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subject:"Portfolio-Management"
~isPartOf:"International journal of theoretical and applied finance"
~subject:"Mathematische Optimierung"
~subject:"Risikoaversion"
~subject:"Risikomaß"
~subject:"Volatilität"
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Portfolio-Management
Mathematische Optimierung
Risikoaversion
Risikomaß
Volatilität
Risiko
61
Risk
61
Theorie
36
Theory
36
Portfolio selection
26
Option pricing theory
17
Optionspreistheorie
17
Risk measure
16
Measurement
14
Messung
14
Risikomanagement
10
Risk management
10
Volatility
9
CAPM
7
Stochastic process
7
Stochastischer Prozess
7
Credit risk
5
Decision under uncertainty
5
Entscheidung unter Unsicherheit
5
Kreditrisiko
5
Derivat
4
Derivative
4
Hedging
4
Mathematical programming
4
Risikoprämie
4
Risk aversion
4
Risk premium
4
Statistical distribution
4
Statistische Verteilung
4
Dividend
3
Dividende
3
Experiment
3
Financial market
3
Finanzmarkt
3
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English
41
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Biglova, Almira
2
Chen, Yanhong
2
Fabozzi, Frank J.
2
Gardiol, Lucien
2
Hu, Yijun
2
Ortobelli, Sergio
2
Račev, Svetlozar T.
2
Rudloff, Birgit
2
Stoyanov, Stoyan
2
Yamazaki, Akira
2
Altay, Sühan
1
Ararat, Çağin
1
Auer, Benjamin R.
1
Bares, Pierre-Antoine
1
Benth, Fred Espen
1
Biedova, Olga
1
Bradley, Brendan O.
1
Brigo, Damiano
1
Buff, Robert
1
Capponi, Agostino
1
Cassese, Gianluca
1
Centrone, Francesca
1
Clémençon, Stéphan
1
Colaneri, Katia
1
Cont, R.
1
Dokučaev, Nikolaj G.
1
Dorfleitner, Gregor
1
Eksi-Altay, Zehra
1
El Hajjaji, Omar
1
Faff, Robert W.
1
Faidi, Wahid
1
Frahm, Gabriel
1
Framstad, Nils Chr.
1
Galagedera, Don U. A.
1
Gibson, Rajna
1
Gouriéroux, Christian
1
Guambe, Calisto
1
Gyger, S.
1
Hamel, Andreas
1
Hui, Cho H.
1
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International journal of theoretical and applied finance
Insurance / Mathematics & economics
190
European journal of operational research : EJOR
173
Finance research letters
166
Journal of banking & finance
105
International review of financial analysis
94
NBER working paper series
94
Energy economics
90
International review of economics & finance : IREF
83
Risks : open access journal
83
Economic modelling
79
Economics letters
73
NBER Working Paper
73
The North American journal of economics and finance : a journal of financial economics studies
70
Working paper / National Bureau of Economic Research, Inc.
68
Applied economics
65
Management science : journal of the Institute for Operations Research and the Management Sciences
59
Journal of financial economics
58
Journal of empirical finance
55
CESifo working papers
52
Working paper
52
Applied economics letters
50
Quantitative finance
45
Finance and stochastics
44
Discussion paper / Centre for Economic Policy Research
42
Discussion paper / Tinbergen Institute
41
Journal of economic dynamics & control
41
Pacific-Basin finance journal
39
The journal of asset management
39
Journal of risk and financial management : JRFM
38
Journal of mathematical economics
37
Research in international business and finance
36
Discussion papers / CEPR
35
Operations research
35
Journal of risk
34
The European journal of finance
34
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
34
Journal of economic behavior & organization : JEBO
33
Mathematics and financial economics
33
Research paper series / Swiss Finance Institute
33
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ECONIS (ZBW)
41
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41
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1
Comparing the small-sample estimation error of conceptually different risk measures
Auer, Benjamin R.
;
Schuhmacher, Frank
- In:
International journal of theoretical and applied finance
24
(
2021
)
5
,
pp. 1-21
Persistent link: https://www.econbiz.de/10012662011
Saved in:
2
Dynamic probabilistic forecasting with uncertainty
Benth, Fred Espen
;
Kutrolli, Gleda
;
Stefani, Silvana
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012807773
Saved in:
3
Portfolio allocation in a Levy-type jump-diffusion model with nonlife insurance risk
Serrano, Rafael
- In:
International journal of theoretical and applied finance
24
(
2021
)
1
,
pp. 1-34
Persistent link: https://www.econbiz.de/10012650242
Saved in:
4
An ergodic BSDE risk representation in a jump-diffusion framework
Guambe, Calisto
;
Mabitsela, Lesedi
;
Kufakunesu, Rodwell
- In:
International journal of theoretical and applied finance
24
(
2021
)
3
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012652631
Saved in:
5
Coherent risk measures and normal mixture distributions with applications in portfolio optimization
Shi, Xiang
;
Kim, Young Shin
- In:
International journal of theoretical and applied finance
24
(
2021
)
4
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012652709
Saved in:
6
Robust utility maximization in a multivariate financial market with stochastic drift
Sass, Jörn
;
Westphal, Dorothee
- In:
International journal of theoretical and applied finance
24
(
2021
)
4
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012652713
Saved in:
7
Capital allocation for set-valued risk measures
Centrone, Francesca
;
Rosazza Gianin, Emanuela
- In:
International journal of theoretical and applied finance
23
(
2020
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10012270884
Saved in:
8
Multiplier optimization for constant proportion portfolio insurance (cppi) strategy
Biedova, Olga
;
Steblovskaya, Victoria
- In:
International journal of theoretical and applied finance
23
(
2020
)
2
,
pp. 1-22
Persistent link: https://www.econbiz.de/10012270906
Saved in:
9
Measuring model risk in financial risk management and pricing
Jokhadze, Valeriane
;
Schmidt, Wolfgang M.
- In:
International journal of theoretical and applied finance
23
(
2020
)
2
,
pp. 1-37
Persistent link: https://www.econbiz.de/10012270928
Saved in:
10
Set-valued dynamic risk measures for bounded discrete-time processes
Chen, Yanhong
;
Hu, Yijun
- In:
International journal of theoretical and applied finance
23
(
2020
)
3
,
pp. 1-42
Persistent link: https://www.econbiz.de/10012270994
Saved in:
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