//--> //--> //--> //-->
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:"Finanzmarkt und Portfolio-Management"
subject:"Portfolio selection"
~isPartOf:"Finance and stochastics"
~subject:"Bankrisiko"
~subject:"Risk measure"
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
Portfolio selection
Bankrisiko
Risk measure
Theorie
585
Theory
585
Portfolio-Management
192
Stochastic process
130
Stochastischer Prozess
130
Option pricing theory
114
Optionspreistheorie
114
Risiko
62
Risk
62
Hedging
60
CAPM
59
Martingal
59
Martingale
59
Transaction costs
54
Transaktionskosten
54
Volatility
51
Volatilität
51
Yield curve
42
Zinsstruktur
42
Mathematical programming
35
Mathematische Optimierung
35
Option trading
34
Optionsgeschäft
34
Derivat
33
Derivative
33
Incomplete market
32
Unvollkommener Markt
32
Measurement
31
Messung
31
Arbitrage Pricing
30
Arbitrage pricing
30
Börsenkurs
30
Risikomaß
30
Share price
30
Markov chain
26
Markov-Kette
26
Black-Scholes model
25
Black-Scholes-Modell
25
more ...
less ...
Online availability
All
Undetermined
51
Free
4
Type of publication
All
Article
205
Type of publication (narrower categories)
All
Article in journal
205
Aufsatz in Zeitschrift
205
Systematic review
3
Übersichtsarbeit
3
Language
All
English
174
German
31
Author
All
Kabanov, Jurij M.
6
Schied, Alexander
5
Choulli, Tahir
4
Jeanblanc, Monique
4
Karatzas, Ioannis
4
Pham, Huyên
4
Rüschendorf, Ludger
4
Zariphopoulou-Souganidis, Thaleia
4
Becherer, Dirk
3
Benth, Fred Espen
3
Deng, Jun
3
Elie, Romuald
3
Feinstein, Zachary
3
Guasoni, Paolo
3
Jiao, Ying
3
Klüppelberg, Claudia
3
Larsen, Kasper
3
Lépinette, Emmanuel
3
Muhle-Karbe, Johannes
3
Sass, Jörn
3
Schachermayer, Walter
3
Wang, Ruodu
3
Wolter, Hans-Jürgen
3
Zimmermann, Heinz
3
Aksamit, Anna
2
Bayraktar, Erhan
2
Belak, Christoph
2
Bouchard, Bruno
2
Delbaen, Freddy
2
Denis, Emmanuel
2
Duffie, Darrell
2
El Karoui, Nicole
2
Embrechts, Paul
2
Filipović, Damir
2
Frey, Rüdiger
2
Föllmer, Hans
2
Gerhold, Stefan
2
Gozzi, Fausto
2
Kardaras, Constantinos
2
Kim, Donghan
2
more ...
less ...
Published in...
All
Finanzmarkt und Portfolio-Management
Finance and stochastics
Insurance / Mathematics & economics
359
Journal of banking & finance
342
European journal of operational research : EJOR
308
NBER working paper series
254
Working paper / National Bureau of Economic Research, Inc.
208
NBER Working Paper
203
Journal of economic dynamics & control
179
Finance research letters
172
Mathematical finance : an international journal of mathematics, statistics and financial theory
167
International journal of theoretical and applied finance
158
Risks : open access journal
138
Research paper series / Swiss Finance Institute
136
Quantitative finance
131
Journal of empirical finance
114
Discussion paper / Centre for Economic Policy Research
111
Journal of financial economics
110
The review of financial studies
109
Economic modelling
105
Management science : journal of the Institute for Operations Research and the Management Sciences
105
The journal of portfolio management : a publication of Institutional Investor
103
The journal of finance : the journal of the American Finance Association
98
Swiss Finance Institute Research Paper
92
Discussion paper / Tinbergen Institute
88
Economics letters
88
SpringerLink / Bücher
85
The European journal of finance
85
Mathematics and financial economics
84
International review of financial analysis
82
Computational economics
78
International review of economics & finance : IREF
78
Journal of risk and financial management : JRFM
77
The North American journal of economics and finance : a journal of financial economics studies
75
Applied economics
74
Mathematical methods of operations research
71
The journal of asset management
69
Journal of economic theory
67
Annals of finance
65
Discussion paper
65
Journal of mathematical finance
64
more ...
less ...
Source
All
ECONIS (ZBW)
205
Showing
1
-
10
of
205
Sort
Relevance
Date (newest first)
Date (oldest first)
1
A càdlàg rough path foundation for robust finance
Allan, Andrew L.
;
Liu, Chong
;
Prömel, David Johannes
- In:
Finance and stochastics
28
(
2024
)
1
,
pp. 215-257
Persistent link: https://www.econbiz.de/10014447739
Saved in:
2
Fundamental theorem of asset pricing with acceptable risk in markets with frictions
Arduca, Maria
;
Munari, Cosimo-Andrea
- In:
Finance and stochastics
27
(
2023
)
3
,
pp. 831-862
Persistent link: https://www.econbiz.de/10014328991
Saved in:
3
A concept of copula robustness and its applications in quantitative risk management
Zähle, Henryk
- In:
Finance and stochastics
26
(
2022
)
4
,
pp. 825-875
Persistent link: https://www.econbiz.de/10013440253
Saved in:
4
Semimartingale price systems in models with transaction costs beyond efficient friction
Kühn, Christoph
;
Molitor, Alexander
- In:
Finance and stochastics
26
(
2022
)
4
,
pp. 927-982
Persistent link: https://www.econbiz.de/10013440257
Saved in:
5
Market-to-book ratio in stochastic portfolio theory
Kim, Donghan
- In:
Finance and stochastics
27
(
2023
)
2
,
pp. 401-434
Persistent link: https://www.econbiz.de/10014253650
Saved in:
6
Martingale Schrödinger bridges and optimal semistatic portfolios
Nutz, Marcel
;
Wiesel, Johannes
;
Zhao, Long
- In:
Finance and stochastics
27
(
2023
)
1
,
pp. 233-254
Persistent link: https://www.econbiz.de/10013489593
Saved in:
7
Machine learning with kernels for portfolio valuation and risk management
Boudabsa, Lotfi
;
Filipović, Damir
- In:
Finance and stochastics
26
(
2022
)
2
,
pp. 131-172
Persistent link: https://www.econbiz.de/10013197507
Saved in:
8
Set-valued dynamic risk measures for processes and for vectors
Chen, Yanhong
;
Feinstein, Zachary
- In:
Finance and stochastics
26
(
2022
)
3
,
pp. 505-533
Persistent link: https://www.econbiz.de/10013440234
Saved in:
9
Log-optimal and numéraire portfolios for market models stopped at a random time
Choulli, Tahir
;
Yansori, Sina
- In:
Finance and stochastics
26
(
2022
)
3
,
pp. 535-585
Persistent link: https://www.econbiz.de/10013440235
Saved in:
10
On ruin probabilities with investments in a risky asset with a regime-switching price
Kabanov, Jurij M.
;
Pergamenščikov, Sergej M.
- In:
Finance and stochastics
26
(
2022
)
4
,
pp. 877-897
Persistent link: https://www.econbiz.de/10013440255
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...
//-->