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subject:"Portfolio selection"
~isPartOf:"Quantitative finance"
~isPartOf:"The journal of futures markets"
~subject:"Commodity derivative"
~subject:"Warenbörse"
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Portfolio selection
Commodity derivative
Warenbörse
Theorie
748
Theory
748
Portfolio-Management
162
Hedging
146
Derivat
137
Derivative
137
USA
114
United States
108
Volatility
88
Volatilität
88
Börsenkurs
76
Share price
76
Estimation
71
Schätzung
71
Option pricing theory
70
Optionspreistheorie
70
Commodity exchange
69
Forecasting model
69
Prognoseverfahren
69
Stochastic process
68
Stochastischer Prozess
68
Risiko
63
Risk
62
CAPM
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Index futures
45
Index-Futures
45
Capital income
42
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42
Risikomaß
38
Risk measure
38
Arbitrage
35
Risikomanagement
35
Risk management
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Currency derivative
34
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34
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English
252
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Lien, Da-hsiang Donald
12
Escobar, Marcos
5
Lioui, Abraham
3
Stübinger, Johannes
3
Behr, Robert M.
2
Birge, John R.
2
Bookstaber, Richard
2
Brooks, Robert
2
Castelino, Mark G.
2
Cheng, Yuyang
2
Costa, Giorgio
2
Ding, Rui
2
Elam, Emmett
2
Endres, Sylvia
2
Gu, Jia-Wen
2
Hayenga, Marvin L.
2
Kim, Woo Chang
2
Kolb, Robert W.
2
Krauss, Christopher
2
Kwon, Roy H.
2
Langrené, Nicolas
2
Langsam, Joseph A.
2
Lee, Yongjae
2
Leistikow, Dean
2
Loeper, Grégoire
2
Madan, Dilip B.
2
Myers, Robert J.
2
Paterlini, Sandra
2
Pirrong, Craig
2
Poncet, Patrice
2
Pun, Chi Seng
2
Roon, Frans de
2
Satchell, Stephen
2
Veld- Merkoulova, Yulia
2
Wang, Yaqin
2
Ward, Ronald W.
2
Williams, Jeffrey
2
Wolf, Avner S.
2
Wong, Hoi Ying
2
Wright, Brian D.
2
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Quantitative finance
The journal of futures markets
Insurance / Mathematics & economics
277
European journal of operational research : EJOR
271
Journal of banking & finance
250
NBER working paper series
247
Working paper / National Bureau of Economic Research, Inc.
199
NBER Working Paper
196
Finance research letters
175
Journal of economic dynamics & control
168
Mathematical finance : an international journal of mathematics, statistics and financial theory
157
Finance and stochastics
152
International journal of theoretical and applied finance
148
Research paper series / Swiss Finance Institute
121
The journal of finance : the journal of the American Finance Association
108
The review of financial studies
106
Risks : open access journal
101
Journal of financial economics
100
Journal of empirical finance
99
Management science : journal of the Institute for Operations Research and the Management Sciences
99
The journal of portfolio management : a publication of Institutional Investor
98
Economic modelling
92
Discussion paper / Centre for Economic Policy Research
91
Swiss Finance Institute Research Paper
83
Economics letters
81
The European journal of finance
81
International review of economics & finance : IREF
77
International review of financial analysis
77
Applied economics
71
Mathematics and financial economics
71
Computational economics
70
SpringerLink / Bücher
70
Mathematical methods of operations research
68
The journal of asset management
68
The North American journal of economics and finance : a journal of financial economics studies
66
Journal of economic theory
64
Journal of risk and financial management : JRFM
64
Discussion paper / Tinbergen Institute
63
The journal of portfolio management : JPM
63
Annals of finance
60
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ECONIS (ZBW)
252
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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
The value and cost of more stages in stochastic programing : a statistical analysis on a set of portfolio choice problems
Birge, John R.
;
Blomvall, Jörgen
;
Ekblom, Jonas
- In:
Quantitative finance
22
(
2022
)
1
,
pp. 95-112
Persistent link: https://www.econbiz.de/10012872523
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