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subject:"Anlageverhalten"
subject:"Portfolio-Management"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~person:"Bielecki, Tomasz R."
~person:"He, Xue Dong"
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Anlageverhalten
Portfolio-Management
Theorie
7
Theory
7
Portfolio selection
4
Credit risk
2
Kreditrisiko
2
Markov chain
2
Markov-Kette
2
Option pricing theory
2
Optionspreistheorie
2
quantile formulation
2
Arbitrage
1
Arbitrage Pricing
1
Arbitrage pricing
1
CAPM
1
Cash Flow
1
Cash flow
1
Credit derivative
1
Decomposition method
1
Dekompositionsverfahren
1
Dual optimization problem
1
Duales Optimierungsproblem
1
Economics of insurance
1
Erwartungsnutzen
1
Expected utility
1
Incomplete market
1
Insolvency
1
Insolvenz
1
Investment Fund
1
Investmentfonds
1
Kreditderivat
1
SP/A theory
1
Swap
1
Transaction costs
1
Transaktionskosten
1
Unvollkommener Markt
1
Versicherungsökonomik
1
Yield curve
1
Zinsstruktur
1
arbitrage
1
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Undetermined
1
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Article
4
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Article in journal
4
Aufsatz in Zeitschrift
4
Language
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English
4
Author
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Bielecki, Tomasz R.
He, Xue Dong
Platen, Eckhard
6
Zhou, Xun Yu
6
Li, Duan
5
Jin, Hanqing
4
Muhle-Karbe, Johannes
4
Carassus, Laurence
3
Glasserman, Paul
3
Guasoni, Paolo
3
Kardaras, Constantinos
3
Korn, Ralf
3
Pliska, Stanley R.
3
Rogers, Leonard C. G.
3
Stricker, Christophe
3
Zariphopoulou-Souganidis, Thaleia
3
Benth, Fred Espen
2
Capponi, Agostino
2
Choi, Kyoung Jin
2
Choulli, Tahir
2
Cui, Xiangyu
2
Cvitanić, Jakša
2
Detemple, Jérôme B.
2
El Karoui, Nicole
2
Evstigneev, Igor V.
2
Girotto, Bruno
2
Jarrow, Robert A.
2
Kohatsu-Higa, Arturo
2
Løkka, Arne
2
Maccheroni, Fabio
2
Marinacci, Massimo
2
Muthuraman, Kumar
2
Obłój, Jan
2
Ortu, Fulvio
2
Pham, Huyên
2
Shahabuddin, Perwez
2
Shim, Gyoocheol
2
Sim, Melvyn
2
Sulem, Agnès
2
Tankov, Peter
2
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Mathematical finance : an international journal of mathematics, statistics and financial theory
Mathematics of operations research
3
Journal of economic dynamics & control
2
Recent advances in financial engineering 2012 : proceedings of the International Workshop on Finance 2012, the University of Tokyo, Japan, 30-31 October 2012
2
Finance and stochastics
1
International journal of theoretical and applied finance
1
Mathematical methods of operations research : ZOR
1
Operations research letters
1
Paris Princeton lectures on mathematical finance
1
The Oxford handbook of credit derivatives
1
Working papers in economics
1
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ECONIS (ZBW)
4
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1
Hope, fear, and aspirations
He, Xue Dong
;
Zhou, Xun Yu
- In:
Mathematical finance : an international journal of …
26
(
2016
)
1
,
pp. 3-50
Persistent link: https://www.econbiz.de/10011550126
Saved in:
2
No-arbitrage pricing for dividend-paying securities in discrete-time markets with transaction costs
Bielecki, Tomasz R.
;
Cialenco, Igor
;
Rodriguez, Rodrigo
- In:
Mathematical finance : an international journal of …
25
(
2015
)
4
,
pp. 673-701
Persistent link: https://www.econbiz.de/10011350542
Saved in:
3
Portfolio choice via quantiles
He, Xue Dong
;
Zhou, Xun Yu
- In:
Mathematical finance : an international journal of …
21
(
2011
)
2
,
pp. 203-231
Persistent link: https://www.econbiz.de/10008935692
Saved in:
4
Continuous-time-mean-variance portfolio selection with bankruptcy prohibition
Bielecki, Tomasz R.
;
Jin, Hanqing
;
Pliska, Stanley R.
; …
- In:
Mathematical finance : an international journal of …
15
(
2005
)
2
,
pp. 213-244
Persistent link: https://www.econbiz.de/10002725425
Saved in:
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