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subject:"Portfolio-Management"
subject:"United States"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~source:"econis"
~source:"edz"
~subject:"Prognoseverfahren"
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Portfolio-Management
United States
Prognoseverfahren
Theorie
556
Theory
556
Option pricing theory
185
Optionspreistheorie
185
Portfolio selection
154
Stochastic process
81
Stochastischer Prozess
81
CAPM
77
Volatility
72
Volatilität
72
Yield curve
61
Zinsstruktur
61
Incomplete market
60
Unvollkommener Markt
60
Hedging
58
Martingal
40
Martingale
40
Risiko
39
Risk
39
Transaction costs
35
Transaktionskosten
35
Option trading
34
Optionsgeschäft
34
Black-Scholes model
33
Black-Scholes-Modell
33
Derivat
28
Derivative
28
Börsenkurs
27
Share price
27
Arbitrage
26
Risikomaß
22
Risk measure
22
Probability theory
21
Wahrscheinlichkeitsrechnung
21
Credit risk
19
Kreditrisiko
19
Markov chain
18
Markov-Kette
18
Measurement
18
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Article
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Aufsatz in Zeitschrift
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English
166
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Platen, Eckhard
7
Zhou, Xun Yu
6
Li, Duan
5
Jin, Hanqing
4
Kardaras, Constantinos
4
Muhle-Karbe, Johannes
4
Carassus, Laurence
3
Glasserman, Paul
3
Guasoni, Paolo
3
Jarrow, Robert A.
3
Korn, Ralf
3
Pliska, Stanley R.
3
Rogers, Leonard C. G.
3
Stricker, Christophe
3
Zariphopoulou-Souganidis, Thaleia
3
Benth, Fred Espen
2
Bielecki, Tomasz R.
2
Capponi, Agostino
2
Choi, Kyoung Jin
2
Choulli, Tahir
2
Cui, Xiangyu
2
Cvitanić, Jakša
2
Detemple, Jérôme B.
2
El Karoui, Nicole
2
Evstigneev, Igor V.
2
Filipović, Damir
2
Girotto, Bruno
2
He, Xue Dong
2
Kohatsu-Higa, Arturo
2
Løkka, Arne
2
Maccheroni, Fabio
2
Marinacci, Massimo
2
Muthuraman, Kumar
2
Obłój, Jan
2
Ortu, Fulvio
2
Pham, Huyên
2
Shahabuddin, Perwez
2
Shim, Gyoocheol
2
Sim, Melvyn
2
Sulem, Agnès
2
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Mathematical finance : an international journal of mathematics, statistics and financial theory
Working paper / National Bureau of Economic Research, Inc.
1,577
International journal of forecasting
698
European journal of operational research : EJOR
697
Discussion paper / Centre for Economic Policy Research
499
Journal of forecasting
453
Journal of banking & finance
410
NBER working paper series
397
Insurance / Mathematics & economics
340
The American economic review
340
Economics letters
324
Working paper
324
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
322
NBER Working Paper
316
Journal of economic dynamics & control
306
The review of financial studies
303
The journal of finance : the journal of the American Finance Association
295
Applied economics
284
Computers & operations research : and their applications to problems of world concern ; an international journal
266
American journal of agricultural economics
255
The review of economics and statistics
250
Journal of financial economics
245
Journal of econometrics
243
CESifo working papers
235
Journal of monetary economics
220
Finance research letters
219
Management science : journal of the Institute for Operations Research and the Management Sciences
214
Economic modelling
211
Discussion paper / Tinbergen Institute
209
Finance and economics discussion series
202
Discussion paper series / IZA
195
Journal of political economy
194
Applied economics letters
189
International journal of production research
189
Journal of empirical finance
176
Southern economic journal
175
Discussion paper
172
Journal of money, credit and banking : JMCB
171
International journal of theoretical and applied finance
166
Computational economics
165
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41
Better than dynamic mean-variance : time inconsistency and free cash flow stream
Cui, Xiangyu
;
Li, Duan
;
Wang, Shouyang
;
Zhu, Shushang
- In:
Mathematical finance : an international journal of …
22
(
2012
)
2
,
pp. 346-378
Persistent link: https://www.econbiz.de/10009613192
Saved in:
42
Risk horizon and rebalancing horizon in portfolio risk measurement
Glasserman, Paul
- In:
Mathematical finance : an international journal of …
22
(
2012
)
2
,
pp. 214-249
Persistent link: https://www.econbiz.de/10009613204
Saved in:
43
On the Dybvig-Ingersoll-Ross theorem
Kardaras, Constantinos
;
Platen, Eckhard
- In:
Mathematical finance : an international journal of …
22
(
2012
)
4
,
pp. 729-740
Persistent link: https://www.econbiz.de/10009614938
Saved in:
44
The Expected Shortfall of quadratic portfolios with heavy-tailed risk factors
Broda, Simon A.
- In:
Mathematical finance : an international journal of …
22
(
2012
)
4
,
pp. 710-728
Persistent link: https://www.econbiz.de/10009614939
Saved in:
45
Universal semiconstant rebalanced portfolios
Kozat, Suleyman S.
;
Singer, Andrew C.
- In:
Mathematical finance : an international journal of …
21
(
2011
)
2
,
pp. 293-311
Persistent link: https://www.econbiz.de/10008935665
Saved in:
46
Portfolio choice via quantiles
He, Xue Dong
;
Zhou, Xun Yu
- In:
Mathematical finance : an international journal of …
21
(
2011
)
2
,
pp. 203-231
Persistent link: https://www.econbiz.de/10008935692
Saved in:
47
On portfolio choice by maximizing the outperformance probability
Puhalskii, Anatolii A.
- In:
Mathematical finance : an international journal of …
21
(
2011
)
1
,
pp. 145-167
Persistent link: https://www.econbiz.de/10008935697
Saved in:
48
On two approaches to coherent risk contribution
Cherny, Alexander
;
Orlov, Dmitri
- In:
Mathematical finance : an international journal of …
21
(
2011
)
3
,
pp. 557-571
Persistent link: https://www.econbiz.de/10009156014
Saved in:
49
Optimal trade execution in illiquid markets
Bayraktar, Erhan
;
Ludkovski, Michael
- In:
Mathematical finance : an international journal of …
21
(
2011
)
4
,
pp. 681-701
Persistent link: https://www.econbiz.de/10009311660
Saved in:
50
Robust asset allocation with benchmarked objectives
Lim, Andrew E. B.
;
Shanthikumar, J. George
;
Thaisiri Watewai
- In:
Mathematical finance : an international journal of …
21
(
2011
)
4
,
pp. 643-679
Persistent link: https://www.econbiz.de/10009311676
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