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~subject:"Portfolio selection"
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Portfolio selection
Theorie
115
Theory
115
Portfolio-Management
43
Risiko
34
Risk
33
Risikomaß
30
Risk measure
30
Measurement
24
Messung
24
Risikomodell
23
Risk model
23
Option pricing theory
22
Optionspreistheorie
22
Versicherungsmathematik
19
Actuarial mathematics
18
Risikomanagement
17
Risk management
17
Statistical distribution
15
Statistische Verteilung
15
Hedging
14
Lebensversicherung
12
Life insurance
12
Stochastic process
12
Stochastischer Prozess
12
Insurance premium
11
Versicherungsbeitrag
11
Versicherungstechnik
11
Black-Scholes model
10
Black-Scholes-Modell
9
Estimation theory
8
Finanzmathematik
8
Mathematical finance
8
Risikotheorie
8
Schätztheorie
8
Capital income
7
Cash Flow
7
Cash flow
7
Correlation
7
Kapitaleinkommen
7
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Undetermined
25
Free
7
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Article
33
Book / Working Paper
10
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Article in journal
33
Aufsatz in Zeitschrift
33
Graue Literatur
8
Non-commercial literature
8
Arbeitspapier
5
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5
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1
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1
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English
43
Author
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Vanduffel, Steven
27
Dhaene, Jan
19
Bernard, Carole
15
Goovaerts, Marc J.
9
Rüschendorf, Ludger
6
Vyncke, David
6
Kaas, R.
4
Barigou, Karim
3
Van Weert, Koen
3
Ye, Jiang
3
Boudt, Kris
2
Chen, Bingzheng
2
Chen, Ze
2
De Vecchi, Corrado
2
Delong, Łukasz
2
Denuit, Michel
2
Laeven, Roger J. A.
2
Yao, Jing
2
Ahcan, Ales
1
Bernard, C.
1
Chen, Jit Seng
1
Cheung, Ka Chun
1
Cornilly, D.
1
Cornilly, Dries
1
De Gennaro Aquino, Luca
1
De Staelen, Rob H.
1
Dragun, K.
1
Dragun, Kirill
1
Feng, Runhuan
1
Goovaerts, M. J.
1
Henrard, Luc
1
Jakobsons, Edgars
1
Jing, Xiaochen
1
Kaas, Rob
1
Kazzi, Rodrigue
1
Lo, Ambrose
1
Maj, Mateusz
1
Pesenti, Silvana M.
1
Puccetti, Giovanni
1
Sauri, Orimar
1
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Insurance / Mathematics & economics
8
Research report / Katholieke Universiteit Leuven, Faculty of Economics and Applied Economics, Department of Applied Economics
5
Scandinavian actuarial journal
4
European journal of operational research : EJOR
3
Quantitative finance
3
AFI
2
International journal of theoretical and applied finance
2
The journal of risk and insurance : the journal of the American Risk and Insurance Association
2
Astin bulletin : the journal of the International Actuarial Association
1
Decisions in economics and finance : a journal of applied mathematics
1
Discussion paper / Tinbergen Institute
1
Economics letters
1
Finance and stochastics
1
Journal of banking & finance
1
Journal of mathematical economics
1
Journal of the Operational Research Society
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
Risks : open access journal
1
The European journal of finance
1
Tijdschrift voor economie en management
1
Working paper series / Universiteit Gent, Faculteit Economie en Bedrijfskunde
1
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ECONIS (ZBW)
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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
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:
3
Closed-form approximations for constant continuous annuities
Vanduffel, Steven
;
Dhaene, Jan
;
Valdez, Emiliano
-
2005
Persistent link: https://www.econbiz.de/10002723917
Saved in:
4
Optimal portfolio selection for general provisioning and terminal wealth problems
Van Weert, Koen
;
Dhaene, Jan
;
Goovaerts, Marc J.
- In:
Insurance / Mathematics & economics
47
(
2010
)
1
,
pp. 90-97
Persistent link: https://www.econbiz.de/10003985403
Saved in:
5
Optimal portfolio selection for cash-flows with bounded capital at risk
Vyncke, David
;
Goovaerts, Marc J.
;
Dhaene, Jan
;
Van …
- In:
Tijdschrift voor economie en management
50
(
2005
)
1
,
pp. 103-114
Persistent link: https://www.econbiz.de/10002749749
Saved in:
6
Theory
Dhaene, Jan
;
Denuit, Michel
;
Goovaerts, Marc J.
;
Kaas, R.
; …
-
2002
Persistent link: https://www.econbiz.de/10001655663
Saved in:
7
Applications
Dhaene, Jan
;
Denuit, Michel
;
Goovaerts, Marc J.
;
Kaas, R.
; …
-
2002
Persistent link: https://www.econbiz.de/10001655664
Saved in:
8
Comonotic approximations for a generalized provisioning problem with application to optimal portfolio selection
Van Weert, Koen
;
Dhaene, Jan
;
Goovaerts, Marc J.
-
2009
Persistent link: https://www.econbiz.de/10009126884
Saved in:
9
Optimal portfolio selection for general provisioning and terminal wealth problems
Van Weert, Koen
;
Dhaene, Jan
;
Goovaerts, Marc J.
-
2009
Persistent link: https://www.econbiz.de/10009126893
Saved in:
10
An explicit option-based strategy that outperforms dollar cost averaging
Vanduffel, Steven
;
Ahcan, Ales
;
Henrard, Luc
;
Maj, Mateusz
- In:
International journal of theoretical and applied finance
15
(
2012
)
2
,
pp. 1-19
Persistent link: https://www.econbiz.de/10009624518
Saved in:
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