//--> //--> //-->
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"
~person:"Escobar, Marcos"
~subject:"Black-Scholes model"
~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
| 4 applied filters
Year of publication
From:
To:
Subject
All
Black-Scholes model
Portfolio-Management
Portfolio selection
2
Theorie
2
Theory
2
Anlageverhalten
1
Behavioural finance
1
Erwartungsnutzen
1
Expected utility
1
HARA utility
1
HJB equations
1
Markov chain
1
Markov switching
1
Markov-Kette
1
Nutzenfunktion
1
Portfolio choice
1
Risikoaversion
1
Risk aversion
1
S-shaped utility function
1
Utility function
1
Utility maximization
1
Yield curve
1
Zinsstruktur
1
affine models
1
behavioral finance
1
probability distortion
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Escobar, Marcos
Korn, Ralf
6
Konno, Hiroshi
5
Fabozzi, Frank J.
4
Platen, Eckhard
4
Wilmott, Paul
4
Cartea, Álvaro
3
Forsyth, Peter A.
3
Baviera, Roberto
2
Elliott, Robert J.
2
Epstein, D.
2
Frahm, Gabriel
2
Gardiol, Lucien
2
Gulko, Les
2
Herzog, Florian
2
Jaimungal, Sebastian
2
Kim, Young Shin
2
Kraft, Holger
2
Kromer, Eduard
2
Lipton, Alexander
2
Meister, Bernhard K.
2
Overbeck, Ludger
2
Pham, Huyên
2
Rudloff, Birgit
2
Sass, Jörn
2
Westphal, Dorothee
2
Wunderlich, Ralf
2
Yamamoto, Rei
2
Zagst, Rudi
2
Abergel, Frédéric
1
Agliardi, Rossella
1
Altay, Sühan
1
Andersen, J. V.
1
Andersen, Leif B. G.
1
Arai, Takuji
1
Ararat, Çağin
1
Audeguil, Emilien
1
Aurell, Erik
1
Avellaneda, Marco
1
Bares, Pierre-Antoine
1
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
Quantitative finance
5
Annals of finance
3
Journal of banking & finance
2
Risks : open access journal
2
Applied mathematical finance
1
Computational economics
1
Decision making and risk/return optimization in financial economics
1
Decisions in economics and finance : a journal of applied mathematics
1
Finance research letters
1
Financial markets and portfolio management
1
IMA journal of management mathematics
1
Insurance / Mathematics & economics
1
International review of economics & finance : IREF
1
Journal of economic dynamics & control
1
Mathematical methods of operations research : ZOR
1
Operations research perspectives
1
Scandinavian actuarial journal
1
more ...
less ...
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Portfolio optimization in affine models with Markov switching
Escobar, Marcos
;
Neykova, Daniela
;
Zagst, Rudi
- In:
International journal of theoretical and applied finance
18
(
2015
)
5
,
pp. 1-46
Persistent link: https://www.econbiz.de/10011403855
Saved in:
2
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->