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subject:"Portfolio-Management"
type_genre:"Article in journal"
~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"Mathematical methods of operations research"
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Subject
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Portfolio-Management
Theorie
1,090
Theory
1,090
Mathematical programming
212
Mathematische Optimierung
212
Portfolio selection
210
Stochastic process
164
Stochastischer Prozess
164
Option pricing theory
115
Optionspreistheorie
115
Markov chain
89
Markov-Kette
89
Volatility
78
Volatilität
78
Credit risk
68
Hedging
68
Kreditrisiko
68
Derivat
66
Derivative
66
Risiko
52
Risk
52
Yield curve
52
Zinsstruktur
52
Game theory
49
Spieltheorie
49
CAPM
45
Risikomaß
36
Risk measure
36
Dynamic programming
35
Dynamische Optimierung
35
Financial market
35
Finanzmarkt
35
Statistical distribution
35
Statistische Verteilung
35
Börsenkurs
34
Share price
34
Cooperative game
33
Kooperatives Spiel
33
Transaction costs
31
Transaktionskosten
31
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Undetermined
71
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Article
209
Book / Working Paper
1
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Article in journal
Aufsatz in Zeitschrift
210
Conference paper
2
Konferenzbeitrag
2
Collection of articles of several authors
1
Sammelwerk
1
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English
210
Author
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Korn, Ralf
11
Konno, Hiroshi
5
Fabozzi, Frank J.
4
Kraft, Holger
4
Platen, Eckhard
4
Forsyth, Peter A.
3
Frahm, Gabriel
3
Kallsen, Jan
3
Sass, Jörn
3
Wilmott, Paul
3
Wunderlich, Ralf
3
Baviera, Roberto
2
Bäuerle, Nicole
2
Carassus, Laurence
2
Epstein, D.
2
Escobar, Marcos
2
Ewald, Christian-Oliver
2
Frey, Rüdiger
2
Gabih, Abdelali
2
Gardiol, Lucien
2
Hernández-Hernández, Daniel
2
Herzog, Florian
2
Kim, Young Shin
2
Koo, Hyeng-keun
2
Kromer, Eduard
2
Li, Xun
2
Lipton, Alexander
2
Menkens, Olaf
2
Ortobelli, Sergio
2
Overbeck, Ludger
2
Pham, Huyên
2
Pliska, Stanley R.
2
Račev, Svetlozar T.
2
Rudloff, Birgit
2
Rásonyi, Miklós
2
Schwartz, Eduardo S.
2
Schäl, Manfred
2
Seifried, Frank Thomas
2
Soner, Halil Mete
2
Trivellato, Barbara
2
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Published in...
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International journal of theoretical and applied finance
Mathematical methods of operations research
Insurance / Mathematics & economics
277
European journal of operational research : EJOR
270
Journal of banking & finance
237
Finance research letters
166
Journal of economic dynamics & control
165
Mathematical finance : an international journal of mathematics, statistics and financial theory
154
Finance and stochastics
152
Quantitative finance
123
The review of financial studies
99
Management science : journal of the Institute for Operations Research and the Management Sciences
98
Risks : open access journal
98
The journal of portfolio management : a publication of Institutional Investor
98
Journal of financial economics
97
Journal of empirical finance
94
The journal of finance : the journal of the American Finance Association
92
Economic modelling
83
Economics letters
79
The European journal of finance
78
International review of economics & finance : IREF
71
Mathematics and financial economics
71
Computational economics
70
International review of financial analysis
68
The journal of asset management
68
The North American journal of economics and finance : a journal of financial economics studies
64
Journal of risk and financial management : JRFM
63
The journal of portfolio management : JPM
62
Annals of finance
60
Journal of economic theory
60
Journal of mathematical finance
57
Applied economics
55
Applied mathematical finance
49
Journal of investment management : JOIM
47
The journal of investing : JOI
47
Journal of financial and quantitative analysis : JFQA
46
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
44
Financial markets and portfolio management
42
The journal of wealth management
42
Journal of risk
41
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ECONIS (ZBW)
210
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210
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1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
Capital allocation for set-valued risk measures
Centrone, Francesca
;
Rosazza Gianin, Emanuela
- In:
International journal of theoretical and applied finance
23
(
2020
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10012270884
Saved in:
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