//--> //--> //--> //-->
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:"International journal of theoretical and applied finance"
~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~subject:"Kontrolltheorie"
~subject:"Risiko"
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 selection"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Kontrolltheorie
Risiko
Portfolio selection
419
Portfolio-Management
419
Theorie
244
Theory
244
Stochastic process
64
Stochastischer Prozess
64
CAPM
56
Capital income
53
Kapitaleinkommen
53
Risk
50
Anlageverhalten
49
Behavioural finance
49
Hedging
43
Mathematical programming
38
Mathematische Optimierung
38
Risikomaß
37
Risk measure
37
Investment Fund
36
Investmentfonds
36
Option pricing theory
36
Optionspreistheorie
36
Credit risk
29
Kreditrisiko
29
Risikoaversion
29
Risk aversion
29
Börsenkurs
27
Risikomanagement
27
Risk management
27
Share price
27
Measurement
24
Messung
24
Derivat
22
Derivative
22
Transaction costs
22
Transaktionskosten
22
Volatility
21
Volatilität
21
portfolio choice
19
Decision under uncertainty
17
more ...
less ...
Online availability
All
Undetermined
39
Type of publication
All
Article
62
Type of publication (narrower categories)
All
Article in journal
62
Aufsatz in Zeitschrift
62
Language
All
English
62
Author
All
Biglova, Almira
2
Fabozzi, Frank J.
2
Gardiol, Lucien
2
Ortobelli, Sergio
2
Račev, Svetlozar T.
2
Rudloff, Birgit
2
Stoyanov, Stoyan
2
Altay, Sühan
1
Aly, Sidi Mohamed Ould
1
Amromin, Gene
1
Anderson, Ewan W.
1
Anthonisz, Sean A.
1
Ararat, Çağin
1
Bares, Pierre-Antoine
1
Barger, Weston
1
Bauer, Daniel
1
Beaud, Mickael
1
Bellalah, Mondher
1
Berger, Loïc
1
Biedova, Olga
1
Bielecki, Tomasz R.
1
Bradley, Brendan O.
1
Buff, Robert
1
Capponi, Agostino
1
Cartea, Álvaro
1
Centrone, Francesca
1
Chalfant, James Allen
1
Chen, Tao
1
Chen, Yanhong
1
Cheng, Ai-ru
1
Chun, So Yeon
1
Cialenco, Igor
1
Clémençon, Stéphan
1
Cohen, Susan I.
1
Colaneri, Katia
1
Cont, R.
1
Deguest, Romain
1
Delage, Erick
1
Dorfleitner, Gregor
1
Du, Zaichao
1
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
Management science : journal of the Institute for Operations Research and the Management Sciences
Insurance / Mathematics & economics
142
European journal of operational research : EJOR
86
Journal of banking & finance
73
Finance research letters
71
Risks : open access journal
61
NBER working paper series
54
International review of financial analysis
42
Finance and stochastics
39
NBER Working Paper
38
The journal of asset management
38
International review of economics & finance : IREF
37
Quantitative finance
37
Journal of financial economics
35
Journal of empirical finance
34
Working paper / National Bureau of Economic Research, Inc.
33
Mathematical finance : an international journal of mathematics, statistics and financial theory
29
The North American journal of economics and finance : a journal of financial economics studies
29
Economic modelling
28
Journal of economic dynamics & control
27
Scandinavian actuarial journal
27
The journal of portfolio management : a publication of Institutional Investor
27
Applied economics
26
Discussion paper / Tinbergen Institute
24
Journal of risk
24
Economics letters
23
Journal of risk and financial management : JRFM
23
Mathematics and financial economics
23
Research paper series / Swiss Finance Institute
23
Discussion paper / Centre for Economic Policy Research
22
The European journal of finance
22
Operations research
20
Discussion papers / CEPR
18
Journal of mathematical finance
18
Mathematical methods of operations research
18
The journal of investing
17
Applied economics letters
16
Journal of international financial markets, institutions & money
16
Computational economics
15
more ...
less ...
Source
All
ECONIS (ZBW)
62
Showing
1
-
10
of
62
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Countercyclical risks, consumption, and portfolio choice : theory and evidence
Shen, Jialu
- In:
Management science : journal of the Institute for …
70
(
2024
)
5
,
pp. 2862-2881
Persistent link: https://www.econbiz.de/10014550951
Saved in:
2
Tail risk and robust portfolio decisions
Jin, Xing
;
Luo, Dan
;
Zeng, Xudong
- In:
Management science : journal of the Institute for …
67
(
2021
)
5
,
pp. 3254-3275
Persistent link: https://www.econbiz.de/10012581376
Saved in:
3
Time-inconsistent Markovian control problems under model uncertainty with application to the mean-variance
portfolio
selection
Bielecki, Tomasz R.
;
Chen, Tao
;
Cialenco, Igor
- In:
International journal of theoretical and applied finance
24
(
2021
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012650186
Saved in:
4
Portfolio choices with many big models
Anderson, Ewan W.
;
Cheng, Ai-ru
- In:
Management science : journal of the Institute for …
68
(
2022
)
1
,
pp. 690-715
Persistent link: https://www.econbiz.de/10012821249
Saved in:
5
Targets, predictability, and performance
Peñaranda, Francisco
;
Wu, Liuren
- In:
Management science : journal of the Institute for …
68
(
2022
)
2
,
pp. 1537-1555
Persistent link: https://www.econbiz.de/10012887642
Saved in:
6
Optimal portfolio choice with estimation risk : no risk-free asset case
Kan, Raymond
;
Wang, Xiaolu
;
Zhuo, Guofu
- In:
Management science : journal of the Institute for …
68
(
2022
)
3
,
pp. 2047-2068
Persistent link: https://www.econbiz.de/10013262911
Saved in:
7
Personalized robo-advising : enhancing investment through client interaction
Capponi, Agostino
;
Ólafsson, Sveinn
; …
- In:
Management science : journal of the Institute for …
68
(
2022
)
4
,
pp. 2485-2512
Persistent link: https://www.econbiz.de/10013368225
Saved in:
8
Implied ambiguity : mean-variance inefficiency and pricing errors
Hara, Chiaki
;
Honda, Toshiki
- In:
Management science : journal of the Institute for …
68
(
2022
)
6
,
pp. 4246-4260
Persistent link: https://www.econbiz.de/10013369050
Saved in:
9
Optimal dynamic futures portfolio under a multifactor Gaussian framework
Leung, Tim
;
Yan, Raphael
;
Zhou, Yang
- In:
International journal of theoretical and applied finance
24
(
2021
)
5
,
pp. 1-27
Persistent link: https://www.econbiz.de/10012662043
Saved in:
10
An axiomatic foundation for the expected shortfall
Wang, Ruodu
;
Zitikis, Ričardas
- In:
Management science : journal of the Institute for …
67
(
2021
)
3
,
pp. 1413-1429
Persistent link: https://www.econbiz.de/10012505987
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...
//-->