//--> //--> //--> //-->
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-Management"
~subject:"Spieltheorie"
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
Faulty nash implementation in...
Similar by subject
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Portfolio-Management
Spieltheorie
Theorie
567
Theory
567
Portfolio selection
145
Stochastic process
116
Stochastischer Prozess
116
Option pricing theory
103
Optionspreistheorie
103
Volatility
76
Volatilität
76
Credit risk
67
Kreditrisiko
67
Derivat
65
Derivative
65
Hedging
55
Yield curve
51
Zinsstruktur
51
CAPM
43
Risiko
36
Risk
36
Börsenkurs
34
Share price
34
Financial market
33
Finanzmarkt
33
Markov chain
29
Markov-Kette
29
Statistical distribution
28
Statistische Verteilung
28
Mathematical programming
27
Mathematische Optimierung
27
Risikomaß
27
Risk measure
27
Black-Scholes model
25
Capital income
25
Incomplete market
25
Kapitaleinkommen
25
Unvollkommener Markt
25
Black-Scholes-Modell
24
Option trading
23
Optionsgeschäft
23
more ...
less ...
Online availability
All
Undetermined
56
Type of publication
All
Article
144
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
145
Aufsatz in Zeitschrift
145
Conference paper
2
Konferenzbeitrag
2
Collection of articles of several authors
1
Sammelwerk
1
Language
All
English
145
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
Games and economic behavior
818
Journal of economic theory
589
Economics letters
366
European journal of operational research : EJOR
365
Discussion paper / Center for Economic Research, Tilburg University
294
Insurance / Mathematics & economics
290
Economic theory : official journal of the Society for the Advancement of Economic Theory
275
International journal of game theory : official journal of the Game Theory Society
257
NBER working paper series
247
Journal of banking & finance
246
Working paper / National Bureau of Economic Research, Inc.
239
Journal of economic dynamics & control
234
Journal of mathematical economics
228
Discussion paper / Centre for Economic Policy Research
214
CESifo working papers
208
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
208
Working paper
200
Journal of economic behavior & organization : JEBO
199
Discussion paper / Tinbergen Institute
192
NBER Working Paper
192
Finance research letters
184
Mathematical social sciences
169
Mathematical finance : an international journal of mathematics, statistics and financial theory
157
Finance and stochastics
155
International game theory review
149
Management science : journal of the Institute for Operations Research and the Management Sciences
146
Social choice and welfare
145
The American economic review
141
SpringerLink / Bücher
136
Mathematical methods of operations research
133
CORE discussion paper : DP
130
Quantitative finance
129
The review of financial studies
125
Theory and decision : an international journal for multidisciplinary advances in decision science
123
Research paper series / Swiss Finance Institute
122
Discussion paper
110
Journal of financial economics
107
Risks : open access journal
105
Discussion paper / Center for Mathematical Studies in Economics and Management Science, Northwestern University
103
more ...
less ...
Source
All
ECONIS (ZBW)
145
Showing
1
-
10
of
145
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
Sequential surveillance of the tangency portfolio weights
Bodnar, Olha
- In:
International journal of theoretical and applied finance
12
(
2009
)
6
,
pp. 797-810
Persistent link: https://www.econbiz.de/10003911241
Saved in:
10
Probability distribution and option pricing for drawdown in a stochastic volatility environment
Yamamoto, Kyo
;
Sato, Seisho
;
Takahashi, Akihiko
- In:
International journal of theoretical and applied finance
13
(
2010
)
2
,
pp. 335-354
Persistent link: https://www.econbiz.de/10008860388
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...
//-->