//--> //--> //-->
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
~subject:"Portfolio selection"
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
Rational reconstruction of fra...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Portfolio selection
Theorie
29
Theory
29
Risiko
13
Risikomodell
12
Risk model
12
Messung
10
Risk
10
Versicherungsmathematik
10
Measurement
9
Actuarial mathematics
8
Risikotheorie
7
Portfolio-Management
5
Risikomaß
5
Risk measure
5
Additivity
4
Comonotonicity
4
Esscher transform
4
Exponential order
4
Laplace transform order
4
Risk measures
4
Finanzmathematik
3
Mathematical finance
3
Nutzentheorie
3
PC software
3
PC-Software
3
Utility theory
3
Black-Scholes model
2
Black-Scholes-Modell
2
Cash Flow
2
Cash flow
2
Economics of insurance
2
Interest rate
2
Option pricing theory
2
Optionspreistheorie
2
Random variable
2
Risikomanagement
2
Risk (Insurance)
2
Risk management
2
Versicherungsbetriebslehre
2
more ...
less ...
Online availability
All
Free
1
Type of publication
All
Book / Working Paper
4
Article
1
Type of publication (narrower categories)
All
Graue Literatur
3
Non-commercial literature
3
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
5
Author
All
Dhaene, Jan
5
Vyncke, David
5
Goovaerts, Marc J.
4
Kaas, R.
4
Vanduffel, Steven
3
Denuit, Michel
2
Goovaerts, M. J.
1
Kaas, Rob
1
more ...
less ...
Published in...
All
Research report / Katholieke Universiteit Leuven, Faculty of Economics and Applied Economics, Department of Applied Economics
3
The journal of risk and insurance : the journal of the American Risk and Insurance Association
1
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Comonotonic approximations for optimal portfolio selection problems
Dhaene, Jan
;
Vanduffel, Steven
;
Goovaerts, Marc J.
;
Kaas, R.
- In:
The journal of risk and insurance : the journal of the …
72
(
2005
)
2
,
pp. 253-300
Persistent link: https://www.econbiz.de/10002968418
Saved in:
2
Theory
Dhaene, Jan
;
Denuit, Michel
;
Goovaerts, Marc J.
;
Kaas, R.
; …
-
2002
Persistent link: https://www.econbiz.de/10001655663
Saved in:
3
Applications
Dhaene, Jan
;
Denuit, Michel
;
Goovaerts, Marc J.
;
Kaas, R.
; …
-
2002
Persistent link: https://www.econbiz.de/10001655664
Saved in:
4
Comonotonic approximations for optimal portfolio selection problems
Dhaene, Jan
;
Vanduffel, Steven
;
Goovaerts, Marc J.
;
Kaas, R.
-
2004
Persistent link: https://www.econbiz.de/10002035167
Saved in:
5
Comonotonic Approximations for Optimal Portfolio Selection Problems
Dhaene, Jan
-
2015
We investigate multiperiod portfolio selection problems in a Black & Scholes type market where a basket of 1 riskfree and m risky securities are traded continuously. We look for the optimal allocation of wealth within the class of 'constant mix' portfolios.First, we consider the portfolio...
Persistent link: https://www.econbiz.de/10013039513
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->