//--> //--> //-->
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"
type_genre:"Article in journal"
~isPartOf:"IMA journal of management mathematics"
~person:"Post, Thierry"
~person:"Siu, Tak Kuen"
~subject:"CAPM"
~subject:"Stochastischer Prozess"
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
| 7 applied filters
Year of publication
From:
To:
Subject
All
Portfolio-Management
CAPM
Stochastischer Prozess
Theorie
3
Theory
3
Markov chain
2
Markov-Kette
2
Basel Accord
1
Basler Akkord
1
Baum-Welch algorithm
1
Capital income
1
Kapitaleinkommen
1
Mathematical programming
1
Mathematische Optimierung
1
Portfolio selection
1
Solvency II
1
Stochastic process
1
Viterbi algorithm
1
Volatility
1
Volatilität
1
chance constrained programming
1
dynamic fund protection
1
hidden Markov model
1
optimal investment
1
portfolio efficient frontier
1
risk capital
1
second-order cone programming
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Post, Thierry
Siu, Tak Kuen
Beraldi, Patrizia
5
Cui, Lirong
3
Bruni, Maria Elena
2
Chen, Zhiping
2
Consigli, Giorgio
2
Date, Paresh
2
De Simone, Francesco
2
Gashi, Bujar
2
Liao, Haitao
2
Rong, Ximin
2
Violi, Antonio
2
Wong, Hoi Ying
2
Zhao, Hui
2
Almeida-Filho, Adiel T. de
1
Amirteimoori, Alireza
1
Asimit, Alexandru V.
1
Baccarin, Stefano
1
Badescu, Alexandru M.
1
Baltas, Ioannis
1
Barton, Russell R.
1
Beißer, Marcel
1
Bustreo, R.
1
Bustreo, Roberto
1
Castellano, Rosella
1
Cerqueti, Roy
1
Cha, Ji Hwan
1
Chang, Hao
1
Chaudhuri, Kripasindhu
1
Chen, Jingnan
1
Cheng, Yuyang
1
Chiu, Mei Choi
1
Cirillo, Pasquale
1
Conforti, D.
1
Costabile, Massimo
1
Das Roy, Monami
1
Date, P.
1
Dong, Qinglai
1
Duck, Peter W.
1
Egozcue, MartÃn
1
more ...
less ...
Published in...
All
IMA journal of management mathematics
Insurance / Mathematics & economics
5
Journal of banking & finance
4
Management science : journal of the Institute for Operations Research and the Management Sciences
4
Annals of finance
3
Economic modelling
3
Annals of operations research
2
Asia-Pacific financial markets
2
OR spectrum : quantitative approaches in management
2
Applied mathematical finance
1
Decisions in economics and finance : a journal of applied mathematics
1
European journal of operational research : EJOR
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometrics
1
Journal of empirical finance
1
Journal of financial and quantitative analysis : JFQA
1
Mathematical methods of operations research
1
Mathematical methods of operations research : ZOR
1
Operations research letters
1
Risk and decision analysis
1
Risks : open access journal
1
The econometrics journal
1
The journal of finance : the journal of the American Finance Association
1
The review of economics and statistics
1
The review of financial studies
1
more ...
less ...
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Pricing dynamic fund protection under hidden Markov models
Fan, Kun
;
Shen, Yang
;
Siu, Tak Kuen
;
Wang, Rongming
- In:
IMA journal of management mathematics
29
(
2018
)
1
,
pp. 99-117
Persistent link: https://www.econbiz.de/10011858973
Saved in:
2
Capital requirements and optimal investment with solvency probability constraints
Asimit, Alexandru V.
;
Badescu, Alexandru M.
;
Siu, Tak Kuen
- In:
IMA journal of management mathematics
26
(
2015
)
4
,
pp. 345-375
Persistent link: https://www.econbiz.de/10011515664
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->