//--> //--> //--> //-->
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"
~source:"econis"
~subject:"Estimation"
~subject:"Finanzmarkt"
~subject:"Kapitaleinkommen"
~subject:"Portfolio-Management"
~type_genre:"Article in journal"
~type_genre:"Conference proceedings"
~type_genre:"Glossary included"
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
International Capital Flows
Similar by subject
Narrow search
Delete all filters
| 9 applied filters
Year of publication
From:
To:
Subject
All
Estimation
Finanzmarkt
Kapitaleinkommen
Portfolio-Management
Portfolio selection
220
Theorie
152
Theory
152
Stochastic process
56
Stochastischer Prozess
56
Option pricing theory
35
Optionspreistheorie
35
Hedging
30
Mathematical programming
27
Mathematische Optimierung
27
Risiko
26
Risk
26
Risikomaß
23
Risk measure
23
CAPM
21
Credit risk
21
Kreditrisiko
21
Derivat
19
Derivative
19
Transaction costs
18
Transaktionskosten
18
Anlageverhalten
17
Behavioural finance
17
Measurement
17
Messung
17
Risikomanagement
15
Risk management
15
Capital income
14
Volatility
14
Volatilität
14
stochastic control
12
Control theory
11
Kontrolltheorie
11
Statistical distribution
11
Statistische Verteilung
11
Börsenkurs
10
Martingal
10
Martingale
10
more ...
less ...
Online availability
All
Undetermined
92
Type of publication
All
Article
220
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
Conference proceedings
Glossary included
Aufsatz in Zeitschrift
222
Conference paper
5
Konferenzbeitrag
5
Collection of articles of several authors
2
Sammelwerk
2
Language
All
English
222
Author
All
Korn, Ralf
7
Fabozzi, Frank J.
5
Konno, Hiroshi
5
Platen, Eckhard
4
Bielecki, Tomasz R.
3
Cartea, Álvaro
3
Forsyth, Peter A.
3
Frahm, Gabriel
3
Leung, Tim
3
Račev, Svetlozar T.
3
Wilmott, Paul
3
Arai, Takuji
2
Baviera, Roberto
2
Biglova, Almira
2
Bodnar, Olha
2
Bodnar, Taras
2
Chan, Ngai Hang
2
Charpin, Françoise
2
Chiarella, Carl
2
Cialenco, Igor
2
Dorfleitner, Gregor
2
Epstein, D.
2
Escobar, Marcos
2
Gardiol, Lucien
2
Herzog, Florian
2
Hess, Markus
2
Hughston, Lane P.
2
Jaimungal, Sebastian
2
Kim, Young Shin
2
Kraft, Holger
2
Kromer, Eduard
2
Kwan, Clarence C. Y.
2
Lacaze, Dominique
2
Lipton, Alexander
2
Liu, Rui Hua
2
Melʹnikov, Aleksandr V.
2
Menkens, Olaf
2
Ng, Chi Tim
2
Okhrin, Yarema
2
Ortobelli, Sergio
2
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
Journal of banking & finance
658
Finance research letters
565
European journal of operational research : EJOR
399
Insurance / Mathematics & economics
385
International review of financial analysis
381
Journal of financial economics
320
Journal of economic dynamics & control
275
The journal of finance : the journal of the American Finance Association
274
The journal of asset management
266
The journal of portfolio management : a publication of Institutional Investor
255
Applied economics
254
Journal of empirical finance
245
International review of economics & finance : IREF
239
Management science : journal of the Institute for Operations Research and the Management Sciences
239
Pacific-Basin finance journal
235
The review of financial studies
223
Quantitative finance
215
Journal of financial and quantitative analysis : JFQA
204
The European journal of finance
204
Economic modelling
203
The North American journal of economics and finance : a journal of financial economics studies
202
Finance and stochastics
197
Risks : open access journal
181
Research in international business and finance
178
Mathematical finance : an international journal of mathematics, statistics and financial theory
177
Journal of risk and financial management : JRFM
169
Applied economics letters
165
Economics letters
157
Journal of investment management : JOIM
150
Journal of international financial markets, institutions & money
148
The journal of investing
147
Review of quantitative finance and accounting
138
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
138
The journal of wealth management
135
Applied financial economics
134
Investment management and financial innovations
127
Computational economics
125
Energy economics
124
Journal of international money and finance
121
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
1
-
10
of
222
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Implication of the Kelly criterion for multi-dimensional processes
Lv, Yingdong
;
Meister, Bernhard K.
- In:
International journal of theoretical and applied finance
13
(
2010
)
1
,
pp. 93-112
Persistent link: https://www.econbiz.de/10008860421
Saved in:
2
Portfolio selection problems consistent with given preference orderings
Lozza, Sergio Ortobelli
;
Shalit, Haim
;
Fabozzi, Frank J.
- In:
International journal of theoretical and applied finance
16
(
2013
)
5
,
pp. 1-38
Persistent link: https://www.econbiz.de/10009783998
Saved in:
3
Learning and portfolio decisions for CRRA investors
Longo, Michele
;
Mainini, Alessandra
- In:
International journal of theoretical and applied finance
19
(
2016
)
3
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011523763
Saved in:
4
Do institutional investors care about the ambiguity of their assets? : evidence from portfolio holdings in alternative investments
Koziol, Christian
;
Proelss, Juliane
;
Schweizer, Denis
- In:
International journal of theoretical and applied finance
14
(
2011
)
4
,
pp. 465-484
Persistent link: https://www.econbiz.de/10009269380
Saved in:
5
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:
6
A closed-form solution for optimal Ornstein-Uhlenbeck driven trading strategies
Lipton, Alexander
;
López de Prado, Marcos M.
- In:
International journal of theoretical and applied finance
23
(
2020
)
8
,
pp. 1-34
Persistent link: https://www.econbiz.de/10012496922
Saved in:
7
Algorithmic trading of co-integrated assets
Cartea, Álvaro
;
Jaimungal, Sebastian
- In:
International journal of theoretical and applied finance
19
(
2016
)
6
,
pp. 1-18
Persistent link: https://www.econbiz.de/10011572368
Saved in:
8
Extremal behavior of long-term investors with power utility
Bäuerle, Nicole
;
Grether, Stefanie Ulrike
- In:
International journal of theoretical and applied finance
20
(
2017
)
5
,
pp. 1-13
Persistent link: https://www.econbiz.de/10011733956
Saved in:
9
Dynamic portfolio selection under capital-at-risk with no short-selling constraints
Dmitrašinović-Vidović, Gordana
;
Lari-Lavassani, Ali
; …
- In:
International journal of theoretical and applied finance
14
(
2011
)
6
,
pp. 957-977
Persistent link: https://www.econbiz.de/10009380979
Saved in:
10
Bayesian learning for the Markowitz portfolio selection problem
De Franco, Carmine
;
Nicolle, Johann
;
Pham, Huyên
- In:
International journal of theoretical and applied finance
22
(
2019
)
7
,
pp. 1-40
Persistent link: https://www.econbiz.de/10012153463
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...
//-->