//--> //--> //--> //-->
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
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
Portfolio allocation in a Levy...
Similar by subject
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Theorie
623,248
Theory
608,350
USA
45,104
Risk
44,460
Risiko
44,008
Portfolio-Management
43,883
United States
43,847
Portfolio selection
43,539
Schätzung
33,129
Estimation
32,297
Welt
29,583
World
28,911
Deutschland
24,243
Geldpolitik
23,166
Germany
22,619
Monetary policy
22,434
Mathematische Optimierung
17,380
Mathematical programming
17,275
Prognoseverfahren
15,293
Forecasting model
15,016
Kapitaleinkommen
14,560
Capital income
14,513
Börsenkurs
14,069
Share price
13,838
Wirtschaftswachstum
13,601
Volatilität
13,453
Spieltheorie
13,260
Zeitreihenanalyse
13,222
Volatility
13,196
Economic growth
12,980
Time series analysis
12,828
Risikomanagement
12,722
Game theory
12,523
Experiment
12,314
Risk management
12,236
CAPM
12,140
Finanzmarkt
11,131
Financial market
10,904
Asymmetrische Information
10,809
Schätztheorie
10,772
more ...
less ...
Online availability
All
Free
196,156
Undetermined
94,083
Type of publication
All
Book / Working Paper
358,236
Article
328,201
Journal
1,505
Other
170
Database
3
Type of publication (narrower categories)
All
Article in journal
266,704
Aufsatz in Zeitschrift
266,704
Working Paper
133,789
Graue Literatur
131,980
Non-commercial literature
131,980
Arbeitspapier
121,307
Aufsatz im Buch
50,670
Book section
50,670
Hochschulschrift
30,404
Thesis
26,191
Collection of articles of several authors
13,205
Sammelwerk
13,205
Bibliografie enthalten
11,177
Bibliography included
11,177
Lehrbuch
10,041
Textbook
9,113
Aufsatzsammlung
7,008
Konferenzschrift
5,437
Collection of articles written by one author
4,020
Sammlung
4,020
Conference proceedings
3,421
Systematic review
2,752
Übersichtsarbeit
2,752
Rezension
2,349
Conference paper
1,879
Konferenzbeitrag
1,879
Glossar enthalten
1,725
Glossary included
1,725
Case study
1,414
Fallstudie
1,414
Festschrift
1,207
Amtsdruckschrift
1,200
Government document
1,200
Reprint
1,183
Mehrbändiges Werk
1,142
Multi-volume publication
1,142
Handbook
1,112
Handbuch
1,112
Bibliografie
902
Forschungsbericht
869
more ...
less ...
Language
All
English
595,138
German
64,624
French
7,580
Undetermined
7,177
Spanish
4,302
Italian
3,948
Polish
1,814
Russian
1,472
Portuguese
1,028
Dutch
733
Hungarian
296
Danish
228
Czech
214
Swedish
189
Norwegian
160
Croatian
143
Bulgarian
84
Finnish
84
Slovak
71
Romanian
63
Ukrainian
52
Slovenian
51
Serbian
51
Lithuanian
24
Chinese
21
Turkish
19
Macedonian
14
Japanese
12
Afrikaans
9
Modern Greek (1453-)
8
Estonian
8
Arabic
7
Valencian
7
Galician
7
Korean
4
Latin
4
Albanian
3
Hebrew
2
Georgian
2
Kazakh
2
more ...
less ...
Author
All
Nijkamp, Peter
532
Güth, Werner
529
Acemoglu, Daron
519
Stiglitz, Joseph E.
460
Pestieau, Pierre
445
Snower, Dennis J.
445
Gersbach, Hans
442
Pesaran, M. Hashem
421
Aizenman, Joshua
417
Stark, Oded
413
Creedy, John
403
Koskela, Erkki
394
Fabozzi, Frank J.
388
McAleer, Michael
385
Heckman, James J.
368
Helpman, Elhanan
358
Zenou, Yves
355
Phillips, Peter C. B.
347
Broll, Udo
342
Cremer, Helmuth
336
Svensson, Lars E. O.
335
Frey, Bruno S.
333
Konrad, Kai A.
331
Woodford, Michael
325
Kaplow, Louis
324
Thisse, Jacques-François
318
Härdle, Wolfgang
317
Batabyal, Amitrajeet A.
314
Shavell, Steven
311
Tirole, Jean
307
Artus, Patrick
306
Franses, Philip Hans
299
Lambertini, Luca
297
Buiter, Willem H.
288
Shleifer, Andrei
284
Grossman, Gene M.
282
Devereux, Michael B.
281
Ploeg, Frederick van der
280
Aghion, Philippe
272
Andersen, Torben M.
270
more ...
less ...
