//--> //--> //--> //-->
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:"Finance and stochastics"
~isPartOf:"The journal of portfolio management : a publication of Institutional Investor"
~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
Zur Integration ausgewählter m...
Similar by subject
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Portfolio-Management
Theorie
671
Theory
671
Portfolio selection
251
Stochastic process
131
Stochastischer Prozess
131
Option pricing theory
107
Optionspreistheorie
107
CAPM
78
Risiko
69
Risk
69
Martingal
59
Martingale
59
Hedging
56
Transaction costs
56
Transaktionskosten
56
Volatility
50
Volatilität
50
Mathematical programming
42
Mathematische Optimierung
42
Yield curve
41
Zinsstruktur
41
USA
38
United States
38
Measurement
34
Messung
34
Incomplete market
32
Risk measure
32
Unvollkommener Markt
32
Börsenkurs
31
Risikomanagement
31
Risikomaß
31
Risk management
31
Share price
31
Derivat
29
Derivative
29
Arbitrage Pricing
27
Arbitrage pricing
27
Option trading
27
Optionsgeschäft
27
more ...
less ...
Online availability
All
Undetermined
50
Free
4
Type of publication
All
Article
250
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
251
Aufsatz in Zeitschrift
251
Collection of articles of several authors
1
Sammelwerk
1
Language
All
English
251
Author
All
Kabanov, Jurij M.
6
Choulli, Tahir
4
Grinold, Richard
4
Jeanblanc, Monique
4
Karatzas, Ioannis
4
Kritzman, Mark
4
Pham, Huyên
4
Rüschendorf, Ludger
4
Schied, Alexander
4
Amenc, Noël
3
Becherer, Dirk
3
Benth, Fred Espen
3
Clarke, Roger G.
3
DeSilva, Harindra
3
Deng, Jun
3
Elie, Romuald
3
Guasoni, Paolo
3
Jacobs, Bruce I.
3
Jiao, Ying
3
Kinlaw, Will
3
Klüppelberg, Claudia
3
Larsen, Kasper
3
Levy, Kenneth N.
3
Lépinette, Emmanuel
3
Muhle-Karbe, Johannes
3
Sass, Jörn
3
Schachermayer, Walter
3
Thorley, Steven
3
Turkington, David
3
Wang, Ruodu
3
Zariphopoulou-Souganidis, Thaleia
3
Aksamit, Anna
2
Bayraktar, Erhan
2
Belak, Christoph
2
Bouchard, Bruno
2
Delbaen, Freddy
2
Denis, Emmanuel
2
Duffie, Darrell
2
Fabozzi, Frank J.
2
Filipović, Damir
2
more ...
less ...
Published in...
All
Finance and stochastics
The journal of portfolio management : a publication of Institutional Investor
Insurance / Mathematics & economics
277
European journal of operational research : EJOR
276
Journal of banking & finance
246
NBER working paper series
245
Working paper / National Bureau of Economic Research, Inc.
200
Finance research letters
192
NBER Working Paper
192
Journal of economic dynamics & control
168
Mathematical finance : an international journal of mathematics, statistics and financial theory
154
International journal of theoretical and applied finance
146
Quantitative finance
129
Research paper series / Swiss Finance Institute
121
Risks : open access journal
104
Management science : journal of the Institute for Operations Research and the Management Sciences
103
The review of financial studies
102
Journal of financial economics
100
Discussion paper / Centre for Economic Policy Research
99
The journal of finance : the journal of the American Finance Association
97
Journal of empirical finance
96
Economic modelling
87
Swiss Finance Institute Research Paper
84
The European journal of finance
84
Economics letters
79
International review of economics & finance : IREF
76
The journal of asset management
76
Mathematics and financial economics
74
International review of financial analysis
73
Computational economics
72
SpringerLink / Bücher
69
Mathematical methods of operations research
68
Journal of risk and financial management : JRFM
67
The North American journal of economics and finance : a journal of financial economics studies
64
Working paper
64
Discussion paper / Tinbergen Institute
63
The journal of portfolio management : JPM
63
Journal of economic theory
61
Annals of finance
60
Applied economics
58
more ...
less ...
Source
All
ECONIS (ZBW)
251
Showing
1
-
10
of
251
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Risk parity optimality
Fisher, Gregg S.
;
Maymin, Philip Z.
;
Maymin, Zakhar G.
- In:
The journal of portfolio management : a publication of …
41
(
2015
)
2
,
pp. 42-56
Persistent link: https://www.econbiz.de/10011294200
Saved in:
2
Optimal portfolio liquidation in target zone models and catalytic superprocesses
Neuman, Eyal
;
Schied, Alexander
- In:
Finance and stochastics
20
(
2016
)
2
,
pp. 495-509
Persistent link: https://www.econbiz.de/10011471483
Saved in:
3
Asymptotic arbitrage and numéraire portfolios in large financial markets
Rochlin, Dmitri B.
- In:
Finance and stochastics
12
(
2008
)
2
,
pp. 173-194
Persistent link: https://www.econbiz.de/10003716254
Saved in:
4
Long run forward rates and long yields of bonds and options in heterogeneous equilibria
Malamud, Semyon
- In:
Finance and stochastics
12
(
2008
)
2
,
pp. 245-264
Persistent link: https://www.econbiz.de/10003716265
Saved in:
5
The numéraire portfolio in semimartingale financial models
Karatzas, Ioannis
;
Kardaras, Constantinos
- In:
Finance and stochastics
11
(
2007
)
4
,
pp. 447-493
Persistent link: https://www.econbiz.de/10003645513
Saved in:
6
Pricing and hedging European options with discrete-time coherent risk
Cherny, Alexander S.
- In:
Finance and stochastics
11
(
2007
)
4
,
pp. 537-569
Persistent link: https://www.econbiz.de/10003645530
Saved in:
7
Optimal lifetime consumption and investment under a drawdown constraint
Elie, Romuald
;
Touzi, Nizar
- In:
Finance and stochastics
12
(
2008
)
3
,
pp. 299-330
Persistent link: https://www.econbiz.de/10003899189
Saved in:
8
Universal bounds for asset prices in heterogeneous economies
Malamud, Semyon
- In:
Finance and stochastics
12
(
2008
)
3
,
pp. 411-422
Persistent link: https://www.econbiz.de/10003899203
Saved in:
9
Pricing by hedging and no-arbitrage beyond semimartingales
Bender, Christian
;
Sottinen, Tommi
;
Valkeila, Esko
- In:
Finance and stochastics
12
(
2008
)
4
,
pp. 441-468
Persistent link: https://www.econbiz.de/10003899260
Saved in:
10
Sensitivity estimates for portfolio credit derivatives using Monte Carlo
Chen, Zhiyong
;
Glasserman, Paul
- In:
Finance and stochastics
12
(
2008
)
4
,
pp. 507-540
Persistent link: https://www.econbiz.de/10003899268
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...
//-->