//--> //--> //--> //-->
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:"Theory"
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
Mean and covariance matrix ada...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theory
Portfolio-Management
43,666
Portfolio selection
43,649
Theorie
20,689
Risikomaß
7,523
Risk measure
7,501
Kapitaleinkommen
7,177
Capital income
7,175
Risk
5,656
Risiko
5,616
Anlageverhalten
5,393
Behavioural finance
5,369
Risikomanagement
4,836
Risk management
4,633
CAPM
3,898
Investmentfonds
3,784
Investment Fund
3,751
Schätzung
3,608
Estimation
3,599
Kapitalanlage
3,583
Financial investment
3,439
USA
3,323
United States
3,286
Welt
3,107
World
3,103
Volatility
2,868
Volatilität
2,866
Börsenkurs
2,828
Share price
2,816
Aktienmarkt
2,730
Stock market
2,687
Hedging
2,381
Kreditrisiko
2,096
Prognoseverfahren
2,055
Credit risk
2,054
Forecasting model
2,050
Mathematische Optimierung
1,949
Mathematical programming
1,947
Stochastischer Prozess
1,847
Stochastic process
1,842
more ...
less ...
Online availability
All
Free
6,887
Undetermined
4,723
Type of publication
All
Article
10,711
Book / Working Paper
9,924
Journal
25
Type of publication (narrower categories)
All
Article in journal
9,531
Aufsatz in Zeitschrift
9,531
Graue Literatur
3,198
Non-commercial literature
3,198
Arbeitspapier
2,834
Working Paper
2,834
Aufsatz im Buch
1,033
Book section
1,033
Hochschulschrift
1,012
Thesis
872
Lehrbuch
289
Textbook
271
Collection of articles of several authors
216
Sammelwerk
216
Collection of articles written by one author
167
Sammlung
167
Bibliografie enthalten
166
Bibliography included
166
Aufsatzsammlung
101
Glossar enthalten
62
Glossary included
62
Konferenzschrift
59
Conference paper
57
Konferenzbeitrag
57
Handbook
50
Handbuch
50
Conference proceedings
40
Systematic review
29
Übersichtsarbeit
29
Case study
20
Fallstudie
20
Forschungsbericht
20
Bibliografie
17
Mehrbändiges Werk
15
Mikroform
15
Multi-volume publication
15
Amtsdruckschrift
14
Government document
14
CD-ROM, DVD
13
Reprint
9
more ...
less ...
Language
All
English
19,196
German
1,265
French
81
Italian
53
Spanish
30
Polish
26
Dutch
14
Czech
3
Danish
3
Hungarian
3
Russian
3
Swedish
3
Portuguese
2
Undetermined
2
Afrikaans
1
Finnish
1
Croatian
1
Norwegian
1
Slovak
1
more ...
less ...
Author
All
Fabozzi, Frank J.
133
Maurer, Raimond
72
Platen, Eckhard
54
Gollier, Christian
49
Korn, Ralf
45
Uppal, Raman
43
Vanduffel, Steven
43
Wang, Ruodu
43
Mitchell, Olivia S.
42
Guidolin, Massimo
41
Härdle, Wolfgang
41
Ang, Andrew
40
Li, Duan
38
Markowitz, Harry
38
Post, Thierry
38
Campbell, John Y.
37
Satchell, Stephen
36
Lucas, André
35
Račev, Svetlozar T.
35
Escobar, Marcos
34
Lo, Andrew W.
34
Jarrow, Robert A.
33
Prigent, Jean-Luc
33
Levy, Haim
32
Schenk-Hoppé, Klaus Reiner
32
Viceira, Luis M.
32
Zagst, Rudi
32
Gouriéroux, Christian
31
Bernard, Carole
30
Albrecht, Peter
29
Dhaene, Jan
29
Hens, Thorsten
29
Kraft, Holger
29
Bodie, Zvi
28
Wong, Hoi Ying
28
Wong, Wing Keung
28
Başak, Suleyman
27
Engle, Robert F.
27
Huschens, Stefan
27
Kane, Alex
27
more ...
less ...
Institution
All
National Bureau of Economic Research
247
Institute of Finance and Accounting <London>
15
Frank J. Fabozzi Associates <New Hope, Pa.>
12
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
11
Springer Fachmedien Wiesbaden
11
Center for Economic Research <Tilburg>
10
Universität Zürich / Institut für Schweizerisches Bankwesen
8
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
8
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
7
European University Institute / Department of Law
6
International Center for Financial Asset Management and Engineering
6
Pensions Institute
6
Rodney L. White Center for Financial Research
6
Springer-Verlag GmbH
6
Association of European Operational Research Societies / Working Group on Financial Modelling
5
Fachverlag für Wirtschafts- und Steuerrecht Schäffer <Stuttgart>
5
Universität Mannheim
5
Friedrich-Schiller-Universität Jena
4
Goethe-Universität Frankfurt am Main
4
Judge Institute of Management Studies
4
Nationalekonomiska Institutionen <Lund>
4
World Bank
4
Association for Investment Management and Research
3
Bonn Graduate School of Economics
3
Books on Demand GmbH <Norderstedt>
3
Christian-Albrechts-Universität zu Kiel
3
Ekonomiska forskningsinstitutet <Stockholm>
3
Erasmus Research Institute of Management
3
Federal Reserve Bank of St. Louis
3
International Association for the Study of Insurance Economics
3
Johannes Gutenberg-Universität Mainz
3
Københavns Universitet / Økonomisk Institut
3
Martin-Luther-Universität Halle-Wittenberg / Wirtschaftswissenschaftliche Fakultät
3
The Wharton Financial Institutions Center
3
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
3
Verlag Dr. Kovač
3
Banco Central do Brasil
2
Bank für Internationalen Zahlungsausgleich
2
Basel Committee on Banking Supervision
2
Birkbeck College / Department of Economics
2
more ...
less ...
