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subject:"Portfolio-Management"
subject:"United States"
~isPartOf:"International journal of theoretical and applied finance"
~subject:"Financial market"
~subject:"Prognoseverfahren"
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Portfolio-Management
United States
Financial market
Prognoseverfahren
Theorie
567
Theory
567
Portfolio selection
145
Stochastic process
116
Stochastischer Prozess
116
Option pricing theory
103
Optionspreistheorie
103
Volatility
76
Volatilität
76
Credit risk
67
Kreditrisiko
67
Derivat
65
Derivative
65
Hedging
55
Yield curve
51
Zinsstruktur
51
CAPM
43
Risiko
36
Risk
36
Börsenkurs
34
Share price
34
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
Kapitaleinkommen
25
Unvollkommener Markt
25
Black-Scholes-Modell
24
Option trading
23
Optionsgeschäft
23
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Undetermined
65
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Article
192
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195
Aufsatz in Zeitschrift
195
Conference paper
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English
196
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Korn, Ralf
6
Konno, Hiroshi
5
Fabozzi, Frank J.
4
Platen, Eckhard
4
Schoutens, Wim
4
Forsyth, Peter A.
3
Grorud, Axel
3
Madan, Dilip B.
3
Wilmott, Paul
3
Arai, Takuji
2
Baviera, Roberto
2
Benth, Fred Espen
2
Brigo, Damiano
2
Epstein, D.
2
Escobar, Marcos
2
Frahm, Gabriel
2
Gardiol, Lucien
2
Herzog, Florian
2
Jaimungal, Sebastian
2
Kim, Young Shin
2
Kraft, Holger
2
Kromer, Eduard
2
Kupper, Michael
2
Lipton, Alexander
2
Nishihara, Michi
2
Overbeck, Ludger
2
Pallavicini, Andrea
2
Pham, Huyên
2
Pontier, Monique
2
Rebonato, Riccardo
2
Rudloff, Birgit
2
Sass, Jörn
2
Shibata, Takashi
2
Westphal, Dorothee
2
Wunderlich, Ralf
2
Yamamoto, Rei
2
Zagst, Rudi
2
Abergel, Frédéric
1
Abutaleb, Ahmed
1
Agliardi, Rossella
1
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Barcelona Workshop on Mathematical Finance <2017, Barcelona>
1
Spectral and Cubature Methods in Finance and Econometrics, an Interdisciplinary International Research Workshop <2009, Leicester>
1
Published in...
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International journal of theoretical and applied finance
Working paper / National Bureau of Economic Research, Inc.
1,724
International journal of forecasting
726
European journal of operational research : EJOR
717
Discussion paper / Centre for Economic Policy Research
575
NBER working paper series
562
Journal of forecasting
456
NBER Working Paper
456
Journal of banking & finance
452
Journal of economic dynamics & control
385
Working paper
373
Economics letters
368
The American economic review
366
Insurance / Mathematics & economics
342
The review of financial studies
328
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
325
The journal of finance : the journal of the American Finance Association
319
Applied economics
296
Finance research letters
272
Journal of financial economics
272
Journal of monetary economics
270
CESifo working papers
269
Computers & operations research : and their applications to problems of world concern ; an international journal
268
Economic modelling
260
Journal of econometrics
260
American journal of agricultural economics
257
The review of economics and statistics
252
Management science : journal of the Institute for Operations Research and the Management Sciences
244
Discussion paper / Tinbergen Institute
232
Finance and economics discussion series
216
Journal of political economy
212
Discussion paper
205
Discussion paper series / IZA
203
Applied economics letters
202
Journal of money, credit and banking : JMCB
194
Journal of empirical finance
193
International journal of production research
191
Journal of economic behavior & organization : JEBO
191
Computational economics
188
Quantitative finance
179
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ECONIS (ZBW)
196
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1
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:
2
Survival investment strategies in a continuous-time market model with competition
Zhitlukhin, M. V.
- In:
International journal of theoretical and applied finance
24
(
2021
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10012650248
Saved in:
3
Asset dependency structures and portfolio insurance strategies
Mantilla-Garcia, Daniel
;
Horst, Enrique ter
;
Audeguil, …
- In:
International journal of theoretical and applied finance
24
(
2021
)
3
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012652614
Saved in:
4
Financing and investment strategies under creditor-maximized liquidation
Shibata, Takashi
;
Nishihara, Michi
- In:
International journal of theoretical and applied finance
24
(
2021
)
3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10012652635
Saved in:
5
Factor copula model for portfolio credit risk
Kim, Sung Ik
;
Kim, Young Shin
- In:
International journal of theoretical and applied finance
24
(
2021
)
4
,
pp. 1-25
Persistent link: https://www.econbiz.de/10012652691
Saved in:
6
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:
7
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:
8
Practical investment consequences of the scalarization parameter formulation in dynamic mean - variance portfolio optimization
Staden, Pieter M. van
;
Dang, Duy Minh
;
Forsyth, Peter A.
- In:
International journal of theoretical and applied finance
24
(
2021
)
5
,
pp. 1-49
Persistent link: https://www.econbiz.de/10012662021
Saved in:
9
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:
10
Markowitz portfolio and the blur of history
Ng, Chi Tim
;
Shi, Yue
;
Chan, Ngai Hang
- In:
International journal of theoretical and applied finance
23
(
2020
)
5
,
pp. 1-19
Persistent link: https://www.econbiz.de/10012496534
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