//--> //--> //--> //-->
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:"Journal of financial and quantitative analysis : JFQA"
~subject:"Portfolio selection"
~subject:"USA"
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
Model-free CPPI
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Portfolio selection
USA
Theorie
957
Theory
957
Portfolio-Management
399
Option pricing theory
177
Optionspreistheorie
177
United States
156
Risiko
155
Stochastic process
151
Stochastischer Prozess
151
CAPM
131
Risk
130
Derivat
116
Derivative
116
Capital income
114
Kapitaleinkommen
114
Volatility
111
Volatilität
111
Börsenkurs
108
Share price
107
Hedging
98
Yield curve
86
Zinsstruktur
86
Credit risk
83
Kreditrisiko
83
Estimation
64
Schätzung
64
Financial market
49
Finanzmarkt
49
Anlageverhalten
48
Behavioural finance
48
Investment Fund
46
Investmentfonds
46
Risikoprämie
46
Risk premium
46
Mathematical programming
44
Mathematische Optimierung
44
Risikomaß
41
Risk measure
41
more ...
less ...
Online availability
All
Undetermined
162
Free
7
Type of publication
All
Article
497
Book / Working Paper
3
Type of publication (narrower categories)
All
Article in journal
497
Aufsatz in Zeitschrift
497
Conference paper
5
Konferenzbeitrag
5
Collection of articles of several authors
3
Sammelwerk
3
Konferenzschrift
1
more ...
less ...
Language
All
English
500
Author
All
Korn, Ralf
7
Fabozzi, Frank J.
5
Konno, Hiroshi
5
Elton, Edwin J.
4
Gruber, Martin Jay
4
Platen, Eckhard
4
Bielecki, Tomasz R.
3
Cartea, Álvaro
3
Cici, Gjergji
3
Forsyth, Peter A.
3
Frahm, Gabriel
3
Hughston, Lane P.
3
Jaimungal, Sebastian
3
Korkie, Robert M.
3
Leung, Tim
3
Mauer, David C.
3
Post, Thierry
3
Račev, Svetlozar T.
3
Santa-Clara, Pedro
3
Schoutens, Wim
3
Statman, Meir
3
Wilmott, Paul
3
Zhou, Guofu
3
Agarwal, Vikas
2
Ahn, Dong-Hyun
2
Arai, Takuji
2
Bali, Turan G.
2
Baviera, Roberto
2
Benth, Fred Espen
2
Bick, Avi
2
Biglova, Almira
2
Bodnar, Olha
2
Bodnar, Taras
2
Bollen, Nicolas P. B.
2
Botshekan, Mahmoud
2
Broadie, Mark
2
Chan, Louis K. C.
2
Chan, Ngai Hang
2
Charpin, Françoise
2
Chen, Hsiu-lang
2
more ...
less ...
Institution
All
Barcelona Workshop on Mathematical Finance <2017, Barcelona>
1
Published in...
All
International journal of theoretical and applied finance
Journal of financial and quantitative analysis : JFQA
Working paper / National Bureau of Economic Research, Inc.
1,979
European journal of operational research : EJOR
729
Journal of banking & finance
708
NBER working paper series
648
Discussion paper / Centre for Economic Policy Research
603
Finance research letters
507
The journal of finance : the journal of the American Finance Association
456
The review of financial studies
456
NBER Working Paper
434
Insurance / Mathematics & economics
413
Journal of financial economics
410
Applied economics
391
Working paper
368
The American economic review
366
Journal of economic dynamics & control
353
Economics letters
340
International review of financial analysis
327
The journal of portfolio management : a publication of Institutional Investor
280
American journal of agricultural economics
277
Management science : journal of the Institute for Operations Research and the Management Sciences
275
The review of economics and statistics
275
CESifo working papers
260
The journal of asset management
257
Computers & operations research : and their applications to problems of world concern ; an international journal
256
Economic modelling
244
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
240
Applied economics letters
235
Journal of empirical finance
235
Discussion paper series / IZA
232
Research paper series / Swiss Finance Institute
231
Journal of monetary economics
226
SpringerLink / Bücher
226
Finance and economics discussion series
223
International review of economics & finance : IREF
215
Journal of political economy
214
Quantitative finance
207
Finance and stochastics
199
The journal of futures markets
197
more ...
less ...
Source
All
ECONIS (ZBW)
500
Showing
1
-
10
of
500
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Robust utility maximization in a multivariate financial market with stochastic drift
Sass, Jörn
;
Westphal, Dorothee
- In:
International journal of theoretical and applied finance
24
(
2021
)
4
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012652713
Saved in:
2
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:
3
Portfolio insurance under rough volatility and Volterra processes
Dupret, Jean-Loup
;
Hainaut, Donatien
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-37
Persistent link: https://www.econbiz.de/10012807860
Saved in:
4
Life-cycle asset allocation with ambiguity aversion and learning
Peijnenburg, Kim
- In:
Journal of financial and quantitative analysis : JFQA
53
(
2018
)
5
,
pp. 1962-1994
Persistent link: https://www.econbiz.de/10011959061
Saved in:
5
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:
6
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:
7
An algorithm for calculating the set of superhedging portfolios in markets with transaction costs
Löhne, Andreas
;
Rudloff, Birgit
- In:
International journal of theoretical and applied finance
17
(
2014
)
2
,
pp. 1-33
Persistent link: https://www.econbiz.de/10010363905
Saved in:
8
Vector-valued coherent
risk
measure processes
Tahar, Imen Ben
;
Lépinette, Emmanuel
- In:
International journal of theoretical and applied finance
17
(
2014
)
2
,
pp. 1-28
Persistent link: https://www.econbiz.de/10010363907
Saved in:
9
On the shape of
risk
aversion and asset allocation
Six, Pierre
- In:
International journal of theoretical and applied finance
17
(
2014
)
8
,
pp. 1-27
Persistent link: https://www.econbiz.de/10010498792
Saved in:
10
Representation of BSDE-based dynamic
risk
measures and dynamic capital allocations
Kromer, Eduard
;
Overbeck, Ludger
- In:
International journal of theoretical and applied finance
17
(
2014
)
5
,
pp. 1-16
Persistent link: https://www.econbiz.de/10010437199
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...
//-->