Published in...
All
Insurance / Mathematics & economics
358
European journal of operational research : EJOR
334
Journal of banking & finance
275
NBER working paper series
241
Working paper / National Bureau of Economic Research, Inc.
197
Finance research letters
196
NBER Working Paper
192
Journal of economic dynamics & control
176
Mathematical finance : an international journal of mathematics, statistics and financial theory
167
Finance and stochastics
161
International journal of theoretical and applied finance
157
Risks : open access journal
141
Quantitative finance
139
Research paper series / Swiss Finance Institute
131
Journal of empirical finance
115
Management science : journal of the Institute for Operations Research and the Management Sciences
108
Journal of financial economics
102
The journal of portfolio management : a publication of Institutional Investor
102
Economic modelling
101
The review of financial studies
100
The journal of finance : the journal of the American Finance Association
96
Swiss Finance Institute Research Paper
90
Discussion paper / Centre for Economic Policy Research
86
Economics letters
86
The European journal of finance
86
Mathematics and financial economics
85
Discussion paper / Tinbergen Institute
83
Computational economics
82
International review of financial analysis
81
SpringerLink / Bücher
79
International review of economics & finance : IREF
73
Journal of risk and financial management : JRFM
73
Applied economics
72
Mathematical methods of operations research
72
The North American journal of economics and finance : a journal of financial economics studies
71
The journal of asset management
69
Journal of mathematical finance
64
Annals of finance
63
Journal of economic theory
63
The journal of portfolio management : JPM
63
more ...
less ...
Source
All
ECONIS (ZBW)
20,660
Showing
1
-
10
of
20,660
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Time-inconsistent multistage stochastic programs : martingale bounds
Pflug, Georg
;
Pichler, Alois
- In:
European journal of operational research : EJOR
249
(
2016
)
1
,
pp. 155-163
Persistent link: https://www.econbiz.de/10011434903
Saved in:
2
Dynamic mean-risk portfolio selection with multiple risk measures in continuous-time
Gao, Jianjun
;
Xiong, Yan
;
Li, Duan
- In:
European journal of operational research : EJOR
249
(
2016
)
2
,
pp. 647-656
Persistent link: https://www.econbiz.de/10011436797
Saved in:
3
A scenario decomposition algorithm for stochastic programming problems with a class of downside risk measures
Rysz, Maciej
;
Vinel, Alexander
;
Krokhmal, Pavlo
; …
- In:
INFORMS journal on computing : JOC
27
(
2015
)
2
,
pp. 416-430
Persistent link: https://www.econbiz.de/10011291285
Saved in:
4
Epi-regularization of risk measures
Kouri, Drew P.
;
Surowiec, Thomas M.
- In:
Mathematics of operations research
45
(
2020
)
2
,
pp. 774-795
Persistent link: https://www.econbiz.de/10012242555
Saved in:
5
Dynamic portfolio optimization across hidden market regimes
Nystrup, Peter
;
Madsen, Henrik
;
Lindström, Erik
- In:
Quantitative finance
18
(
2018
)
1
,
pp. 83-95
Persistent link: https://www.econbiz.de/10011905831
Saved in:
6
Risk and resilience-based optimal post-disruption restoration for critical infrastructures under uncertainty
Alkhaleel, Basem A.
;
Liao, Haitao
;
Sullivan, Kelly M.
- In:
European journal of operational research : EJOR
296
(
2022
)
1
,
pp. 174-202
Persistent link: https://www.econbiz.de/10012820155
Saved in:
7
Multistage stochastic optimization for private equity investments
Reus, Lorenzo
;
Mulvey, John M.
- In:
The journal of asset management
16
(
2015
)
5
,
pp. 342-362
Persistent link: https://www.econbiz.de/10011416619
Saved in:
8
Debt portfolio management for an oil company under oil price uncertainty
Korotin, Vladimir
;
Ulchenkov, Arseniy
;
Islamov, Rustam
- In:
Computational economics
49
(
2017
)
2
,
pp. 289-306
Persistent link: https://www.econbiz.de/10011757594
Saved in:
9
Optimal diversification, stochastic dominance, and sampling error
Mroua, Mourad
;
Abid, Fathi
;
Wong, Wing Keung
- In:
American journal of business : applying research to …
32
(
2017
)
1
,
pp. 48-79
Persistent link: https://www.econbiz.de/10011799619
Saved in:
10
Gradient-free methods for non-smooth convex stochastic optimization with heavy-tailed noise on convex compact
Kornilov, Nikita
;
Gasnikov, Alexander
;
Dvurechensky, Pavel
- In:
Computational management science
20
(
2023
)
1
,
pp. 1-43
Persistent link: https://www.econbiz.de/10014393407
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...
//-->