//--> //--> //--> //-->
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:"Wirkungsanalyse"
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
ICT clusters in development: T...
Similar by subject
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Portfolio selection
Wirkungsanalyse
Theorie
567
Theory
567
Portfolio-Management
146
Stochastic process
120
Stochastischer Prozess
120
Option pricing theory
110
Optionspreistheorie
110
Volatility
80
Volatilität
80
Credit risk
68
Kreditrisiko
68
Derivat
67
Derivative
67
Hedging
56
Yield curve
51
Zinsstruktur
51
CAPM
44
Risiko
37
Risk
37
Börsenkurs
34
Share price
34
Financial market
33
Finanzmarkt
33
Markov chain
29
Markov-Kette
29
Statistical distribution
29
Statistische Verteilung
29
Black-Scholes model
27
Mathematical programming
27
Mathematische Optimierung
27
Risikomaß
27
Risk measure
27
Black-Scholes-Modell
26
Incomplete market
26
Unvollkommener Markt
26
Capital income
25
Kapitaleinkommen
25
Option trading
24
Optionsgeschäft
24
more ...
less ...
Online availability
All
Undetermined
56
Type of publication
All
Article
146
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
147
Aufsatz in Zeitschrift
147
Conference paper
2
Konferenzbeitrag
2
Collection of articles of several authors
1
Sammelwerk
1
Language
All
English
147
Author
All
Korn, Ralf
6
Konno, Hiroshi
5
Fabozzi, Frank J.
4
Platen, Eckhard
4
Forsyth, Peter A.
3
Wilmott, Paul
3
Baviera, Roberto
2
Epstein, D.
2
Escobar, Marcos
2
Frahm, Gabriel
2
Gardiol, Lucien
2
Herzog, Florian
2
Kim, Young Shin
2
Kraft, Holger
2
Kromer, Eduard
2
Lipton, Alexander
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
Bares, Pierre-Antoine
1
Barnett, Tristan
1
Barski, Michał
1
Basili, Marcello
1
Bauder, David
1
Baxter, Martin
1
Bel Hadj Ayed, Ahmed
1
Bellalah, Mondher
1
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
NBER working paper series
445
Working paper / National Bureau of Economic Research, Inc.
405
NBER Working Paper
381
European journal of operational research : EJOR
279
Insurance / Mathematics & economics
278
Journal of banking & finance
261
Discussion paper / Centre for Economic Policy Research
231
CESifo working papers
224
Finance research letters
215
Journal of economic dynamics & control
205
Working paper
184
Discussion paper series / IZA
168
Economic modelling
166
Mathematical finance : an international journal of mathematics, statistics and financial theory
154
Finance and stochastics
152
Quantitative finance
129
Economics letters
127
Research paper series / Swiss Finance Institute
124
Discussion paper
120
SpringerLink / Bücher
116
Wirtschaftsdienst : Zeitschrift für Wirtschaftspolitik
113
The review of financial studies
110
Risks : open access journal
109
Journal of financial economics
108
Discussion papers / CEPR
106
Management science : journal of the Institute for Operations Research and the Management Sciences
104
Europäische Hochschulschriften / 5
102
The journal of finance : the journal of the American Finance Association
100
Journal of empirical finance
99
The journal of portfolio management : a publication of Institutional Investor
99
Applied economics
98
Working paper series / European Central Bank
96
International review of economics & finance : IREF
95
The European journal of finance
92
Discussion paper / Tinbergen Institute
91
Energy economics
91
Intereconomics : review of European economic policy
89
IMF working papers
87
Swiss Finance Institute Research Paper
85
more ...
less ...
Source
All
ECONIS (ZBW)
147
Showing
1
-
10
of
147
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The linear dependence and feedback spectra between stock market and economy
Pan, Xia
- In:
International journal of theoretical and applied finance
10
(
2007
)
3
,
pp. 437-447
Persistent link: https://www.econbiz.de/10003463429
Saved in:
2
Utility maximization with random horizon : a BSDE approach
Jeanblanc, Monique
;
Mastrolia, Thibaut
;
Possamai͏̈, Dylan
- In:
International journal of theoretical and applied finance
18
(
2015
)
7
,
pp. 1-43
Persistent link: https://www.econbiz.de/10011404177
Saved in:
3
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:
4
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:
5
Crash hedging strategies and worst-case scenario portfolio optimization
Menkens, Olaf
- In:
International journal of theoretical and applied finance
9
(
2006
)
4
,
pp. 597-618
Persistent link: https://www.econbiz.de/10003347393
Saved in:
6
Optimal portfolio selection strategies in the presence of transaction costs
Meng, Qiang
;
Weerasinghe, Ananda
- In:
International journal of theoretical and applied finance
9
(
2006
)
4
,
pp. 619-641
Persistent link: https://www.econbiz.de/10003347396
Saved in:
7
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:
8
Kernel-based semi-log-optimal empirical portfolio selection strategies
Gyöfri, László
;
Urbán, András
;
Vajda, István
- In:
International journal of theoretical and applied finance
10
(
2007
)
3
,
pp. 505-516
Persistent link: https://www.econbiz.de/10003463461
Saved in:
9
Stochastic model predictive control and portfolio optimization
Herzog, Florian
;
Dondi, Gabriel
;
Geering, Hans P.
- In:
International journal of theoretical and applied finance
10
(
2007
)
2
,
pp. 203-233
Persistent link: https://www.econbiz.de/10003441946
Saved in:
10
Optimal portfolios with stochastic short rate : pitfalls when the short rate is non-Gaussian or the market price of risk is unbounded
Kraft, Holger
- In:
International journal of theoretical and applied finance
12
(
2009
)
6
,
pp. 767-796
Persistent link: https://www.econbiz.de/10003911240
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...
//-->