//--> //--> //--> //-->
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:"Annals of finance"
~isPartOf:"International journal of theoretical and applied finance"
~subject:"Portfolio-Management"
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
Adverse selection in an insura...
Similar by subject
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Portfolio-Management
Theorie
777
Theory
777
Portfolio selection
207
Stochastic process
151
Stochastischer Prozess
151
Option pricing theory
112
Optionspreistheorie
112
Volatility
102
Volatilität
102
CAPM
81
Credit risk
75
Kreditrisiko
75
Derivat
72
Derivative
72
Hedging
65
Yield curve
57
Zinsstruktur
57
Risiko
56
Risk
56
Financial market
55
Finanzmarkt
55
Börsenkurs
50
Share price
50
Incomplete market
41
Unvollkommener Markt
41
Capital income
36
Kapitaleinkommen
36
Markov chain
36
Markov-Kette
36
Risikomaß
36
Risk measure
36
Mathematical programming
35
Mathematische Optimierung
35
Statistical distribution
32
Statistische Verteilung
32
Martingal
28
Martingale
28
Black-Scholes model
27
Risikomanagement
27
more ...
less ...
Online availability
All
Undetermined
82
Free
1
Type of publication
All
Article
206
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
207
Aufsatz in Zeitschrift
207
Conference paper
2
Konferenzbeitrag
2
Collection of articles of several authors
1
Sammelwerk
1
Language
All
English
207
Author
All
Korn, Ralf
6
Escobar, Marcos
5
Konno, Hiroshi
5
Fabozzi, Frank J.
4
Platen, Eckhard
4
Cartea, Álvaro
3
Fernholz, Robert
3
Forsyth, Peter A.
3
Karatzas, Ioannis
3
Leung, Tim
3
Rásonyi, Miklós
3
Wilmott, Paul
3
Zagst, Rudi
3
Baviera, Roberto
2
Carassus, Laurence
2
Epstein, D.
2
Frahm, Gabriel
2
Gardiol, Lucien
2
Hainaut, Donatien
2
Herzog, Florian
2
Jaimungal, Sebastian
2
Kamdem, Jules Sadefo
2
Kim, Young Shin
2
Kraft, Holger
2
Kromer, Eduard
2
Lipton, Alexander
2
Madan, Dilip B.
2
Neykova, Daniela
2
Overbeck, Ludger
2
Pham, Huyên
2
Rudloff, Birgit
2
Sass, Jörn
2
Shalit, Haim
2
Westphal, Dorothee
2
Wunderlich, Ralf
2
Yamamoto, Rei
2
Zhitlukhin, M. V.
2
Aase Nielsen, Jørgen
1
Abergel, Frédéric
1
Agliardi, Rossella
1
more ...
less ...
Published in...
All
Annals of finance
International journal of theoretical and applied finance
Insurance / Mathematics & economics
281
European journal of operational research : EJOR
277
Journal of banking & finance
242
NBER working paper series
242
Working paper / National Bureau of Economic Research, Inc.
194
NBER Working Paper
189
Finance research letters
185
Journal of economic dynamics & control
168
Mathematical finance : an international journal of mathematics, statistics and financial theory
155
Finance and stochastics
152
Quantitative finance
130
Research paper series / Swiss Finance Institute
125
Journal of financial economics
107
Risks : open access journal
105
Management science : journal of the Institute for Operations Research and the Management Sciences
102
The review of financial studies
100
The journal of portfolio management : a publication of Institutional Investor
98
The journal of finance : the journal of the American Finance Association
96
Journal of empirical finance
94
Swiss Finance Institute Research Paper
87
Discussion paper / Centre for Economic Policy Research
86
Economic modelling
83
Economics letters
82
The European journal of finance
79
Mathematics and financial economics
74
Computational economics
72
International review of economics & finance : IREF
72
The journal of asset management
70
Mathematical methods of operations research
68
International review of financial analysis
67
SpringerLink / Bücher
67
The North American journal of economics and finance : a journal of financial economics studies
64
Journal of risk and financial management : JRFM
63
The journal of portfolio management : JPM
63
Discussion paper / Tinbergen Institute
62
Journal of economic theory
61
Applied economics
59
Journal of mathematical finance
57
more ...
less ...
Source
All
ECONIS (ZBW)
207
Showing
1
-
10
of
207
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Algorithmic trading with learning
Cartea, Álvaro
;
Jaimungal, Sebastian
;
Kinzebulatov, Damir
- In:
International journal of theoretical and applied finance
19
(
2016
)
4
,
pp. 1-30
Persistent link: https://www.econbiz.de/10011523847
Saved in:
2
Market making with alpha signals
Cartea, Álvaro
;
Wang, Yixuan
- In:
International journal of theoretical and applied finance
23
(
2020
)
3
,
pp. 1-26
Persistent link: https://www.econbiz.de/10012270989
Saved in:
3
Demand shocks and market manipulation
Pinheiro, Marcelo
- In:
Annals of finance
4
(
2008
)
3
,
pp. 269-298
Persistent link: https://www.econbiz.de/10003714669
Saved in:
4
Optimal portfolio allocation under the probabilistic VaR constraint and incentives for financial innovation
Daníelsson, Jón
;
Jorgensen, Bjorn N.
;
Vries, Casper G. de
- In:
Annals of finance
4
(
2008
)
3
,
pp. 345-367
Persistent link: https://www.econbiz.de/10003714674
Saved in:
5
On the semimartingale property via bounded logarithmic utility
Larsen, Kasper
;
Žitković, Gordan
- In:
Annals of finance
4
(
2008
)
2
,
pp. 255-268
Persistent link: https://www.econbiz.de/10003645478
Saved in:
6
Modeling the volatility and expected value of a diversified world index
Platen, Eckhard
- In:
International journal of theoretical and applied finance
7
(
2004
)
4
,
pp. 511-529
Persistent link: https://www.econbiz.de/10002108812
Saved in:
7
The proper use of risk measures in portfolio
theory
Ortobelli, Sergio
;
Račev, Svetlozar T.
;
Stoyanov, Stoyan
; …
- In:
International journal of theoretical and applied finance
8
(
2005
)
8
,
pp. 1107-1133
Persistent link: https://www.econbiz.de/10003280039
Saved in:
8
Crash hedging strategies and worst-case scenario portfolio optimization
Menkens, Olaf
- In:
International journal of theoretical and applied finance
9
(
2006
)
4
,
pp. 597-618
Persistent link: https://www.econbiz.de/10003347393
Saved in:
9
Optimal portfolio selection strategies in the presence of transaction costs
Meng, Qiang
;
Weerasinghe, Ananda
- In:
International journal of theoretical and applied finance
9
(
2006
)
4
,
pp. 619-641
Persistent link: https://www.econbiz.de/10003347396
Saved in:
10
On portfolio selection under extreme risk measure : the heavy-tailed ICA model
Clémençon, Stéphan
;
Slim, Skander
- In:
International journal of theoretical and applied finance
10
(
2007
)
3
,
pp. 449-474
Persistent link: https://www.econbiz.de/10003463451
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->