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subject:"Portfolio-Management"
type_genre:"Article in journal"
~person:"Cvitanić, Jakša"
~type_genre:"Collection of articles written by one author"
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Portfolio-Management
Theorie
26
Theory
26
Portfolio selection
14
Hedging
7
Agency theory
4
Option pricing theory
4
Optionspreistheorie
4
Prinzipal-Agent-Theorie
4
Börsenkurs
3
Option trading
3
Optionsgeschäft
3
Risiko
3
Risk
3
Share price
3
Transaction costs
3
Transaktionskosten
3
Aktienoption
2
CAPM
2
Eigeninteresse
2
Equilibrium model
2
Financial market
2
Finanzmarkt
2
Finanzmathematik
2
Gleichgewichtsmodell
2
Incomplete information
2
Incomplete market
2
Mathematical finance
2
Monte Carlo simulation
2
Monte-Carlo-Simulation
2
Risikomanagement
2
Risk management
2
Self-interest
2
Stock option
2
Unvollkommene Information
2
Unvollkommener Markt
2
Volatility
2
Volatilität
2
Agent-based modeling
1
Agentenbasierte Modellierung
1
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Type of publication
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Article
14
Type of publication (narrower categories)
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Article in journal
Collection of articles written by one author
Aufsatz in Zeitschrift
14
Arbeitspapier
5
Graue Literatur
5
Non-commercial literature
5
Working Paper
5
Aufsatz im Buch
1
Book section
1
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English
14
Author
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Cvitanić, Jakša
Fabozzi, Frank J.
41
Korn, Ralf
29
Escobar, Marcos
26
Li, Duan
25
Wong, Wing Keung
25
Zagst, Rudi
21
Markowitz, Harry
20
Prigent, Jean-Luc
20
Wang, Ruodu
18
Forsyth, Peter A.
17
Wong, Hoi Ying
17
Gollier, Christian
16
Post, Thierry
16
Jarrow, Robert A.
15
Levy, Haim
15
Li, Zhongfei
15
Lioui, Abraham
15
Platen, Eckhard
15
Vanduffel, Steven
15
Yao, Haixiang
15
Chen, Zhiping
14
Cui, Xiangyu
14
Liang, Zongxia
14
Rüschendorf, Ludger
14
Kwon, Roy H.
13
Sass, Jörn
13
Siu, Tak Kuen
13
Zeng, Yan
13
Zhou, Guofu
13
Dai, Min
12
Guerard, John Baynard
12
Kim, Woo Chang
12
Koo, Hyeng-keun
12
Kraft, Holger
12
Li, Xun
12
Lo, Andrew W.
12
Maurer, Raimond
12
Račev, Svetlozar T.
12
Schenk-Hoppé, Klaus Reiner
12
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Journal of economic dynamics & control
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Mathematics and financial economics
2
Annals of finance
1
Finance and stochastics
1
Journal of economic theory
1
Journal of financial economics
1
Journal of mathematical economics
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Review of finance : journal of the European Finance Association
1
The review of financial studies
1
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ECONIS (ZBW)
14
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1
Competition in portfolio management : theory and experiment
Asparouhova, Elena
;
Bossaerts, Peter L.
;
Čopič, Jernej
; …
- In:
Management science : journal of the Institute for …
61
(
2015
)
8
,
pp. 1868-1888
Persistent link: https://www.econbiz.de/10011338808
Saved in:
2
On managerial risk-taking incentives when compensation may be hedged against
Cvitanić, Jakša
;
Henderson, Vicky
;
Lazrak, Ali
- In:
Mathematics and financial economics
8
(
2014
)
4
,
pp. 453-471
Persistent link: https://www.econbiz.de/10010491928
Saved in:
3
Nonmyopic optimal portfolios in viable markets
Cvitanić, Jakša
;
Malamud, Semyon
- In:
Mathematics and financial economics
8
(
2014
)
1
,
pp. 71-108
Persistent link: https://www.econbiz.de/10010235416
Saved in:
4
Financial markets equilibrium with heterogeneous agents
Cvitanić, Jakša
;
Jouini, Elyès
;
Malamud, Semyon
; …
- In:
Review of finance : journal of the European Finance …
16
(
2012
)
1
,
pp. 285-321
Persistent link: https://www.econbiz.de/10009520598
Saved in:
5
Price impact and portfolio impact
Cvitanić, Jakša
;
Malamud, Semyon
- In:
Journal of financial economics
100
(
2011
)
1
,
pp. 201-225
Persistent link: https://www.econbiz.de/10009241218
Saved in:
6
Optimal portfolio allocation with higher moments
Cvitanić, Jakša
;
Polimenis, Vassilis
;
Zapatero, Fernando
- In:
Annals of finance
4
(
2008
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10003589408
Saved in:
7
Optimal risk-sharing with effort and project choice
Cadenillas, Abel
;
Cvitanić, Jakša
;
Zapatero, Fernando
- In:
Journal of economic theory
133
(
2007
)
1
,
pp. 403-440
Persistent link: https://www.econbiz.de/10003445723
Saved in:
8
Dynamic portfolio choice with parameter uncertainty and the economic value of analysts' recommendations
Cvitanić, Jakša
;
Lazrak, Ali
;
Martellini, Lionel
; …
- In:
The review of financial studies
19
(
2006
)
4
,
pp. 1113-1156
Persistent link: https://www.econbiz.de/10003391743
Saved in:
9
Monte Carlo computation of optimal portfolios in complete markets
Cvitanić, Jakša
;
Goukasian, Levon
;
Zapatero, Fernando
- In:
Journal of economic dynamics & control
27
(
2003
)
6
,
pp. 971-986
Persistent link: https://www.econbiz.de/10001734464
Saved in:
10
Efficient computation of hedging portfolios for options with discontinuous payoffs
Cvitanić, Jakša
;
Ma, Jin
;
Jianfeng Zhang
- In:
Mathematical finance : an international journal of …
13
(
2003
)
1
,
pp. 135-151
Persistent link: https://www.econbiz.de/10001765668
Saved in:
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