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subject:"Portfolio-Management"
type_genre:"Sammlung"
~person:"Bernard, Carole"
~person:"Kraft, Holger"
~person:"Platen, Eckhard"
~subject:"Expected utility"
~type_genre:"Aufsatz in Zeitschrift"
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Portfolio-Management
Expected utility
Theorie
76
Theory
76
Portfolio selection
39
Stochastic process
13
Stochastischer Prozess
13
Risikomaß
8
Risk measure
8
CAPM
7
Risikomanagement
7
Risk management
7
Volatility
7
Volatilität
7
Benchmarking
6
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6
Erwartungsnutzen
6
Hedging
6
Risiko
6
Risk
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Share price
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Yield curve
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Aktienindex
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43
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Sammlung
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43
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37
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Graue Literatur
36
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43
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Bernard, Carole
Kraft, Holger
Platen, Eckhard
Fabozzi, Frank J.
41
Korn, Ralf
29
Wong, Wing Keung
28
Escobar, Marcos
27
Li, Duan
25
Grant, Simon
24
Zagst, Rudi
21
Gollier, Christian
20
Markowitz, Harry
20
Prigent, Jean-Luc
20
Wang, Ruodu
20
Wong, Hoi Ying
18
Eeckhoudt, Louis R.
17
Forsyth, Peter A.
17
Jarrow, Robert A.
16
Levy, Haim
16
Post, Thierry
16
Li, Zhongfei
15
Lioui, Abraham
15
Marinacci, Massimo
15
Vanduffel, Steven
15
Yao, Haixiang
15
Chen, Zhiping
14
Cui, Xiangyu
14
Cvitanić, Jakša
14
Eichberger, Jürgen
14
Karni, Edi
14
Liang, Zongxia
14
Rüschendorf, Ludger
14
Satchell, Stephen
14
Wakker, Peter P.
14
Young, Virginia R.
14
Hens, Thorsten
13
Kwon, Roy H.
13
Maurer, Raimond
13
Sass, Jörn
13
Schenk-Hoppé, Klaus Reiner
13
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Mathematical finance : an international journal of mathematics, statistics and financial theory
8
International journal of theoretical and applied finance
7
European journal of operational research : EJOR
3
Journal of economic dynamics & control
3
Asia-Pacific financial markets
2
Finance and stochastics
2
Insurance / Mathematics & economics
2
Journal of banking & finance
2
Mathematical methods of operations research
2
Mathematics and financial economics
2
ASTIN bulletin : the journal of the International Actuarial Association
1
Asia-Pacific journal of risk and insurance : APJRI
1
Australian economic papers
1
Economics letters
1
Journal of mathematical economics
1
Journal of the Operational Research Society
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
The European journal of finance
1
The Kyoto economic review
1
The journal of risk and insurance : the journal of the American Risk and Insurance Association
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ECONIS (ZBW)
43
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43
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1
Robust distortion risk measures
Bernard, Carole
;
Pesenti, Silvana M.
;
Vanduffel, Steven
- In:
Mathematical finance : an international journal of …
34
(
2024
)
3
,
pp. 774-818
Persistent link: https://www.econbiz.de/10014565274
Saved in:
2
Pandemic portfolio choice
Kraft, Holger
;
Weiss, Farina
- In:
European journal of operational research : EJOR
305
(
2023
)
1
,
pp. 451-462
Persistent link: https://www.econbiz.de/10013479223
Saved in:
3
Bequest motives in consumption-portfolio decisions with recursive utility
Kraft, Holger
;
Munk, Claus
;
Weiss, Farina
- In:
Journal of banking & finance
138
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013461758
Saved in:
4
Optimal annuity demand for general expected utility agents
Bernard, Carole
;
De Gennaro Aquino, Luca
;
Levante, Lucia
- In:
Insurance / Mathematics & economics
101
(
2021
)
1
,
pp. 70-79
Persistent link: https://www.econbiz.de/10012793910
Saved in:
5
Dynamic asset allocation for target date funds under the benchmark approach
Sun, Jin
;
Zhu, Dan
;
Platen, Eckhard
- In:
ASTIN bulletin : the journal of the International …
51
(
2021
)
2
,
pp. 449-474
Persistent link: https://www.econbiz.de/10012523252
Saved in:
6
Range value-at-risk bounds for unimodal distributions under partial information
Bernard, Carole
;
Kazzi, Rodrigue
;
Vanduffel, Steven
- In:
Insurance / Mathematics & economics
94
(
2020
),
pp. 9-24
Persistent link: https://www.econbiz.de/10012419085
Saved in:
7
Approximating the growth optimal portfolio and stock price bubbles
Platen, Eckhard
;
Rendek, Renata
- In:
International journal of theoretical and applied finance
23
(
2020
)
7
,
pp. 1-33
Persistent link: https://www.econbiz.de/10012496905
Saved in:
8
Dynamic asset allocation with relative wealth concerns in incomplete markets
Kraft, Holger
;
Meyer-Wehmann, André
;
Seifried, Frank Thomas
- In:
Journal of economic dynamics & control
113
(
2020
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012502492
Saved in:
9
Optimal strategies under Omega ratio
Bernard, Carole
;
Vanduffel, Steven
;
Ye, Jiang
- In:
European journal of operational research : EJOR
275
(
2019
)
2
,
pp. 755-767
Persistent link: https://www.econbiz.de/10011993573
Saved in:
10
A new efficiency test for ranking investments : application to hedge fund performance
Bernard, Carole
;
Vanduffel, Steven
;
Ye, Jiang
- In:
Economics letters
181
(
2019
),
pp. 203-207
Persistent link: https://www.econbiz.de/10012121794
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