//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Wirtschaftswissenschaft"
type_genre:"Collection of articles written by one author"
~person:"Li, Xun"
~person:"Platen, Eckhard"
~subject:"Portfolio selection"
~type_genre:"Article in journal"
~type_genre:"Reprint"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Theory"
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Wirtschaftswissenschaft
Portfolio selection
Theorie
53
Theory
53
Portfolio-Management
27
Stochastic process
9
Stochastischer Prozess
9
Volatility
8
Volatilität
8
Benchmarking
6
Option pricing theory
6
Optionspreistheorie
6
Börsenkurs
5
CAPM
5
Hedging
5
Share price
5
Benchmark approach
3
Derivat
3
Derivative
3
Erwartungsnutzen
3
Expected utility
3
Mathematical programming
3
Mathematische Optimierung
3
Risikomanagement
3
Risk management
3
USA
3
United States
3
Yield curve
3
Zinsstruktur
3
benchmark approach
3
Aktienindex
2
Aktienmarkt
2
Black-Scholes model
2
Black-Scholes-Modell
2
Bubbles
2
Cash Flow
2
Cash flow
2
Growth optimal portfolio
2
Incomplete market
2
Lieferkette
2
Markov chain
2
more ...
less ...
Online availability
All
Undetermined
12
Type of publication
All
Article
27
Type of publication (narrower categories)
All
Collection of articles written by one author
Article in journal
Reprint
Arbeitspapier
31
Working Paper
31
Graue Literatur
30
Non-commercial literature
30
Aufsatz in Zeitschrift
27
Lehrbuch
2
Textbook
2
more ...
less ...
Language
All
English
27
Author
All
Li, Xun
Platen, Eckhard
Fabozzi, Frank J.
41
Korn, Ralf
29
Escobar, Marcos
26
Wong, Wing Keung
26
Li, Duan
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
Vanduffel, Steven
15
Yao, Haixiang
15
Chen, Zhiping
14
Cui, Xiangyu
14
Cvitanić, Jakša
14
Liang, Zongxia
14
Rüschendorf, Ludger
14
Kwon, Roy H.
13
Sass, Jörn
13
Siu, Tak Kuen
13
Zeng, Yan
13
Zhou, Guofu
13
Bernard, Carole
12
Dai, Min
12
Guerard, John Baynard
12
Kim, Woo Chang
12
Koo, Hyeng-keun
12
Kraft, Holger
12
Lo, Andrew W.
12
Maurer, Raimond
12
Račev, Svetlozar T.
12
more ...
less ...
Published in...
All
Mathematical finance : an international journal of mathematics, statistics and financial theory
7
International journal of theoretical and applied finance
5
Asia-Pacific financial markets
2
European journal of operational research : EJOR
2
Journal of the Operational Research Society
2
Operations research letters
2
ASTIN bulletin : the journal of the International Actuarial Association
1
Australian economic papers
1
Journal of mathematical finance
1
Journal of the Operational Research Society : OR
1
Mathematical methods of operations research
1
Quantitative finance
1
The Kyoto economic review
1
more ...
less ...
Source
All
ECONIS (ZBW)
27
Showing
1
-
10
of
27
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
Better than optimal mean-variance portfolio policy in multi-period asset-liability management problem
Cui, Xiangyu
;
Li, Xun
;
Yang, Lanzhi
- In:
Operations research letters
48
(
2020
)
6
,
pp. 693-696
Persistent link: https://www.econbiz.de/10012430065
Saved in:
3
Multi-period asset-liability management with cash flows and probability constraints : a mean-field formulation approach
Li, Xun
;
Wu, Xianping
;
Yao, Haixiang
- In:
Journal of the Operational Research Society
71
(
2020
)
10
,
pp. 1563-1580
Persistent link: https://www.econbiz.de/10012314367
Saved in:
4
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:
5
Data-driven robust mean-CVaR portfolio selection under distribution ambiguity
Kang, Zhilin
;
Li, Xun
;
Li, Zhongfei
;
Zhu, Shushang
- In:
Quantitative finance
19
(
2019
)
1
,
pp. 105-121
Persistent link: https://www.econbiz.de/10012194623
Saved in:
6
A mean-field formulation for multi-period asset–liability mean–variance portfolio selection with an uncertain exit time
Cui, Xiangyu
;
Li, Xun
;
Wu, Xianping
;
Yi, Lan
- In:
Journal of the Operational Research Society
69
(
2018
)
4
,
pp. 487-499
Persistent link: https://www.econbiz.de/10012225172
Saved in:
7
Mean-variance policy for discrete-time cone-constrained markets : time consistency in efficiency and the minimum-variance signed supermartingale measure
Cui, Xiangyu
;
Li, Duan
;
Li, Xun
- In:
Mathematical finance : an international journal of …
27
(
2017
)
2
,
pp. 471-504
Persistent link: https://www.econbiz.de/10011752513
Saved in:
8
Better than pre-committed optimal mean-variance policy in a jump diffusion market
Shi, Yun
;
Li, Xun
;
Cui, Xiangyu
- In:
Mathematical methods of operations research
85
(
2017
)
3
,
pp. 327-347
Persistent link: https://www.econbiz.de/10011714505
Saved in:
9
The numéraire property and long-term growth optimality for drawdown-constrained investments
Kardaras, Constantinos
;
Obłój, Jan
;
Platen, Eckhard
- In:
Mathematical finance : an international journal of …
27
(
2017
)
1
,
pp. 68-95
Persistent link: https://www.econbiz.de/10011739443
Saved in:
10
Time consistent behavioral portfolio policy for dynamic mean-variance formulation
Cui, Xiangyu
;
Li, Xun
;
Li, Duan
;
Shi, Yun
- In:
Journal of the Operational Research Society : OR
68
(
2017
)
12
,
pp. 1647-1660
Persistent link: https://www.econbiz.de/10011816054
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->