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~isPartOf:"Applied financial economics"
~isPartOf:"Insurance / Mathematics & economics"
~subject:"United Kingdom"
~subject:"Volatility"
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Search: subject_exact:"Portfoliomanagement"
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United Kingdom
Volatility
Portfolio selection
496
Portfolio-Management
496
Theorie
311
Theory
311
Risiko
127
Risk
127
Risikomaß
107
Risk measure
107
Risikomanagement
98
Risk management
98
Stochastic process
89
Stochastischer Prozess
89
Capital income
60
Kapitaleinkommen
60
Measurement
56
Messung
56
Risikomodell
52
Risk model
52
Reinsurance
47
Rückversicherung
47
Pension fund
44
Pensionskasse
44
Lebensversicherung
41
Life insurance
41
Statistical distribution
40
Statistische Verteilung
40
Altersvorsorge
38
Retirement provision
38
Probability theory
33
Wahrscheinlichkeitsrechnung
33
Option pricing theory
32
Optionspreistheorie
32
Estimation
31
Schätzung
30
Mortality
27
Sterblichkeit
27
Hedging
25
Private Altersvorsorge
25
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25
USA
25
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English
32
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Blake, David
2
Guan, Guohui
2
Li, Zhongfei
2
Liang, Zongxia
2
Zeng, Yan
2
Badaoui, Mohamed
1
Bao Doan
1
Beltratti, Andrea
1
Brown, Gerald R.
1
Bühlmann, Peter
1
Campbell, Kevin
1
Chelley-Steeley, Patricia L.
1
Chi, Yichun
1
Dettling, Marcel
1
Dunis, Christian
1
Duqi, Andi
1
Eftekhari, Babak
1
Farag, Hisham
1
Fernández, Begoña
1
Franci, Leonardo
1
Gerrits, Robert-Jan
1
Hatemi-J, Abdulnasser
1
Jordanov, J. V.
1
Lee, Kuo-jung
1
Li, Danping
1
Li, Guangjie
1
Limmack, Robin J.
1
Lin, X. Sheldon
1
Liu, Xiaoquan
1
Lu, Su-lien
1
Matysiak, George A.
1
Melʹnikov, Aleksandr V.
1
Miao, Jia
1
Mills, Terence C.
1
Morana, Claudio
1
Papageorgiou, Nicolas A.
1
Pukthuanthong, Kuntara
1
Razgallah, Brahim
1
Reeves, Jonathan J.
1
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Applied financial economics
Insurance / Mathematics & economics
Journal of banking & finance
50
Finance research letters
47
International review of financial analysis
39
Energy economics
32
Journal of empirical finance
32
The North American journal of economics and finance : a journal of financial economics studies
32
NBER working paper series
30
The journal of asset management
29
Journal of financial economics
27
International review of economics & finance : IREF
26
NBER Working Paper
26
Research paper series / Swiss Finance Institute
22
Working paper / National Bureau of Economic Research, Inc.
22
Applied economics
21
Journal of international financial markets, institutions & money
21
Research in international business and finance
20
Journal of risk and financial management : JRFM
19
Swiss Finance Institute Research Paper
19
Economic modelling
18
Journal of economic dynamics & control
18
Working paper
18
Quantitative finance
17
The European journal of finance
17
European journal of operational research : EJOR
15
Journal of econometrics
15
The journal of portfolio management : JPM
15
Discussion paper / Centre for Economic Policy Research
14
International journal of finance & economics : IJFE
14
The review of financial studies
14
International journal of theoretical and applied finance
13
Investment management and financial innovations
13
Pacific-Basin finance journal
13
Applied economics letters
12
Applied mathematical finance
12
Discussion papers / CEPR
12
Journal of risk
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Risks : open access journal
12
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ECONIS (ZBW)
32
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1
Open-loop equilibrium reinsurance-investment strategy under mean-variance criterion with stochastic volatility
Yan, Tingjin
;
Wong, Hoi Ying
- In:
Insurance / Mathematics & economics
90
(
2020
),
pp. 105-119
Persistent link: https://www.econbiz.de/10012169507
Saved in:
2
Robust optimal reinsurance and investment strategies for an AAI with multiple risks
Guan, Guohui
;
Liang, Zongxia
- In:
Insurance / Mathematics & economics
89
(
2019
),
pp. 63-78
Persistent link: https://www.econbiz.de/10012133510
Saved in:
3
Time-consistent investment-proportional reinsurance strategy with random coefficients for mean-variance insurers
Wang, Hao
;
Wang, Rongming
;
Wei, Jiaqin
- In:
Insurance / Mathematics & economics
85
(
2019
),
pp. 104-114
Persistent link: https://www.econbiz.de/10011990618
Saved in:
4
Dynamic derivative-based investment strategy for mean-variance asset-liability management with stochastic volatility
Li, Danping
;
Shen, Yang
;
Zeng, Yan
- In:
Insurance / Mathematics & economics
78
(
2018
),
pp. 72-86
Persistent link: https://www.econbiz.de/10011825217
Saved in:
5
Robust optimal investment strategy for an AAM of DC pension plans with stochastic interest rate and stochastic volatility
Wang, Pei
;
Li, Zhongfei
- In:
Insurance / Mathematics & economics
80
(
2018
),
pp. 67-83
Persistent link: https://www.econbiz.de/10011872914
Saved in:
6
Portfolio management with targeted constant market volatility
Bao Doan
;
Papageorgiou, Nicolas A.
;
Reeves, Jonathan J.
; …
- In:
Insurance / Mathematics & economics
83
(
2018
),
pp. 134-147
Persistent link: https://www.econbiz.de/10011944110
Saved in:
7
Investor overreaction and unobservable portfolios : evidence from an emerging market
Farag, Hisham
- In:
Applied financial economics
24
(
2014
)
19/21
,
pp. 1313-1322
Persistent link: https://www.econbiz.de/10010460168
Saved in:
8
The Black-Litterman model : the definition of views based on volatility forecasts
Duqi, Andi
;
Franci, Leonardo
;
Torluccio, Giuseppe
- In:
Applied financial economics
24
(
2014
)
19/21
,
pp. 1285-1296
Persistent link: https://www.econbiz.de/10010460181
Saved in:
9
Quantile hedging on equity-linked life insurance contracts with transaction costs
Melʹnikov, Aleksandr V.
;
Tong, Shuo
- In:
Insurance / Mathematics & economics
58
(
2014
),
pp. 77-88
Persistent link: https://www.econbiz.de/10010437626
Saved in:
10
Momentum strategy and credit risk
Lu, Su-lien
;
Lee, Kuo-jung
;
Yu, Chia-chang
- In:
Applied financial economics
24
(
2014
)
10/12
,
pp. 753-762
Persistent link: https://www.econbiz.de/10010402585
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