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isPartOf:"Wirtschaftswissenschaftliches Studium : WiSt ; Zeitschrift für Studium und Forschung"
subject:"Prinzipal-Agent-Theorie"
~isPartOf:"International journal of theoretical and applied finance"
~subject:"Agency theory"
~subject:"Derivative"
~subject:"Mathematical programming"
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Prinzipal-Agent-Theorie
Agency theory
Derivative
Mathematical programming
Theorie
1,569
Theory
1,569
Portfolio selection
166
Portfolio-Management
166
Stochastic process
119
Stochastischer Prozess
119
Option pricing theory
114
Optionspreistheorie
114
Volatility
82
Volatilität
82
Derivat
77
Credit risk
71
Kreditrisiko
71
Hedging
61
Yield curve
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Black-Scholes model
30
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Brigo, Damiano
4
Jeanblanc, Monique
4
Bielecki, Tomasz R.
3
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2
Benth, Fred Espen
2
Broll, Udo
2
Buescu, Cristin
2
Cialenco, Igor
2
Crépey, S.
2
Gapeev, Pavel V.
2
Gillenkirch, Robert M.
2
Pallavicini, Andrea
2
Rosa-Clot, Marco
2
Sidenius, Jakob
2
Taddei, Stefano
2
Agliardi, Rossella
1
Albanese, Claudio
1
Andersen, Leif B. G.
1
Aschinger, Gerhard
1
Bamberg, Günter
1
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1
Barnett, Tristan
1
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1
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1
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1
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1
Bordag, L. A.
1
Bouthemy, Sandrine
1
Bouveret, Géraldine
1
Branger, Nicole
1
Broadie, Mark
1
Buscher, Udo
1
Byrnes, Tim
1
Capponi, Agostino
1
Capriotti, Luca
1
Chen, Li
1
Chen, Ping
1
Chen, Zhiping
1
Chmakova, Alina Y.
1
Choueifaty, Yves
1
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Barcelona Workshop on Mathematical Finance <2017, Barcelona>
1
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Wirtschaftswissenschaftliches Studium : WiSt ; Zeitschrift für Studium und Forschung
International journal of theoretical and applied finance
European journal of operational research : EJOR
1,809
Computers & operations research : and their applications to problems of world concern ; an international journal
1,059
Operations research letters
533
International journal of production research
476
Operations research
325
INFORMS journal on computing : JOC
315
Mathematics of operations research
303
Mathematical methods of operations research
197
Management science : journal of the Institute for Operations Research and the Management Sciences
194
International journal of production economics
189
Omega : the international journal of management science
168
Journal of economic theory
167
Transportation research / E : an international journal
158
Top : an official journal of the Spanish Society of Statistics and Operations Research
151
Economics letters
146
Journal of economic dynamics & control
143
Journal of the Operational Research Society : OR
143
INFORMS journal on computing : JOC ; charting new directions in operations research and computer science ; a journal of the Institute for Operations Research and the Management Sciences
141
Discussion paper / Center for Economic Research, Tilburg University
139
The journal of futures markets
129
Operational research : an international journal
127
Opsearch : journal of the Operational Research Society of India
126
RAIRO / Operations research
125
Discussion paper / Tinbergen Institute
121
Journal of global optimization : an international journal dealing with theoretical and computational aspects of seeking global optima and their applications in science, management and engineering
118
OR spectrum : quantitative approaches in management
118
Journal of the Operational Research Society
116
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
116
International transactions in operational research : ITOR ; a journal of the International Federation of Operational Research Societies (IFORS)
111
Annals of operations research
107
Journal of banking & finance
105
Discussion paper / Centre for Economic Policy Research
104
SpringerLink / Bücher
104
Journal of economic behavior & organization : JEBO
103
CORE discussion paper : DP
100
Europäische Hochschulschriften / 5
96
NBER working paper series
96
4OR : a quarterly journal of operations research
93
Economic theory : official journal of the Society for the Advancement of Economic Theory
91
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ECONIS (ZBW)
136
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1
Practical investment consequences of the scalarization parameter formulation in dynamic mean - variance portfolio optimization
Staden, Pieter M. van
;
Dang, Duy Minh
;
Forsyth, Peter A.
- In:
International journal of theoretical and applied finance
24
(
2021
)
5
,
pp. 1-49
Persistent link: https://www.econbiz.de/10012662021
Saved in:
2
From bid-ask credit default swap quotes to risk-neutral default probabilities using distorted expectations
Michielon, Matteo
;
Khedher, Asma
;
Spreij, Peter
- In:
International journal of theoretical and applied finance
24
(
2021
)
3
,
pp. 1-22
Persistent link: https://www.econbiz.de/10012652634
Saved in:
3
Factor copula model for portfolio credit risk
Kim, Sung Ik
;
Kim, Young Shin
- In:
International journal of theoretical and applied finance
24
(
2021
)
4
,
pp. 1-25
Persistent link: https://www.econbiz.de/10012652691
Saved in:
4
Robust utility maximization in a multivariate financial market with stochastic drift
Sass, Jörn
;
Westphal, Dorothee
- In:
International journal of theoretical and applied finance
24
(
2021
)
4
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012652713
Saved in:
5
Multiplier optimization for constant proportion portfolio insurance (cppi) strategy
Biedova, Olga
;
Steblovskaya, Victoria
- In:
International journal of theoretical and applied finance
23
(
2020
)
2
,
pp. 1-22
Persistent link: https://www.econbiz.de/10012270906
Saved in:
6
Credit default swaps in two-dimensional models with various informations flows
Gapeev, Pavel V.
;
Jeanblanc, Monique
- In:
International journal of theoretical and applied finance
23
(
2020
)
2
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012270908
Saved in:
7
On time consistency for mean-variance portfolio selection
Vigna, Elena
- In:
International journal of theoretical and applied finance
23
(
2020
)
6
,
pp. 1-22
Persistent link: https://www.econbiz.de/10012496778
Saved in:
8
Linear stochastic dividend model
Willems, Sander
- In:
International journal of theoretical and applied finance
23
(
2020
)
7
,
pp. 1-20
Persistent link: https://www.econbiz.de/10012496908
Saved in:
9
Optimal mean-variance portfolio selection with no-short-selling constraint
Xu, Jingsi
- In:
International journal of theoretical and applied finance
23
(
2020
)
8
,
pp. 1-25
Persistent link: https://www.econbiz.de/10012496930
Saved in:
10
Multidimensional calibration of crude oil and refined products via semidefinite programming techniques
Saldivar, Carolina Effio
;
Herskovits, José
;
Luna, Juan …
- In:
International journal of theoretical and applied finance
22
(
2019
)
1
,
pp. 1-31
Persistent link: https://www.econbiz.de/10012012860
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