//--> //--> //-->
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:"Finance and stochastics"
subject:"Risk"
~person:"Muhle-Karbe, Johannes"
~person:"Zariphopoulou-Souganidis, Thaleia"
~subject:"Mathematical programming"
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
Search: subject_exact:"Theory"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Risk
Mathematical programming
Theorie
12
Theory
12
Portfolio selection
6
Portfolio-Management
6
Transaction costs
6
Transaktionskosten
6
Risiko
3
CAPM
2
Decision under uncertainty
2
Entscheidung unter Unsicherheit
2
Hedging
2
Incomplete market
2
Mathematische Optimierung
2
Model uncertainty
2
Unvollkommener Markt
2
Ambiguity aversion
1
Asset pricing
1
Asymptotic expansions
1
Asymptotics
1
Convex duality representation
1
Delta-vega hedging
1
Derivat
1
Derivative
1
Duality theory
1
Dynamic consistency
1
Dynamic programming
1
Dynamische Optimierung
1
Ergodic BSDE
1
Estimation
1
Financial economics
1
Financial market
1
Finanzmarkt
1
Fixed transaction costs
1
Forward entropic risk measures
1
Forward-backward SDEs
1
Handelsvolumen der Börse
1
Homogenization
1
Intertemporal allocation
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
5
Type of publication (narrower categories)
All
Article in journal
5
Aufsatz in Zeitschrift
5
Language
All
English
5
Author
All
Muhle-Karbe, Johannes
Zariphopoulou-Souganidis, Thaleia
Feinstein, Zachary
3
Kabanov, Jurij M.
3
Kupper, Michael
3
Wang, Ruodu
3
Bartl, Daniel
2
Beiglböck, Mathias
2
Benth, Fred Espen
2
Bouchard, Bruno
2
Delbaen, Freddy
2
Fouque, Jean-Pierre
2
Frittelli, Marco
2
Jaschke, Stefan R.
2
Jiao, Ying
2
Krätschmer, Volker
2
Källblad, Sigrid
2
Larsen, Kasper
2
Munari, Cosimo-Andrea
2
Obłój, Jan
2
Reikvam, Kristin
2
Rüschendorf, Ludger
2
Schachermayer, Walter
2
Schied, Alexander
2
Svindland, Gregor
2
Zähle, Henryk
2
Acciaio, Beatrice
1
Angelsberg, Gilles
1
Ararat, Çağın
1
Arduca, Maria
1
Backhoff, Julio Daniel
1
Barrieu, Pauline
1
Bayraktar, Erhan
1
Becherer, Dirk
1
Beißner, Patrick
1
Bender, Christian
1
Bernard, Carole
1
Biagini, Francesca
1
Bichuch, Maxim
1
Bielecki, Tomasz R.
1
more ...
less ...
Published in...
All
Finance and stochastics
Research paper series / Swiss Finance Institute
3
Journal of economic theory
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Swiss Finance Institute Research Paper
2
Boston U. School of Management Research Paper
1
Journal of financial engineering
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
Mathematics and financial economics
1
Nota di lavoro / Fondazione ENI Enrico Mattei / Fondazione ENI Enrico Mattei
1
Nota di lavoro / Fondazione Eni Enrico Mattei
1
more ...
less ...
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
Relevance
Date (newest first)
Date (oldest first)
1
An ergodic BSDE approach to forward entropic risk measures : representation and large-maturity behavior
Chong, Wing Fung
;
Hu, Ying
;
Liang, Gechun
; …
- In:
Finance and stochastics
23
(
2019
)
1
,
pp. 239-273
Persistent link: https://www.econbiz.de/10012023715
Saved in:
2
Dynamically consistent investment under model uncertainty : the robust forward criteria
Källblad, Sigrid
;
Obłój, Jan
; …
- In:
Finance and stochastics
22
(
2018
)
4
,
pp. 879-918
Persistent link: https://www.econbiz.de/10011946570
Saved in:
3
Model uncertainty, recalibration, and the emergence of delta-vega hedging
Herrmann, Sebastian
;
Muhle-Karbe, Johannes
- In:
Finance and stochastics
21
(
2017
)
4
,
pp. 873-930
Persistent link: https://www.econbiz.de/10011944452
Saved in:
4
The dual optimizer for the growth-optimal portfolio under transaction costs
Gerhold, Stefan
;
Muhle-Karbe, Johannes
;
Schachermayer, …
- In:
Finance and stochastics
17
(
2013
)
2
,
pp. 325-354
Persistent link: https://www.econbiz.de/10009730811
Saved in:
5
A solution approach to valuation with unhedgeable risks
Zariphopoulou-Souganidis, Thaleia
- In:
Finance and stochastics
5
(
2001
)
1
,
pp. 61-82
Persistent link: https://www.econbiz.de/10001553048
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->