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subject:"Portfolio-Management"
type_genre:"Article in journal"
~isPartOf:"Journal of mathematical finance"
~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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Year of publication
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Subject
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Portfolio-Management
CAPM
Theorie
792
Theory
792
Portfolio selection
254
Risiko
99
Risk
99
Börsenkurs
91
Share price
91
Estimation
81
Schätzung
81
Volatility
78
Volatilität
78
Capital income
72
Kapitaleinkommen
72
Forecasting model
61
Prognoseverfahren
61
Stochastic process
59
Stochastischer Prozess
59
Risikomaß
48
Risk measure
48
Risikomanagement
45
Risk management
45
Financial market
44
Finanzmarkt
44
Mathematical programming
42
Mathematische Optimierung
42
Aktienmarkt
38
Stock market
38
Credit risk
37
Kreditrisiko
37
Financial crisis
36
Finanzkrise
36
Measurement
35
Messung
35
Hedging
34
Time series analysis
32
Zeitreihenanalyse
32
Risikoaversion
30
Risk aversion
30
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Undetermined
225
Free
4
Type of publication
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Article
304
Book / Working Paper
2
Type of publication (narrower categories)
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Article in journal
Aufsatz in Zeitschrift
306
Aufsatzsammlung
2
Collection of articles of several authors
1
Sammelwerk
1
Language
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English
306
Author
All
Hu, Duni
5
Simonian, Joseph
5
Wang, Hailong
5
Jarrow, Robert A.
4
Alghalith, Moawia
3
Caporin, Massimiliano
3
Dai, Zhifeng
3
Fabozzi, Frank J.
3
Kolm, Petter N.
3
Nkeki, Charles I.
3
Rosazza Gianin, Emanuela
3
Simonato, Jean-Guy
3
An, Yunbi
2
Beheshti, Bijan
2
Bellalah, Mondher
2
Charles, Wilson Mahera
2
Chen, Na
2
Cheng, Fengchao
2
Cvitanić, Jakša
2
Evstigneev, Igor V.
2
Guerard, John Baynard
2
Guéant, Olivier
2
Hammoudeh, Shawkat
2
Hixon, Scott
2
Huang, Wenli
2
Iwaki, Hideki
2
Jiang, Chonghui
2
Jin, Xiu
2
Jouini, Elyès
2
Kang, Jangkoo
2
Koch Medina, Pablo
2
Kountzakis, Christos E.
2
Kritzman, Mark
2
Li, Jinfang
2
Liang, Gechun
2
Ma, Chaoqun
2
Ma, Yongkai
2
Maggis, Marco
2
Markowitz, Harry
2
Mataramvura, Sure
2
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Published in...
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Journal of mathematical finance
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
278
Journal of economic dynamics & control
263
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 research letters
205
Finance and stochastics
189
International journal of theoretical and applied finance
176
Economics letters
139
Journal of empirical finance
138
Management science : journal of the Institute for Operations Research and the Management Sciences
136
Quantitative finance
128
The journal of portfolio management : a publication of Institutional Investor
109
Economic modelling
104
Journal of economic theory
101
Journal of financial and quantitative analysis : JFQA
101
Risks : open access journal
100
International review of economics & finance : IREF
96
International review of financial analysis
94
The European journal of finance
94
Annals of finance
84
Computational economics
81
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
68
Mathematical methods of operations research
67
Journal of mathematical economics
66
Review of quantitative finance and accounting
66
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
66
Journal of international money and finance
64
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ECONIS (ZBW)
306
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306
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1
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:
2
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:
3
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:
4
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:
5
Valuing a lost opportunity : an alternative perspective on the illiquidity discount
Baz, Jamil
;
Sapra, Steve
;
Stracke, Christian
;
Zhao, Wentao
- In:
The journal of portfolio management : JPM
47
(
2021
)
3
,
pp. 112-121
Persistent link: https://www.econbiz.de/10012423066
Saved in:
6
Non-concave portfolio optimization with average value-at-risk
Zhang, Fangyuan
- In:
Mathematics and financial economics
17
(
2023
)
2
,
pp. 203-237
Persistent link: https://www.econbiz.de/10014328920
Saved in:
7
Cross-sectional implications of dynamic asset pricing with stochastic volatility and ambiguity aversion
Lago-Balsalobre, Rubén
;
Rojo-Suárez, Javier
; …
- In:
The North American journal of economics and finance : a …
66
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014483620
Saved in:
8
Information asymmetry, sentiment interactions, and asset price
Zhang, Xuetong
;
Zhang, Weiguo
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014483999
Saved in:
9
Cross-industry asset allocation with the spatial interaction on multiple risk transmission channels
Chen, Na
;
Jin, Xiu
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014484000
Saved in:
10
Stock-level sentiment contagion and the cross-section of stock returns
Zhou, Liyun
;
Chen, Dongqiao
;
Huang, Jialiang
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014485274
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