//--> //--> //--> //-->
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"
~subject:"Risikoaversion"
~subject:"Risikomanagement"
~subject:"Risk measure"
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
Risikoaversion
Risikomanagement
Risk measure
Portfolio selection
220
Portfolio-Management
220
Theorie
145
Theory
145
Stochastic process
54
Stochastischer Prozess
54
Option pricing theory
33
Optionspreistheorie
33
Hedging
30
Mathematical programming
27
Mathematische Optimierung
27
Risiko
26
Risk
26
Risikomaß
22
CAPM
21
Credit risk
21
Kreditrisiko
21
Derivat
19
Derivative
19
Transaction costs
18
Transaktionskosten
18
Measurement
17
Messung
17
Risk management
15
Volatility
13
Volatilität
13
Capital income
12
Kapitaleinkommen
12
stochastic control
12
Control theory
11
Kontrolltheorie
11
Statistical distribution
11
Statistische Verteilung
11
Dynamic programming
9
Dynamische Optimierung
9
Martingal
9
Martingale
9
more ...
less ...
Online availability
All
Undetermined
19
Type of publication
All
Article
37
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
38
Aufsatz in Zeitschrift
38
Conference paper
2
Konferenzbeitrag
2
Collection of articles of several authors
1
Sammelwerk
1
Language
All
English
38
Author
All
Fabozzi, Frank J.
2
Račev, Svetlozar T.
2
Rudloff, Birgit
2
Ararat, Çağin
1
Bernard, Carole
1
Bianchi, Michele Leonardo
1
Biglova, Almira
1
Caccioli, Fabio
1
Capriotti, Luca
1
Carmona, René
1
Centrone, Francesca
1
Chekhlov, Alexei
1
Chen, Yanhong
1
Crépey, Stéphane
1
D'Addona, Stefano
1
Dorfleitner, Gregor
1
Escobar, Marcos
1
Framstad, Nils Chr.
1
Grasselli, Matheus
1
Guambe, Calisto
1
Hamel, Andreas
1
Hu, Yijun
1
Huang, Zhenzhen
1
Hughston, Lane P.
1
Jokhadze, Valeriane
1
Kamdem, Jules Sadefo
1
Karpathopoulos, Nikolaos
1
Kim, Young Shin
1
Kondor, Imre
1
Korn, Ralf
1
Koziol, Christian
1
Kromer, Eduard
1
Kufakunesu, Rodwell
1
Kwok, Yue-Kuen
1
Lee, Jacky
1
Lichtenstern, Andreas
1
Lizyayev, Andrey
1
Luo, Sheng-Feng
1
Lépinette, Emmanuel
1
Löhne, Andreas
1
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
Insurance / Mathematics & economics
155
Journal of banking & finance
122
European journal of operational research : EJOR
105
Finance research letters
82
Journal of risk
71
Risks : open access journal
68
Quantitative finance
58
International review of financial analysis
56
Journal of risk and financial management : JRFM
46
The North American journal of economics and finance : a journal of financial economics studies
44
Wiley finance series
42
Economic modelling
40
Management science : journal of the Institute for Operations Research and the Management Sciences
39
Journal of economic dynamics & control
35
Journal of risk management in financial institutions
35
International review of economics & finance : IREF
34
Journal of empirical finance
34
Research paper series / Swiss Finance Institute
34
Applied economics
33
Discussion paper / Tinbergen Institute
32
SpringerLink / Bücher
31
The journal of asset management
31
The journal of portfolio management : a publication of Institutional Investor
31
The journal of portfolio management : JPM
30
The European journal of finance
29
Finance and stochastics
28
NBER working paper series
27
Applied economics letters
24
Computational economics
24
Operations research
24
The journal of risk model validation
24
Mathematical finance : an international journal of mathematics, statistics and financial theory
23
Annals of finance
21
Economics letters
21
Journal of financial economics
21
Energy economics
19
Research in international business and finance
19
Scandinavian actuarial journal
19
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
19
more ...
less ...
Source
All
ECONIS (ZBW)
38
Showing
1
-
10
of
38
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Local risk minimization of contingent claims simultaneously exposed to endogenous and exogenous default times
Okhrati, Ramin
;
Karpathopoulos, Nikolaos
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-41
Persistent link: https://www.econbiz.de/10012807897
Saved in:
2
Portfolio allocation in a Levy-type jump-diffusion model with nonlife insurance risk
Serrano, Rafael
- In:
International journal of theoretical and applied finance
24
(
2021
)
1
,
pp. 1-34
Persistent link: https://www.econbiz.de/10012650242
Saved in:
3
Efficient risk measures calculations for generalized CreditRisk+ models
Huang, Zhenzhen
;
Kwok, Yue-Kuen
- In:
International journal of theoretical and applied finance
24
(
2021
)
2
,
pp. 1-51
Persistent link: https://www.econbiz.de/10012650350
Saved in:
4
An ergodic BSDE risk representation in a jump-diffusion framework
Guambe, Calisto
;
Mabitsela, Lesedi
;
Kufakunesu, Rodwell
- In:
International journal of theoretical and applied finance
24
(
2021
)
3
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012652631
Saved in:
5
Coherent risk measures and normal mixture distributions with applications in portfolio optimization
Shi, Xiang
;
Kim, Young Shin
- In:
International journal of theoretical and applied finance
24
(
2021
)
4
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012652709
Saved in:
6
Capital allocation for set-valued risk measures
Centrone, Francesca
;
Rosazza Gianin, Emanuela
- In:
International journal of theoretical and applied finance
23
(
2020
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10012270884
Saved in:
7
Dynamic mean-variance portfolios with risk budget
Luo, Sheng-Feng
- In:
International journal of theoretical and applied finance
23
(
2020
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10012270888
Saved in:
8
Measuring model risk in financial risk management and pricing
Jokhadze, Valeriane
;
Schmidt, Wolfgang M.
- In:
International journal of theoretical and applied finance
23
(
2020
)
2
,
pp. 1-37
Persistent link: https://www.econbiz.de/10012270928
Saved in:
9
Behavioral portfolio choice under hyperbolic absolute risk aversion
Escobar, Marcos
;
Lichtenstern, Andreas
;
Zagst, Rudi
- In:
International journal of theoretical and applied finance
23
(
2020
)
7
,
pp. 1-33
Persistent link: https://www.econbiz.de/10012496902
Saved in:
10
Optimal liquidation trajectories for the Almgren-Chriss model
Løkka, Arne
;
Xu, Junwei
- In:
International journal of theoretical and applied finance
23
(
2020
)
7
,
pp. 1-35
Persistent link: https://www.econbiz.de/10012496903
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->