//--> //--> //--> //-->
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:"Risiko"
~subject:"USA"
~subject:"Volatility"
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
Risiko
USA
Volatility
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
Optimal investment
5
Utility
5
Arbitrage
4
Convex duality
4
Deflators
4
Dynamic programming
4
Financial market
4
Finanzmarkt
4
Risikoaversion
4
Risk aversion
4
more ...
less ...
Online availability
All
Undetermined
Free
3
Type of publication
All
Article
15
Type of publication (narrower categories)
All
Article in journal
15
Aufsatz in Zeitschrift
15
Language
All
English
15
Author
All
Wang, Ruodu
2
Bartl, Daniel
1
Bernard, Carole
1
Cai, Jiatu
1
Cai, Jun
1
Embrechts, Paul
1
Fukasawa, Masaaki
1
Hambly, Ben
1
Herrmann, Sebastian
1
Jiao, Ying
1
Kabanov, Jurij M.
1
Klopfenstein, Olivier
1
Klüppelberg, Claudia
1
Kolliopoulos, Nikolaos
1
Kupper, Michael
1
Källblad, Sigrid
1
Liebrich, Felix-Benedikt
1
Lépinette, Emmanuel
1
Madan, Dilip B.
1
Mao, Tiantian
1
Molčanov, Il'ja S.
1
Muhle-Karbe, Johannes
1
Neufeld, Ariel
1
Penner, Irina
1
Pergamenščikov, Sergej M.
1
Pistorius, M.
1
Réveillac, Anthony
1
Rüschendorf, Ludger
1
Seifert, Miriam
1
Seifried, Frank Thomas
1
Stadje, M.
1
Svindland, Gregor
1
Tankov, Peter
1
Vanduffel, Steven
1
Wang, Bin
1
more ...
less ...
Published in...
All
Finance and stochastics
Finance research letters
104
Insurance / Mathematics & economics
90
International review of financial analysis
67
Journal of banking & finance
66
European journal of operational research : EJOR
61
Discussion paper / Centre for Economic Policy Research
54
The North American journal of economics and finance : a journal of financial economics studies
53
International review of economics & finance : IREF
50
Quantitative finance
44
Working paper / National Bureau of Economic Research, Inc.
42
Journal of empirical finance
40
The journal of asset management
40
Journal of financial economics
37
Energy economics
33
The review of financial studies
33
Economic modelling
31
Research in international business and finance
29
Applied economics
28
Journal of risk
28
Discussion papers / CEPR
27
Pacific-Basin finance journal
27
Journal of financial and quantitative analysis : JFQA
26
Journal of international financial markets, institutions & money
26
Management science : journal of the Institute for Operations Research and the Management Sciences
26
The journal of portfolio management : JPM
24
Economics letters
22
The European journal of finance
22
Journal of economic dynamics & control
21
Scandinavian actuarial journal
21
Computational economics
20
International journal of theoretical and applied finance
20
Journal of econometrics
20
The journal of finance : the journal of the American Finance Association
18
Applied economics letters
17
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
17
The journal of investment strategies
16
International journal of financial engineering
15
Mathematics and financial economics
15
Operations research
15
more ...
less ...
Source
All
ECONIS (ZBW)
15
Showing
1
-
10
of
15
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
Fast mean-reversion asymptotics for large portfolios of stochastic volatility models
Hambly, Ben
;
Kolliopoulos, Nikolaos
- In:
Finance and stochastics
24
(
2020
)
3
,
pp. 757-794
Persistent link: https://www.econbiz.de/10012518096
Saved in:
5
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:
6
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:
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
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:
9
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:
10
Risk- and ambiguity-averse portfolio optimization with quasiconcave utility functionals
Källblad, Sigrid
- In:
Finance and stochastics
21
(
2017
)
2
,
pp. 397-425
Persistent link: https://www.econbiz.de/10011944387
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->