:
Quantitative finance
23
(
2023
)
3
,
pp. 393-427
Persistent link: https://www.econbiz.de/10014232660
Saved in:
8
A tale of two premiums revisited
Maréchal, Loïc
- In:
The journal of futures markets
43
(
2023
)
5
,
pp. 580-614
Persistent link: https://www.econbiz.de/10014293173
Saved in:
9
Modeling skewness in portfolio choice
Trung Hai Le
;
Kourtis, Apostolos
;
Markellos, Raphaēl N.
- In:
The journal of futures markets
43
(
2023
)
6
,
pp. 734-770
Persistent link: https://www.econbiz.de/10014293220
Saved in:
10
Robust utility maximization with nonlinear continuous semimartingales
Criens, David
;
Niemann, Lars
- In:
Mathematics and financial economics
17
(
2023
)
3
,
pp. 499-536
Persistent link: https://www.econbiz.de/10014381096
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...
//-->