//--> //--> //--> //-->
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:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~subject:"Anleihe"
~subject:"Stochastischer Prozess"
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:"Portfolio management"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Anleihe
Stochastischer Prozess
Portfolio selection
248
Portfolio-Management
248
Theorie
198
Theory
198
Stochastic process
36
CAPM
32
Incomplete market
29
Unvollkommener Markt
29
Option pricing theory
27
Optionspreistheorie
27
Martingal
25
Martingale
25
Hedging
24
Risiko
20
Risk
20
Transaction costs
20
Transaktionskosten
20
Mathematical programming
19
Mathematische Optimierung
19
Anlageverhalten
15
Behavioural finance
15
Derivat
14
Derivative
14
Benchmarking
13
Control theory
13
Kontrolltheorie
13
Volatility
13
Volatilität
13
Erwartungsnutzen
12
Expected utility
12
Risikomaß
12
Risk measure
12
Measurement
11
Messung
11
Bewertung
10
Capital income
10
Evaluation
10
Kapitaleinkommen
10
Risikoaversion
10
more ...
less ...
Online availability
All
Free
12
Undetermined
8
Type of publication
All
Article
27
Book / Working Paper
12
Type of publication (narrower categories)
All
Article in journal
27
Aufsatz in Zeitschrift
27
Arbeitspapier
12
Graue Literatur
12
Non-commercial literature
12
Working Paper
12
Language
All
English
39
Author
All
Platen, Eckhard
8
Benth, Fred Espen
2
Bruti-Liberati, Nicola
2
Chiarella, Carl
2
Guéant, Olivier
2
Nikitopoulos, Christina Sklibosios
2
Xu, Zuo Quan
2
Zhou, Xun Yu
2
Bank, Peter
1
Baum, Dietmar
1
Björk, Tomas
1
Cherny, Alexander S.
1
Cheung, Gerald H. L.
1
Clewlow, Les
1
Costin, Ovidiu
1
Detemple, Jérôme B.
1
Di Nunno, Giulia
1
Du, Ke
1
Espinosa, Gilles.Eduard
1
Federico, Salvatore
1
Fergusson, Kevin
1
Fouque, Jean-Pierre
1
Frei, Christoph
1
Frey, Rüdiger
1
Gassiat, Paul
1
Gnoatto, Alessandro
1
Gordy, Michael B.
1
Gozzi, Fausto
1
Grasselli, Martino
1
Hinz, Juri
1
Huang, Min
1
Hvistendahl Karlsen, Kenneth
1
Jin, Hanqing
1
Kang, Boda
1
Kardaras, Constantinos
1
Kazakov, Vladimir
1
Korn, Ralf
1
Kraft, Holger
1
Kumar, Sunil
1
Lehalle, Charles-Albert
1
more ...
less ...
Published in...
All
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
Mathematical finance : an international journal of mathematics, statistics and financial theory
Insurance / Mathematics & economics
90
European journal of operational research : EJOR
63
International journal of theoretical and applied finance
57
Finance and stochastics
42
Quantitative finance
36
Journal of banking & finance
32
Finance research letters
28
Journal of economic dynamics & control
25
Risks : open access journal
25
Mathematical methods of operations research
24
Applied mathematical finance
22
Journal of mathematical finance
22
Annals of finance
19
International journal of financial engineering
16
Mathematics and financial economics
16
Scandinavian actuarial journal
16
Computational economics
15
Journal of risk and financial management : JRFM
15
Research paper series / Swiss Finance Institute
15
Management science : journal of the Institute for Operations Research and the Management Sciences
14
The journal of fixed income
14
SpringerLink / Bücher
13
International review of financial analysis
12
NBER working paper series
12
The North American journal of economics and finance : a journal of financial economics studies
12
The journal of fixed income : JFI
12
Advanced bond portfolio management : best practices in modeling and strategies
11
IMA journal of management mathematics
11
Journal of financial economics
11
Working paper / National Bureau of Economic Research, Inc.
11
Computational Management Science : CMS
10
The journal of asset management
10
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
10
The review of financial studies
10
Applied economics
9
Astin bulletin : the journal of the International Actuarial Association
9
Economic modelling
9
Financial markets and portfolio management
9
more ...
less ...
Source
All
ECONIS (ZBW)
39
Showing
1
-
10
of
39
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A penny saved is a penny earned : less expensive zero coupon bonds
Gnoatto, Alessandro
;
Grasselli, Martino
;
Platen, Eckhard
-
2016
Persistent link: https://www.econbiz.de/10011778099
Saved in:
2
Loading pricing of catastrophe bonds and other long-dated, insurance-type contracts
Platen, Eckhard
;
Taylor, David
-
2016
Persistent link: https://www.econbiz.de/10011778139
Saved in:
3
Stochastic switching for partially observable dynamics and optimal asset allocation
Hinz, Juri
-
2015
Persistent link: https://www.econbiz.de/10011344246
Saved in:
4
Stylised properties of the interest rate term structure under the benchmark approach
Fergusson, Kevin
;
Platen, Eckhard
-
2014
Persistent link: https://www.econbiz.de/10011344800
Saved in:
5
Impact of time illiquidity in a mixed market without full observation
Federico, Salvatore
;
Gassiat, Paul
;
Gozzi, Fausto
- In:
Mathematical finance : an international journal of …
27
(
2017
)
2
,
pp. 401-437
Persistent link: https://www.econbiz.de/10011752503
Saved in:
6
Portfolio optimization and stochastic volatility asymptotics
Fouque, Jean-Pierre
;
Sircar, Kaushik Ronnie
; …
- In:
Mathematical finance : an international journal of …
27
(
2017
)
3
,
pp. 704-745
Persistent link: https://www.econbiz.de/10011764969
Saved in:
7
Option pricing and hedging with execution costs and market impact
Guéant, Olivier
;
Pu, Jiang
- In:
Mathematical finance : an international journal of …
27
(
2017
)
3
,
pp. 803-831
Persistent link: https://www.econbiz.de/10011764978
Saved in:
8
Approximate hedging problem with transaction costs in stochastic volatility markets
Thai Huu Nguyen
;
Pergamenshchikov, Serguei
- In:
Mathematical finance : an international journal of …
27
(
2017
)
3
,
pp. 832-865
Persistent link: https://www.econbiz.de/10011764979
Saved in:
9
Optimal investment with intermediate consumption and random endowment
Mostovyi, Oleksii
- In:
Mathematical finance : an international journal of …
27
(
2017
)
1
,
pp. 96-114
Persistent link: https://www.econbiz.de/10011739444
Saved in:
10
Modern view on Merton’s jump-diffusion model
Cheung, Gerald H. L.
;
Chiarella, Carl
-
2011
Persistent link: https://www.econbiz.de/10009563108
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->