//--> //--> //--> //-->
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-Management"
subject:"United States"
~isPartOf:"International journal of theoretical and applied finance"
~subject:"Mathematische Optimierung"
~subject:"Optionsgeschäft"
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-Management
United States
Mathematische Optimierung
Optionsgeschäft
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
Financial market
33
Finanzmarkt
33
Markov chain
29
Markov-Kette
29
Statistical distribution
28
Statistische Verteilung
28
Mathematical programming
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
more ...
less ...
Online availability
All
Undetermined
59
Type of publication
All
Article
183
Book / Working Paper
3
Type of publication (narrower categories)
All
Article in journal
186
Aufsatz in Zeitschrift
186
Collection of articles of several authors
3
Sammelwerk
3
Conference paper
2
Konferenzbeitrag
2
Konferenzschrift
1
more ...
less ...
Language
All
English
186
Author
All
Konno, Hiroshi
6
Korn, Ralf
6
Fabozzi, Frank J.
5
Platen, Eckhard
5
Forsyth, Peter A.
3
Kim, Young Shin
3
Kwok, Yue-Kuen
3
Schoutens, Wim
3
Wilmott, Paul
3
Wu, Lixin
3
Yamamoto, Rei
3
Baviera, Roberto
2
Benth, Fred Espen
2
Epstein, D.
2
Escobar, Marcos
2
Frahm, Gabriel
2
Gardiol, Lucien
2
Herzog, Florian
2
Hinz, Juri
2
Hui, Cho H.
2
Jaimungal, Sebastian
2
Kraft, Holger
2
Kromer, Eduard
2
Kupper, Michael
2
Lipton, Alexander
2
Lo, C. F.
2
Madan, Dilip B.
2
Meister, Bernhard K.
2
Overbeck, Ludger
2
Pham, Huyên
2
Račev, Svetlozar T.
2
Rudloff, Birgit
2
Sass, Jörn
2
Westphal, Dorothee
2
Wunderlich, Ralf
2
Yong, Jiongmin
2
Yu, Hong
2
Zagst, Rudi
2
Abergel, Frédéric
1
Agliardi, Rossella
1
more ...
less ...
Institution
All
Barcelona Workshop on Mathematical Finance <2017, Barcelona>
1
Published in...
All
International journal of theoretical and applied finance
European journal of operational research : EJOR
2,223
Working paper / National Bureau of Economic Research, Inc.
1,536
Computers & operations research : and their applications to problems of world concern ; an international journal
1,204
Operations research letters
598
International journal of production research
597
Discussion paper / Centre for Economic Policy Research
446
Journal of banking & finance
387
Operations research
376
Journal of economic dynamics & control
347
Mathematics of operations research
342
NBER working paper series
332
The American economic review
330
INFORMS journal on computing : JOC
328
Insurance / Mathematics & economics
314
The review of financial studies
305
Management science : journal of the Institute for Operations Research and the Management Sciences
297
The journal of finance : the journal of the American Finance Association
295
Economics letters
286
Working paper
284
American journal of agricultural economics
270
International journal of production economics
263
Mathematical methods of operations research
263
NBER Working Paper
248
The review of economics and statistics
238
Journal of financial economics
227
Journal of the Operational Research Society : OR
223
Applied economics
222
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
218
Discussion paper / Tinbergen Institute
212
Journal of monetary economics
208
Omega : the international journal of management science
201
Mathematical finance : an international journal of mathematics, statistics and financial theory
199
CESifo working papers
196
Journal of political economy
194
Discussion paper series / IZA
189
Finance and stochastics
189
Finance research letters
186
SpringerLink / Bücher
186
Transportation research / E : an international journal
184
more ...
less ...
Source
All
ECONIS (ZBW)
186
Showing
61
-
70
of
186
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
61
Optimal credit allocation under regime uncertainty with sensitivity analysis
Bernis, Guillaume
;
Carassus, Laurence
;
Docq, Grégoire
; …
- In:
International journal of theoretical and applied finance
18
(
2015
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10011403164
Saved in:
62
Lifetime consumption and investment for worst-case crash scenarios
Desmettre, Sascha
;
Korn, Ralf
;
Seifried, Frank Thomas
- In:
International journal of theoretical and applied finance
18
(
2015
)
1
,
pp. 1-30
Persistent link: https://www.econbiz.de/10011403176
Saved in:
63
Risk seeking, nonconvex remuneration and regime switching
Barucci, Emilio
;
Marazzina, Daniele
- In:
International journal of theoretical and applied finance
18
(
2015
)
2
,
pp. 1-25
Persistent link: https://www.econbiz.de/10011403197
Saved in:
64
A note on the self-financing condition for funding, collateral and discounting
Brigo, Damiano
;
Buescu, Cristin
;
Pallavicini, Andrea
; …
- In:
International journal of theoretical and applied finance
18
(
2015
)
2
,
pp. 1-10
Persistent link: https://www.econbiz.de/10011403214
Saved in:
65
Portfolio return distributions : sample statistics with stochastic correlations
Chetalova, Desislava
;
Schmitt, Thilo A.
;
Schäfer, Rudi
; …
- In:
International journal of theoretical and applied finance
18
(
2015
)
2
,
pp. 1-16
Persistent link: https://www.econbiz.de/10011403228
Saved in:
66
Liquidity risk, instead of funding costs, leads to a valuation adjustment for derivatives and other assets
Nauta, Bert-Jan
- In:
International journal of theoretical and applied finance
18
(
2015
)
2
,
pp. 1-30
Persistent link: https://www.econbiz.de/10011403233
Saved in:
67
Optimal mean reversion trading with transaction costs and stop-loss exit
Leung, Tim
;
Li, Xin
- In:
International journal of theoretical and applied finance
18
(
2015
)
3
,
pp. 1-31
Persistent link: https://www.econbiz.de/10011403754
Saved in:
68
Portfolio optimization in affine models with Markov switching
Escobar, Marcos
;
Neykova, Daniela
;
Zagst, Rudi
- In:
International journal of theoretical and applied finance
18
(
2015
)
5
,
pp. 1-46
Persistent link: https://www.econbiz.de/10011403855
Saved in:
69
Regulatory capital modeling for credit risk
Rutkowski, Marek
;
Tarca, Silvio
- In:
International journal of theoretical and applied finance
18
(
2015
)
5
,
pp. 1-44
Persistent link: https://www.econbiz.de/10011403880
Saved in:
70
On the shape of risk aversion and asset allocation
Six, Pierre
- In:
International journal of theoretical and applied finance
17
(
2014
)
8
,
pp. 1-27
Persistent link: https://www.econbiz.de/10010498792
Saved in:
First
Prev
3
4
5
6
7
8
9
10
11
12
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->