//--> //--> //--> //-->
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:"Mathematics and financial economics"
~subject:"Portfolio selection"
~subject:"Risiko"
~subject:"USA"
~type_genre:"Article in journal"
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
Portfolio selection
Risiko
USA
Portfolio-Management
63
Theorie
42
Theory
42
Risk
12
Stochastic process
12
Stochastischer Prozess
12
CAPM
11
Mathematical programming
10
Mathematische Optimierung
10
Risikomaß
9
Risk measure
9
Capital income
6
Kapitaleinkommen
6
Measurement
6
Messung
6
Risikoaversion
6
Risk aversion
6
Transaction costs
6
Transaktionskosten
6
Financial market
5
Finanzmarkt
5
Martingale
5
Option pricing theory
5
Optionspreistheorie
5
Arbitrage
4
Börsenkurs
4
Game theory
4
Liquidity
4
Martingal
4
Risikomanagement
4
Risk management
4
Share price
4
Spieltheorie
4
Volatility
4
Volatilität
4
Bubbles
3
Consumption theory
3
Control theory
3
more ...
less ...
Online availability
All
Undetermined
Free
5
Type of publication
All
Article
63
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
63
Language
All
English
63
Author
All
Evstigneev, Igor V.
2
Gaïgi, M’hamed
2
Jarrow, Robert A.
2
Peskir, Goran
2
Rosazza Gianin, Emanuela
2
Voß, Moritz
2
Zagst, Rudi
2
Ankirchner, Stefan
1
Anthropelos, Michail
1
Ararat, Çağın
1
Assa, Hirbod
1
Babaei, Esmaeil
1
Back, Kerry E.
1
Backhoff-Veraguas, Julio
1
Bank, Peter
1
Batbold, Bolorsuvd
1
Bayraktar, Erhan
1
Belkov, Sergei
1
Bellalah, Mondher
1
Bellini, Fabio
1
Berestycki, Henri
1
Biagini, Sara
1
Bismuth, Alexis
1
Blanchet-Scalliet, Christophette
1
Bo, Lijun
1
Bodnar, Taras
1
Branger, Nicole
1
Bruggeman, Cameron
1
Bálint, Dániel
1
Callegaro, Giorgia
1
Canna, Gabriele
1
Cardaliaguet, Pierre
1
Centrone, Francesca
1
Chau, Huy N.
1
Chen, An
1
Chen, Shou
1
Chevalier, Etienne
1
Chiu, Wan-Yi
1
Choi, Jin Hyuk
1
Christensen, Sören
1
more ...
less ...
Published in...
All
Mathematics and financial economics
Finance research letters
356
Journal of banking & finance
227
European journal of operational research : EJOR
226
Insurance / Mathematics & economics
226
International review of financial analysis
219
Quantitative finance
169
Journal of financial economics
137
The North American journal of economics and finance : a journal of financial economics studies
137
International review of economics & finance : IREF
135
Management science : journal of the Institute for Operations Research and the Management Sciences
129
Applied economics
128
The journal of asset management
118
Journal of empirical finance
116
The journal of portfolio management : JPM
116
Economic modelling
109
Pacific-Basin finance journal
105
Research in international business and finance
103
International journal of theoretical and applied finance
91
The journal of investing : JOI
89
Computational economics
86
The European journal of finance
84
Journal of economic dynamics & control
82
Journal of international financial markets, institutions & money
78
Energy economics
77
Applied economics letters
74
Economics letters
73
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
73
Finance and stochastics
66
Journal of financial and quantitative analysis : JFQA
64
Journal of risk
63
The journal of investment strategies
56
Journal of international money and finance
55
International journal of financial engineering
52
Scandinavian actuarial journal
49
Investment management and financial innovations
48
Journal of mathematical finance
48
The review of financial studies
47
Review of quantitative finance and accounting
46
Journal of financial markets
44
more ...
less ...
Source
All
ECONIS (ZBW)
63
Showing
1
-
10
of
63
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Non-concave portfolio optimization with average value-at-risk
Zhang, Fangyuan
- In:
Mathematics and financial economics
17
(
2023
)
2
,
pp. 203-237
Persistent link: https://www.econbiz.de/10014328920
Saved in:
2
Mean field portfolio games with consumption
Fu, Guanxing
- In:
Mathematics and financial economics
17
(
2023
)
1
,
pp. 79-99
Persistent link: https://www.econbiz.de/10014226253
Saved in:
3
Optimal collective investment : an analysis of individual welfare
Branger, Nicole
;
Chen, An
;
Mahayni, Antje
;
Nguyen, Thai
- In:
Mathematics and financial economics
17
(
2023
)
1
,
pp. 101-125
Persistent link: https://www.econbiz.de/10014226255
Saved in:
4
An optimal portfolio and consumption problem with a benchmark and partial information
Bellalah, Mondher
;
Zhang, Detao
;
Zhang, Panpan
- In:
Mathematics and financial economics
17
(
2023
)
1
,
pp. 127-152
Persistent link: https://www.econbiz.de/10014226256
Saved in:
5
Robust utility maximization under model uncertainty via a penalization approach
Guo, Ivan
;
Langrené, Nicolas
;
Loeper, Grégoire
;
Ning, Wei
- In:
Mathematics and financial economics
16
(
2022
)
1
,
pp. 51-88
Persistent link: https://www.econbiz.de/10013167700
Saved in:
6
A two-player portfolio tracking game
Voß, Moritz
- In:
Mathematics and financial economics
16
(
2022
)
4
,
pp. 779-809
Persistent link: https://www.econbiz.de/10013438883
Saved in:
7
Semi-analytical solution for consumption and investment problem under quadratic security market model with inflation risk
Batbold, Bolorsuvd
;
Kikuchi, Kentaro
;
Kusuda, Koji
- In:
Mathematics and financial economics
16
(
2022
)
3
,
pp. 509-537
Persistent link: https://www.econbiz.de/10013438866
Saved in:
8
On the market price of risk
Korkie, Robert M.
;
Turtle, Harry J.
- In:
Mathematics and financial economics
15
(
2021
)
4
,
pp. 675-718
Persistent link: https://www.econbiz.de/10012616854
Saved in:
9
Utility maximization in a multidimensional semimartingale model with nonlinear wealth dynamics
Junca, Mauricio
;
Serrano, Rafael
- In:
Mathematics and financial economics
15
(
2021
)
4
,
pp. 775-809
Persistent link: https://www.econbiz.de/10012616858
Saved in:
10
Risk management with expected shortfall
Wei, Pengyu
- In:
Mathematics and financial economics
15
(
2021
)
4
,
pp. 847-883
Persistent link: https://www.econbiz.de/10012616860
Saved in:
1
2
3
4
5
6
7
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->