//--> //--> //--> //-->
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"
~subject:"Portfolio selection"
~subject:"Prognoseverfahren"
~subject:"World"
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
Using shares vs. Log of shares...
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Portfolio selection
Prognoseverfahren
World
Theorie
567
Theory
567
Portfolio-Management
152
Stochastic process
121
Stochastischer Prozess
121
Option pricing theory
115
Optionspreistheorie
115
Volatility
86
Volatilität
86
Credit risk
70
Kreditrisiko
70
Derivat
68
Derivative
68
Hedging
56
Yield curve
54
Zinsstruktur
54
CAPM
44
Estimation theory
39
Schätztheorie
39
Börsenkurs
38
Risiko
38
Risk
38
Share price
38
Financial market
34
Finanzmarkt
34
Risikomaß
32
Risk measure
32
Markov chain
29
Markov-Kette
29
Statistical distribution
29
Statistische Verteilung
29
Mathematical programming
28
Mathematische Optimierung
28
Black-Scholes model
27
Black-Scholes-Modell
26
Capital income
26
Kapitaleinkommen
26
Incomplete market
25
Unvollkommener Markt
25
more ...
less ...
Online availability
All
Undetermined
67
Type of publication
All
Article
163
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
164
Aufsatz in Zeitschrift
164
Conference paper
4
Konferenzbeitrag
4
Collection of articles of several authors
1
Sammelwerk
1
Language
All
English
164
Author
All
Korn, Ralf
6
Konno, Hiroshi
5
Fabozzi, Frank J.
4
Platen, Eckhard
4
Forsyth, Peter A.
3
Frahm, Gabriel
3
Wilmott, Paul
3
Baviera, Roberto
2
Bodnar, Olha
2
Bodnar, Taras
2
Brigo, Damiano
2
Chan, Ngai Hang
2
Epstein, D.
2
Escobar, Marcos
2
Gardiol, Lucien
2
Herzog, Florian
2
Kim, Young Shin
2
Kraft, Holger
2
Kromer, Eduard
2
Lipton, Alexander
2
Ng, Chi Tim
2
Okhrin, Yarema
2
Overbeck, Ludger
2
Pham, Huyên
2
Rebonato, Riccardo
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
Bares, Pierre-Antoine
1
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
International journal of forecasting
829
NBER working paper series
730
NBER Working Paper
639
Working paper / National Bureau of Economic Research, Inc.
606
Journal of forecasting
494
European journal of operational research : EJOR
418
Journal of banking & finance
368
Discussion paper / Centre for Economic Policy Research
355
Insurance / Mathematics & economics
341
CESifo working papers
323
Finance research letters
304
Economics letters
273
Working paper
268
SpringerLink / Bücher
264
Journal of econometrics
256
Economic modelling
244
Journal of economic dynamics & control
239
Discussion paper / Tinbergen Institute
238
Applied economics
213
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
210
IMF working papers
208
Risks : open access journal
190
Quantitative finance
188
Journal of empirical finance
184
Management science : journal of the Institute for Operations Research and the Management Sciences
178
Journal of international money and finance
176
Computational economics
175
Journal of international economics
171
Applied economics letters
170
Europäische Hochschulschriften / 5
166
Energy economics
159
Research paper series / Swiss Finance Institute
159
Journal of financial economics
158
Discussion paper
156
Mathematical finance : an international journal of mathematics, statistics and financial theory
156
Finance and stochastics
153
International review of economics & finance : IREF
151
The review of financial studies
136
The European journal of finance
135
more ...
less ...
Source
All
ECONIS (ZBW)
164
Showing
1
-
10
of
164
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Composite
index
prediction
Zemke, Stefan S.
- In:
International journal of theoretical and applied finance
3
(
2000
)
3
,
pp. 595
Persistent link: https://www.econbiz.de/10001524506
Saved in:
2
Particle methods for the estimation of credit portfolio loss distributions
Carmona, René
;
Crépey, Stéphane
- In:
International journal of theoretical and applied finance
13
(
2010
)
4
,
pp. 577-602
Persistent link: https://www.econbiz.de/10008905024
Saved in:
3
On the unbiased estimator of the efficient frontier
Bodnar, Olha
;
Bodnar, Taras
- In:
International journal of theoretical and applied finance
13
(
2010
)
7
,
pp. 1065-1073
Persistent link: https://www.econbiz.de/10008906212
Saved in:
4
Liquidity risk and instabilities in portfolio optimization
Caccioli, Fabio
;
Kondor, Imre
;
Marsili, Matteo
- In:
International journal of theoretical and applied finance
19
(
2016
)
5
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011524891
Saved in:
5
Shrinkage estimation of mean-variance portfolio
Liu, Yan
;
Chan, Ngai Hang
;
Ng, Chi Tim
;
Wong, Samuel Po …
- In:
International journal of theoretical and applied finance
19
(
2016
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10011453866
Saved in:
6
Estimation of optimal portfolio weights
Okhrin, Yarema
;
Schmid, Wolfgang
- In:
International journal of theoretical and applied finance
11
(
2008
)
3
,
pp. 249-276
Persistent link: https://www.econbiz.de/10003733142
Saved in:
7
Efficient risk measures calculations for generalized CreditRisk+ models
Huang, Zhenzhen
;
Kwok, Yue-Kuen
- In:
International journal of theoretical and applied finance
24
(
2021
)
2
,
pp. 1-51
Persistent link: https://www.econbiz.de/10012650350
Saved in:
8
Arbitrage pricing theory in ergodic markets
Frahm, Gabriel
- In:
International journal of theoretical and applied finance
21
(
2018
)
5
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011903768
Saved in:
9
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:
10
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:
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...
//-->