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subject:"Portfolio-Management"
type_genre:"Article in journal"
~isPartOf:"Finance research letters"
~isPartOf:"Mathematics and financial economics"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~isPartOf:"The journal of portfolio management : JPM"
~subject:"CAPM"
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Portfolio-Management
CAPM
Theorie
1,305
Theory
1,305
Portfolio selection
364
Börsenkurs
173
Share price
173
Capital income
171
Kapitaleinkommen
171
Risk
155
Risiko
152
Volatility
148
Volatilität
148
Estimation
147
Schätzung
147
Forecasting model
124
Prognoseverfahren
124
Aktienmarkt
77
Stock market
77
Risikomaß
69
Risk measure
69
Financial market
68
Finanzmarkt
68
Risikomanagement
66
Risikoprämie
66
Risk management
66
Risk premium
66
Time series analysis
66
Zeitreihenanalyse
66
Anlageverhalten
62
Behavioural finance
62
Credit risk
62
Financial crisis
62
Finanzkrise
62
Kreditrisiko
62
Risk aversion
59
Stochastic process
59
Stochastischer Prozess
59
ARCH model
58
ARCH-Modell
58
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Undetermined
374
Free
7
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Article
460
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1
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Article in journal
Aufsatz in Zeitschrift
461
Aufsatzsammlung
2
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English
461
Author
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Jarrow, Robert A.
7
Hu, Duni
5
Simonian, Joseph
5
Wang, Hailong
5
Boudt, Kris
4
Dai, Zhifeng
4
Fabozzi, Frank J.
4
Simonato, Jean-Guy
4
Caporin, Massimiliano
3
Huang, Wenli
3
Jang, Bong-Gyu
3
Rosazza Gianin, Emanuela
3
Wang, Yan
3
Wong, Hoi Ying
3
Yang, Jinqiang
3
Altay-Salih, Aslihan
2
Ardia, David
2
Arisoy, Yakup Eser
2
Bayraktar, Erhan
2
Beheshti, Bijan
2
Bellalah, Mondher
2
Bodnar, Taras
2
Bouri, Elie
2
Božović, Miloš
2
Brennan, Michael J.
2
Castañeda, Pablo
2
Chen, Jingnan
2
Chen, Na
2
Cheng, Fengchao
2
Cifuentes, Arturo
2
Csóka, Péter
2
Cvitanić, Jakša
2
Denault, Michel
2
Dunbar, Kwamie
2
Evstigneev, Igor V.
2
Giannikos, Christos
2
Guerard, John Baynard
2
Gupta, Rangan
2
Hammoudeh, Shawkat
2
Hens, Thorsten
2
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Finance research letters
Mathematics and financial economics
The North American journal of economics and finance : a journal of financial economics studies
The journal of portfolio management : JPM
Journal of banking & finance
326
Insurance / Mathematics & economics
287
European journal of operational research : EJOR
282
Journal of economic dynamics & control
264
The journal of finance : the journal of the American Finance Association
227
Journal of financial economics
224
The review of financial studies
216
Mathematical finance : an international journal of mathematics, statistics and financial theory
214
Finance and stochastics
189
International journal of theoretical and applied finance
176
Journal of empirical finance
142
Economics letters
139
Management science : journal of the Institute for Operations Research and the Management Sciences
139
Quantitative finance
133
The journal of portfolio management : a publication of Institutional Investor
109
Economic modelling
107
Journal of economic theory
101
Journal of financial and quantitative analysis : JFQA
101
Risks : open access journal
100
The European journal of finance
98
International review of economics & finance : IREF
97
International review of financial analysis
97
Annals of finance
85
Computational economics
82
Applied economics
77
Journal of risk and financial management : JRFM
74
The journal of asset management
73
Journal of monetary economics
72
Journal of econometrics
70
The journal of futures markets
69
Mathematical methods of operations research
67
Review of quantitative finance and accounting
67
Journal of mathematical economics
66
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
66
Journal of mathematical finance
65
Journal of international money and finance
64
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ECONIS (ZBW)
461
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1
Constructing Bayesian tangency portfolios under short-selling restrictions
Bodnar, Olha
;
Bodnar, Taras
;
Niklasson, Vilhelm
- In:
Finance research letters
62
(
2024
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014530749
Saved in:
2
Procrastination and intertemporal consumption : a three-period extension of the CAPM with irrational agents
Habis, Helga
- In:
Finance research letters
63
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014531535
Saved in:
3
Execution uncertainty of dark pools and portfolio balance
Zhu, Jianchang
;
Sun, Xuchu
;
Li, Tangrong
- In:
Finance research letters
63
(
2024
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014531284
Saved in:
4
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:
5
Moral hazard with excess returns
Blonski, Matthias
;
Lilienfeld-Toal, Ulf von
- In:
Mathematics and financial economics
17
(
2023
)
3
,
pp. 537-572
Persistent link: https://www.econbiz.de/10014381102
Saved in:
6
Optimal portfolios in the presence of stress scenarios : a worst-case approach
Korn, Ralf
;
Müller, Lukas
- In:
Mathematics and financial economics
16
(
2022
)
1
,
pp. 153-185
Persistent link: https://www.econbiz.de/10013167740
Saved in:
7
Robust utility maximizing strategies under model uncertainty and their convergence
Sass, Jörn
;
Westphal, Dorothee
- In:
Mathematics and financial economics
16
(
2022
)
2
,
pp. 367-397
Persistent link: https://www.econbiz.de/10013167940
Saved in:
8
State-dependent volatility feedback effect in the ICAPM
Kilic, Osman
;
Nam, Kiseok
;
O'Connor, Matthew L.
- In:
Finance research letters
59
(
2024
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014445185
Saved in:
9
Mean-variance optimization under affine GARCH : a utility-based solution
Escobar, Marcos
;
Spies, Ben
;
Zagst, Rudi
- In:
Finance research letters
59
(
2024
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014445236
Saved in:
10
Measuring systemic risk contribution : a higher-order moment augmented approach
Wang, Peiwen
;
Huang, Guanglin
- In:
Finance research letters
59
(
2024
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014445409
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