//--> //--> //--> //-->
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
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"Finance and stochastics"
~isPartOf:"Management Science"
~subject:"Incomplete market"
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"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Incomplete market
Portfolio selection
406
Portfolio-Management
406
Theorie
261
Theory
261
Risiko
53
Risk
53
USA
50
United States
50
Foreign portfolio investment
46
Portfolio-Investition
46
Stochastic process
44
Stochastischer Prozess
44
Anlageverhalten
42
Behavioural finance
41
Portfolio diversification
40
Portfoliodiversifikation
40
Capital income
39
Estimation
39
Kapitaleinkommen
39
Schätzung
39
Transaction costs
37
Transaktionskosten
37
Investment Fund
34
Investmentfonds
34
CAPM
33
Welt
32
World
32
Hedging
31
Mathematical programming
30
Mathematische Optimierung
30
Martingal
28
Martingale
28
International financial market
26
Internationaler Finanzmarkt
26
Financial investment
24
Kapitalanlage
24
Option pricing theory
23
Optionspreistheorie
23
Risk measure
22
more ...
less ...
Online availability
All
Undetermined
12
Free
1
Type of publication
All
Article
15
Book / Working Paper
7
Type of publication (narrower categories)
All
Article in journal
15
Aufsatz in Zeitschrift
15
Arbeitspapier
7
Graue Literatur
7
Non-commercial literature
7
Working Paper
7
Language
All
English
22
Author
All
Başak, Suleyman
2
Chabakauri, Georgy
2
Guasoni, Paolo
2
Kraft, Holger
2
Larsen, Kasper
2
Pham, Huyên
2
Seifried, Frank Thomas
2
Uppal, Raman
2
Žitković, Gordan
2
Arduca, Maria
1
Avanesyan, Levon
1
Bhamra, Harjoat Singh
1
Bouchard, Bruno
1
Buss, Adrian
1
Chacko, George
1
Gao, Yuan
1
Guan Lim, Kian
1
Hwa Ng, Kah
1
Kardaras, Constantinos
1
Küçük, Hande
1
Laurent, Jean Paul
1
Mostovyi, Oleksii
1
Munari, Cosimo-Andrea
1
Musiela, Marek
1
Nielsen, Lars Tyge
1
Robertson, Scott
1
Schachermayer, Walter
1
Seiferling, Thomas
1
Shkolnikov, Mykhaylo
1
Siorpaes, Pietro
1
Sircar, Kaushik Ronnie
1
Soner, Halil Mete
1
Steffensen, Mogens
1
Sutherland, Alan
1
Vassalou, Maria
1
Viceira, Luis M.
1
Vilkov, Grigory
1
Wang, Gu
1
Xia, Jianming
1
Xing, Hao
1
more ...
less ...
Published in...
All
Discussion paper / Centre for Economic Policy Research
Finance and stochastics
Management Science
Mathematical finance : an international journal of mathematics, statistics and financial theory
27
International journal of theoretical and applied finance
8
Journal of economic dynamics & control
8
The review of financial studies
7
IFA working paper
6
Journal of international economics
6
Annals of finance
5
Economic theory : official journal of the Society for the Advancement of Economic Theory
5
Insurance / Mathematics & economics
5
Journal of banking & finance
5
Mathematics and financial economics
5
NBER working paper series
5
Research paper series / Swiss Finance Institute
5
Swiss Finance Institute Research Paper
5
CARF working paper
4
Economic modelling
4
Journal of economic theory
4
Quantitative finance
4
SAFE working paper
4
CIRJE discussion papers / F series
3
Computational economics
3
Discussion papers / Department of Economics, University of Copenhagen
3
IRES discussion papers
3
Journal of mathematical economics
3
Macroeconomic dynamics
3
NBER Working Paper
3
Risks : open access journal
3
The journal of computational finance
3
The journal of finance : the journal of the American Finance Association
3
Working paper / National Bureau of Economic Research, Inc.
3
Applied financial economics
2
Applied mathematical finance
2
Betriebswirtschaftliche Forschungsergebnisse
2
Discussion paper / Center for Economic Research, Tilburg University
2
Discussion paper / Tinbergen Institute
2
Discussion papers in economics
2
European journal of operational research : EJOR
2
Faculty research papers / The Fuqua School of Business, Duke University
2
more ...
less ...
Source
All
ECONIS (ZBW)
22
Showing
1
-
10
of
22
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Fundamental theorem of asset pricing with acceptable risk in markets with frictions
Arduca, Maria
;
Munari, Cosimo-Andrea
- In:
Finance and stochastics
27
(
2023
)
3
,
pp. 831-862
Persistent link: https://www.econbiz.de/10014328991
Saved in:
2
Construction of a class of forward performance processes in stochastic factor models, and an extension of Widder's theorem
Avanesyan, Levon
;
Shkolnikov, Mykhaylo
;
Sircar, Kaushik …
- In:
Finance and stochastics
24
(
2020
)
4
,
pp. 981-1011
Persistent link: https://www.econbiz.de/10012518139
Saved in:
3
Consumption in incomplete markets
Guasoni, Paolo
;
Wang, Gu
- In:
Finance and stochastics
24
(
2020
)
2
,
pp. 383-422
Persistent link: https://www.econbiz.de/10012253363
Saved in:
4
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:
5
Optimal consumption and investment with Epstein-Zin recursive utility
Kraft, Holger
;
Seiferling, Thomas
;
Seifried, Frank Thomas
- In:
Finance and stochastics
21
(
2017
)
1
,
pp. 187-226
Persistent link: https://www.econbiz.de/10011944068
Saved in:
6
Facelifting in utility maximization
Larsen, Kasper
;
Soner, Halil Mete
;
Žitković, Gordan
- In:
Finance and stochastics
20
(
2016
)
1
,
pp. 99-121
Persistent link: https://www.econbiz.de/10011460007
Saved in:
7
Optimal investment and price dependence in a semi-static market
Siorpaes, Pietro
- In:
Finance and stochastics
19
(
2015
)
1
,
pp. 161-187
Persistent link: https://www.econbiz.de/10011417148
Saved in:
8
Where experience matters : asset allocation and asset pricing with opaque and illiquid assets
Buss, Adrian
;
Uppal, Raman
;
Vilkov, Grigory
-
2015
Persistent link: https://www.econbiz.de/10010495448
Saved in:
9
International risk sharing and
portfolio
choice with non-separable preferences
Küçük, Hande
;
Sutherland, Alan
-
2015
Persistent link: https://www.econbiz.de/10011317794
Saved in:
10
Abstract, classic, and explicit turnpikes
Guasoni, Paolo
;
Kardaras, Constantinos
;
Robertson, Scott
; …
- In:
Finance and stochastics
18
(
2014
)
1
,
pp. 75-114
Persistent link: https://www.econbiz.de/10010235457
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->