Institution
All
National Bureau of Economic Research
7,671
Edward Elgar Publishing
411
OECD
316
Ekonomiska forskningsinstitutet <Stockholm>
291
Springer Fachmedien Wiesbaden
285
Center for Economic Research <Tilburg>
280
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
263
European University Institute / Department of Economics
249
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
228
IGI Global
215
World Bank
197
Forschungsinstitut zur Zukunft der Arbeit
170
International Monetary Fund
148
Federal Reserve Bank of Chicago
146
Institut für Weltwirtschaft
141
Centre for Economic Policy Research
140
Internationaler Währungsfonds / Research Department
136
Foerder Institute for Economic Research <Tēl-Āvîv>
128
Umeå universitet
127
Universitat Pompeu Fabra / Departament d'Economia i Empresa
110
University of Exeter / Department of Economics
106
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
103
Social Systems Research Institute
102
Springer-Verlag GmbH
94
Federal Reserve Bank of New York
93
Australian National University / Faculty of Economics and Commerce
86
Deutsche Forschungsgemeinschaft
83
Federal Reserve Bank of San Francisco
81
Universitetet i Oslo / Økonomisk institutt
79
Federal Reserve System / Board of Governors
78
Massachusetts Institute of Technology / Department of Economics
78
Robert Schuman Centre for Advanced Studies
78
Erasmus Research Institute of Management
77
European University Institute / Department of Law
77
Columbia University / Department of Economics
76
Department of Agricultural and Resource Economics, University of California-Berkeley
76
Federal Reserve Board (Board of Governors of the Federal Reserve System)
76
De Gruyter Oldenbourg
75
HAL
75
World Bank Group
75
more ...
less ...
Published in...
All
NBER working paper series
7,448
Working paper / National Bureau of Economic Research, Inc.
7,052
NBER Working Paper
6,723
Economics letters
5,484
European journal of operational research : EJOR
5,219
Discussion paper / Centre for Economic Policy Research
4,732
CESifo working papers
3,780
Working paper
3,000
Journal of economic theory
2,987
Journal of economic dynamics & control
2,561
Discussion paper / Tinbergen Institute
2,470
The American economic review
2,446
Computers & operations research : and their applications to problems of world concern ; an international journal
2,353
Journal of economic behavior & organization : JEBO
2,347
Discussion paper series / IZA
2,340
Europäische Hochschulschriften / 5
2,216
International journal of production research
2,012
European economic review : EER
1,978
CESifo Working Paper
1,962
SpringerLink / Bücher
1,913
Games and economic behavior
1,904
Journal of banking & finance
1,878
Economic modelling
1,875
Discussion paper
1,873
Applied economics
1,843
Economic theory : official journal of the Society for the Advancement of Economic Theory
1,843
The economic journal : the journal of the Royal Economic Society
1,842
Journal of public economics
1,775
Discussion paper / Center for Economic Research, Tilburg University
1,698
Management science : journal of the Institute for Operations Research and the Management Sciences
1,692
Journal of econometrics
1,688
CESifo Working Paper Series
1,661
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1,558
IZA Discussion Paper
1,554
Journal of monetary economics
1,451
Discussion papers / CEPR
1,441
Public choice
1,403
International economic review
1,402
International journal of production economics
1,359
Social choice and welfare
1,333
more ...
less ...
Source
All
ECONIS (ZBW)
663,542
EconStor
13,512
RePEc
6,111
USB Cologne (EcoSocSci)
3,126
Other ZBW resources
639
BASE
462
OLC EcoSci
416
USB Cologne (business full texts)
216
ArchiDok
91
more ...
less ...
Showing
1
-
10
of
688,115
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
The fundamental theorem of mutual insurance
Albrecht, Peter
;
Huggenberger, Markus
- In:
Insurance / Mathematics & economics
75
(
2017
),
pp. 180-188
Persistent link: https://www.econbiz.de/10011740817
Saved in:
3
Dynamic safety first expected utility model
Chiu, Mei Choi
;
Wong, Hoi Ying
;
Zhao, Jing
- In:
European journal of operational research : EJOR
271
(
2018
)
1
,
pp. 141-154
Persistent link: https://www.econbiz.de/10011882786
Saved in:
4
A note on a new weighted idiosyncratic
risk
measure
Jan, Yin-Ching
- In:
International journal of financial research
5
(
2014
)
3
,
pp. 194-198
Persistent link: https://www.econbiz.de/10010458525
Saved in:
5
Hedging effectiveness of the hedged portfolio : the expected utility maximization subject to the value-at-
risk
approach
Chuang, Chung-Chu
;
Wang, Yi-Hsien
;
Yeh, Tsai-Jung
; …
- In:
Applied economics
47
(
2015
)
19/21
,
pp. 2040-2052
Persistent link: https://www.econbiz.de/10010513350
Saved in:
6
General dual measures of riskiness
Schulze, Klaas
- In:
Theory and decision : an international journal for …
78
(
2015
)
2
,
pp. 289-304
Persistent link: https://www.econbiz.de/10010513819
Saved in:
7
Systematic stress tests with entropic plausibility constraints
Breuer, Thomas
;
Csiszár, Imre
- In:
Journal of banking & finance
37
(
2013
)
5
,
pp. 1552-1559
Persistent link: https://www.econbiz.de/10009729051
Saved in:
8
Mean-variance approximations to expected utility
Markowitz, Harry
- In:
European journal of operational research : EJOR
234
(
2014
)
2
,
pp. 346-355
Persistent link: https://www.econbiz.de/10010356759
Saved in:
9
Aversion to
risk
and downside
risk
in the large and in the small under non-expected utility : a quantile approach
Chavas, Jean-Paul
;
Kim, Kwan-soo
- In:
Theoretical economics letters
5
(
2015
)
6
,
pp. 784-804
Persistent link: https://www.econbiz.de/10011439614
Saved in:
10
On the optimal wealth process in a log-normal market : applications to
risk
management
Monin, Philip
;
Zariphopoulou-Souganidis, Thaleia
- In:
Journal of financial engineering
1
(
2014
)
2
,
pp. 1-37
Persistent link: https://www.econbiz.de/10010508086
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...
//-->