//--> //--> //--> //-->
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
~accessRights:"restricted"
~isPartOf:"Finance and stochastics"
~subject:"Measurement"
~subject:"Optimal investment"
~subject:"Risiko"
~subject:"USA"
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:"Portfolio-Management"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Measurement
Optimal investment
Risiko
USA
Portfolio selection
66
Portfolio-Management
66
Theorie
45
Theory
45
Stochastic process
21
Stochastischer Prozess
21
Transaction costs
14
Transaktionskosten
14
Risk
12
Martingal
10
Martingale
10
Risk measure
9
Mathematical programming
8
Mathematische Optimierung
8
Risikomaß
8
Control theory
7
Hedging
7
Kontrolltheorie
7
Option pricing theory
7
Optionspreistheorie
7
Risikomanagement
7
Risk management
7
Incomplete market
6
Incomplete markets
6
Unvollkommener Markt
6
CAPM
5
Messung
5
Utility
5
Arbitrage
4
Convex duality
4
Deflators
4
Dynamic programming
4
Financial market
4
Finanzmarkt
4
Risikoaversion
4
Risk aversion
4
Volatility
4
more ...
less ...
Online availability
All
Undetermined
Free
3
Type of publication
All
Article
17
Type of publication (narrower categories)
All
Article in journal
17
Aufsatz in Zeitschrift
17
Language
All
English
17
Author
All
Jiao, Ying
2
Wang, Ruodu
2
Bartl, Daniel
1
Bernard, Carole
1
Cai, Jun
1
Embrechts, Paul
1
Herrmann, Sebastian
1
Hillairet, Caroline
1
Kabanov, Jurij M.
1
Klopfenstein, Olivier
1
Klüppelberg, Claudia
1
Kupper, Michael
1
Källblad, Sigrid
1
Larsen, Kasper
1
Liebrich, Felix-Benedikt
1
Lépinette, Emmanuel
1
Madan, Dilip B.
1
Mao, Tiantian
1
Molčanov, Il'ja S.
1
Mostovyi, Oleksii
1
Muhle-Karbe, Johannes
1
Neufeld, Ariel
1
Pennanen, Teemu
1
Penner, Irina
1
Pergamenščikov, Sergej M.
1
Perkkiö, Ari-Pekka
1
Pistorius, M.
1
Réveillac, Anthony
1
Rüschendorf, Ludger
1
Seifert, Miriam
1
Seifried, Frank Thomas
1
Siorpaes, Pietro
1
Stadje, M.
1
Svindland, Gregor
1
Tankov, Peter
1
Vanduffel, Steven
1
Wang, Bin
1
Žitković, Gordan
1
more ...
less ...
Published in...
All
Finance and stochastics
Insurance / Mathematics & economics
91
Finance research letters
73
European journal of operational research : EJOR
54
Discussion paper / Centre for Economic Policy Research
50
International review of financial analysis
48
Journal of banking & finance
48
Working paper / National Bureau of Economic Research, Inc.
41
International review of economics & finance : IREF
36
The North American journal of economics and finance : a journal of financial economics studies
36
Quantitative finance
34
The review of financial studies
32
The journal of asset management
30
Journal of empirical finance
27
Journal of financial economics
26
Discussion papers / CEPR
23
Economic modelling
23
Journal of financial and quantitative analysis : JFQA
23
Journal of risk
23
Economics letters
21
Management science : journal of the Institute for Operations Research and the Management Sciences
20
Scandinavian actuarial journal
20
Research in international business and finance
19
The journal of portfolio management : JPM
18
Applied economics
17
International journal of theoretical and applied finance
17
Pacific-Basin finance journal
17
The journal of finance : the journal of the American Finance Association
16
Journal of international financial markets, institutions & money
15
Mathematics and financial economics
15
Operations research
15
The European journal of finance
14
Applied economics letters
13
Energy economics
13
Journal of economic dynamics & control
13
Computational economics
12
SpringerLink / Bücher
12
Research paper series / Swiss Finance Institute
11
International journal of financial engineering
10
The journal of investment strategies
10
more ...
less ...
Source
All
ECONIS (ZBW)
17
Showing
1
-
10
of
17
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
On ruin probabilities with investments in a risky asset with a regime-switching price
Kabanov, Jurij M.
;
Pergamenščikov, Sergej M.
- In:
Finance and stochastics
26
(
2022
)
4
,
pp. 877-897
Persistent link: https://www.econbiz.de/10013440255
Saved in:
2
Risk arbitrage and hedging to acceptability under transaction costs
Lépinette, Emmanuel
;
Molčanov, Il'ja S.
- In:
Finance and stochastics
25
(
2021
)
1
,
pp. 101-132
Persistent link: https://www.econbiz.de/10012433516
Saved in:
3
Pathwise superhedging on prediction sets
Bartl, Daniel
;
Kupper, Michael
;
Neufeld, Ariel
- In:
Finance and stochastics
24
(
2020
)
1
,
pp. 215-248
Persistent link: https://www.econbiz.de/10012253346
Saved in:
4
Financial risk measures for a network of individual agents holding portfolios of light-tailed objects
Klüppelberg, Claudia
;
Seifert, Miriam
- In:
Finance and stochastics
23
(
2019
)
4
,
pp. 795-826
Persistent link: https://www.econbiz.de/10012114659
Saved in:
5
Risk sharing for capital requirements with multidimensional security markets
Liebrich, Felix-Benedikt
;
Svindland, Gregor
- In:
Finance and stochastics
23
(
2019
)
4
,
pp. 925-973
Persistent link: https://www.econbiz.de/10012114664
Saved in:
6
An expansion in the model space in the context of utility maximization
Larsen, Kasper
;
Mostovyi, Oleksii
;
Žitković, Gordan
- In:
Finance and stochastics
22
(
2018
)
2
,
pp. 297-326
Persistent link: https://www.econbiz.de/10011945713
Saved in:
7
Risk measures based on behavioural economics theory
Mao, Tiantian
;
Cai, Jun
- In:
Finance and stochastics
22
(
2018
)
2
,
pp. 367-393
Persistent link: https://www.econbiz.de/10011945793
Saved in:
8
Convex duality in optimal investment and contingent claim valuation in illiquid markets
Pennanen, Teemu
;
Perkkiö, Ari-Pekka
- In:
Finance and stochastics
22
(
2018
)
4
,
pp. 733-771
Persistent link: https://www.econbiz.de/10011946560
Saved in:
9
Hedging with small uncertainty aversion
Herrmann, Sebastian
;
Muhle-Karbe, Johannes
;
Seifried, …
- In:
Finance and stochastics
21
(
2017
)
1
,
pp. 1-64
Persistent link: https://www.econbiz.de/10011944064
Saved in:
10
Hedging under multiple risk constraints
Jiao, Ying
;
Klopfenstein, Olivier
;
Tankov, Peter
- In:
Finance and stochastics
21
(
2017
)
2
,
pp. 361-396
Persistent link: https://www.econbiz.de/10011944382
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->