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subject:"Portfolio-Management"
type_genre:"Sammlung"
~person:"Amilon, Henrik"
~person:"Dai, Min"
~person:"Giuzio, Margherita"
~subject:"Option pricing theory"
~type_genre:"Article in journal"
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Search: subject_exact:"Theory"
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Subject
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Portfolio-Management
Option pricing theory
Theorie
31
Theory
31
Portfolio selection
16
Optionspreistheorie
8
Liquidity
4
Liquidität
4
Transaction costs
4
Transaktionskosten
4
CAPM
3
Option trading
3
Optionsgeschäft
3
Search theory
3
Stochastic process
3
Stochastischer Prozess
3
Suchtheorie
3
Volatility
3
Volatilität
3
ARCH model
2
ARCH-Modell
2
Anlageverhalten
2
Behavioural finance
2
Börsenkurs
2
Capital gains tax
2
Capital income
2
Entropie
2
Entropy
2
Hedging
2
Investment Fund
2
Investmentfonds
2
Kapitaleinkommen
2
Mathematical programming
2
Mathematische Optimierung
2
Neural networks
2
Neuronale Netze
2
Risikoprämie
2
Risk premium
2
Share price
2
Sparsity
2
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Undetermined
11
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Article
21
Book / Working Paper
2
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Sammlung
Article in journal
Aufsatz in Zeitschrift
21
Graue Literatur
6
Non-commercial literature
6
Arbeitspapier
4
Aufsatz im Buch
4
Book section
4
Working Paper
4
Collection of articles written by one author
2
Hochschulschrift
2
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1
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English
23
Author
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Amilon, Henrik
Dai, Min
Giuzio, Margherita
Fabozzi, Frank J.
43
Korn, Ralf
31
Jarrow, Robert A.
27
Escobar, Marcos
26
Forsyth, Peter A.
25
Li, Duan
25
Prigent, Jean-Luc
25
Wong, Wing Keung
25
Madan, Dilip B.
22
Zagst, Rudi
22
Schwartz, Eduardo S.
21
Wong, Hoi Ying
21
Carr, Peter
20
Markowitz, Harry
20
Glasserman, Paul
19
Platen, Eckhard
19
Wang, Ruodu
18
Cvitanić, Jakša
17
Gollier, Christian
17
Levy, Haim
17
Vetzal, Kenneth R.
17
Das, Sanjiv R.
16
Lioui, Abraham
16
Post, Thierry
16
Kwok, Yue-Kuen
15
Li, Zhongfei
15
Rüschendorf, Ludger
15
Siu, Tak Kuen
15
Vanduffel, Steven
15
Yao, Haixiang
15
Bellalah, Mondher
14
Chen, Zhiping
14
Cui, Xiangyu
14
Li, Xun
14
Liang, Zongxia
14
Lo, Andrew W.
14
Young, Virginia R.
14
Zariphopoulou-Souganidis, Thaleia
14
Zhou, Guofu
14
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Published in...
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Management science : journal of the Institute for Operations Research and the Management Sciences
5
Journal of economic dynamics & control
3
Mathematical finance : an international journal of mathematics, statistics and financial theory
3
Computational Management Science : CMS
1
Decisions in economics and finance : DEF ; a journal of applied mathematics
1
Digital finance : smart data analytics, investment innovation, and financial technology
1
Journal of economic theory
1
Journal of financial and quantitative analysis : JFQA
1
Journal of forecasting
1
Lund economic studies
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
Review of economic dynamics
1
The journal of computational finance
1
The journal of futures markets
1
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Source
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ECONIS (ZBW)
23
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1
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10
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23
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date (oldest first)
1
Learning equilibrium mean-variance strategy
Dai, Min
;
Dong, Yuchao
;
Jia, Yanwei
- In:
Mathematical finance : an international journal of …
33
(
2023
)
4
,
pp. 1166-1212
Persistent link: https://www.econbiz.de/10014370647
Saved in:
2
A rational theory for disposition effects
Dai, Min
;
Jiang, Yipeng
;
Liu, Hong
;
Xu, Jing
- In:
Review of economic dynamics
47
(
2023
),
pp. 131-157
Persistent link: https://www.econbiz.de/10013555831
Saved in:
3
Nonconcave utility maximization with portfolio bounds
Dai, Min
;
Kou, Steven
;
Qian, Shuaijie
;
Wan, Xiangwei
- In:
Management science : journal of the Institute for …
68
(
2022
)
11
,
pp. 8368-8385
Persistent link: https://www.econbiz.de/10014280204
Saved in:
4
A dynamic mean-variance analysis for log returns
Dai, Min
;
Jin, Hanqing
;
Kou, Steven
;
Xu, Yuhong
- In:
Management science : journal of the Institute for …
67
(
2021
)
2
,
pp. 1093-1108
Persistent link: https://www.econbiz.de/10012505370
Saved in:
5
Robo-advising : a dynamic mean-variance approach
Dai, Min
;
Jin, Hanqing
;
Kou, Steven
;
Xu, Yuhong
- In:
Digital finance : smart data analytics, investment …
3
(
2021
)
2
,
pp. 81-97
Persistent link: https://www.econbiz.de/10012615275
Saved in:
6
Incomplete information and the liquidity premium puzzle
Chen, Yingshan
;
Dai, Min
;
Goncalves-Pinto, Luis
;
Xu, Jing
; …
- In:
Management science : journal of the Institute for …
67
(
2021
)
9
,
pp. 5703-5729
Persistent link: https://www.econbiz.de/10012650154
Saved in:
7
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:
8
Un-diversifying during crises : is it a good idea?
Giuzio, Margherita
;
Paterlini, Sandra
- In:
Computational Management Science : CMS
16
(
2019
)
3
,
pp. 401-432
Persistent link: https://www.econbiz.de/10012053146
Saved in:
9
Portfolio selection with capital gains tax, recursive utility, and regime switching
Cai, Jiatu
;
Chen, Xinfu
;
Dai, Min
- In:
Management science : journal of the Institute for …
64
(
2018
)
5
,
pp. 2308-2324
Persistent link: https://www.econbiz.de/10011874111
Saved in:
10
Genetic algorithm versus classical methods in sparse index tracking
Giuzio, Margherita
- In:
Decisions in economics and finance : DEF ; a journal of …
40
(
2017
)
1/2
,
pp. 243-256
Persistent link: https://www.econbiz.de/10011997732
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