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subject:"Portfolio-Management"
type_genre:"Article in journal"
~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~isPartOf:"Mathematical methods of operations research"
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Portfolio-Management
Theorie
895
Theory
895
Mathematical programming
191
Mathematische Optimierung
191
Portfolio selection
111
USA
97
United States
97
CAPM
67
Markov chain
64
Markov-Kette
64
Game theory
53
Spieltheorie
53
Stochastic process
53
Stochastischer Prozess
53
Capital income
49
Kapitaleinkommen
49
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47
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47
Option pricing theory
39
Optionspreistheorie
39
Risiko
38
Risk
38
Cooperative game
33
Derivat
33
Derivative
33
Kooperatives Spiel
33
Yield curve
31
Zinsstruktur
31
Estimation
30
Schätzung
30
Hedging
29
Scheduling problem
28
Scheduling-Verfahren
28
Dynamic programming
26
Dynamische Optimierung
26
Capital structure
24
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Article
111
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Article in journal
Aufsatz in Zeitschrift
111
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English
111
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Korn, Ralf
5
Hernández-Hernández, Daniel
2
Hilliard, Jimmy E.
2
Jordan, Susan D.
2
Kallsen, Jan
2
Koo, Hyeng-keun
2
Kraft, Holger
2
Schwartz, Eduardo S.
2
Schäl, Manfred
2
Soner, Halil Mete
2
Adler, Michael
1
Ahn, Seryoong
1
Albeverio, Sergio
1
Alvarez, Luis H. R.
1
Aoki, Yoshimitsu
1
Azcue, Pablo
1
Bade, Alexander
1
Bai, Lihua
1
Baran, Michał
1
Barz, C.
1
Baumann, Philipp
1
Bayraktar, Erhan
1
Best, Michael J.
1
Bi, Junna
1
Bick, Avi
1
Bielecki, Thomas
1
Björk, Tomas
1
Blanchard, Romain
1
Booth, James R.
1
Bäuerle, Nicole
1
Carassus, Laurence
1
Carleton, Willard T.
1
Chambers, Donald Robert
1
Chen, An
1
Chen, Hsiu-lang
1
Chen, Lihua
1
Chen, Nai-fu
1
Chen, Shuang
1
Choi, Kyoung Jin
1
Choi, Kyung-Jin
1
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Journal of financial and quantitative analysis : JFQA
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
International journal of theoretical and applied finance
145
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
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)
111
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1
Worst-case portfolio optimization in discrete time
Chen, Lihua
;
Korn, Ralf
- In:
Mathematical methods of operations research
90
(
2019
)
2
,
pp. 197-227
Persistent link: https://www.econbiz.de/10012132709
Saved in:
2
Nonconcave robust optimization with discrete strategies under Knightian uncertainty
Neufeld, Ariel
;
Ṥikić, Mario
- In:
Mathematical methods of operations research
90
(
2019
)
2
,
pp. 229-253
Persistent link: https://www.econbiz.de/10012132710
Saved in:
3
How does illiquidity affect delegated portfolio choice?
Dai, Min
;
Goncalves-Pinto, Luis
;
Xu, Jing
- In:
Journal of financial and quantitative analysis : JFQA
54
(
2019
)
2
,
pp. 539-585
Persistent link: https://www.econbiz.de/10012138916
Saved in:
4
Stock price co-movement and the foundations of pairs trading
Farago, Adam
;
Hjalmarsson, Erik
- In:
Journal of financial and quantitative analysis : JFQA
54
(
2019
)
2
,
pp. 629-665
Persistent link: https://www.econbiz.de/10012138924
Saved in:
5
Optimal Consumption and Investment under Time-Varying Liquidity Constraints
Ahn, Seryoong
;
Choi, Kyoung Jin
;
Lim, Byung Hwa
- In:
Journal of financial and quantitative analysis : JFQA
54
(
2019
)
4
,
pp. 1643-1681
Persistent link: https://www.econbiz.de/10012139951
Saved in:
6
New evidence on conditional factor models
Cooper, Ilan
;
Maio, Paulo
- In:
Journal of financial and quantitative analysis : JFQA
54
(
2019
)
5
,
pp. 1975-2016
Persistent link: https://www.econbiz.de/10012140056
Saved in:
7
An exact solution to a robust portfolio choice problem with multiple risk measures under ambiguous distribution
Kang, Zhilin
;
Li, Zhongfei
- In:
Mathematical methods of operations research
87
(
2018
)
2
,
pp. 169-195
Persistent link: https://www.econbiz.de/10011873984
Saved in:
8
Quantile Hedging in a semi-static market with model uncertainty
Bayraktar, Erhan
;
Wang, Gu
- In:
Mathematical methods of operations research
87
(
2018
)
2
,
pp. 197-277
Persistent link: https://www.econbiz.de/10011873985
Saved in:
9
Life-cycle asset allocation with ambiguity aversion and learning
Peijnenburg, Kim
- In:
Journal of financial and quantitative analysis : JFQA
53
(
2018
)
5
,
pp. 1962-1994
Persistent link: https://www.econbiz.de/10011959061
Saved in:
10
No-arbitrage and optimal investment with possibly non-concave utilities : a measure theoretical approach
Blanchard, Romain
;
Carassus, Laurence
;
Rásonyi, Miklós
- In:
Mathematical methods of operations research
88
(
2018
)
2
,
pp. 241-281
Persistent link: https://www.econbiz.de/10011935667
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