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subject:"Wirtschaftswissenschaft"
type_genre:"Collection of articles written by one author"
~isPartOf:"Quantitative finance"
~subject:"Portfolio selection"
~type_genre:"Article in journal"
~type_genre:"Biografie"
~type_genre:"Book section"
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Wirtschaftswissenschaft
Portfolio selection
Theorie
297
Theory
297
Portfolio-Management
123
Stochastic process
54
Stochastischer Prozess
54
Forecasting model
50
Prognoseverfahren
50
Volatility
48
Volatilität
48
Börsenkurs
43
Share price
43
Risikomaß
37
Risk measure
37
Risiko
36
Risk
36
Capital income
35
Kapitaleinkommen
35
Estimation
32
Schätzung
32
Mathematical programming
27
Mathematische Optimierung
27
Risikomanagement
27
Risk management
27
CAPM
23
Market microstructure
23
Marktmikrostruktur
23
Securities trading
22
Time series analysis
22
Wertpapierhandel
22
Zeitreihenanalyse
22
Portfolio optimization
21
Statistical distribution
21
Statistische Verteilung
21
Markov chain
20
Markov-Kette
20
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18
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18
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122
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Collection of articles written by one author
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Biografie
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123
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4
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English
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Escobar, Marcos
5
Stübinger, Johannes
3
Birge, John R.
2
Cheng, Yuyang
2
Costa, Giorgio
2
Ding, Rui
2
Endres, Sylvia
2
Gu, Jia-Wen
2
Kim, Woo Chang
2
Krauss, Christopher
2
Kwon, Roy H.
2
Langrené, Nicolas
2
Lee, Yongjae
2
Loeper, Grégoire
2
Madan, Dilip B.
2
Paterlini, Sandra
2
Pun, Chi Seng
2
Satchell, Stephen
2
Wu, Lan
2
Zumbach, Gilles O.
2
Abergel, Frédéric
1
Aboussalah, Amine Mohamed
1
Al-Aradi, Ali
1
Alexander, Carol
1
Anagnostou, I.
1
Arratia, Argimiro
1
Auer, Benjamin R.
1
Bae, Sanghyeon
1
Bai, Yang
1
Barucci, Emilio
1
Bauder, David
1
Bel Hadj Ayed, Ahmed
1
Ben-Horin, Moshe
1
Bergen, V.
1
Bergk, Kerstin
1
Bianchi, Michele Leonardo
1
Blomvall, Jörgen
1
Bodnar, Taras
1
Bogdan, Małgorzata
1
Boudt, Kris
1
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Quantitative finance
Insurance / Mathematics & economics
277
European journal of operational research : EJOR
271
Journal of banking & finance
237
Journal of economic dynamics & control
169
Finance research letters
167
Mathematical finance : an international journal of mathematics, statistics and financial theory
154
Finance and stochastics
152
International journal of theoretical and applied finance
145
The review of financial studies
99
Management science : journal of the Institute for Operations Research and the Management Sciences
98
Risks : open access journal
98
The journal of portfolio management : a publication of Institutional Investor
98
Journal of financial economics
97
Journal of empirical finance
94
The journal of finance : the journal of the American Finance Association
92
Economic modelling
85
Economics letters
80
The European journal of finance
78
Computational economics
76
International review of economics & finance : IREF
71
Mathematics and financial economics
71
International review of financial analysis
70
The journal of asset management
68
Mathematical methods of operations research
65
Journal of risk and financial management : JRFM
64
The North American journal of economics and finance : a journal of financial economics studies
64
Journal of economic theory
62
The journal of portfolio management : JPM
62
Annals of finance
60
Journal of mathematical finance
57
Applied economics
56
Applied mathematical finance
49
Journal of investment management : JOIM
47
The journal of investing : JOI
47
Journal of financial and quantitative analysis : JFQA
46
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
44
Financial markets and portfolio management
42
The journal of wealth management
42
Journal of risk
41
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ECONIS (ZBW)
123
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1
Distributionally robust end-to-end portfolio construction
Costa, Giorgio
;
Iyengar, Garud N.
- In:
Quantitative finance
23
(
2023
)
10
,
pp. 1465-1482
Persistent link: https://www.econbiz.de/10014419171
Saved in:
2
f-Betas and portfolio optimization with f-divergence induced risk measures
Ding, Rui
- In:
Quantitative finance
23
(
2023
)
10
,
pp. 1483-1496
Persistent link: https://www.econbiz.de/10014419172
Saved in:
3
Can volatility solve the naive portfolio puzzle?
Curran, Michael
;
O'Sullivan, Patrick
;
Zalla, Ryan
- In:
Quantitative finance
23
(
2023
)
11
,
pp. 1545-1560
Persistent link: https://www.econbiz.de/10014419177
Saved in:
4
Optimal portfolio choice of couples with tax-deferred accounts and survival-contingent products
Bae, Sanghyeon
;
Lee, Yongjae
;
Kim, Woo Chang
- In:
Quantitative finance
23
(
2023
)
11
,
pp. 1597-1615
Persistent link: https://www.econbiz.de/10014419181
Saved in:
5
Assessing the accuracy of exponentially weighted moving average models for value-at-risk and expected shortfall of crypto portfolios
Alexander, Carol
;
Dakos, Michael
- In:
Quantitative finance
23
(
2023
)
3
,
pp. 393-427
Persistent link: https://www.econbiz.de/10014232660
Saved in:
6
The value and cost of more stages in stochastic programing : a statistical analysis on a set of portfolio choice problems
Birge, John R.
;
Blomvall, Jörgen
;
Ekblom, Jonas
- In:
Quantitative finance
22
(
2022
)
1
,
pp. 95-112
Persistent link: https://www.econbiz.de/10012872523
Saved in:
7
Estimation risk and the implicit value of index-tracking
Clark, Brian
;
Edirisinghe, Chanaka
;
Simaan, Majeed
- In:
Quantitative finance
22
(
2022
)
2
,
pp. 303-319
Persistent link: https://www.econbiz.de/10013167745
Saved in:
8
Adaptive online mean-variance portfolio selection with transaction costs
Guo, Sini
;
Gu, Jia-Wen
;
Ching, Wai Ki
;
Lyu, Benmeng
- In:
Quantitative finance
24
(
2024
)
1
,
pp. 59-82
Persistent link: https://www.econbiz.de/10014551906
Saved in:
9
Optimal stop-loss rules in markets with long-range dependence
Xiang, Yun
;
Deng, Shijie
- In:
Quantitative finance
24
(
2024
)
2
,
pp. 253-263
Persistent link: https://www.econbiz.de/10014551974
Saved in:
10
Dynamic currency hedging with non-Gaussianity and ambiguity
Polak, Pawel
;
Ulrych, Urban
- In:
Quantitative finance
24
(
2024
)
2
,
pp. 305-327
Persistent link: https://www.econbiz.de/10014551995
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