//--> //--> //--> //-->
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:"Unvollkommener Markt"
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
| 3 applied filters
Year of publication
From:
To:
Subject
All
Portfolio-Management
Unvollkommener Markt
Theorie
567
Theory
567
Portfolio selection
147
Stochastic process
118
Stochastischer Prozess
118
Option pricing theory
104
Optionspreistheorie
104
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
Black-Scholes-Modell
24
Option trading
23
Optionsgeschäft
23
more ...
less ...
Online availability
All
Undetermined
58
Type of publication
All
Article
166
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
167
Aufsatz in Zeitschrift
167
Conference paper
2
Konferenzbeitrag
2
Collection of articles of several authors
1
Sammelwerk
1
Language
All
English
167
Author
All
Korn, Ralf
6
Konno, Hiroshi
5
Fabozzi, Frank J.
4
Platen, Eckhard
4
Arai, Takuji
3
Cartea, Álvaro
3
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
Jaimungal, Sebastian
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
Yong, Jiongmin
2
Zagst, Rudi
2
Abergel, Frédéric
1
Agliardi, Rossella
1
Altay, Sühan
1
Andersen, J. V.
1
Andersen, Leif B. G.
1
Ararat, Çağin
1
Audeguil, Emilien
1
Aurell, Erik
1
Bares, Pierre-Antoine
1
Barnett, Tristan
1
Barski, Michał
1
Basili, Marcello
1
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
NBER working paper series
318
Insurance / Mathematics & economics
287
European journal of operational research : EJOR
279
Working paper / National Bureau of Economic Research, Inc.
273
Journal of banking & finance
253
NBER Working Paper
252
Journal of economic dynamics & control
225
Mathematical finance : an international journal of mathematics, statistics and financial theory
191
Finance research letters
188
Finance and stochastics
173
Discussion paper / Centre for Economic Policy Research
136
Research paper series / Swiss Finance Institute
134
Quantitative finance
130
Journal of economic theory
126
Journal of financial economics
115
Economics letters
113
The review of financial studies
111
Journal of mathematical economics
108
Risks : open access journal
105
The journal of finance : the journal of the American Finance Association
104
Management science : journal of the Institute for Operations Research and the Management Sciences
102
The journal of portfolio management : a publication of Institutional Investor
98
Journal of empirical finance
97
Economic modelling
96
CESifo working papers
92
Swiss Finance Institute Research Paper
92
Economic theory : official journal of the Society for the Advancement of Economic Theory
86
Working paper
85
Mathematics and financial economics
84
The European journal of finance
80
International review of economics & finance : IREF
77
Computational economics
76
Discussion papers / CEPR
75
Discussion paper / Tinbergen Institute
73
Annals of finance
71
Mathematical methods of operations research
71
International review of financial analysis
70
SpringerLink / Bücher
70
The journal of asset management
70
more ...
less ...
Source
All
ECONIS (ZBW)
167
Showing
1
-
10
of
167
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Algorithmic trading with learning
Cartea, Álvaro
;
Jaimungal, Sebastian
;
Kinzebulatov, Damir
- In:
International journal of theoretical and applied finance
19
(
2016
)
4
,
pp. 1-30
Persistent link: https://www.econbiz.de/10011523847
Saved in:
2
Market making with alpha signals
Cartea, Álvaro
;
Wang, Yixuan
- In:
International journal of theoretical and applied finance
23
(
2020
)
3
,
pp. 1-26
Persistent link: https://www.econbiz.de/10012270989
Saved in:
3
Scenarios for price determination in incomplete markets
Xanthopoulos, S. Z.
;
Yannacopoulos, Athanasios N.
- In:
International journal of theoretical and applied finance
11
(
2008
)
5
,
pp. 415-445
Persistent link: https://www.econbiz.de/10003759930
Saved in:
4
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:
5
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:
6
Information, model performance, pricing and trading measures in incomplete markets
Huang, Jinggang
;
Sandow, Sven
;
Friedman, Craig
- In:
International journal of theoretical and applied finance
9
(
2006
)
3
,
pp. 373-400
Persistent link: https://www.econbiz.de/10003344314
Saved in:
7
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:
8
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:
9
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:
10
An approximate approach to the exponential utility indifference
Arai, Takuji
- In:
International journal of theoretical and applied finance
10
(
2007
)
3
,
pp. 475-503
Persistent link: https://www.econbiz.de/10003463454
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...
//-->