//--> //--> //--> //-->
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
~person:"Ang, Andrew"
~person:"Young, Virginia R."
~subject:"Portfolio selection"
~subject:"Volatility"
~subject:"Welt"
~type:"article"
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:"Theorie"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Portfolio selection
Volatility
Welt
Theorie
48
Theory
48
Portfolio-Management
47
Financial investment
11
Kapitalanlage
11
Capital income
10
Kapitaleinkommen
10
Stochastic process
10
Stochastischer Prozess
10
USA
10
United States
10
Reinsurance
9
Rückversicherung
9
Risikomodell
8
Risk model
8
Altersvorsorge
7
CAPM
7
Control theory
7
Kontrolltheorie
7
Retirement provision
7
Estimation
6
Game theory
6
Lebensversicherung
6
Life insurance
6
Optimal investment
6
Schätzung
6
Spieltheorie
6
Börsenkurs
5
Erwartungsnutzen
5
Expected utility
5
Finanzmathematik
5
Mathematical finance
5
Mortality
5
Probability theory
5
Risiko
5
Risikoprämie
5
Risk
5
Risk premium
5
Share price
5
more ...
less ...
Online availability
All
Undetermined
25
Type of publication
All
Article
Book / Working Paper
55
Type of publication (narrower categories)
All
Article in journal
48
Aufsatz in Zeitschrift
48
Aufsatz im Buch
2
Book section
2
Language
All
English
50
Author
All
Ang, Andrew
Young, Virginia R.
Fabozzi, Frank J.
133
Satchell, Stephen
56
Wong, Wing Keung
52
Escobar, Marcos
44
McAleer, Michael
44
Račev, Svetlozar T.
42
Zagst, Rudi
40
Hammoudeh, Shawkat
37
Maurer, Raimond
37
Platen, Eckhard
36
Tiwari, Aviral Kumar
36
Zaremba, Adam
36
Guidolin, Massimo
35
Korn, Ralf
35
Bollerslev, Tim
34
Gupta, Rangan
34
Jarrow, Robert A.
34
Auer, Benjamin R.
33
Prigent, Jean-Luc
33
Kraft, Holger
32
Martellini, Lionel
32
Kang, Sang Hoon
31
Markowitz, Harry
31
Wong, Hoi Ying
31
Faff, Robert W.
30
Gollier, Christian
30
Li, Duan
30
Bouri, Elie
29
Carr, Peter
29
Levy, Haim
29
Madan, Dilip B.
29
Nguyen, Duc Khuong
29
Siu, Tak Kuen
29
Zhou, Guofu
29
Lo, Andrew W.
28
Mensi, Walid
28
Voigt, Stefan
27
Branger, Nicole
26
Chiarella, Carl
26
more ...
less ...
Published in...
All
Insurance / Mathematics & economics
13
Finance research letters
3
Journal of financial economics
3
The journal of portfolio management : JPM
3
The journal of portfolio management : a publication of Institutional Investor
3
ASTIN bulletin : the journal of the International Actuarial Association
2
Annals of finance
2
Finance and stochastics
2
Journal of investment management : JOIM
2
The review of financial studies
2
Annals of operations research
1
Asset management at central banks and monetary authorities : new practices in managing international foreign exchange reserves
1
Astin bulletin : the journal of the International Actuarial Association
1
Climate investing : new strategies and implementation challenges
1
Financial analysts journal : FAJ
1
Financial analysts' journal : FAJ
1
Journal of economic dynamics & control
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Scandinavian actuarial journal
1
The journal of asset management
1
The journal of finance : the journal of the American Finance Association
1
The journal of investing : JOI
1
The journal of wealth management
1
The quarterly journal of finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
50
Showing
1
-
10
of
50
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Annuitizing at a bounded, absolutely continuous rate to minimize the probability of lifetime ruin
Liang, Xiaoqing
;
Young, Virginia R.
- In:
Insurance / Mathematics & economics
112
(
2023
),
pp. 80-96
Persistent link: https://www.econbiz.de/10014446728
Saved in:
2
A simple and nearly optimal investment strategy to minimize the probability of lifetime ruin
Liang, Xiaoqing
;
Young, Virginia R.
- In:
ASTIN bulletin : the journal of the International …
52
(
2022
)
2
,
pp. 619-643
Persistent link: https://www.econbiz.de/10013270079
Saved in:
3
Stackelberg differential game for reinsurance : mean-variance framework and random horizon
Li, Danping
;
Young, Virginia R.
- In:
Insurance / Mathematics & economics
102
(
2022
),
pp. 42-55
Persistent link: https://www.econbiz.de/10013271955
Saved in:
4
Net-zero investing for multi-asset portfolios seeking to satisfy Paris-aligned benchmark requirements with climate alpha signals
Hodges, Philip
;
Ren, He
;
Schwaiger, Katharina
;
Ang, Andrew
- In:
The journal of portfolio management : JPM
48
(
2022
)
4
,
pp. 33-58
Persistent link: https://www.econbiz.de/10013175500
Saved in:
5
Portfolio performance attribution via Shapley value
Moehle, Nicholas
;
Boyd, Stephen P.
;
Ang, Andrew
- In:
Journal of investment management : JOIM
20
(
2022
)
3
,
pp. 33-52
Persistent link: https://www.econbiz.de/10013465394
Saved in:
6
Factor investing webinar
Ang, Andrew
;
Bender, Jennifer
;
DeSilva, Harindra
; …
- In:
The journal of portfolio management : JPM
49
(
2023
)
7
,
pp. 264-275
Persistent link: https://www.econbiz.de/10014308135
Saved in:
7
Bowley solution of a mean-variance game in insurance
Li, Danping
;
Young, Virginia R.
- In:
Insurance / Mathematics & economics
98
(
2021
),
pp. 35-43
Persistent link: https://www.econbiz.de/10012545274
Saved in:
8
Factors with style
Kimura, Keiko
;
Schwaiger, Katharina
;
Sharma, Deepika
; …
- In:
The journal of investing : JOI
30
(
2021
)
3
,
pp. 21-46
Persistent link: https://www.econbiz.de/10012503316
Saved in:
9
Active Paris-aligned equity investing
Schwaiger, Katharina
;
Snow, Jim
;
Wendt, Viktoria-Sophie
; …
- In:
Climate investing : new strategies and implementation …
,
(pp. 123-140)
.
2022
Persistent link: https://www.econbiz.de/10014249468
Saved in:
10
Optimal reinsurance under the mean-variance premium principle to minimize the probability of ruin
Liang, Xiaoqing
;
Liang, Zhibin
;
Young, Virginia R.
- In:
Insurance / Mathematics & economics
92
(
2020
),
pp. 128-146
Persistent link: https://www.econbiz.de/10012242047
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->